— Let X1,…,Xn,Y be locally compact spaces, μi a bounded measure on Xi (1≤i≤n), μ the product of the μi, φ a μ-measurable mapping of ∏i=1nXi into Y. Then the μi are φ-convolvable and
∥∗i=1nμi∥≤i=1∏n∥μi∥. If the
μi are moreover positive, then
∥∗i=1nμi∥=i=1∏n∥μi∥. For,
μi′=∣μi∣ is bounded and
∥μi′∥=∥μi∥ (Ch. III, §1, No. 8, Cor. 1 of Prop. 10). One has
∣μ1⊗⋯⊗μn∣=μ1′⊗⋯⊗μn′ (Ch. III, §4, Nos. 2, 4), therefore
μ1⊗⋯⊗μn is bounded and
∥μ1⊗⋯⊗μn∥=∥μ1∥⋯∥μn∥ (ibid., Prop. 4). Therefore
φ is
μ-proper (Ch. V, §6, No. 1, Remark 1), that is, the
μi are
φ-convolvable. One has
∥∗i=1nμi′∥=∥μ1′⊗⋯⊗μn′∥ (Ch. V, §6, No. 2, Th. 1), consequently
∥∗i=1nμi′∥=∥μ1′∥⋯∥μn′∥. Finally,
∣∗iμi∣≤∗iμi′ (No. 1, formula (2)), therefore
∥∗iμi∥≤∥∗iμi′∥=i=1∏n∥μi∥.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.