Let $X{}_{1},X_{2},\ldots$be a sequence of independent RV and let $f{}_{j}$be continuous functions. Let $S{}_{0}=1$ and $S{}_{n}=\sum_{j=1}^{n}f_{j}\left(X_{j}\right)$. Find a necessary and sufficient conditino so that $S{}_{n}$ is a martingale.
2026-04-07 11:08:34.1775560114
Conditions for Martingale
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