Concepedia

Donsker's Theorem

Donsker's Theorem is a fundamental result in probability theory that establishes the weak convergence of scaled random walks to Brownian motion in the space of càdlàg functions, thereby providing a functional central limit theorem.

89

Publications

4.4K

Citations

125

Authors

94

Institutions

Publications per year

2017–2026

7

Variants

Donsker's Invariance Principle

Parents

Publications

89

Large Deviations for a General Class of Random Vectors

Richard S. Ellis · The Annals of Probability · 1984 · 403 citations · Full text

, , +15

On the functional central limit theorem for stationary processes

Jérôme Dedecker · Annales de l Institut Henri Poincaré Probabilités et Statistiques · 2000 · 397 citations

, , +14

A Central Limit Theorem for $k$-Means Clustering

David Pollard · The Annals of Probability · 1982 · 241 citations · Full text

, , +14

Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations

Shigē Péng · Science in China Series A Mathematics · 2009 · 234 citations

, , +16

Convergence of Sample Paths of Normalized Sums of Induced Order Statistics

P. K. Bhattacharya · The Annals of Statistics · 1974 · 150 citations · Full text

, , +11

1–5 of 89

Authors

125

  1. MT
    Michel Talagrand

    Sorbonne Université, France

    4 publications · 70 citations

    4

    h-index

  2. RM
    R. M. Dudley

    Massachusetts Institute of Technology, United States

    3 publications · 185 citations

    3

    h-index

  3. JZ
    Joel Zinn

    Aarhus University, Denmark

    2 publications · 93 citations

    2

    h-index

  4. RS
    Richard S. Ellis

    California Institute of Technology, United States

    2 publications · 485 citations

    2

    h-index

  5. HM
    H. Meté Soner

    Carnegie Mellon University, United States

    2 publications · 33 citations

    2

    h-index

1–5 of 125

Institutions

94

  1. Centre National de la Recherche Scientifique

    Paris, France

    4 h-index

    4 publications

    483 citations

  2. University of Oslo

    Oslo, Norway

    3 h-index

    3 publications

    75 citations

  3. Télécom Paris

    Palaiseau, France

    2 h-index

    2 publications

    49 citations

  4. University of Washington

    Seattle, United States

    2 h-index

    3 publications

    109 citations

  5. University of Cambridge

    Cambridge, United Kingdom

    2 h-index

    2 publications

    93 citations

  6. The University of Osaka

    Osaka, Japan

    2 h-index

    2 publications

    57 citations

  7. Sorbonne Université

    Paris, France

    2 h-index

    2 publications

    36 citations

  8. Laboratoire Traitement et Communication de l’Information

    Palaiseau, France

    2 h-index

    2 publications

    49 citations

1–8 of 94

Venues

  1. The Annals of Probability

    21 publications · 1.5K citations

    18

    h-index

  2. The Annals of Statistics

    4 publications · 344 citations

    4

    h-index

  3. The Annals of Mathematical Statistics

    3 publications · 118 citations

    3

    h-index

  4. 3

    h-index

  5. Stochastic Processes and their Applications

    3 publications · 92 citations

    3

    h-index

1–5