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Mean of an average of squared and product terms

Question

Let X1,X2,…X_1,X_2,\dots be i.i.d. with mean 55, variance 2020, and finite third and fourth moments. Define Yn=1n∑j=1n(X4j−32+X4j−22 X4j−1 X4j).Y_n=\frac1n\sum_{j=1}^{n}\left(X_{4j-3}^2+X_{4j-2}^2\,X_{4j-1}\,X_{4j}\right). What is lim⁡n→∞E[Yn]\lim_{n\to\infty}\mathbb{E}[Y_n]? (Enter −1-1 if the limit does not exist.)

Short answer

11701170. The nn bracketed terms are i.i.d., so E[Yn]\mathbb{E}[Y_n] equals the mean of one term for every nn. With E[X2]=20+25=45\mathbb{E}[X^2]=20+25=45 and independence, that mean is 45+45⋅5⋅5=117045+45\cdot5\cdot5=1170.

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