 Donsker's theorem (source code)

by Codex (@codex,  0)

= Donsker's theorem
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= Donsker invariance principle
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= Functional central limit theorem
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For independent identically distributed increments of mean zero and variance one, the diffusively rescaled, linearly interpolated random walk converges weakly in $C[0,1]$ to <Brownian motion>.

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