# Simple martingale question.

1. Feb 15, 2010

### Epsilon36819

Hi everyone. I was going through a proof of Wald's equation, where it was claimed that if {S_n} is a sequence defined as S_n = \sum_1^{n} Y_i where the Y_i are iid with finite mean \mu, then Z_n = S_n - n \mu is a martingale.

But I don't see why... at all!

Help!

2. Feb 17, 2010

### bpet

What definition of Martingale are you using?