How does Random Forest relate to martingale theory in sequential prediction?

RF ensemble averaging can be interpreted as stabilizing a sequence of weak predictors similar to martingale averaging.

Although Random Forest is not inherently sequential, predictions from increasingly larger ensembles form a stochastic process. Under certain constructions, the incremental prediction updates can behave like a martingale difference sequence where expectation of future error given past models is zero. This helps explain stability and convergence of ensemble predictions.