Bourbaki

Proposition 2

Tag 09K7, permanent. Cite it as [Bourbaki, Tag 09K7].

Integration, chapter VIII, § 4. Convolution of measures and functions

— Let μ\mu be a measure on G, f a locally β\beta-integrable complex function on X. Assume that one of the following conditions is satisfied: (i) f and χ\chi are continuous; (ii) G operates properly in X and f is zero on the complement of a countable union of compact sets; (iii) μ\mu is carried by a countable union of compact sets. If μ\mu and f are convolvable, then 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 x, and one has, locally almost β\beta-everywhere,

(μ∗βf)(x)=∫Gf(s−1x)χ(s−1,x) dμ(s)=∫G(γχ(s)f)(x) dμ(s). (\mu *_{\beta} f)(x) = \int_G f(s^{-1}x)\chi(s^{-1}, x)\, d\mu(s) = \int_G (\gamma_{\chi}(s)f)(x)\, d\mu(s).

Let h∈H(X)h \in \mathscr{H}(X). Since μ\mu and f are convolvable, the function (s,x)↦h(sx)f(x)(s, x) \mapsto h(sx)f(x) is essentially (μ⊗β)(\mu \otimes \beta)-integrable. By Lemma 1, the function (s,x)↦h(x)f(s−1x)χ(s−1,x)(s, x) \mapsto h(x)f(s^{-1}x)\chi(s^{-1}, x) is essentially (μ⊗β)(\mu \otimes \beta)-integrable. Under hypothesis (i) or (ii) of the statement, one then deduces that this function is (μ⊗β)(\mu \otimes \beta)-integrable; for, in the first case it is continuous and one applies Prop. 3 of Ch. V, §1, No. 1, and in the second case it is zero outside a countable union of compact sets, and one applies Prop. 7, 2) of No. 2, loc. cit. By the Lebesgue–Fubini theorem,

∬h(sx) dμ(s) d(f⋅β)(x)=∬h(x)f(s−1x)χ(s−1,x) dμ(s) dβ(x)=∫h(x) dβ(x)∫f(s−1x)χ(s−1,x) dμ(s), \iint h(sx)\, d\mu(s)\, d(f \cdot \beta)(x) = \iint h(x)f(s^{-1}x)\chi(s^{-1}, x)\, d\mu(s)\, d\beta(x) = \int h(x)\, d\beta(x) \int f(s^{-1}x)\chi(s^{-1}, x)\, d\mu(s),

the function x↦g(x)=∫f(s−1x)χ(s−1,x) dμ(s)x \mapsto g(x) = \int f(s^{-1}x)\chi(s^{-1}, x)\, d\mu(s) being moreover locally β\beta-integrable. One thus sees that

⟨h,μ∗(f⋅β)⟩=⟨h,g⋅β⟩, \langle h, \mu * (f \cdot \beta) \rangle = \langle h, g \cdot \beta \rangle,

whence g=μ∗βfg = \mu *_{\beta} f.

Suppose now that μ\mu is carried by the union S of a sequence of compact sets. The function

(s,x)↦h(x)f(s−1x)χ(s−1,x)φS(s) (s, x) \mapsto h(x)f(s^{-1}x)\chi(s^{-1}, x)\varphi_S(s)

is essentially (μ⊗β)(\mu \otimes \beta)-integrable, and zero outside a countable union of compact sets, hence (μ⊗β)(\mu \otimes \beta)-integrable. Since μ=φS⋅μ\mu = \varphi_S \cdot \mu, the argument concludes as before.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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