A family of finite Borel measures on a metric space is tight when, for every tolerance, one compact set carries all but less than that tolerance of the mass of every member.
In the setting of Convergence of Probability Measures and Random Elements: Standing Notation, let be a set and let be a family of finite Borel measures on . For every that is compact in , the set belongs to (Closed Subsets of Compact Sets Are Compact, and Compact Subsets of a Metric Space Are Closed and Bounded (ii), Borel Sets of a Metric Space: Open and Closed Sets, Points, Open Sets of Subspaces, and Subspaces (ii)).
Tight family. is tight if for every real number there is a set , compact in , such that
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