Abstract:
Let $S_n(t)$, $0\le t\le 1$ be a random broken line and $w(t)$ be a standard Wiener process. In this paper, the estimate $O(\log n/\sqrt n)$ is obtained for the distance between the distributions, in the space $C[0,1]$, of the process $S_n(t)$ with the condition $S_n(1)\in(a-\varepsilon,a+\varepsilon)$ and of $w(t)$ with the condition $w(1)\in(a-\varepsilon,a+\varepsilon)$.