Let $X \subset \mathbb{R}$ be a compact, and let $f: X \to \mathbb{C}$ be a bounded Borel function.
Is it true that there is a sequence $\{f_n\} \subset C(X)$ s.t for any regular Borel measure $\int f_n d\mu \to \int f d\mu$?
If so, can you provide a reference, or a proof? Is it possible to show this with tools no more advanced than the Riesz Representation theorem?
I need this to complete my proof suggested here: