Skip to main content
2 of 2
Cesaro -> Cesàro
LSpice
  • 12.9k
  • 4
  • 45
  • 69

Extracting a subsequence Cesàro converging to the limsup of the Cesàro sums

Let $X_n$ be a sequence of uniformly bounded random variables — that is, there exists some $K > 0$ such that $|X_n| \leq K$ almost surely for all $n \in \mathbb N$.

Write $\bar X_N := \frac{1}{N} \sum_{n = 1}^N X_n$, and $Y := \limsup_{N \to \infty} \bar X_N$.

Question: Does there exist some subsequence $X_{n_k}$ such that $\frac{1}{N} \sum_{k=1}^{N} X_{n_k}$ converges to $Y$ almost surely as $N \to \infty$?

Nate River
  • 6.3k
  • 2
  • 23
  • 100