ELI5: Explain Like I'm 5

Prokhorov's theorem

Prokhorov's Theorem is a way of looking at the size of sets in mathematics. Think about if you have a collection of different things. Prokhorov's Theorem helps us to figure out how many of those things there are. When we use Prokhorov's Theorem, it tells us that even if your set is very large, we can still find out how many elements it contains. It's like counting lots of things, even if there are a lot of them!