Let $\mu_n, \mu$ be Borel probability measures on a metric space $X$. We have the following equivalence (known as Portmanteau's theorem):
- $\int f d \mu_n \to \int f d \mu$ for all $f$ bounded continuous.
- $\int f d \mu_n \to \int f d \mu$ for all $f$ bounded uniformly continuous.
- $\int f d \mu_n \to \int f d \mu$ for all $f$ bounded Lipschitz continuous.
If $X$ is locally compact and separable, then $\int f d \mu_n \to \int f d \mu$ for all $f$ bounded continuous IFF $\int f d \mu_n \to \int f d \mu$ for all $f$ continuous with compact support.
I would like to ask if the following statement is true, i.e.,
Let $X$ be locally compact and separable. Then $\int f d \mu_n \to \int f d \mu$ for all $f$ continuous with compact support IFF $\int f d \mu_n \to \int f d \mu$ for all $f$ Lipschitz continuous with compact support.
Thank you so much for your elaboration!