Take $\{X_n\}$ a simple symmetric random walk on state space $\mathbb{Z}$. With $X_0 = 0$ and stopping time : T = $inf\{n \geq 0 : X_n = -a\}$ then, $lim_{M \rightarrow \infty} E[X_M | T > M] = \infty$
I have defined: $K = min(T , M)$
Take some arbitrary $M \in \mathbb{Z}$ so $M < \infty$ therefore $P(K \leq M) = 1 \implies E[X_K] = E[X_0] = 0$ by properties of martingales.
Given, $M$ is an upper bound for $K$ : $E[X_M] = E[X_0] = 0$.
I am hoping to establish the conditional expectation, any hints would be appreciated!