Explicit formulae in probability and in statistical physics
Mathematical Physics
2014-10-22 v2 math.MP
Probability
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.
Cite
@article{arxiv.1409.3777,
title = {Explicit formulae in probability and in statistical physics},
author = {Alain Comtet and Yves Tourigny},
journal= {arXiv preprint arXiv:1409.3777},
year = {2014}
}
Comments
14 pages, 2 figures. To appear in Seminaire de Probabilites, Special Issue Marc Yor