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He left the stage to prolonged applause

Can you explain using a preposition 'to' in this context, is it considered as substitution for the past continuous and future continuous tenses?

while something else is happening or being done

link to the source (#15)

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You could express this with a continuous construction—

As he left the audience was applauding, or
While he was leaving the audience applauded.

but these miss the core sense of the idiom, which is that the event expressed in the main clause doesn't just happen at the same time as the event expressed in the preposition phrase but is actually or figuratively caused or 'triggered' by it. In your example, the performer's leaving the stage is a cue for the audience to express their pleasure in his performance. Here are some more examples:

He came aboard to a ruffle of drums and a salute by the marines.
She read her poetry to the accompaniment of a jazz trio.
He walked down the street to the whispers and mutters of outraged citizens.

And more figuratively:

They slept uneasily to the clamour of a thunderstorm.
We arrived at the peak to the break of a new day.

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To me, as a native American English speaker, it seems reasonable to consider it a substitution for the past continuous. The sentence is more or less synonymous with:

He left the stage while the audience was applauding.

The sentence as written sounds very poetic, and though it is not unheard of, I would call it a fairly rare use of the word 'to'.

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A different example for this use of of the preposition to:

he danced to the music

In this sense, the dance is performed to fit to the music. This aspect is less notable with applause because there is no rhythm, but other facets, are relevant nevertheless, e.g. ambiance or dynamic. The metaphorical aspect of moving towards the "music" is less obvious when leaving the stage, but it still ascribes a positive aspect, ie: more than "under applause"; not as strong as "in spite of"; and in stark contrast to "because of".

Edit to answer the second part of the question:

"prolonged" is a participle (edit2: well, not quite, depends who you ask, it's an adjective, alright, some would say an adjectival participle is not a real participle, if they'd call this adjectival participle at all).

"..., the audience applauding" or "while the audience was applauding" would be participle constructions to use the continuous tenses, which would fit better to highlight the progressive nature of ... the progress. But I can't advise which to prefer.

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