Explicit Formulae in Probability and in Statistical Physics

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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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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