Spring 2010, Thursdays, Milner 216, 4:00-4:50 PM

Date: April 22

"  Martingales in random graphs "
 Sofia Ortega Castillo  


Continuously studied since its introduction more than fifty years ago, martingale theory is one of the central components of probability theory. Today it has become recognized as an important tool in a diversity of areas like analysis, discrete mathematics and finance.

In this talk we will review the basic concepts involved in the definition of a martingale by looking at examples in random graphs. Also, we will state Azuma's inequality for martingales and deduce a concentration result for the chromatic number of a random graph.