He also has a classic result in measure theory that the French probabilist Le Cam called 'tightness'. For any probability measure and for any h > 0, there exists r > 0 such that the probability mass farther than r from the origin is less than h.

This result holds in spaces of considerable generality, but I'd have to look up the details now. Details are in P. Billingsley, 'Convergence of Probability Measures', 1999.

I used the result in a paper once. It's nice result and gets used occasionally in advanced work in probability.