Explicit formulae in probability and in statistical physics

Yves Tourigny, Alain Comtet

Research output: Chapter in Book/Report/Conference proceedingChapter in a book

2 Citations (Scopus)
280 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 languageEnglish
Title of host publicationIn Memoriam Marc Yor--Seminaire de Probabilites XLVII
Subtitle of host publicationLecture Notes in Mathematics
EditorsCatherine Donati-Martin, Alain Rouault
PublisherSpringer
Pages505-519
Number of pages15
Volume2137
ISBN (Electronic) 978-3-319-18585-9
ISBN (Print)978-3-319-18584-2
DOIs
Publication statusPublished - 7 Sep 2015

Publication series

NameLecture Notes in Mathematics
PublisherSpringer International Publishing
ISSN (Print)0075-8434

Keywords

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

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