This is a question from Durrett's book Probability Theory and Examples (Third edition, page 237.)
Give an example of a martingale $X_n$ with $\sup_n|X_n|<\infty$ and $P(X_n=a\;\;i.o)=1$ for $a=-1,0,1. $
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closed as too localized by Steve Huntsman, Yemon Choi, André Henriques, Andreas Blass, George Lowther Jul 11 2011 at 22:49 |
