— We conserve the hypotheses and notations of Prop. 8. Let λ be a positive measure on X/H.
a) The pair (π,h) is λ#-adapted, and ∫Xh(x)επ(x)dλ#(x)=λ.
b) The mapping π is proper for the measure h⋅λ#, and π(h⋅λ#)=λ.
c) Let k be a function on X/H, with values in a Banach space or in R. For k to be measurable (resp. locally integrable, essentially integrable, integrable) for λ, it is necessary and sufficient that h⋅(k∘π) be so for λ#; and, if k is essentially integrable for λ, then
∫X/Hkdλ=∫Xh⋅(k∘π)dλ#.
Let f∈K(X/H). Then h⋅(f∘π)∈K(X) and
∫Xh(x)f(π(x))dλ#(x)=∫X/Hf(x˙)dλ(x˙)∫Hh(xξ)dβ(ξ)=∫X/Hf(x˙)dλ(x˙),
whence a). The assertion b) is proved similarly. The assertions of c) concerning measurability, essential integrability and formula (14) may then be obtained by applying the results of Ch. V (§ 4, Prop. 3, § 5, Th. 1, § 4, Th. 2). If k is λ-integrable, then h⋅(k∘π) is λ#-integrable (Ch. V, § 3, No. 3, Th. 1). If h⋅(k∘π) is λ#-integrable, Prop. 5 proves that (h⋅(k∘π))b=hb⋅k=k is λ-integrable. If k is locally λ-integrable, then h⋅(k∘π) is locally λ#-integrable (Prop. 6). Finally, suppose h⋅(k∘π) locally λ#-integrable; for every f∈H(X/H), h⋅(k∘π)⋅(f∘π) has compact support, and
∣h⋅(k∘π)⋅(f∘π)∣≤M∣h⋅(k∘π)∣, where
M=sup∣f∣; therefore
h⋅((kf)∘π) is
λ#-integrable, consequently
kf is
λ-integrable, by what has already been proved; this proves that
k is indeed locally
λ-integrable.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.