Tightness of a probability measure
= Tightness of a probability measure
{title2=$\forall\varepsilon>0\ \exists K\text{ compact}:\mu(K)>1-\varepsilon$}
A <probability measure> is tight if compact sets carry arbitrarily nearly all its mass. Every <Borel probability measure> on a <Polish space> is tight. The stronger family condition is <uniform tightness>.