TheoremBase

Tight Family of Borel Measures on a Metric Space

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.

Statement

In the setting of Convergence of Probability Measures and Random Elements: Standing Notation, let II be a set and let (μi)i∈I(\mu_{i})_{i\in I} be a family of finite Borel measures on SS. For every K⊆SK\subseteq S that is compact in (S,Td)(S,\mathcal{T}_{d}), the set S∖KS\setminus K belongs to B(S)\mathcal{B}(S) (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. (μi)i∈I(\mu_{i})_{i\in I} is tight if for every real number ε>0\varepsilon>0 there is a set K⊆SK\subseteq S, compact in (S,Td)(S,\mathcal{T}_{d}), such that

μi(S∖K)<εfor every i∈I.\mu_{i}(S\setminus K)<\varepsilon\qquad\text{for every }i\in I.

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