The Contraction Method on C([0,1]) and Donsker's ... - Eurandom
The Contraction Method on C([0,1]) and Donsker's ... - Eurandom
The Contraction Method on C([0,1]) and Donsker's ... - Eurandom
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D<strong>on</strong>sker’s <str<strong>on</strong>g>The</str<strong>on</strong>g>orem<br />
Let X1, X2, . . . be iid r.v. with EX1 = 0, EX 2 1 = 1 <strong>and</strong><br />
E|X1| 2+ε < ∞ for some ε > 0.<br />
with<br />
S n t = 1<br />
√ n<br />
⎛<br />
⌊nt⌋ <br />
⎝<br />
k=1<br />
S n = (S n t ) t∈[0,1]<br />
Xk + (nt − ⌊nt⌋)X ⌊nt⌋+1<br />
⎞<br />
⎠ , t ∈ [0, 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