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Maximum of a brownian path, fluctuating interfaces and related problems

Comtet, A (Universite Paris Sud)
Monday 26 June 2006, 15:30-16:30

Seminar Room 1, Newton Institute


We present some functionals of the one dimensional Brownian motion which arise in various statistical physics problems: -maximal fluctuation of a growing interface -traversal time of a potential barrier -search algorithm of the maximum of a simple random walk. All these different cases involve certain functionals of the path and its maximum. We show how to compute these distributions by a path integral approach and discuss the link with probabilistic techniques based on meanders and excursions.


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