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Theorems · Theorem · measure theory

isCompact_closure_of_isTightMeasureSet

∀ {E : Type u_1} [inst : MeasurableSpace E] [inst_1 : TopologicalSpace E] [T2Space E] [inst_3 : BorelSpace E]
  {S : Set (MeasureTheory.ProbabilityMeasure E)},
  MeasureTheory.IsTightMeasureSet {x | ∃ μ ∈ S, ↑μ = x} → IsCompact (closure S)

Prokhorov theorem: the closure of a tight set of probability measures is compact. We only require the space to be T2.

Defined in
Mathlib.MeasureTheory.Measure.Prokhorov
Cited by
1 results in Mathlib
Foundations
Depth 267 from the axioms · uses propext, Classical.choice, Quot.sound
Assumes
MeasurableSpaceTopologicalSpaceT2SpaceBorelSpace

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