Yep. It's been done. Since any subgroup of a abelian group is normal, a simple abelian group must have only {e} and itself as subgroups. Thus the only simple abelian groups are the (cyclic) groups of order p, where p is a prime.
Are there known conditions under which a Markov Chain is also a Martingale? I know only that the only Random Walk that is a Martingale is the symmetric one, i.e., p= 1-p =1/2.