| Grant number: | 99/12304-5 |
| Support Opportunities: | Research Grants - Visiting Researcher Grant - International |
| Duration: | May 06, 2000 - July 08, 2000 |
| Field of knowledge: | Physical Sciences and Mathematics - Probability and Statistics |
| Principal Investigator: | Pablo Augusto Ferrari |
| Grantee: | Pablo Augusto Ferrari |
| Visiting researcher: | Mikhail Menchikov |
| Visiting researcher institution: | Lomonosov Moscow State University (MSU), Russia |
| Host Institution: | Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil |
Abstract
We shall develop the martingale approach for the study of countable markov chains, in particular, those chains that relate to some classical interacting particle systems. We shall also apply martingale methods to describe the critical phase in polling queuing systems. We shall investigate random processes in random environments, in particular, the random walks in a random environment on trees with fixed structure. We plan to generalize to higher dimensions certain classical results of durrett and chays for the Mandelbrot percolation. We shall also consider some geometrical percolation problems that arise in physics, namely, the problem of tension of infinite membrane. (AU)
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