Proving supermartingale (sequence of uniformly distributed random variables)

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Let's take $X_1 \sim U[0,1]$ and if $X_{n-1}=a$ then $X_n \sim U[0,a]$. I want t prove that $X_n$ is supermartingale.

So what I want to do prove is :

$$E[X_{n+1}\mid \mathbb{F}_n]\le X_n$$

And I have several problems with it. Let's just think a little about next expectations :

$E[X_1]=\frac12$

$E[X_2]=\frac{a_1}{2}$

$E[X_3]=\frac{a_2}{2}$

and so on. So how can I translate it now to language of conditional expectation with filtration ? Is it really submartingale ? I found it very unintuitive.