— Let G be a locally compact group, E a quasi-complete locally convex space, U a continuous representation of G in E. (i) If λ∈C′(G), μ∈C′(G), then U(λ∗μ)=U(λ)U(μ). (ii) Suppose that E is a Banach space, and let ρ(s)=∥U(s)∥ for s∈G. If λ∈Mρ(G), μ∈Mρ(G), then U(λ∗μ)=U(λ)U(μ). Let λ,μ be in C′(G). For any x∈E one has, by applying notably Props. 1 and 4 of Ch. VI, §1, No. 1,
U(λ∗μ)x=∫GU(s)xd(λ∗μ)(s) =∫G×GU(st)xdλ(s)dμ(t)=∫G×GU(s)U(t)xdλ(s)dμ(t) =∫GU(λ)U(t)xdμ(t)=U(λ)∫GU(t)xdμ(t)=U(λ)U(μ)x, whence (i). An analogous argument may be applied in case (ii).
With G still a locally compact group, let us assume that G operates continuously on the left in a locally compact space X. This defines (§2, No. 4) a continuous linear representation γ of G in M(X) (equipped with the topology of compact convergence in H(X)).
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.