On moving averages

We show that the moving arithmetic average is closely connected to a Gauss‐Seidel type fixed point method studied by Bauschke, Wang and Wylie, and which was observed to converge only numerically. Our analysis establishes a rigorous proof of convergence of their algorithm in a special case; moreover, the limit is explicitly identified. Moving averages in Banach spaces and Kolmogorov means are also studied. Furthermore, we consider moving proximal averages and epi-averages of convex functions.

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