I'm currently reading a book on convergence of probability measures, and there is a property that they assert without too many details that I can't manage to work out for myself.
To put you in context, we're in the space of functions that are continuous with respect to the standard euclidean metric , and we define the metric on to be .
For every and , define the modulus of continuity as
In the book, they say that for any fixed , the function is continuous. Their only argument is that
for any , we have . It's easy to see how this implies continuity, but I can't manage to show this inequality myself. Any help or hints would be greatly appreciated.