Let π (resp. π′) be a mapping of T (resp. T′) into a locally compact space T1 (resp. T1′).
a) If π (resp. π′) is μ-proper (resp. μ′-proper), then the mapping π×π′ is (μ⊗μ′)-proper and (π×π′)(μ⊗μ′)=π(μ)⊗π′(μ′).
b) Conversely, if π×π′ is (μ⊗μ′)-proper and μ′=0, then π is μ-proper.
a) For, π×π′ is (μ×μ′)-measurable by Cor. 1 of Prop. 3 of No. 2. On the other hand, if K (resp. K′) is a compact subset of T1 (resp. T1′), then π−1(K) and π′−1(K′) are essentially integrable for μ and μ′, respectively, therefore π−1(K)×π′−1(K′) is essentially integrable for μ⊗μ′ (Cor. 2 of Prop. 8). This proves that π×π′ is (μ×μ′)-proper. Now let μ1=π(μ), μ1′=π′(μ′), ν1=(π×π′)(μ⊗μ′); for f∈K(T1) and f′∈K(T1′), we have
∬f(π(t))f′(π′(t′))dμ(t)dμ′(t′)
=(∫f(π(t))dμ(t))(∫f′(π′(t′))dμ′(t′))
(Cor. 2 of Prop. 8), which proves that ν1=μ1⊗μ1′ (Ch. III, § 4, No. 1, Th. 1).
b) Now suppose that π×π′ is μ⊗μ′-proper and that μ′=0. Let μ1 be a measure ≤μ with compact support. The function π×π′ being measurable for μ1⊗μ′, the mapping t↦(π(t),π′(t′)) is μ-measurable except for t′ forming a locally μ′-negligible set (No. 2, Prop. 2). Since μ′=0, it follows that π is μ1-measurable, and finally that π is μ-measurable
(§2, No. 3, Prop. 4 and §2, No. 2, Prop. 2). It remains to show that μ∙(f∘π)<+∞ for every function f∈K+(T1). If μ is zero, this property is obvious. If μ is not zero, then neither is μ⊗μ′, consequently (π×π′)(μ⊗μ′)=0 (§6, No. 2, Cor. 1 of Prop. 2). By Lemma 1 of Ch. III, §4, No. 1, there exist two functions g∈K+(T1), g′∈K+(T1′) such that
⟨(π×π′)(μ⊗μ′),g⊗g′⟩=0.
This expression being equal to ⟨μ⊗μ′,(g∘π)⊗(g′∘π′)⟩ by the definition of image measures, Prop. 8 implies that μ′′∙(g′∘π′)=0. We then have, by Prop. 8 and by Prop. 2 of §6, No. 2,
(∫∙(f∘π)dμ)(∫∙(g′∘π′)dμ′)=∬∙(f∘π)⊗(g′∘π′)dμdμ′
=∬∙(f⊗g′)d((π×π′)(μ⊗μ′))<+∞.
The first integral in the first member is therefore finite, which completes the proof.
This result extends at once to the product of two complex measures (apply the statement to their absolute values). The same is true for the following proposition.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.