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1. Let X₁, X2,... be random variables such that the partial sums Sn = X₁ + X₂ + + Xn determine a martingale. Show that E(X;X;) = 0 ifi # j.

1. Let X₁, X2,... be random variables such that the partial sums Sn = X₁ + X₂ + + Xn determine a martingale. Show that E(X;X;) = 0 ifi # j.

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Exercises for Section 7.7 1. Let X₁, X2,... be random variables such that the partial sums Sn = X₁ + X₂+ ... + Xn determine a martingale. Show that E(X; X;) = 0 if i # j.
Transcribed Image Text:Exercises for Section 7.7 1. Let X₁, X2,... be random variables such that the partial sums Sn = X₁ + X₂+ ... + Xn determine a martingale. Show that E(X; X;) = 0 if i # j.
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