=+2. An urn contains b black balls and w white balls. Each time we randomly withdraw a

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=+2. An urn contains b black balls and w white balls. Each time we randomly withdraw a ball, we replace it by c + 1 balls of the same color.

Let Xn be the fraction of white balls after n draws. Demonstrate that Xn is a martingale.

10.6 Problems 265

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