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Feb 15, 2017 at 9:19 comment added Anthony Quas OK. Your answer seems exactly right.
Feb 12, 2017 at 21:45 comment added Nate Eldredge @AnthonyQuas: In this topology, it doesn't converge to the zero measure; see above. (You might be thinking of the weak-* topology on $C_0(\mathbb{R})$.)
Feb 12, 2017 at 20:54 comment added Anthony Quas I think this is convolution of a uniform probability measure on $[0,\tau_n]$ with $\mu$; this sequence isn't tight and converges to the 0 measure.
Feb 12, 2017 at 16:25 history edited Nate Eldredge CC BY-SA 3.0
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Feb 12, 2017 at 16:06 history edited Nate Eldredge CC BY-SA 3.0
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Feb 12, 2017 at 15:47 comment added Nate Eldredge @AnthonyQuas: Oh, I didn't read the question carefully and I was thinking of $\tau_n \to 0$. But note that $f$ is not assumed to be compactly supported. Let me look at this again when I have more time.
Feb 12, 2017 at 9:08 comment added Anthony Quas Hold on a minute! Surely the convergence is just to 0. If $f$ is any compactly supported function, then $|\int f(x+t)\,d\mu|<\epsilon$ for all $t$ outside a bounded range.
Feb 11, 2017 at 18:52 vote accept g.pomegranate
Feb 11, 2017 at 18:16 history answered Nate Eldredge CC BY-SA 3.0