Prokhorov's theorem
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2In measure theory Prokhorov's theorem relates tightness of measures to relative compactness (and hence weak convergence) in the space of probability measures. It is credited to the Soviet mathematician Yuri Vasilyevich Prokhorov, who considered probability measures on complete separable metric spaces. The term "Prokhorov’s theorem" is also applied to later generalizations to either the direct or the inverse statements.
Source: https://en.wikipedia.org/wiki/Prokhorov%27s_theorem
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Tags:
ArzelàAscolitheorem
Borelsigmaalgebra
ClassicalWienerspace
Closuretopology
Compactness
Completemetricspace
Complexmeasure
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