— Let μ be a positive measure on a locally compact space T, and let K be a μ-dense set of compact subsets of T. There exists a summable family (μα)α∈A of positive measures on T such that μ=∑α∈Aμα, and such that the supports of the measures μα belong to K and form a locally countable family of pairwise disjoint compact sets.
If the measure μ is moderated, the index set A may be taken to be countable.
Consider a locally countable family (Kα)α∈A of pairwise disjoint elements of K such that the set N=T−⋃α∈AKα is locally μ-negligible
(Ch. IV, §5, No. 9, Prop. 14). For every function f∈K(T), set
μα(f)=μ(fφKα); the linear form
μα on
K(T) is positive, therefore is a positive measure, with support contained in
Kα. Since every compact set contained in an element of
K belongs to
K,
Supp(μα)∈K for all
α∈A. It remains only to show that the family
(μα) is summable and that its sum is equal to
μ, in other words that
∑α∈Aμα(f)=μ(f) for every function
f∈K+(T).
Now, let S be the (compact) support of f, and let A′ be the countable set formed by the α∈A such that S∩Kα=∅. Since the set N∩S is μ-negligible,
μ(f)=μ(fφS)=α∈A′∑μ(fφS∩Kα)=α∈A′∑μ(fφKα)=α∈A∑μ(fφKα)=α∈A∑μα(f). This completes the proof of the general case. If
μ is moderated, then the set
T is
μ-moderated and so
T is the union of a sequence
(Ln) of compact sets and a negligible set (§ 1, No. 2, Prop. 5); let
A′ be the countable set of
α∈A such that
Kα intersects one of the
Ln. Then
μα=0 for
α∈/A′, and the last sentence of the statement follows immediately.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.