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2. Let Xn,n0,1,2,... denote a biased random walk given by Xo 0 and Xn+1 Xn + YTHI, where (X } are 1.1.d. random variables wit

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Here is define what martingale is. I use the fact that Y's are iid an do the problem.

omwe have to shov that- To sho Mn mart Omd prvcs s also a omdom walk rumer ル idplease up-vote for the answer.

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2. Let Xn,n0,1,2,... denote a biased random walk given by Xo 0 and Xn+1 Xn + YTHI, where (X } are...
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