Let p∈[1,+∞[. The space Lπp(G) is the space of functions f∈Fπ(G) such that f is μ-measurable and the function ∥f∥ belong to Lp(G/H).
Let f∈Lπp(G). It is the limit in Lπp(G) of a sequence of elements of Kπ(G). By prop. 3, b) and Egoroff's theorem (INT, IV, p. 175, § 5, No.o4, th. 2), the function f is therefore μ-measurable; consequently, the function ∥f∥ on G/H is ν-measurable (INT, VII, p. 47, § 2, No.o3, prop. 6, b)). Since Np(f) is finite, the function ∥f∥ belong to Lp(G/H) (INT, IV, p. 184, § 5, No.o6, th. 5).
Let us prove the converse assertion. Let f be a μ-measurable function belonging to Fπ(G) such that ∥f∥∈Lp(G/H). Let ε>0. Let us prove that there exists f∈Kπ(G) such that
Np(f−f)p=∫G/H∗∥f−f∥pdν⩽ε
which will conclude the proof.
Suppose first that there exists a compact subset C of G such that f is zero outside C⋅H. Let u∈K+(G) be a function such that u(x)>0 for all x∈C and define v=u1 as above. Let us denote by φ the characteristic function of the support of u.
Let q be the conjugate exponent of p. If p=1, let w be the constant function on G equal to supx∈Gu(x). If p>1, define
w(x)=(∫Hu(xh)qdβ(h))1/q
for every x∈G. In both cases, the function w is continuous and positive; it belongs to K1(G) (Prop. 4 applied to the trivial representation of dimension 1 and to the function uq), hence it is bounded on G. Put W = supx∈Gw(x).
Let s be the function on G with values in E defined by Lemma 5 applied to f. Put g=φs. The function g is μ-measurable, and satisfies ∥g∥⩽∥f∥/ infx∈C⋅Hv(x). Since g vanishes outside the support of u and κ is continuous, we have g∈LEp(G,κ⋅μ). Let g be a function in KE(G) such that
∫∗∥g−g∥pκdμ⩽εp
G W
We have us=ug, hence f=(us)π=(ug)π almost everywhere modulo H (Lemma 5, b)). Let f=(ug)π; we have f∈Kπ(G) (Prop. 4, b)). For every x∈G - Sug, we obtain
by INT, VII, p. 46, § 2, no3, Prop. 5, b), which is applicable since g−g vanishes outside a compact subset of G. This implies the required property when f vanishes outside a compact subset modulo H.
Consider now the general case. Since ∥f∥∈Lp(G/H) by hypothesis, there exists a compact subset L of G/H such that
∫∗pε
∥f∥dν⩽
(G/H)−L 2
(cf. INT, IV, p. 152, § 4, no6, th. 4). Let φL be the characteristic function of L and put fL=(φL∘ϖ)f. We have
∫∗p∫∗pε
∥f−fL∥dν=∥f∥dν⩽
G/H(G/H)−L 2
The function fL is μ-measurable and vanishes outside a compact set modulo H. It belongs to Lπp(G), hence by the preceding case, there exists f∈Kπ(G) such that Np(fL−f)⩽(2ε)1/p, whence
∫G/H∗∥f−f∥pdν⩽ε
as desired.
Let us consider the case p=2. For f1 and f2 in Fπ(G), the function x↦⟨f1(x)∣f2(x)⟩ belongs to F1(G) since the representation π is unitary, and therefore defines by passing to the quotient a function on G/H, which is identified as above with ⟨f1∣f2⟩. One has the majorization ∣⟨f1∣f2⟩∣⩽∥f1∥∥f2∥ in F(G/H).
If f1 and f2 belong to Lπ2(G), then the function ⟨f1∣f2⟩ belongs to L11(G). In particular, it is integrable on G/H. The mapping
(f1,f2)↦∫G/H⟨f1∣f2⟩dν
is a positive Hermitian form on Lπ2(G); the associated seminorm is the seminorm N2. In particular, the space Lπ2(G) is a prehilbertian space and Lπ2(G) is the Hilbert space associated with Lπ2(G).
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.