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

2007/10/17 by Jean-François Marckert, Marckert, Jean-François
Mathematics · #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST) #math.PR #math.ST #stat.TH

paper · pdf · doi:10.48550/arxiv.0710.3296

arxiv created 2008/03/21 · arxiv updated 2009/12/01

Abstract

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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