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4. Let (Xn);-o be a martingale with respect to {期000, show that Cov (Ann-Xi, A4) = 0 for all k s ism.

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PAGE ner (xnǐnza be an increasing feuerte et K-algebra in a probakiity Space Caxp Abo an adaptes seguence of inkegrate reat vPA DATI Qu the moblem anal 4CLOI Convergente theorems ane Martingale Convergenee thCorem elative to a dequenie Yn ther is nonDATE bounded m L. Hence the eonvergence xeLǐ constanta-fert his Colleckton der 8zo, amelwe have 식.cs-onaltonveye to. D-by-ha

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