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  • 标题:Self-averaging sequences which fail to converge
  • 本地全文:下载
  • 作者:Eric Cator ; Henk Don
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2017
  • 卷号:22
  • DOI:10.1214/17-ECP48
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:We consider self-averaging sequences in which each term is a weighted average over previous terms. For several sequences of this kind it is known that they do not converge to a limit. These sequences share the property that $n$th term is mainly based on terms around a fixed fraction of $n$. We give a probabilistic interpretation to such sequences and give weak conditions under which it is natural to expect non-convergence. Our methods are illustrated by application to the group Russian roulette problem.
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