Approach theory meets probability theory

In this paper we reconsider the basic topological and metric structures on spaces of probability measures and random variables, such as e.g. the weak topology and the total variation metric, replacing them with more intrinsic and richer approach structures. We comprehensibly investigate the relationships among, and basic facts about these structures, and prove that fundamental results, such as e.g. the portmanteau theorem and Prokhorov's theorem, can be recaptured in a considerably stronger form in the new setting. (C) 2011 Elsevier B.V. All rights reserved.