Bourbaki

Exercise 4, § 2

Integration, V, p. 96

Let μ\mu be a positive measure on T, and (νi)i∈I(\nu_i)_{i \in I} a summable family of positive measures on T such that μ≤∑iνi\mu \leq \sum_i \nu_i. There exists a summable family (μi)i∈I(\mu_i)_{i \in I} of measures on T such that μ=∑iμi\mu = \sum_i \mu_i and μi≤νi\mu_i \leq \nu_i for all i∈Ii \in I. (Using Prop. 4, reduce to the case that T is compact, then to the case that I=NI = \mathbf{N}. Then construct the μi\mu_i by induction.)

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