Logarithmic moving averages (Q743237): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Importer (talk | contribs)
Changed an Item
Property / arXiv ID
 
Property / arXiv ID: 1408.1301 / rank
 
Normal rank

Revision as of 16:39, 18 April 2024

scientific article
Language Label Description Also known as
English
Logarithmic moving averages
scientific article

    Statements

    Logarithmic moving averages (English)
    0 references
    0 references
    0 references
    23 September 2014
    0 references
    Let \((s_{n},n\geq 0)\) denote a sequence of real numbers and for \(x\geq 0\) let \(U(x)=\sum_{0\leq i\leq x}s_{i}/(i+1)\). The sequence is summable to \(s\) by the logarithmic \(l\)-method if \( U(n)/\log n\rightarrow s\) as \(n\rightarrow \infty \). For \(\nu<1\), the sequence \((s_{n})\) is summable by the logarithmic moving average method if \((U(n)-U(n^{\nu }))/\log n\rightarrow (1-\nu )s\). The authors prove that these summability methods are equivalent. They also relate these methods to other summability methods such as the Riesz mean and the random-walk method. Finally, the authors link these and other summability methods to the strong law of large numbers.
    0 references
    0 references
    moving averages
    0 references
    summability methods
    0 references
    law of large numbers
    0 references
    Tauberian theorems
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references