Question: See below: Let (X1, X2, ..., Xn, ...) be a sequence of independent random variables with zero mean and variance Var[Xn] = on. Let Sn

See below: Let (X1, X2, ..., Xn, ...) be a sequence

See below:

Let (X1, X2, ..., Xn, ...) be a sequence of independent random variables with zero mean and variance Var[Xn] = on. Let Sn = X1+ X2+ ... + Xn and In = of to,+ ... ton. Show that {s? - Th : n = 1, 2, ...} is a martingale

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