Sequence defined through an arithmetic mean recurrence

There is this nice problem about sequences which I've encountered several times while solving problems in real analysis.

Two constant real numbers $a,b$ are given and then we have this sequence defined as:  

$$a_0 = a$$

$$a_1 = b$$

$$a_{n+2} = \frac{a_{n+1} + a_n}{2},\ \ \ n \ge 0$$

Prove that the sequence converges and find the limit $L = \lim_{n \to \infty} a_n$  

I won't post the solution here but... it turns out the limit is this number 

$$L = \frac{1}{3} \cdot a + \frac{2}{3} \cdot b $$

Here is a nice illustration of this fact generated by a Python program. 

In this case (depicted on the picture) the limit is $$\frac{1}{3} \cdot 10 + \frac{2}{3} \cdot 100 = \frac{1}{3} (10 + 200) = \frac{210}{3} = 70$$