Explicit Formulae in Probability and in Statistical Physics
From MaRDI portal
Publication:2798593
DOI10.1007/978-3-319-18585-9_22zbMath1334.60217arXiv1409.3777OpenAlexW2296088978MaRDI QIDQ2798593
Publication date: 13 April 2016
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.3777
Related Items
Winding number for stationary Gaussian processes using real variables ⋮ Winding number correlation for a Brownian loop in a plane ⋮ The correlated linking numbers of a Brownian loop with two arbitrary curves
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator
- Directed polymers and the quantum Toda lattice
- The mean first rotation time of a planar polymer
- Supersymmetric quantum mechanics with Lévy disorder in one dimension
- Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes
- The expected area of the filled planar Brownian loop is \(\pi/5\)
- Windings of random walks
- Exponential functionals of Lévy processes
- Exponential functionals of Brownian motion. I: Probability laws at fixed time
- Exponential functionals of Brownian motion. II: Some related diffusion processes
- Asymptotic laws of planar Brownian motion
- Subadditive ergodic theory
- On asymptotic behaviour of the spectra of a one-dimensional Hamiltonian with a certain random coefficient
- Green's formula, planar Brownian bridge, and Lévy's area
- Exponential functionals of Brownian motion and class-one Whittaker functions
- Present value distributions with applications to ruin theory and stochastic equations
- Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion
- Asymptotic laws for the winding angles of planar Brownian motion
- Lyapunov exponents, one-dimensional Anderson localization and products of random matrices
- Winding of planar Brownian curves
- Some Theorems Concerning 2-Dimensional Brownian Motion
- Electron Levels in a One-Dimensional Random Lattice
- On D. Williams' “Pinching Method” and Some Applications
- On the winding number problem with finite steps
- Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson
- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
- Winding angle distribution for planar random walk, polymer ring entangled with an obstacle, and all that: Spitzer–Edwards–Prager–Frisch model revisited
- Semi-stable Markov processes. I
- Statistical mechanics with topological constraints: I
- Ergodic Property of the Brownian Motion Process
- The Dynamics of a Disordered Linear Chain
- Exponential functionals of Brownian motion and related processes
- Products of random matrices and generalised quantum point scatterers