Construct a martingale that converges

Reference no: EM131830328

(a) Construct a martingale that converges to -∞ a.s. as n → ∞.

Sums of independent random variables with mean 0 are usually a good try.

(b) Construct a non-negative sub martingale that converges to 0 a.s. as n → ∞.

Reference no: EM131830328

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