A theorem of Donsker asserts that the empirical process converges in distribution to the Brownian bridge. The aim of this paper is to provide a new and simple proof of this fact.
"One more approach to the convergence of the empirical process to the Brownian bridge." Electron. J. Statist. 2 118 - 126, 2008. https://doi.org/10.1214/07-EJS131