Let $$b_n=\frac1n\sum_{i=1}^n\xi_{ni}.$$ If for each $i=1,\cdots,n$, we have $$\lim_{n\to\infty}\xi_{ni}=0.$$ Can we claim that $$\lim_{n\to\infty}b_n=0?$$
2026-04-23 10:50:57.1776941457
Let $b_n=\frac1n\sum_{i=1}^n\xi_{ni},$ if $\lim_{n\to\infty}\xi_{ni}=0$, do we have $\lim_{n\to\infty}b_n=0?$
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Since for each $i=1,\cdots,n$, we have $\lim_{n\to\infty}\xi_{ni}=0$, then for any $\varepsilon>0$ and $i=1,\cdots,n$, there exists $N_i$ s.t. for $n>N_i$, we have $$|\xi_{ni}|<\varepsilon.$$ Let $N=\max_{1\le i\le n}{N_i}$, then for $n>N$ and all $i=1,\cdots,n$, we have $$|\xi_{ni}|<\varepsilon.$$ Furthermore, we have $$|b_n|\le\frac1n\sum_{i=1}^n|\xi_{ni}|<\frac1n\sum_{i=1}^n\varepsilon=\varepsilon.$$