Question: For a martingale { Z n , n 1 } , let x i = Z i - Z i - 1 , i 1

For a martingale {Zn,n1}, let xi=Zi-Zi-1,i1, where Z0-=0. Show that Var(Zn)=??nVar(xi).
For a martingale { Z n , n 1 } , let x i = Z i -

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