Characterization of the convergence of weighted averages of sequences and functions (Q2448937)

Let \(p_k \geq 0\), \(k = 1,2,\dots\), and \(P_n := \sum^n_{k=1} p_k \to \infty\) as \(n \to \infty\). The weighted averages of the sequence \((c_k)\) with respect to the weights \((p_k)\) are defined by \[ \sigma_n :=\frac{1}{ P_n} \sum^n_{k=1} p_k c_k. \] Under some assumptions on the weights, necessary and sufficient conditions are given such that \(\sigma_n \to L\) as \(n \to \infty\). Similar results are obtained for the weighted averages of functions. Some applications in probability theory are also given.