Proposition 7
Tag 09KG, permanent. Cite it as [Bourbaki, Tag 09KG].
Integration, VIII, p. 34, § 4. Convolution of measures and functions
*Let f be a locally β-integrable function on X, ν a measure on X, and μ a measure on G. Assume that: (i) μ and f are convolvable and formula (3) of No. 1 defines locally β-almost everywhere a convolution product μ∗βf. (ii) χ⋅μˇ and ν are convolvable. (iii) The function g(s,x)=f(s−1x)χ(s−1) is (μ⊗ν)*-integrable. Then f is essentially integrable for (χ⋅μˇ)∗ν, the function μ∗βf defined by (3) is ν*-integrable, and*
ν(μ∗βf)=((χ⋅μˇ)∗ν)(f).
Since g(s,x) is integrable for μ⊗ν, the function f(sx) is essentially integrable for (χ⋅μˇ)⊗ν and f is essentially integrable for (χ⋅μˇ)∗ν. By the Lebesgue–Fubini theorem, μ∗βf=∫g(s,x)dμ(s) is ν-integrable and
ν(μ∗βf)=∬f(s−1x)χ(s−1)dμ(s)dν(x)=∬f(sx)χ(s)dμˇ(s)dν(x)=((χ⋅μˇ)∗ν)(f).
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
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