Proposition 5
Tag 09JF, permanent. Cite it as [Bourbaki, Tag 09JF].
Integration, VIII, p. 20, § 3. Convolution of measures on groups
Let λ be a left (resp. right) Haar measure on G, and μ∈M1(G). Then μ and λ (resp. λ and μ) are convolvable, and μ∗λ=μ(1)λ (resp. λ∗μ=μ(1)λ).
We can suppose that μ⩾0. Let f∈K+(G). When λ is a left Haar measure,
∫∗dμ(x)∫∗f(xy)dλ(y)=∫∗dμ(x)∫f(y)dλ(y)=λ(f)∥μ∥,
therefore the function (x,y)↦f(xy) is (μ⊗λ)-integrable, and its integral for μ⊗λ is λ(f)∥μ∥. One argues similarly when λ is a right Haar measure.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
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