Let
Ω′={(x,y,z)∈g×g×g∣∥x∥+∥y∥+∥z∥<M1log23}.
If (x,y,z)∈Ω′, then
(16)(x,y)∈Ω,(h(x,y),z)∈Ω,(y,z)∈Ω,(x,h(y,z))∈Ω and (17)h(h(x,y),z)=h(x,h(y,z)).
Let (x,y,z)∈Ω′; clearly (x,y)∈Ω and (y,z)∈Ω. Moreover:
∥h(x,y)∥≤r,s∑∥Hr,s∥∥x∣r∥y∣s,
and hence by (13)
∥h(x,y)∥≤−M1log(2−expM(∥x∥+∥y∥)).
Now M(∥x∥+∥y∥)<log23−M∥z∥; we write u=exp(M∥z∥); then 1≤u≤23 and
M(∥h(x,y)∥+∥z∥)<−log(2−exp(log23−M∥z∥))+M∥z∥=−log(2−2u3)+logu=log4u−32u2=log(2+4u−32(u−1)(u−3))≤log2.
We see similarly that (x,h(y,z))∈Ω.
We now prove (17). In the Lie algebra L^({U,V,W}),
H(H(U,V),W)=H(U,H(V,W))
by Proposition 4 of § 6, no. 5. By no. 1, formula (2), we therefore have in P^(g×g×g,g) the relation
H~∘(H~×Idg)=H~∘(Idg×H~).
By Differentiable and Analytic Manifolds, R, 3.1.9, there exists a number ε>0 such that formula (17) is true when ∥x∥,∥y∥ and ∥z∥ are ≤ε. But the functions (x,y,z)↦h(h(x,y),z) and (x,y,z)↦h(x,h(y,z)) are analytic functions on Ω′ with values in g (Differentiable and Analytic Manifolds, R, 3.2.7). As Ω′ is connected and they coincide in a neighbourhood of 0, they are equal (Differentiable and Analytic Manifolds, R, 3.2.5).
The above results imply:
Let α be a real number such that 0<α≤3M1log23. Let
G={x∈g∣∥x∥<α},
Θ={(x,y)∈G×G∣h(x,y)∈G} and
m:Θ→G be the restriction of
h to
Θ. Then: (1)
Θ is open in
G×G and
m is analytic. (2)
x∈G implies
(0,x)∈Θ,
(x,0)∈Θ and
m(0,x)=m(x,0)=x. (3)
x∈G implies
−x∈G,
(x,−x)∈Θ,
(−x,x)∈Θ and
m(x,−x)=m(−x,x)=0.
(4) Let x, y, z be elements of G such that (x, y) ∈ Θ, (m(x, y), z) ∈ Θ, (y, z) ∈ Θ and (x, m(y, z)) ∈ Θ. Then m(m(x, y), z) = m(x, m(y, z)).
In other words (Chapter III, § 1), if we write −x = σ(x), the quadruple (G, 0, σ, m) is a Lie group germ over K.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
Nothing.