Abstract
Several classes of functions are shown to be Donsker by an argument based on partitioning the sample space. One example is the class of all nondecreasing functions $f: \mathbb{R} \to \mathbb{R}$ such that $0 \leq f \leq F$ for a given function F with $\int F^2 dP/ \sqrt{1-P} < \infty$.
Citation
Aad van der Vaart. "New Donsker classes." Ann. Probab. 24 (4) 2128 - 2140, October 1996. https://doi.org/10.1214/aop/1041903221
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