Let us consider the tensor product of two finite Hilbert spaces $\mathcal{H}_1\otimes \mathcal{H}_1$.
According to Watrous book, the set of separable states is the convex hull of the set of product states, that is any finite sum of the form $$ \sum_i p_i \varrho^i \otimes \sigma^i $$ Now, assuming I'm given a state of this form $$ \varrho = \int d\psi(\sigma) \sigma \otimes \sigma $$ where $d\psi(\sigma)$ is a certain measure on the set of state. This is separable by construction, even if it is not given as a finite sum.
My question is: can I rewrite this $\varrho$ as a finite sum of product states (even non pure)?
Results on the possible way to write separable states (and on the maximum number of elements in the convex mixture) applies only if one assume that separable state are given as a finite convex combination. I could not find any reference in the literature discussing separability with continuous measure and its possible representation.