MARTINGALES ON TREES AND PERCOLATION

                                   by

                             Davar Khoshnevisan
           Department of Mathematics, University of Utah

               INSCC 110, 3:30pm  Tesday, February 16, 1999


                                Abstract

                           
I will introduce and describe some key properties for
a large class of stochastic processes (called martingales) 
which are indexed by trees. These are quite related 
to Doob's martingale processes indexed by the real line.
As an application of the general theory, I will provide 
an abstract proof of some well--known results of Russell 
Lyons on percolation on trees.



Request for preprints and reprints to Davar Khoshnevisan <davar@math.utah.edu>
This information can be found at http://www.math.utah.edu/research/