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Register a new userSufficient and insufficient conditions for the stochastic convergence of Ces`{a}ro means
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Aur\\'elien Bibaut
Publication date
2020
fields
Mathematical Statistics
and research's language is
English
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We study the stochastic convergence of the Ces`{a}ro mean of a sequence of random variables. These arise naturally in statistical problems that have a sequential component, where the sequence of random variables is typically derived from a sequence of estimators computed on data. We show that establishing a rate of convergence in probability for a sequence is not sufficient in general to establish a rate in probability for its Ces`{a}ro mean. We also present several sets of conditions on the sequence of random variables that are sufficient to guarantee a rate of convergence for its Ces`{a}ro mean. We identify common settings in which these sets of conditions hold.
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