Remark 1
Tag 09KB, permanent. Cite it as [Bourbaki, Tag 09KB].
Integration, chapter VIII, § 4. Convolution of measures and functions
— Under the hypotheses of Prop. 4, the mapping of into is continuous when is equipped with the vague topology, for every . For, let be a compact subset of , the (compact) support of ; since operates properly in , the set of for which there exists an with is a compact subset of (GT, III, § 4, No. 5, Th. 1). Let be a number , a function in equal to 1 on the compact set , an element of ; the set of measures such that
is a neighborhood of in . On the other hand, the function is uniformly continuous on , therefore there exists a finite number of points () such that for every , there is an for which
for all . Since for all , also
for every satisfying the preceding inequality and every . Now let be the neighborhood of in formed by the measures such that
for . It is clear that for every measure and every ,
and since is arbitrary, this proves our assertion.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.