The set Γ is a subgroup of A∗ and (Γα) is a central filtration on Γ.
Γ=⋃α>0Γα by construction and the relation Γα=⋂β<αΓβ follows from Aα=⋂β<αAβ.
We show that Γα is a subgroup of A∗. Now 1∈Γα; let x,y be in Γα, whence x−1∈Aα,y−1∈Aα. As Aα is a two-sided ideal of A, the formulae
(21)xy−1=(x−1)(y−1)+(x−1)+(y−1), (22)x−1−1=−x−1(x−1), imply
xy−1∈Aα and
x−1−1∈Aα, whence
xy∈Γα and
x−1∈Γα.
As Γ=⋃α>0Γα, this is a subgroup of A∗.
Finally let α>0,β>0,x∈Γα and y∈Γβ. Let x−1=ξ and y−1=η. Then
(23)(x,y)−1=x−1y−1(ξη−ηξ); by hypothesis,
ξ∈Aα and
η∈Aβ, whence
ξη−ηξ∈Aα+β. As
Aα+β is a two-sided ideal of
A,
(x,y)−1∈Aα+β, whence
(x,y)∈Γα+β.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
Nothing.