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From short to fat tails in financial markets: a unified description

Cortines, A. A.G.; Riera, R.; Anteneodo, C. - In: The European Physical Journal B - Condensed Matter and … 60 (2007) 3, pp. 385-389

In complex systems such as turbulent flows and financial markets, the dynamics in long and short time-lags, signaled by Gaussian and fat-tailed statistics, respectively, calls for a unified description. To address this issue we analyze a real dataset, namely, price fluctuations, in a wide range...

Persistent link: https://www.econbiz.de/10009281948

Generalized Fokker-Planck equation: Derivation and exact solutions

Denisov, S. I.; Horsthemke, W.; Hänggi, P. - In: The European Physical Journal B - Condensed Matter and … 68 (2009) 4, pp. 567-575

Persistent link: https://www.econbiz.de/10009281960

Hamilton-like statistics in onedimensional driven dissipative many-particle systems

Treiber, M.; Helbing, D. - In: The European Physical Journal B - Condensed Matter and … 68 (2009) 4, pp. 607-618

Persistent link: https://www.econbiz.de/10009281980

The underdamped Josephson junction subjected to colored noises

Nie, L. R.; Mei, D. C. - In: The European Physical Journal B - Condensed Matter and … 58 (2007) 4, pp. 475-481

exhibits monostability → bistability → monostability transitions as the autocorrelation rate (λ) of a colored noise increases …; (ii) in the bistability region the multiplicative noise drives the phase difference to turn over periodically; (iii) the … presence of a dichotomous noise, we found nonmonotonic behavior of 〈V 〉<Subscript>max</Subscript> and the slope K as a function …

Persistent link: https://www.econbiz.de/10009282001

Phase transition in annihilation-limited processes

Khorrami, M.; Aghamohammadi, A. - In: The European Physical Journal B - Condensed Matter and … 56 (2007) 3, pp. 223-227

A system of particles is studied in which the stochastic processes are one-particle type-change (or one-particle diffusion) and multi-particle annihilation. It is shown that, if the annihilation rate tends to zero but the initial values of the average number of the particles tend to infinity, so...

Persistent link: https://www.econbiz.de/10009282057

Stochastic storage models and noise-induced phase transitions

Shpyrko, S.; Ryazanov, V. V. - In: The European Physical Journal B - Condensed Matter and … 54 (2006) 3, pp. 345-354

and output into a system. It reproduces statistical distributions typical for noise-induced phase transitions (e …

Persistent link: https://www.econbiz.de/10009282121

Heat and fluctuations from order to chaos

Gallavotti, G. - In: The European Physical Journal B - Condensed Matter and … 61 (2008) 1, pp. 1-24

The Heat theorem reveals the second law of equilibrium Thermodynamics (i.e. existence of Entropy) as a manifestation of a general property of Hamiltonian Mechanics and of the Ergodic Hypothesis, valid for 1 as well as 10<Superscript>23</Superscript> degrees of freedom systems, i.e. for simple as well as very complex...</superscript>

Persistent link: https://www.econbiz.de/10009282125

Stochastic resonance in bistable confining potentials

Heinsalu, E.; Patriarca, M.; Marchesoni, F. - In: The European Physical Journal B - Condensed Matter and … 69 (2009) 1, pp. 19-22

Persistent link: https://www.econbiz.de/10009282174

Domino effect for world market fluctuations

Vandewalle, N.; Boveroux, Ph.; Brisbois, F. - In: The European Physical Journal B - Condensed Matter and … 15 (2000) 3, pp. 547-549

Persistent link: https://www.econbiz.de/10009282181

Thermal heat radiation, near-field energy density and near-field radiative heat transfer of coated materials

Biehs, S.-A. - In: The European Physical Journal B - Condensed Matter and … 58 (2007) 4, pp. 423-431

We investigate the thermal radiation and thermal near-field energy density of a metal-coated semi-infinite body for different substrates. We show that the surface polariton coupling within the metal coating leads to an enhancement of the TM-mode part of the thermal near-field energy density when...

Persistent link: https://www.econbiz.de/10009282249