A remark on the asymptotic tightness in ∞([a,b])

Abstract

In this note, we extend a simple criteria for uniform tightness in C(0,1), the class of real continuous functions defined on (0,1), given in Theorem 8.3 of Billingsley to the asymptotic tightness in +∞([a,b]), the class of real bounded functions defined on [a,b] with a<b, in the lines of Theorems 1.5.6 and 1.5.7 in van der vaart and Wellner.

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