Thank you very much.
I did generate the means by:For[i = 1, i < 1000, i++, Print[Mean[Take[R, i]]]]
and from there I was not able to make a list will all the means. Anyhow, your way was way better.
The L_{i} can be constucted by the Take function. But it seems hard to plot the means afterwards. Thats the real problem, how to get something that can be plotted
I have a list L={a_{1}, ..., a_{n}}. I would like to find the mean of
L_{i} := {a_{1}, ... , a_{i}} for each 1<i<n, and then plot the means.
How do to do that in a smart way?