Self-averaging sequences which fail to converge

DOI10.1214/17-ECP48MaRDI QIDQ512972zbMATH OpenFDO

Authors Henk Don, Eric A. Cator

Publication date 3 March 2017

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

Full work available at URL https://arxiv.org/abs/1609.07971, https://projecteuclid.org/euclid.ecp/1487386904

zbMATH Keywords

recursionnon-convergencegroup Russian roulette problemself-averaging sequencesshooting problem

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99)

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.

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• scientific article; zbMATH DE number 1990723 (Why is no real title available?)

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