Toss a symmetric coin repeatedly and set

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Toss a symmetric coin repeatedly and set

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Since n - Sn equals the number of tails in n tosses, it follows that Xn = the number of heads minus the number of tails, that is the excess of heads over tails in n tosses. Show that {Xn, n ≥ 1} (together with the sequence of natural σ-algebras) is a martingale.

Reference no: EM131830338

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