Martingales, how to find them?

From: malghara (malghara_at_gmail.com)
Date: 02/28/05 

Date: 27 Feb 2005 19:38:43 -0800

Hi All

This may seem to be an easy question for some but how to determine if
the following is a martingale

sum(k=1 to M) H_k * d_k

Where H and d are random variables independent of each other, H_k are
possibly dependent random variables for different k's. What are the
conditions that have to be met for such expressions to be a martingale

Thanks

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