Weak topology of probability measures (source code)

= Weak topology of probability measures
{title2=$\mu\mapsto\int h\,d\mu\quad(h\in C_b(X))$}

This is the coarsest topology making all displayed bounded-continuous test integrals continuous. On a separable <metric> space it is metrized by the <bounded-Lipschitz metric>. This probability-<measure> topology should be distinguished from the weak topology of a Banach space.