One more approach to the convergence of the empirical process to the Brownian bridge

Jean-François Marckert (1)

1 LaBRI - Laboratoire Bordelais de Recherche en Informatique

A theorem of Donsker asserts that the empirical process converges in distribution to the Brownian bridge. The aim of this paper is to provide a new and simple proof of this fact.

Domaines: Probabilités [math.PR]; Théorie [stat.TH]; Statistiques [math.ST]

Jean-François Marckert. One more approach to the convergence of the empirical process to the Brownian bridge. Electronic Journal of Statistics , 2008, 2, pp.118-126. ⟨hal-00180005v2⟩