For a martingale $M_n$ with bounded increment, then, almost surely : - either $M_n$ converges to a finite limite. - either $\limsup M_n=\infty$ and $\liminf M_n=-\infty$. Sketch of the proof. One can assume that $M_0=0$. Let $T$ be the first time at which the martingale goes below $-A$. Then $M_{n \wedge N}$ is a martingale bounded from below, therefore it converges. Then $M_n$ converges if $N$ is infinite etc. For your problem consider the Doob decomposition.