Let $X$ be a metrizable space and $\{x_n\}$ be a sequence in $X$. Suppose the sequence of Dirac measures $\delta_{x_n} \xrightarrow{w} P$ where $P$ is some probability measure. Prove that $P = \delta_x$ for some $x \in X$.
I am not sure how to go about proving this exactly…
The definition of weak convergence I am using is the standard one: so $\delta_{x_n} \xrightarrow{w} P$ happens when for every continuous and bounded $f: X \xrightarrow{} \mathbb{R}$ we have $\int f d\delta_{x_n} \xrightarrow{} \int f dP$.
Best Answer
We can follow (and detail) the following steps.