— Let p and q be two conjugate exponents (1<p<+∞). Assume that β is left-invariant. Let f∈Lp(G,β), g∈Lq(G,βˇ). Then f and g are convolvable. The formula (15) defines, for every x∈G, a product f∗g that belongs to K(G) and is such that
∥f∗g∥∞≤∥f∥p∥g∥q.
For, we have g˙∈Lq(G,β), therefore the function s↦g(s−1x)f(s) is β-integrable for every x∈G. Moreover,
∫∣g(s−1x)f(s)∣dβ(s)≤(∫∣f(s)∣pdβ(s))1/p(∫∣g(s−1x)∣qdβ(s))1/q=∥f∥p(∫∣g˙(x−1s)∣qdβ(s))1/q=∥f∥p∥g˙∥q,
therefore f and g are convolvable (Prop. 9). One sees at the same time that (15) defines for every x a product f∗g such that
∣(f∗g)(x)∣≤∥f∥p∥g˙∥q.
For f,g in K(G), we have f∗g∈K(G) (Prop. 11); therefore, for f∈Lp(G,β) and g∈Lq(G,β˙), the product f∗g furnished by (15) is the uniform limit of functions in K(G), hence belongs to K(G).
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.