Bourbaki

Proposition 2

Tag 09I6, permanent. Cite it as [Bourbaki, Tag 09I6].

Integration, chapter VIII, § 1. Convolution

— Let X1,…,Xn,YX_1, \ldots, X_n, Y be locally compact spaces, μi\mu_i a bounded measure on XiX_i (1≤i≤n1 \leq i \leq n), μ\mu the product of the μi\mu_i, φ\varphi a μ\mu-measurable mapping of ∏i=1nXi\prod_{i=1}^n X_i into YY. Then the μi\mu_i are φ\varphi-convolvable and

∥∗i=1nμi∥≤∏i=1n∥μi∥. \left\| *_{i=1}^n \mu_i \right\| \leq \prod_{i=1}^n \| \mu_i \|.
If the μi\mu_i are moreover positive, then
∥∗i=1nμi∥=∏i=1n∥μi∥. \left\| *_{i=1}^n \mu_i \right\| = \prod_{i=1}^n \| \mu_i \|.
For, μi′=∣μi∣\mu'_i = |\mu_i| is bounded and ∥μi′∥=∥μi∥\| \mu'_i \| = \| \mu_i \| (Ch. III, §1, No. 8, Cor. 1 of Prop. 10). One has ∣μ1⊗⋯⊗μn∣=μ1′⊗⋯⊗μn′|\mu_1 \otimes \cdots \otimes \mu_n| = \mu'_1 \otimes \cdots \otimes \mu'_n (Ch. III, §4, Nos. 2, 4), therefore μ1⊗⋯⊗μn\mu_1 \otimes \cdots \otimes \mu_n is bounded and
∥μ1⊗⋯⊗μn∥=∥μ1∥⋯∥μn∥ \| \mu_1 \otimes \cdots \otimes \mu_n \| = \| \mu_1 \| \cdots \| \mu_n \|
(ibid., Prop. 4). Therefore φ\varphi is μ\mu-proper (Ch. V, §6, No. 1, Remark 1), that is, the μi\mu_i are φ\varphi-convolvable. One has ∥∗i=1nμi′∥=∥μ1′⊗⋯⊗μn′∥\| *_{i=1}^n \mu'_i \| = \| \mu'_1 \otimes \cdots \otimes \mu'_n \| (Ch. V, §6, No. 2, Th. 1), consequently ∥∗i=1nμi′∥=∥μ1′∥⋯∥μn′∥\| *_{i=1}^n \mu'_i \| = \| \mu'_1 \| \cdots \| \mu'_n \|. Finally, ∣∗iμi∣≤∗iμi′| *_{i} \mu_i | \leq *_{i} \mu'_i (No. 1, formula (2)), therefore
∥∗iμi∥≤∥∗iμi′∥=∏i=1n∥μi∥. \left\| *_{i} \mu_i \right\| \leq \left\| *_{i} \mu'_i \right\| = \prod_{i=1}^n \| \mu_i \|.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.