Applied Stochastic Processes
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6. Show that the sums Sn= X1 + ...... + Xn of independent random variables Xn with zero mean form a martingale. Assume E([Xk]) < infinity for k=1,2....
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Solution Summary
This solution shows step-by-step calculations to show that the Sum of Sn has a zero mean and forms a martingale.
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