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- Donsker's_theorem abstract "In probability theory, Donsker's theorem, named after Monroe D. Donsker, identifies a certain stochastic process as a limit of empirical processes. It is sometimes called the functional central limit theorem.A centered and scaled version of empirical distribution function Fn defines an empirical process indexed by x ∈ R.Theorem (Donsker, Skorokhod, Kolmogorov) The sequence of Gn(x), as random elements of the Skorokhod space , converges in distribution to a Gaussian process G with zero mean and covariance given by The process G(x) can be written as B(F(x)) where B is a standard Brownian bridge on the unit interval.".
- Donsker's_theorem wikiPageID "3828419".
- Donsker's_theorem wikiPageRevisionID "554774797".
- Donsker's_theorem hasPhotoCollection Donsker's_theorem.
- Donsker's_theorem subject Category:Empirical_process.
- Donsker's_theorem subject Category:Probability_theorems.
- Donsker's_theorem subject Category:Statistical_theorems.
- Donsker's_theorem type Abstraction100002137.
- Donsker's_theorem type Communication100033020.
- Donsker's_theorem type Message106598915.
- Donsker's_theorem type ProbabilityTheorems.
- Donsker's_theorem type Proposition106750804.
- Donsker's_theorem type Statement106722453.
- Donsker's_theorem type StatisticalTheorems.
- Donsker's_theorem type Theorem106752293.
- Donsker's_theorem comment "In probability theory, Donsker's theorem, named after Monroe D. Donsker, identifies a certain stochastic process as a limit of empirical processes.".
- Donsker's_theorem label "Donsker's theorem".
- Donsker's_theorem label "Théorème de Donsker".
- Donsker's_theorem sameAs Théorème_de_Donsker.
- Donsker's_theorem sameAs m.02vkdgw.
- Donsker's_theorem sameAs Q3527064.
- Donsker's_theorem sameAs Q3527064.
- Donsker's_theorem sameAs Donsker's_theorem.
- Donsker's_theorem wasDerivedFrom Donsker's_theorem?oldid=554774797.
- Donsker's_theorem isPrimaryTopicOf Donsker's_theorem.