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2015 | OriginalPaper | Chapter

Explicit Formulae in Probability and in Statistical Physics

Authors : Alain Comtet, Yves Tourigny

Published in: In Memoriam Marc Yor - Séminaire de Probabilités XLVII

Publisher: Springer International Publishing

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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 Lévy processes and its connections with disordered systems. Particular emphasis is placed on techniques leading to explicit calculations.

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Title: Explicit Formulae in Probability and in Statistical Physics
Authors: Alain Comtet
Yves Tourigny
Publisher: Springer International Publishing
Book: In Memoriam Marc Yor - Séminaire de Probabilités XLVII
Print ISBN: 978-3-319-18584-2

Electronic ISBN: 978-3-319-18585-9

Copyright Year: 2015
DOI: https://doi.org/10.1007/978-3-319-18585-9_22