Explicit Formulae in Probability and in Statistical Physics

Part of the Lecture Notes in Mathematics book series (LNM, volume 2137)


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.



It is a pleasure to thank our colleague Christophe Texier for commenting on the manuscript.


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Copyright information

© Springer International Publishing Switzerland 2015

Authors and Affiliations

  1. 1.ParisFrance
  2. 2.Univ. Paris Sud, CNRS, LPTMS, UMR 8626OrsayFrance
  3. 3.School of MathematicsUniversity of BristolBristolUK

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