One more approach to the convergence of the empirical process to the Brownian bridge

Details One more approach to the convergence of the empirical process to the Brownian bridge One more approach to the convergence of the empirical process to the Brownian bridge

2007-10-17

arxiv.org/abs/0710.3296v2

Mathematics

Probability

Scientific paper

A theorem of Donsker asserts that the empirical process converges in
distribution to the Brownian bridge. The aim of this paper is to provide a new
and simple proof of this fact.

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