The measure α ^ \widehat{\alpha} α on H ^ = G ^ / H ⊥ \widehat{H} =\widehat{G}/H^{\bot} H = G / H ⊥ is equal to β / ^ γ ^ \widehat{\beta /}\widehat{\gamma} β / γ .
Let us fix a nonzero f ∈ K ( G ) f\in \mathscr{K}(G) f ∈ K ( G ) . For x ∈ G x\in G x ∈ G and χ ∈ G ^ \chi \in \widehat{G} χ ∈ G , put
φ ( x , χ ) = ∫ H f ( x y ) ⟨ χ , y ⟩ d α ( y )
\varphi (x, \chi ) =\int_Hf(xy)\langle \chi , y\rangle d\alpha (y)
φ ( x , χ ) = ∫ H f ( x y ) ⟨ χ , y ⟩ d α ( y )
The function φ \varphi φ is continuous on G × G ^ G\times \widehat{G} G × G (INT, IV, §4, no 3 ^o3 o 3 , cor. 1 of Theorem 2). For fixed x x x , φ ( x , χ ) \varphi (x, \chi ) φ ( x , χ ) depends only on the class of χ \chi χ in G ^ / H ⊥ = H ^ \widehat{G}/H^{\bot}=\widehat{H} G / H ⊥ = H . For fixed χ \chi χ , ⟨ χ , x ⟩ φ ( x , χ ) \langle \chi , x\rangle \varphi (x, \chi ) ⟨ χ , x ⟩ φ ( x , χ ) depends only on the class of x x x in G / H G/H G / H , and the function x ˙ ↦ ⟨ χ , x ⟩ φ ( x , χ ) \dot{x}\mapsto \langle \chi , x\rangle \varphi (x, \chi ) x ˙ ↦ ⟨ χ , x ⟩ φ ( x , χ ) on G / H G/H G / H has compact support.
Let x ∈ G x\in G x ∈ G . The function χ ˙ ↦ φ ( x , χ ) \dot{\chi}\mapsto \varphi (x, \chi ) χ ˙ ↦ φ ( x , χ ) on H ^ \widehat{H} H is the Fourier cotransform of the function y ↦ f ( x y ) y\mapsto f(xy) y ↦ f ( x y ) on H. The latter is square-integrable, hence by the Plancherel formula (23) of II, p. 217, one has
∫ G ^ / H ⊥ ∣ φ ( x , χ ) ∣ 2 d α ^ ( χ ˙ ) = ∫ H ∣ f ( x y ) ∣ 2 d α ( y ) (35)
\int_{\widehat{G}/H^{\bot}}|\varphi (x, \chi )|^2d\widehat{\alpha}( \dot{\chi}) =\int_H|f(xy)|^2d\alpha (y) \tag{35}
∫ G / H ⊥ ∣ φ ( x , χ ) ∣ 2 d α ( χ ˙ ) = ∫ H ∣ f ( x y ) ∣ 2 d α ( y ) ( 35 )
Let χ ∈ G ^ \chi \in \widehat{G} χ ∈ G . The function x ˙ ↦ ⟨ χ , x ⟩ φ ( x , χ ) \dot{x}\mapsto \langle \chi , x\rangle \varphi (x, \chi ) x ˙ ↦ ⟨ χ , x ⟩ φ ( x , χ ) belongs to K ( G / H ) \mathscr{K}(G/H) K ( G / H ) , hence to L 1 ( G / H ) L^1(G/H) L 1 ( G / H ) . Its Fourier cotransform is the function on H ⊥ H^{\bot} H ⊥ whose value at ξ ∈ H ⊥ \xi \in H^{\bot} ξ ∈ H ⊥ is
∫ G / H ⟨ ξ , x ˙ ⟩ ⟨ χ , x ⟩ φ ( x , χ ) d γ ( x ˙ ) = ∫ G / H ( ∫ H ⟨ χ ξ , x y ⟩ f ( x y ) d α ( y ) ) d γ ( x ˙ )
\int_{G/H}\langle \xi ,\dot{x}\rangle \langle \chi , x\rangle \varphi (x, \chi )d\gamma ( \dot{x}) =\int_{G/H}(\int_H\langle \chi \xi , xy\rangle f(xy)d\alpha (y))d\gamma ( \dot{x})
∫ G / H ⟨ ξ , x ˙ ⟩ ⟨ χ , x ⟩ φ ( x , χ ) d γ ( x ˙ ) = ∫ G / H ( ∫ H ⟨ χ ξ , x y ⟩ f ( x y ) d α ( y )) d γ ( x ˙ )
= ∫ G ⟨ χ ξ , x ⟩ f ( x ) d β ( x ) = F ‾ G ( f ) ( χ ξ )
=\int_G\langle \chi \xi , x\rangle f(x)d\beta (x) =\overline{\mathscr{F}}_G(f)(\chi \xi )
= ∫ G ⟨ χ ξ , x ⟩ f ( x ) d β ( x ) = F G ( f ) ( χ ξ )
by formula (33). Therefore
∫ G / H ∣ φ ( x , χ ) ∣ 2 d γ ( x ˙ ) = ∫ H ⊥ ∣ F ‾ G ( f ) ( χ ξ ) ∣ 2 d γ ^ ( ξ ) (36)
\int_{G/H}|\varphi (x, \chi )|^2d\gamma ( \dot{x}) =\int_{H^{\bot}}|\overline{\mathscr{F}}_G(f)(\chi \xi )|^2d\widehat{\gamma}(\xi ) \tag{36}
∫ G / H ∣ φ ( x , χ ) ∣ 2 d γ ( x ˙ ) = ∫ H ⊥ ∣ F G ( f ) ( χ ξ ) ∣ 2 d γ ( ξ ) ( 36 )
by the Plancherel formula again.
One then finally computes
∫ G ^ ∣ F ‾ G ( f ) ∣ 2 d β ^ = ∫ G ∣ f ∣ 2 d β \int_{\widehat{G}}|\overline{\mathscr{F}}_G(f)|^2d\widehat{\beta}=\int_G|f|^2d\beta ∫ G ∣ F G ( f ) ∣ 2 d β = ∫ G ∣ f ∣ 2 d β (by (23))
= ∫ G / H d γ ( x ˙ ) ∫ H ∣ f ( x y ) ∣ 2 d α ( y ) =\int_{G/H}d\gamma ( \dot{x})\int_H|f(xy)|^2d\alpha (y) = ∫ G / H d γ ( x ˙ ) ∫ H ∣ f ( x y ) ∣ 2 d α ( y ) (by (33))
= ∫ G / H d γ ( x ˙ ) ∫ G ^ / H ⊥ ∣ φ ( x , χ ) ∣ 2 d α ^ ( χ ˙ ) =\int_{G/H}d\gamma ( \dot{x})\int_{\widehat{G}/H^{\bot}}|\varphi (x, \chi )|^2d\widehat{\alpha}( \dot{\chi}) = ∫ G / H d γ ( x ˙ ) ∫ G / H ⊥ ∣ φ ( x , χ ) ∣ 2 d α ( χ ˙ ) (by (35))
= ∫ G ^ / H ⊥ d α ^ ( χ ˙ ) ∫ G / H ∣ φ ( x , χ ) ∣ 2 d γ ( x ˙ )
=\int_{\widehat{G}/H^{\bot}}d\widehat{\alpha}( \dot{\chi})\int_{G/H}|\varphi (x, \chi )|^2d\gamma ( \dot{x})
= ∫ G / H ⊥ d α ( χ ˙ ) ∫ G / H ∣ φ ( x , χ ) ∣ 2 d γ ( x ˙ )
= ∫ G ^ / H ⊥ d α ^ ( χ ˙ ) ∫ H ⊥ ∣ F ‾ G ( f ) ( χ ξ ) ∣ 2 d γ ^ ( ξ ) =\int_{\widehat{G}/H^{\bot}}d\widehat{\alpha}( \dot{\chi})\int_{H^{\bot}}|\overline{\mathscr{F}}_G(f)(\chi \xi )|^2d\widehat{\gamma}(\xi ) = ∫ G / H ⊥ d α ( χ ˙ ) ∫ H ⊥ ∣ F G ( f ) ( χ ξ ) ∣ 2 d γ ( ξ ) (by (36)),
where INT, V, §8, No.o 3 ^o3 o 3 , prop. 5 has been applied to the positive continuous function ( x ˙ , χ ˙ ) ↦ ∣ φ ( x , χ ) ∣ 2 ( \dot{x},\dot{\chi})\mapsto |\varphi (x, \chi )|^2 ( x ˙ , χ ˙ ) ↦ ∣ φ ( x , χ ) ∣ 2 on G / H × G ^ / H ⊥ G/H\times \widehat{G}/H^{\bot} G / H × G / H ⊥ .
Comparing this equality with the integration formula (33) for the group G ^ \widehat{G} G , one then concludes that the Haar measures α ^ \widehat{\alpha} α and β / ^ γ ^ \widehat{\beta /}\widehat{\gamma} β / γ coincide.
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.
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