A compactness result in approach theory with an application to the continuity approach structure (Q2634691)

The concept of an approach space generalises both topological and metric spaces. In the setting of approach spaces many topological properties such as sequential compactness have a quantitative counterpart. In this paper the author defines an approach structure on the space \(\mathcal{F}\) of all cumulative distribution functions on \(\mathbb{R}\) and proves that for any subset of this space the index of relative compactness is always smaller than the escape index. This generalises Prokhorov's theorem that states that tightness and relative compactness are equivalent for the weak topology on \(\mathcal{F}\).