Push-forward by a continuous map between metric spaces preserves weak convergence of finite Borel measures.
In the setting of The Real Numbers: Standing Notation and Background, let and be metric spaces with Borel -algebras and , and let be continuous on , so that is measurable with respect to and by claim 3 of Borel Measurability and Bounded Integration on a Metric Space. For a Borel measure on , denotes the image measure on of claim 1 of that lemma, a Borel measure on with .
Let be a sequence of Borel measures on and a Borel measure on , all of finite total mass, with in the sense of weak convergence. Then .
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