Does $P(x,y) = Cxy^{\frac{-4}{3}}e^{\frac{-x^3}{9y}} (x>0, y>0)$ converge to $\delta(y)$ as $x \rightarrow 0^+$ for some constant C?
It's easy to check that $\lim_{x\rightarrow 0^+}Cxy^{\frac{-4}{3}}e^{\frac{-x^3}{9y}} = 0$.
When it comes to prove $\lim_{x\rightarrow 0^+}\int_{-\infty}^{+\infty} Cxy^{\frac{-4}{3}}e^{\frac{-x^3}{9y}}dy = 1$ or not, I don't know how to deal with it because it's elementary integral.
Any advice would be appreciated!
As it stands there is a problem. We have functions defined only on $(0,\infty)$ but want to show that they converge as distributions to $\delta$ which has its support outside of this interval. This doesn't fit well with the definition of distributions and limits of such. I therefore take the approach of extending the functions to take the value $0$ on $(-\infty, 0]$. In the following I have changed the variables; $x$ is used for the variable of integration ($y$ in the question), and $\epsilon$ for the parameter ($x$ in the question).
First, for $\epsilon>0$, I define $u_\epsilon : \mathbb{R} \to \mathbb{R}$ by $$ u_\epsilon(x) = \begin{cases} \epsilon \, x^{-4/3} \, e^{-\epsilon^3/(9x)} & (x>0) \\ 0 & (x \leq 0). \end{cases} $$
Then I take $\phi \in C_c^\infty(\mathbb{R})$ and start calculating, using a substitution: $$\begin{align} \langle u_\epsilon, \phi \rangle &= \int_{0}^{\infty} \epsilon \, x^{-4/3} \, e^{-\epsilon^3/(9x)} \, \phi(x) \, dx = \left\{ \xi := \frac{\epsilon^3}{9x}, \ x = \frac{\epsilon^3}{9\xi} \right\} \\ &= \int_{\infty}^{0} \epsilon \, (\frac{\epsilon^3}{9\xi})^{-4/3} \, e^{-\xi} \, \phi(\frac{\epsilon^3}{9\xi}) \, (-\frac{\epsilon^3}{9\xi^2}) \, d\xi \\ &= 9^{1/3} \int_{0}^{\infty} \xi^{-2/3} \, e^{-\xi} \, \phi(\frac{\epsilon^3}{9\xi}) \, d\xi \\ &\to 9^{1/3} \int_{0}^{\infty} \xi^{-2/3} \, e^{-\xi} \, \phi(0) \, d\xi \\ &\to 9^{1/3} \left( \int_{0}^{\infty} \xi^{-2/3} \, e^{-\xi} \, d\xi \right) \phi(0) \\ &= \langle 9^{1/3} \, \Gamma(1/3) \, \delta, \phi \rangle. \end{align}$$
Thanks to $\phi(x)$ vanishing for $|x|$ big enough, $\phi(\frac{\epsilon^3}{9\xi})$ vanishes for $\xi$ close to $0$. On the other hand, for big $|\xi|$ it might happen that $\phi(\frac{\epsilon^3}{9\xi})$ does not vanish; it actually tends to $\phi(0)$ as $|\xi| \to \infty.$ Luckily, it is bounded, which allows us to take the limit as $\epsilon \to 0$ inside the integral.
Thus, taking $C = \frac{1}{9^{1/3} \, \Gamma(1/3)},$ we have that $C u_\epsilon \to \delta$ when $\epsilon \to 0+$.