Let α∈M1(G) and β∈M1(G). Then one has (30) FG(FG(β)⋅α)=β∗FG(α)
and in particular
∫GFG(β)(x)dα(x)=∫GFG(α)(χ)dβ(χ)(31)
Formula (30) implies formula (31) by evaluating both sides of the identity at χ=1. Let us prove (30). Let χ∈G. There follows
(FG(FG(β)⋅α))(χ)=∫G⟨χ,x⟩FG(β)(x)dα(x)
=∫G⟨χ,x⟩(∫G⟨ξ,x⟩dβ(ξ))dα(x)
The function (x,ξ)↦⟨χ,x⟩⟨ξ,x⟩ is continuous and bounded, hence integrable on G×G with respect to the measure α⊗β. By Lebesgue-Fubini's theorem (INT, V, §8, no4, th. 1, a)), one obtains
(FG(FG(β)⋅α))(χ)=∫G(∫G⟨χξ−1,x⟩dα(x))dβ(ξ)
=∫GFG(α)(χξ−1)dβ(ξ)=(β∗FG(α))(χ)
as desired.
Bourbaki sets the proof directly after the statement, and the corpus does not separate them, so what is above is the statement and its proof together.