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arXiv · 1409.3777

Explicit formulae in probability and in statistical physics

Alain Comtet·Yves Tourigny
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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.

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Alain Comtet, Yves Tourigny. 2014-10-21. Explicit formulae in probability and in statistical physics. https://arxiv.org/abs/1409.3777

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