Explicit formulae in probability and in statistical physics
arXiv:1409.3777
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.
14 pages, 2 figures. To appear in Seminaire de Probabilites, Special Issue Marc Yor