In this article we study the dependence degree of the traded volume of the Dow Jones 30 constituent equities by using a nonextensive generalised form of the Kullback-Leibler information measure. Our results show a slow decay of the dependence degree as a function of the lag. This feature is...

We study the properties of thermal radiation emitted by a thin dielectric slab, employing the framework of macroscopic fluctuational electrodynamics. Particular emphasis is given to the analytical construction of the required dyadic Green's functions. Based on these, general expressions are...

We study the transition from stochasticity to determinism in calcium oscillations via diffusive coupling of individual cells that are modeled by stochastic simulations of the governing reaction-diffusion equations. As expected, the stochastic solutions gradually converge to their deterministic...

Brownian motion in a confining potential fluctuating between two spatially separated potential profiles is considered as a model of an engine converting nonequilibrium fluctuations into reciprocating motion on the nanoscale. We present two exact solutions obtained for the parabolic and step...

We consider a type of intermittent behavior that occurs as the result of the interplay between dynamical mechanisms giving rise to type-II intermittency and random dynamics. We analytically deduce the law for the distribution of the laminar phases, which has never been obtained hitherto. The...

We study the stationary probability density of a Brownian particle in a potential with a single-well subject to the purely additive thermal and dichotomous noise sources. We find situations where bimodality of stationary densities emerges due to presence of dichotomous noise. The solutions are...

Closed-loop or feedback controlled ratchets are Brownian motors that operate using information about the state of the system. For these ratchets, we compute the power output and we investigate its relation with the information used in the feedback control. We get analytical expressions for...

We reanalyze high resolution data from the New York Stock Exchange and find a monotonic (but not power law) variation of the mean value per trade, the mean number of trades per minute and the mean trading activity with company capitalization. We show that the second moment of the traded value...