$X_1$, .... , $X_n$ are independent variables, $P(X_i=1)=p$, $P(X_i=-1)=q$, where $0<p<1$. $F_n=\sigma(X_1,.....,X_n)$ and $Y_n=(\frac{q}{p})^{X_1+....+X_n}$.
The task is to prove that ($Y_n$,$F_n$) is martingale. I can't solve this problem because I don't really understand what ($Y_n$,$F_n$) means. It's a vector which 1st component is a variable and the other is a $\sigma$-algebra? I don't think so.
Can you please explean what it means?
Thank you in advance!