The evaluation map is continuous on in the uniform norm. The continuous mapping theorem applied to part (c) therefore gives
This recovers the central limit theorem from the functional version.
Random-walk maximum limit from Donsker invariance Created 2026-10-07 Updated 2026-10-14
For a random walk with centered independent identically distributed increments of variance one, the maximum of its polygonal interpolation is the maximum at its grid vertices. The maximum functional is Lipschitz for the supremum norm, so the continuous mapping theorem applied to the Donsker invariance principle proves the displayed convergence in distribution. The Brownian reflection principle then gives upper-tail limits at all , since the limiting maximum has no atom there.