Bourbaki

Proposition 1

Tag 09K6, permanent. Cite it as [Bourbaki, Tag 09K6].

Integration, VIII, p. 26, § 4. Convolution of measures and functions

Let μ\mu be a measure on G\mathbf{G}, ff a locally β\beta-integrable complex function on X\mathbf{X}. Suppose that the function s↦f(s−1x)χ(s−1,x)s \mapsto f(s^{-1}x)\chi(s^{-1}, x) is essentially μ\mu-integrable except for a locally β\beta-negligible set of values of xx, and that the function x↦∫∣f(s−1x)∣χ(s−1,x)d∣μ∣(s)x \mapsto \int |f(s^{-1}x)|\chi(s^{-1}, x) d|\mu|(s), defined locally almost everywhere for β\beta, is locally β\beta-integrable. Then μ\mu and ff are convolvable.

We may assume that f⩾0f \geqslant 0 and μ⩾0\mu \geqslant 0. Let h∈K+(X)h \in \mathscr{K}_+(\mathbf{X}). We are to prove that the function (s,x)↦h(sx)(s, x) \mapsto h(sx) is essentially integrable for μ⊗(f⋅β)=(1⊗f)⋅(μ⊗β)\mu \otimes (f \cdot \beta) = (1 \otimes f) \cdot (\mu \otimes \beta) (Ch. V, §8, No. 5, Prop. 10), that is, that ∬∙h(sx)f(x)φK(s)dμ(s)dβ(x)<+∞\iint^\bullet h(sx)f(x)\varphi_K(s) d\mu(s) d\beta(x) < +\infty (Ch. V, §5, No. 3, Prop. 3); it will clearly suffice to prove that there exists an a>0a > 0 such that for every compact subset KK of G\mathbf{G},

∬∙h(sx)f(x)φK(s)dμ(s)dβ(x)⩽a. \iint^\bullet h(sx)f(x)\varphi_K(s) d\mu(s) d\beta(x) \leqslant a.
By Lemma 1,
∬∙h(sx)f(x)φK(s)dμ(s)dβ(x) \iint^\bullet h(sx)f(x)\varphi_K(s) d\mu(s) d\beta(x)
=∬∗h(x)f(s−1x)φK(s)χ(s−1,x)dμ(s)dβ(x). = \iint^* h(x)f(s^{-1}x)\varphi_K(s)\chi(s^{-1}, x) d\mu(s) d\beta(x).
Now, the function (s,x)↦h(x)f(s−1x)φK(s)χ(s−1,x)(s, x) \mapsto h(x)f(s^{-1}x)\varphi_K(s)\chi(s^{-1}, x) is (μ⊗β)(\mu \otimes \beta)-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) \int^* h(x) d\beta(x) \int^* f(s^{-1}x)\varphi_K(s)\chi(s^{-1}, x) d\mu(s)
⩽(sup⁡h)∫∗dβ(x)∫∗f(s−1x)χ(s−1,x)dμ(s), \leqslant (\sup h) \int^* d\beta(x) \int^* f(s^{-1}x)\chi(s^{-1}, x) d\mu(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.

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