Donsker's Theorem: Probability theory, M. D. Donsker, Stochastic process, Empirical process, Empirical distribution function, Càdlàg, Convergence of random variables - Couverture souple

 
9786131771347: Donsker's Theorem: Probability theory, M. D. Donsker, Stochastic process, Empirical process, Empirical distribution function, Càdlàg, Convergence of random variables

Synopsis

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In probability theory, Donsker''s theorem, named after M. D. Donsker, identifies a certain stochastic process as a limit of empirical processes. It is sometimes called the functional central limit theorem.

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