Please show all steps Consider the Markov chain {Xn, n > 0} which at each transition either goes up 1Sn,n > 1,with probability p or down 1 with probability q = 1- p. Prove that (:is a martingale, where S, = Xo + X1 + + Xn....

Given as, Xn,n≥0 is a Markov chain.

Answered: _bility q= 1-p. Prove the Y

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_bility q= 1-p. Prove the Y

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Please show all steps

Consider the Markov chain {Xn, n > 0} which at each transition either goes up 1
Sn
,n > 1,
with probability p or down 1 with probability q = 1- p. Prove that (:
is a martingale, where S, = Xo + X1 + + Xn.
...

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