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One more approach to the convergence of the empirical process to the Brownian bridge. (English) Zbl 1138.60313

Summary: 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.

MSC:

60F17 Functional limit theorems; invariance principles
62G30 Order statistics; empirical distribution functions

References:

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