Let (X,S,μ) be a space with a positive measure and let A be a subfamily of S consisting of sets with finite measure.
I wish to prove that if
K:=supB∈Aμ(B)<∞
then there exists a sequence (Bn) of pairwise disjoint sets from {A} such that μ(Bn)→K.
I know that by the property of supremum there is a sequence (Cn) from A such that μ(Cn)→K. That sequence need not be pairwise disjoint. If we take instead of (Cn) the sequence (Bn), where B1=C1, Bn=Cn∖(C1∪...∪Cn−1) for n≥2, then sets Bn are from A, are pairwise disjoint with measures μ(Bn)≤μ(Cn), but I do not see whether or not μ(Bn)→K.
Edit.
As K<∞ and ≠0 it is not true.
What about the case K=∞?
Answer
This doesn't seem to be true. It can only hold when K=0.
Suppose Bn is such that μ(Bn)→K. Now assume that μ(Bk)=x≠0 for some k. Then for any n≠k we have Bn∪Bk∈A and therefore μ(Bn)+μ(Bk)=μ(Bn∪Bk)≤K. So it follows that Bn≤K−x. But this contradicts our assumption that μ(Bn)→K.
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