I apologise in advance if my question is to basic.
Some notations
$(X,\cal{X})$ denote a mensurable metric space where $X$ is a metrics space and $\cal{X}$ is the Borel sigma algebra associated.
$B(X)$ is the space of all bounded continuous functions defined in $X$.
Let $\{\mu_n\}$ and $\{\nu_n\}$ sequence of
probability measures in the above
mensurable space $(X, \mathcal{X})$.
Assume
that
each $\mu_n$ is absolutely continuous with respect to
$\nu_n$, with an density $h_n\in B(X)$.
Suppose that $\mu_n\to \mu$, $\nu_n\to \nu$
in the weak star topology and $h_n$ converges
to a bounded continuous function $h$.
Question: I would like to know if $\mu<<\nu$, in case of positive answer, is $h$ the density. In case of negative answer, there is some condition in order to have $\mu<<\nu$?
Other information that can be usefull is that each $\nu_n$ and $m_n$ has support in a compact subset $K_n\subset X$ which one increases to $X$, i.e, $X=\bigcup K_n$.