Assume I have a collection of random variables $\{P_t\}_{t=1}^\infty$. Also assume that the unconditional distribution of $P_t$ equals the unconditional distribution of $P_{t+n}$ for all $n$. What can we say about $\mathrm{E}(P_{t+n}|P_t)$?
2026-03-10 22:36:32.1773182192
Conditional expectation when each of the random variables have the same density?
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