Let a and b be two given real numbers such that a<b, and let {xn} and {yn} be the sequences defined as follows:
Let us choose x1 and y1 such that a<x1<b,a<y1<b arbitrarily, and then let
x2=a+x12,y2=y1+b2,
x3=a+x1+x23,y3=y1+y2+b3,
and so on
xn=a+x1+⋯+xn−1n,yn=y1+⋯+yn−1+bn
for n=3,4,5,…. Then what can we say about the convergence of these sequences?
To generalize this problem a little further, let {rn} be a given sequence of positive real numbers, and let us now define
x2=r1x1+ar2r1+r2,y2=r1y1+r2br1+r2,
x3=r1x1+r2x2+r3ar1+r2+r3,y3=r1y1+r2y2+r3br1+r2+r3,
and so on
xn=r1x1+⋯+rn−1xn−1+rnar1+⋯+rn,yn=r1y1+⋯+yn−1+rnbr1+⋯+rn
for n=3,4,5,…. Then what can we say about the convergence of these sequences?
What if we proceed as follows?
Let r0>0 be given, and let
x2=r0a+r1x1r0+r1,y2=r1y1+r0br1+r0,
x3=r0a+r1x1+r2x2r0+r1+r2,y3=r2y2+r1y1+r0br2+r1+r0,
and so on
xn=r0a+r1x1+⋯+rn−1xn−1r0+⋯+rn−1,yn=rn−1yn−1+⋯+r1y1+r0brn−1+⋯+r0
for n=3,4,5,…. What can we say about the convergence of these sequences now?
I can handle the situation only if we have only unit weights and only average of two terms is involved at a time, but I simply have no idea of what happens in this case!!
So, I would be really grateful for a detailed answer!
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