53.3 Donsker's Functional Central Limit Theorem
Donsker's Invariance Principle: the law of (connect-the-dots) diffusion rescaled random walks converges weakly to the Wiener measure, the law of Brownian motion.
Donsker's Invariance Principle: the law of (connect-the-dots) diffusion rescaled random walks converges weakly to the Wiener measure, the law of Brownian motion.