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Prokhorov in Lean

This is a formalisation of Prokhorov's theorem in Lean4 for Mathlib. This repository is a mess as I PRed code to mathlib as I went, bumping when I wrote new code. I have not fixed the code that breaks with each bump as it is in Mathlib anyway, but I keep this as storage for some of the stuff I have written.

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Prokhorov's Theorem formalisation

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