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Question 33777: A Declared Fair Independent-Increment Model Supplies a Specific Martingale

On this page
  1. Original question and givens
  2. Definition and scope
  3. Step-by-step derivation
  4. Reverse checks
  5. Result
  6. This question review and source binding

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← Question derivation index · Original question batch

R0066-33777 · q-20261014-advance-20261031-r07-martingale-0077

Original question and givens

Use steps=2 independent equiprobable signs, each increment ±scale with scale=1>0, on the full finite sign-product space with its natural revealed-sign filtration. Give (steps,scale,support,multiplicities,total_paths,martingale?,independent_fair_signed_increments_have_conditional_mean_zero). List support by increasing number of positive signs; retain total_paths as exact 2^steps text.

  • G001 — Use steps=2 independent equiprobable signs, each increment ±scale with scale=1>0, on the full finite sign-product space with its natural revealed-sign filtration. Give (steps,scale,support,multiplicities,total_paths,martingale?,independent_fair_signed_increments_have_conditional_mean_zero). List support by increasing number of positive signs; retain total_paths as exact 2^steps text.

Definition and scope

Use the original question domain, assumptions and cited MKO definitions. This item has second-context mathematical and bilingual review, with the model, answer and every arithmetic step independently recomputed from the original parameters; the source question remains a candidate.

Step-by-step derivation

S001 · implies

Before

source roles = [qf-mod31-martdeep-fair-partial-sum, [domain, operation, scale, steps]]

After

derived = [martdeep-fair-partial-sum, Exact_finite_martingale_construction]

Conditions: none

THIS source uses LOCAL-hyphen operations with exact keys/domain.Keep source field order and numeric/Boolean/string roles;integer rational texts omit/1.Original questions,English,MKOs,ASTs and statuses remain unchanged.

Step identifiers and dependencies

Rule: R66_EXACT_source_bank_keys_local_operation_domain · Uses: G001

S002 · calculation

Before

Fair ORIGINAL two positive signs k=0 := mul(2, 0)

After

Fair ORIGINAL two positive signs k=0 = 0

Conditions: none

Calculate exactly from THIS step’s ORIGINAL ordered operands.Retain the SOURCE rational pre-reduction envelope separately;do not use floating values or silently widen a different bank.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S001

S003 · calculation

Before

Fair ORIGINAL positive minus negative count k=0 := sub(0, 2)

After

Fair ORIGINAL positive minus negative count k=0 = -2

Conditions: none

Calculate exactly from THIS step’s ORIGINAL ordered operands.Retain the SOURCE rational pre-reduction envelope separately;do not use floating values or silently widen a different bank.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S002

S004 · calculation

Before

Fair ORIGINAL scale times signed count k=0 := mul(1, -2)

After

Fair ORIGINAL scale times signed count k=0 = -2

Conditions: none

Calculate exactly from THIS step’s ORIGINAL ordered operands.Retain the SOURCE rational pre-reduction envelope separately;do not use floating values or silently widen a different bank.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S003

S005 · implies

Before

source roles = [2, 1, 0]

After

derived = [-2, 1]

Conditions: none

k positive and n−k negative signs give scale*(2k−n),with choose(n,k)choices of positive positions.Retain EVERY k=0..n support value and multiplicity.

Step identifiers and dependencies

Rule: Martingale_FAIR_EACH_complete_terminal_support_binomial_count · Uses: G001, S004

S006 · calculation

Before

Fair ORIGINAL binomial previous times remaining k=1 := mul(1, 2)

After

Fair ORIGINAL binomial previous times remaining k=1 = 2

Conditions: none

Calculate exactly from THIS step’s ORIGINAL ordered operands.Retain the SOURCE rational pre-reduction envelope separately;do not use floating values or silently widen a different bank.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S005

S007 · calculation

Before

Fair ORIGINAL binomial recurrence division k=1 := div(2, 1)

After

Fair ORIGINAL binomial recurrence division k=1 = 2

Conditions: none

Calculate exactly from THIS step’s ORIGINAL ordered operands.Retain the SOURCE rational pre-reduction envelope separately;do not use floating values or silently widen a different bank.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S006

S008 · calculation

Before

Fair ORIGINAL two positive signs k=1 := mul(2, 1)

After

Fair ORIGINAL two positive signs k=1 = 2

Conditions: none

Calculate exactly from THIS step’s ORIGINAL ordered operands.Retain the SOURCE rational pre-reduction envelope separately;do not use floating values or silently widen a different bank.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S007

S009 · calculation

Before

Fair ORIGINAL positive minus negative count k=1 := sub(2, 2)

After

Fair ORIGINAL positive minus negative count k=1 = 0

Conditions: none

Calculate exactly from THIS step’s ORIGINAL ordered operands.Retain the SOURCE rational pre-reduction envelope separately;do not use floating values or silently widen a different bank.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S008

S010 · calculation

Before

Fair ORIGINAL scale times signed count k=1 := mul(1, 0)

After

Fair ORIGINAL scale times signed count k=1 = 0

Conditions: none

Calculate exactly from THIS step’s ORIGINAL ordered operands.Retain the SOURCE rational pre-reduction envelope separately;do not use floating values or silently widen a different bank.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S009

S011 · implies

Before

source roles = [2, 1, 1]

After

derived = [0, 2]

Conditions: none

k positive and n−k negative signs give scale*(2k−n),with choose(n,k)choices of positive positions.Retain EVERY k=0..n support value and multiplicity.

Step identifiers and dependencies

Rule: Martingale_FAIR_EACH_complete_terminal_support_binomial_count · Uses: G001, S010

S012 · calculation

Before

Fair ORIGINAL binomial previous times remaining k=2 := mul(2, 1)

After

Fair ORIGINAL binomial previous times remaining k=2 = 2

Conditions: none

Calculate exactly from THIS step’s ORIGINAL ordered operands.Retain the SOURCE rational pre-reduction envelope separately;do not use floating values or silently widen a different bank.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S011

S013 · calculation

Before

Fair ORIGINAL binomial recurrence division k=2 := div(2, 2)

After

Fair ORIGINAL binomial recurrence division k=2 = 1

Conditions: none

Calculate exactly from THIS step’s ORIGINAL ordered operands.Retain the SOURCE rational pre-reduction envelope separately;do not use floating values or silently widen a different bank.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S012

S014 · calculation

Before

Fair ORIGINAL two positive signs k=2 := mul(2, 2)

After

Fair ORIGINAL two positive signs k=2 = 4

Conditions: none

Calculate exactly from THIS step’s ORIGINAL ordered operands.Retain the SOURCE rational pre-reduction envelope separately;do not use floating values or silently widen a different bank.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S013

S015 · calculation

Before

Fair ORIGINAL positive minus negative count k=2 := sub(4, 2)

After

Fair ORIGINAL positive minus negative count k=2 = 2

Conditions: none

Calculate exactly from THIS step’s ORIGINAL ordered operands.Retain the SOURCE rational pre-reduction envelope separately;do not use floating values or silently widen a different bank.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S014

S016 · calculation

Before

Fair ORIGINAL scale times signed count k=2 := mul(1, 2)

After

Fair ORIGINAL scale times signed count k=2 = 2

Conditions: none

Calculate exactly from THIS step’s ORIGINAL ordered operands.Retain the SOURCE rational pre-reduction envelope separately;do not use floating values or silently widen a different bank.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S015

S017 · implies

Before

source roles = [2, 1, 2]

After

derived = [2, 1]

Conditions: none

k positive and n−k negative signs give scale*(2k−n),with choose(n,k)choices of positive positions.Retain EVERY k=0..n support value and multiplicity.

Step identifiers and dependencies

Rule: Martingale_FAIR_EACH_complete_terminal_support_binomial_count · Uses: G001, S016

S018 · calculation

Before

Fair ORIGINAL all binomial multiplicities := sum(1, 2, 1)

After

Fair ORIGINAL all binomial multiplicities = 4

Conditions: none

Calculate exactly from THIS step’s ORIGINAL ordered operands.Retain the SOURCE rational pre-reduction envelope separately;do not use floating values or silently widen a different bank.

Step identifiers and dependencies

Rule: exact_rational_arithmetic · Uses: G001, S017

S019 · implies

Before

source roles = [2, 1, 4]

After

derived = [[time=0, prefixes=1, next_signs=+s,-s equiprobable, conditional_increment_mean=0], [time=1, prefixes=2, next_signs=+s,-s equiprobable, conditional_increment_mean=0]]

Conditions: none

The PREMISE is the FULL equiprobable independent sign-product space and its revealed-sign filtration.At EVERY prefix,the next±sign extensions have equal count,so conditional increment mean=(s−s)/2=0.The adapted finite integrable partial sums form THIS martingale.This does not make independent increments necessary for arbitrary martingales or supply stopping/convergence theorems.

Step identifiers and dependencies

Rule: Martingale_FAIR_PRODUCT_space_natural_filtration_EVERY_prefix · Uses: G001, S018

Reverse checks

  • S019 · premise_and_result_audit — Reverse-audit THIS step against its ORIGINAL ordered roles and complete premises.Accept the conclusion only under these conditions;do not invert a one-way implication or call a finite check a general formal proof.
  • S018 · premise_and_result_audit — Recompute Fair ORIGINAL all binomial multiplicities with exact rational arithmetic, not rounded decimals.
  • S017 · premise_and_result_audit — Reverse-audit THIS step against its ORIGINAL ordered roles and complete premises.Accept the conclusion only under these conditions;do not invert a one-way implication or call a finite check a general formal proof.
  • S016 · premise_and_result_audit — Recompute Fair ORIGINAL scale times signed count k=2 with exact rational arithmetic, not rounded decimals.
  • S015 · premise_and_result_audit — Recompute Fair ORIGINAL positive minus negative count k=2 with exact rational arithmetic, not rounded decimals.
  • S014 · premise_and_result_audit — Recompute Fair ORIGINAL two positive signs k=2 with exact rational arithmetic, not rounded decimals.
  • S013 · premise_and_result_audit — Recompute Fair ORIGINAL binomial recurrence division k=2 with exact rational arithmetic, not rounded decimals.
  • S012 · premise_and_result_audit — Recompute Fair ORIGINAL binomial previous times remaining k=2 with exact rational arithmetic, not rounded decimals.
  • S011 · premise_and_result_audit — Reverse-audit THIS step against its ORIGINAL ordered roles and complete premises.Accept the conclusion only under these conditions;do not invert a one-way implication or call a finite check a general formal proof.
  • S010 · premise_and_result_audit — Recompute Fair ORIGINAL scale times signed count k=1 with exact rational arithmetic, not rounded decimals.
  • S009 · premise_and_result_audit — Recompute Fair ORIGINAL positive minus negative count k=1 with exact rational arithmetic, not rounded decimals.
  • S008 · premise_and_result_audit — Recompute Fair ORIGINAL two positive signs k=1 with exact rational arithmetic, not rounded decimals.
  • S007 · premise_and_result_audit — Recompute Fair ORIGINAL binomial recurrence division k=1 with exact rational arithmetic, not rounded decimals.
  • S006 · premise_and_result_audit — Recompute Fair ORIGINAL binomial previous times remaining k=1 with exact rational arithmetic, not rounded decimals.
  • S005 · premise_and_result_audit — Reverse-audit THIS step against its ORIGINAL ordered roles and complete premises.Accept the conclusion only under these conditions;do not invert a one-way implication or call a finite check a general formal proof.
  • S004 · premise_and_result_audit — Recompute Fair ORIGINAL scale times signed count k=0 with exact rational arithmetic, not rounded decimals.
  • S003 · premise_and_result_audit — Recompute Fair ORIGINAL positive minus negative count k=0 with exact rational arithmetic, not rounded decimals.
  • S002 · premise_and_result_audit — Recompute Fair ORIGINAL two positive signs k=0 with exact rational arithmetic, not rounded decimals.
  • S001 · premise_and_result_audit — Reverse-audit THIS step against its ORIGINAL ordered roles and complete premises.Accept the conclusion only under these conditions;do not invert a one-way implication or call a finite check a general formal proof.

Result

(2, 1, [-2, 0, 2], [1, 2, 1], 2^2, Yes, independent_fair_signed_increments_have_conditional_mean_zero)

The full substitutions and premise checks give the original answer; source identity,format and status are unchanged.

This question review and source binding

Review date: 2026-10-26

Original questions, answers, step expressions, numeric ASTs and historical records are retained. Source candidate labels remain historical and are not overwritten as formal proof.

Source hashes and review receipts
  • input commit: 0f7be61e2c22317a4075561dc822c87d881a50db
  • original question SHA-256: f11b245b4024646a17b8ef20a628a2752a3516e472e68c78c4bf9e4f099b1408
  • candidate record SHA-256: 3182c8a3a413d6ab3e0533aa225263c1910da41cd2d5b4e3bffb553a47000124
  • semantic review receipt SHA-256: 99b4f114b2ec93164b6aa5681e0107033a240e7a3f0a8988633ba65320ede267
  • question-first witness SHA-256: d9bd3a1940da8a73f790ee3fe460c9a8523791bdbe72c8e0304e3740b66710cc
  • Lean: NOT_RUN · human review: NOT_PERFORMED
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