Does the sequence converge in the mean square sense

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Reference no: EM13294519

Let U_n be a sequence of iid zero-mean,unit-variance Gaussian random variables. A "low pass filter" takes the sequence Un and produces thesequence
Xn =1/2 ( U_n +U_n-1)
a.) Does this sequence converge in the mean square sense?
b.) Does it converge in distribution?

Reference no: EM13294519

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