0.1 Prohorov’s Theorem
Every sub-sequential limit is the distribution function of a [[probability-measure|probability measure]] \(\iff\) \(\{ F_{n} \}\) is tight.
\begin{proof} For a proof see [[files-notes-pstat213bc-lecture-notes-raya-pdf|PSTAT213BC Lecture Notes (Raya), page 42]]. \end{proof}