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The Contraction Method on C([0,1]) and Donsker's ... - Eurandom

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Recursive equati<strong>on</strong><br />

Yn := Xn<br />

n<br />

A possible limit Y should satisfy<br />

for ind. U, Y with U uniform <strong>on</strong> [0, 1].<br />

d<br />

= In n − 1<br />

YIn +<br />

n n .<br />

Y d = UY + 1, (1)<br />

Henning Sulzbach J. W. Goethe-Universität Frankfurt a. M. <str<strong>on</strong>g>The</str<strong>on</strong>g> <str<strong>on</strong>g>C<strong>on</strong>tracti<strong>on</strong></str<strong>on</strong>g> <str<strong>on</strong>g>Method</str<strong>on</strong>g> <strong>on</strong> C([0, 1]) <strong>and</strong> D<strong>on</strong>sker’s <str<strong>on</strong>g>The</str<strong>on</strong>g>orem

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