Self-averaging sequences which fail to converge

DOI10.1214/17-ECP48zbMATH Open1362.60034arXiv1609.07971MaRDI QIDQ512972FDOQ512972

Authors: Henk Don, Eric A. Cator 

Publication date: 3 March 2017

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: 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.

Full work available at URL: https://arxiv.org/abs/1609.07971

Recommendations

• The asymptotics of group Russian roulette
• Weighted averages of random variables and exact weights
• scientific article; zbMATH DE number 1990723
• 80.1 Averaging sequences again
• On the convergence of averages of mixing sequences

zbMATH Keywords

recursionnon-convergencegroup Russian roulette problemself-averaging sequencesshooting problem

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99)

Cited In (1)

• Title not available (Why is that?)

This page was built for publication: Self-averaging sequences which fail to converge

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q512972)