Question: Let 1 , 2 , ... be i.i.d. r.v.s with zero means. Set X 0 = X 1 = 0, Show that X

Let ξ1, ξ2, ... be i.i.d. r.v.’s with zero means. Set X0 = X1 = 0,Let ξ1, ξ2, ... be i.i.d. r.v.’s with zero means. Set X0

Show that Xt is a martingale with respect to ξt.

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