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.
CITATION STYLE
Comtet, A., & Tourigny, Y. (2015). Explicit formulae in probability and in statistical physics. Lecture Notes in Mathematics, 2137, 505–519. https://doi.org/10.1007/978-3-319-18585-9_22
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