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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

2 votes
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609 views

Weak convergence in Skorohod space

I am reading a paper where they prove Donsker's invariance principle for a sequence of dependent RV's. They do the following steps which I can't follow so well. I won't write out the precise definitio …