I'm doing a course in PDEs, and this has come up as a problem. I've attempted a proof, but I've run into the issue that according to the professor, the only property that may be used is the fact that $\langle \delta_0, \phi \rangle = \int_{\mathbb{R}^n} \delta_0(x) \phi(x) dx = \phi(0)$.
The only hint he was willing to give was to assume that $\delta_0$ is $C^0(\mathbb{R}^N)$, and show a contradiction. The problem that I'm having is that from what I've been able to find, every property of continuous functions requires the concept of a norm, something which $d_0$ doesn't have.
From the tone of his answer, he made it sound as though using any concept of a norm is therefore unacceptable, even in the context of a proof by contradiction, but I don't see how it could even be possible to make a statement about continuity without having some notion of a norm.
This was my attempt at a proof (the definition of \delta_0 that I use here was given in class): Assume by absurd that $\delta_0 \in C^0(\mathbb{R}^N)$. Then given that $ \delta_0 \equiv \lim_{\epsilon \to 0} f_\epsilon$, where \begin{equation} f_\epsilon(x) =\begin{cases} 0 \quad & x \not\in B_\epsilon(0)\\ \frac{1}{\epsilon} \quad & x \in B_\epsilon(0) \end{cases} \end{equation} and $B_\epsilon(0)$ is a ball with radius $\epsilon$ centered at $x=\vec{0}$, and given $\tilde{\epsilon}>0$, there exists $\tilde{\delta}>0$ such that $||x-y||<\tilde{\delta}$ in the Euclidean norm for $x,y\in\mathbb{R}^N$ implies that $|\lim_{\epsilon \to 0}f_{\epsilon}(x) - \lim_{\epsilon \to 0}f_{\epsilon}(y)| < \tilde{\epsilon}$.
Take $y = \vec{0}$, $x \in \mathbb{R}^N$\ $\vec{0}$. In such a case, $$||x-y||=||x-\vec{0}||=||x||<\tilde{\delta}$$ $$\implies |\lim_{\epsilon \to 0}f_{\epsilon}(x) - \lim_{\epsilon \to 0}f_{\epsilon}(\vec{0})|=|0 - \lim_{\epsilon \to 0} \frac{1}{\epsilon}| = \lim_{\epsilon \to 0} \frac{1}{\epsilon} <\tilde{\epsilon}$$
But, $\lim_{\epsilon \to 0} \frac{1}{\epsilon}$ is clearly unbounded. Thus, the assumption that $\delta_0 \in C^0(\mathbb{R}^N)$ leads to a contradiction, therefore $\delta_0 \not\in C^0(\mathbb{R}^N) $.
$\delta_0 \in C^0(\mathbb{R}^n$) implies $\delta_0 \in L^2(B_1(0))$, where $B_1(0)$ denotes the ball of radius $1$ around the origin. This is true since any continuous function is bounded on a compact set and therefore $$ \int_{B_1(0)} |\delta_0(x)|^2 \; dx \leq \sup_{x\in \overline{B_1(0)}} |\delta_0(x)|^2 \mu(B_1(0)) \leq C^2 \mu(B_1(0)) < \infty $$
Asssume $\delta_0 \in L^2(B_1(0))$. Then, $$ F: L^2(B_1(0)) \mapsto \mathbb{R},f \mapsto \int_{B_1(0)} \delta_0(x)f(x) $$ defines a continuous, linear functional on $L^2(B_1(0))$ by the Cauchy-Schwarz inequality ( $|F(f)|\leq ||\delta_0||_{L^2(B_1(0))}||f||_{L^2(B_1(0))}$). Consider the sequence $$ f_k(x)=\sqrt k e^{-k|x|^2}\mathbb{1}_{B_1(0))}(x) $$ Then $f_k \to 0$ in $L^2(B_1(0))$ and hence our continous, linear functional should go to $0$, i.e. $F(f_k) \to 0$. But $$ F(f_k)=\int_{B_1(0)} \delta_0(x)f_k(x)=\int_{\mathbb{R}^n} \delta_0(x)f_k(x)=\sqrt{k} \to \infty $$ Hence $\delta_0 \notin L^2(B_1(0))$ and therefore $\delta_0 \notin C^0(\mathbb{R}^n)$.