Error analysis of Aitken's \(\Delta^ 2\) process (Q789866)

It is shown that if Aitken's \(\Delta^ 2\) process is applied to sequences whose terms have Cauchy distribution then the resulting sequence still have the Cauchy distribution. Repeated application of the \(\Delta^ 2\) process to a sequence with terms having uniform distribution and to a sequence with terms having a normal distribution yields in both cases, sequences whose terms approach the Cauchy distribution. The result for uniform distribution is proved, that for the normal distribution is references. Some applications are discussed.