Tempered Radon measures.
The assertion in question comes from the short final section in Theory of capacities of Choquet (1953/54), in connection with his prototype of the subsequent Choquet integral. The problem was whether and when this operation is additive. Choquet had the much more abstract idea that all functionals in a certain wide class must be subadditive, and similarly for superadditivity. His treatment of this point was more like an outline, and his proof limited to a rather narrow special case. Thus the proper...