A martintote is a random sequence such that the asymptotic behavior of the process distribution, conditioned with respect to the past, remains the same along the sequence. In this respect the conditional distributions of a martintote behave similarly to the conditional expectations of a martingale. We give an optional sampling theorem for martintotes and a class of examples.
"The Martintote." Ann. Probab. 2 (1) 84 - 89, February, 1974. https://doi.org/10.1214/aop/1176996753