Explicit formulae in probability and in statistical physics
From MaRDI portal
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.
Recommendations
Cites work
- Asymptotic laws for the winding angles of planar Brownian motion
- Asymptotic laws of planar Brownian motion
- Directed polymers and the quantum Toda lattice
- Electron Levels in a One-Dimensional Random Lattice
- Ergodic Property of the Brownian Motion Process
- Exponential functionals of Brownian motion and class-one Whittaker functions
- Exponential functionals of Brownian motion and related processes
- Exponential functionals of Brownian motion. I: Probability laws at fixed time
- Exponential functionals of Brownian motion. II: Some related diffusion processes
- Exponential functionals of Lévy processes
- Green's formula, planar Brownian bridge, and Lévy's area
- scientific article; zbMATH DE number 3846539 (Why is no real title available?)
- scientific article; zbMATH DE number 3913325 (Why is no real title available?)
- scientific article; zbMATH DE number 52135 (Why is no real title available?)
- scientific article; zbMATH DE number 1245556 (Why is no real title available?)
- scientific article; zbMATH DE number 1163909 (Why is no real title available?)
- scientific article; zbMATH DE number 918811 (Why is no real title available?)
- Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes
- Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson
- Lyapunov exponents, one-dimensional Anderson localization and products of random matrices
- On asymptotic behaviour of the spectra of a one-dimensional Hamiltonian with a certain random coefficient
- On D. Williams' “Pinching Method” and Some Applications
- On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator
- On the winding number problem with finite steps
- Present value distributions with applications to ruin theory and stochastic equations
- Products of random matrices and generalised quantum point scatterers
- Semi-stable Markov processes. I
- Some Theorems Concerning 2-Dimensional Brownian Motion
- Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion
- Statistical mechanics with topological constraints: I
- Subadditive ergodic theory
- Supersymmetric quantum mechanics with Lévy disorder in one dimension
- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
- The Dynamics of a Disordered Linear Chain
- The expected area of the filled planar Brownian loop is /5
- The mean first rotation time of a planar polymer
- Winding angle distribution for planar random walk, polymer ring entangled with an obstacle, and all that: Spitzer–Edwards–Prager–Frisch model revisited
- Winding of planar Brownian curves
- Windings of random walks
Cited in
(7)- scientific article; zbMATH DE number 165327 (Why is no real title available?)
- Exact results in the theory of intermediate statistics
- Winding number correlation for a Brownian loop in a plane
- Marc Yor. The passion of Brownian motion. Homage to his commemoration
- scientific article; zbMATH DE number 956697 (Why is no real title available?)
- The correlated linking numbers of a Brownian loop with two arbitrary curves
- Winding number for stationary Gaussian processes using real variables
This page was built for publication: Explicit formulae in probability and in statistical physics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2798593)
