Solution
= Solution
A family $(\mu_n)$ of probability measures on a metric space is tight when for every $\eta>0$ there is a compact set $K$ such that $\sup_n\mu_n(K^c)<\eta$.
= Solution
A family $(\mu_n)$ of probability measures on a metric space is tight when for every $\eta>0$ there is a compact set $K$ such that $\sup_n\mu_n(K^c)<\eta$.