Dumb question: Let $X_n:\Omega \to \mathbf{R}$ be a sequence of $L^2(\Omega,\Sigma,\mathbf{P})$ random variables that has a weak limit $X$ in $L^2$.
Suppose also that $\mu_n$, the distributions of $X_n$ on $\mathbf{R}$ converge vaguely to $\mu$.
Does the distribution of $X$ have to be $\mu$? If the $X_n$ are uniformly bounded by constants, does this have to be true?