Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/iii/paper-201/4/a/solution

The one-dimensional Donsker invariance principle says that if are IID random variables with mean zero and variance one, then the linearly interpolated process
converges weakly in with the uniform norm to standard Brownian motion.

New to topics? Read the docs here!