The mapping(s,μ)↦γ(s)μofG×M+(X)intoM+(X)is continuous when the setM+(X)of positive measures onXis equipped with the vague topology.
Since γ(s)μ=γ(ss0−1)γ(s0)μ, it follows from Remark 1 that it suffices to prove the continuity of the mapping under consideration at a point of the form (e,μ0) with μ0∈M+(X). Given a function f∈K(X) and a number ε>0, it is thus a matter of showing that there exist a neighborhood U of e in G and a neighborhood W of μ0 in M+(X) such that the relations s∈U,μ∈W imply
∫f(sx)dμ(x)−∫f(x)dμ0(x)≤ε.
Let V be a compact neighborhood of the support K of f in X, and let φ∈K+(X) be such that φ(x)=1 on V; there exists a neighborhood W0 of μ0 in M+(X) such that a=supμ∈W0μ(V) is finite: it suffices to take for W0 the set of μ∈M+(X) such that ∣⟨φ,μ−μ0⟩∣≤1. Since the mapping (s,x)↦sx is continuous, there is, on the other hand, a compact neighborhood U0 of e in G such that sK⊂V for all s∈U0; the function (s,x)↦f(sx) is then uniformly continuous in U0×V and so there is a neighborhood U⊂U0 of e such that ∣f(sx)−f(x)∣≤ε/2a for all s∈U and x∈V. For s∈U and μ∈W0, we therefore have
∫f(sx)dμ(x)−∫f(x)dμ(x)≤ε/2;
if W⊂W0 is the neighborhood of μ0 in M+(X) formed by the measures μ∈W0 such that ∫f(x)dμ(x)−∫f(x)dμ0(x)≤ε/2, U and W meet the requirements.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.