Explicit formulae in probability and in statistical physics

Yves Tourigny; Alain Comtet

doi:10.1007/978-3-319-18585-9_22

Explicit formulae in probability and in statistical physics

Yves Tourigny, Alain Comtet

Research output: Chapter in Book/Report/Conference proceeding › Chapter in a book

3 Citations (Scopus)

396 Downloads (Pure)

Abstract

We consider two aspects of Marc Yor’s work that have had an impact in
statistical physics: firstly, his results on the windings of planar Brownian motion
and their implications for the study of polymers; secondly, his theory of exponential functionals of Levy processes and its connections with disordered systems. Particular emphasis is placed on techniques leading to explicit calculations.

Original language	English
Title of host publication	In Memoriam Marc Yor--Seminaire de Probabilites XLVII
Subtitle of host publication	Lecture Notes in Mathematics
Editors	Catherine Donati-Martin, Alain Rouault
Publisher	Springer
Pages	505-519
Number of pages	15
Volume	2137
ISBN (Electronic)	978-3-319-18585-9
ISBN (Print)	978-3-319-18584-2
DOIs	https://doi.org/10.1007/978-3-319-18585-9_22
Publication status	Published - 7 Sept 2015

Publication series

Name	Lecture Notes in Mathematics
Publisher	Springer International Publishing
ISSN (Print)	0075-8434

Keywords

Brownian motion
winding number
Levy process
exponential functional
Bohm–Aharonov flux
disordered system

Access to Document

10.1007/978-3-319-18585-9_22

Full-text PDF (accepted author manuscript)
This is the accepted author manuscript (AAM). The final published version (version of record) is available online via Springer International Publishing at DOI:10.1007/978-3-319-18585-9_22. Please refer to any applicable terms of use of the publisher.
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Dr Yves J M Tourigny
- Y.Tourignybristol.acuk
- Probability, Analysis and Dynamics
- School of Mathematics - Senior Lecturer in Numerical Analysis
- Applied Mathematics
- Mathematical Physics
Person: Academic , Member

Cite this

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Explicit formulae in probability and in statistical physics. / Tourigny, Yves; Comtet, Alain.
In Memoriam Marc Yor--Seminaire de Probabilites XLVII: Lecture Notes in Mathematics. ed. / Catherine Donati-Martin; Alain Rouault. Vol. 2137 Springer, 2015. p. 505-519 (Lecture Notes in Mathematics).

Research output: Chapter in Book/Report/Conference proceeding › Chapter in a book

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KW - winding number

KW - Levy process

KW - exponential functional

KW - Bohm–Aharonov flux

KW - disordered system

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T3 - Lecture Notes in Mathematics

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BT - In Memoriam Marc Yor--Seminaire de Probabilites XLVII

A2 - Donati-Martin, Catherine

A2 - Rouault, Alain

PB - Springer

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Explicit formulae in probability and in statistical physics

Abstract

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Keywords

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Dr Yves J M Tourigny

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