Donsker's theorem

GPTKB entity

Statements (19)
Predicate Object
gptkbp:instanceOf gptkb:probability_theory
gptkbp:alsoKnownAs functional central limit theorem
gptkbp:appliesTo sequence of independent and identically distributed random variables
gptkbp:describes convergence of empirical processes
gptkbp:field gptkb:probability_theory
statistics
gptkbp:generalizes gptkb:central_limit_theorem
https://www.w3.org/2000/01/rdf-schema#label Donsker's theorem
gptkbp:namedAfter gptkb:Monroe_D._Donsker
gptkbp:relatedTo gptkb:empirical_process_theory
Brownian motion
invariance principle
gptkbp:state properly normalized random walk converges in distribution to Brownian motion
gptkbp:usedIn gptkb:asymptotic_statistics
stochastic processes
gptkbp:yearProposed 1952
gptkbp:bfsParent gptkb:empirical_process_theory
gptkb:Monroe_D._Donsker
gptkbp:bfsLayer 7