In probability theory, the Komlós–Major–Tusnády approximation (also known as the KMT approximation, the KMT embedding, or the Hungarian embedding) refers...

Sciences. Komlós–Major–Tusnády approximation "Komlos, Janos". UCSD Maths Dept history Archived 2008-10-28 at the Wayback Machine M. Ajtai, J. Komlós, E. Szemerédi:...

embedding, but there exist more precise couplings, such as Komlós–Major–Tusnády approximation theorem. The convergence of a random walk toward the Wiener...

providing more detail on the rate of convergence, is the Komlós–Major–Tusnády approximation. Glivenko–Cantelli theorem Kolmogorov–Smirnov test Donsker...