# Student Probability Seminar

#### Martingales and Branching Brownian Motion

**Speaker:**
Lisa Hartung

**Location:**
Warren Weaver Hall 905

**Date:**
Monday, March 27, 2017, 11 a.m.

**Synopsis:**

In so-called 'log correlated' Gaussian processes the understanding of certain martingales plays a crucial role. In this talk I will take the example of branching Brownian motion. I'll motivate why a certain class of martingales naturally arises, both from the point of view extreme value theory and statistical physics. We will then focus in understanding why these are actually martingales and how one can check wether they converge to a non-degenerate limit. The talk will avoid all technicalities and I'll introduce all objects/notions that are relevant for the understanding of the talk!