Lipschitz Test Functions Determine a Finite Borel Measure, and Uniqueness of Weak Limits
lemmaAnalysisTopologyProbabilitylem:weak-limit-unique-2026aLet be a metric space with nonempty and let be its Borel -algebra. Regard as a metric space with the absolute-value metric, and let bounded have the meaning fixed there for a real-valued function on a set.
1. (Determination) Let and be finite measures on such that
for every bounded Lipschitz function , the integrals being those of Integrable Function and the Lebesgue Integral. Then , that is, for every .
2. (Uniqueness of weak limits) Let be a sequence of finite measures on and let and be finite measures on such that converges weakly both to and to . Then .
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