= Solution
Let $X_1,X_2,\ldots$ be <independent and identically distributed random variables> with mean zero and variance one, and let $S_k=\sum_{j=1}^kX_j$. Define the linearly interpolated process
$$
W_n(t)=\frac1{\sqrt n}
\left(S_{\lfloor nt\rfloor}+(nt-\lfloor nt\rfloor)X_{\lfloor nt\rfloor+1}\right),
\qquad0\leq t\leq1.
$$
The <Donsker invariance principle>, also called the <functional central limit theorem>, states that $W_n$ converges <weak convergence of random variables>[weakly] in the space $C[0,1]$ with the <uniform norm> to standard <Brownian motion>.
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