Let μ be a measure on G, f a locally β-integrable complex function on X. Suppose that the function s↦f(s−1x)χ(s−1,x) is essentially μ-integrable except for a locally β-negligible set of values of x, and that the function x↦∫∣f(s−1x)∣χ(s−1,x)d∣μ∣(s), defined locally almost everywhere for β, is locally β-integrable. Then μ and f are convolvable.
We may assume that f⩾0 and μ⩾0. Let h∈K+(X). We are to prove that the function (s,x)↦h(sx) is essentially integrable for μ⊗(f⋅β)=(1⊗f)⋅(μ⊗β) (Ch. V, §8, No. 5, Prop. 10), that is, that ∬∙h(sx)f(x)φK(s)dμ(s)dβ(x)<+∞ (Ch. V, §5, No. 3, Prop. 3); it will clearly suffice to prove that there exists an a>0 such that for every compact subset K of G,
∬∙h(sx)f(x)φK(s)dμ(s)dβ(x)⩽a. By Lemma 1,
∬∙h(sx)f(x)φK(s)dμ(s)dβ(x) =∬∗h(x)f(s−1x)φK(s)χ(s−1,x)dμ(s)dβ(x). Now, the function
(s,x)↦h(x)f(s−1x)φK(s)χ(s−1,x) is
(μ⊗β)-measurable (Lemma 1) and has compact support. The preceding expression is therefore equal (Ch. V, §8, No. 3, Prop. 7) to
∫∗h(x)dβ(x)∫∗f(s−1x)φK(s)χ(s−1,x)dμ(s) ⩽(suph)∫∗dβ(x)∫∗f(s−1x)χ(s−1,x)dμ(s),
where S denotes the support of h. Whence the proposition.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.