On a locally compact separable metric space, every sequence of finite signed Borel measures with total variation norms at most M has a subsequence converging vaguely to a finite signed Borel measure of norm at most M, which is nonnegative when the measures of the sequence are.
In the setting of Weak-Star Compactness and Vague Convergence: Standing Notation, let be a locally compact metric space that is separable, let with , and let be a sequence in with for every .
Selection. There are a subsequence of and a with such that converges vaguely to .
Nonnegative measures. If moreover for every and every , then every to which some subsequence of converges vaguely satisfies for every .
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