11 research outputs found
Explicit formulae in probability and in statistical physics
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.Comment: 14 pages, 2 figures. To appear in Seminaire de Probabilites, Special
Issue Marc Yo