Prokhorov's theorem

id: prokhorov-s-theorem-255-11727373
title: Prokhorov's theorem
text: In measure theory Prokhorov's theorem relates tightness of measures to relative compactness 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.
brand slug: wiki
category slug: encyclopedia
description: Relates tightness of measures to relative compactness in the space of probability measures
original url: https://en.wikipedia.org/wiki/Prokhorov%27s_theorem
date created:
date modified: 2023-02-02T04:24:52Z
main entity: {"identifier":"Q7249519","url":"https://www.wikidata.org/entity/Q7249519"}
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