a) Let (Xn)new be a sequence of independent random variables with E(Xn) = 0 and Yn = _k-1 Xk-1Xx. Prove that (Yn) nEN is a mar- tingale. b) Let (Xn)nEN be a sequence of independent identically distributed random variables with E(Xn) = 0 and Var (Xn) = 02. Prove that YnnEN where Yn = CF-X2 - no is a martingale