He also has a classic result in measure
theory that the French probabilist Le
Cam called 'tightness'. For any probability
measure and for any h > 0, there exists
r > 0 such that the probability mass farther
than r from the origin is less than h.
This
result holds in spaces of considerable
generality, but I'd have to look up the details
now. Details are in P. Billingsley, 'Convergence
of Probability Measures', 1999.
I used the
result in a paper once. It's nice result
and gets used occasionally in advanced work
in probability.
This result holds in spaces of considerable generality, but I'd have to look up the details now. Details are in P. Billingsley, 'Convergence of Probability Measures', 1999.
I used the result in a paper once. It's nice result and gets used occasionally in advanced work in probability.