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arXiv:0710.3296 [math.PR]AbstractReferencesReviewsResources

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

Jean-François Marckert

Published 2007-10-17, updated 2008-03-21Version 2

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.

Categories: math.PR, math.ST, stat.TH
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