feat(measure_theory/measure/finite_measure_weak_convergence): Prove one implication of portmanteau theorem, convergence implies a limsup condition for measures of closed sets. (#14116)
This PR contains the proof of one implication of portmanteau theorem characterizing weak convergence: it is shown that weak convergence implies that for any closed set the limsup of measures is at most the limit measure.
Co-authored-by: kkytola <39528102+kkytola@users.noreply.github.com>