We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a nontrivial stationary state. We discuss the results and...

We report new results about the two-time dynamics of an anomalously diffusing classical particle, as described by the generalized Langevin equation with a frequency-dependent noise and the associated friction. The noise is defined by its spectral density proportional to ωδ−1 at low...

We model the time series of the S&P500 index by a combined process, the AR+GARCH process, where AR denotes the autoregressive process which we use to account for the short-range correlations in the index changes and GARCH denotes the generalized autoregressive conditional heteroskedastic process...

We analyze in detail how the anomalous drift and diffusion properties of a particle evolving in an aging medium can be interpreted in terms of an effective temperature of the medium. From an experimental point of view, independent measurements of the mean-square displacement and of the mobility...

We report new results about the anomalous diffusion of a particle in an aging medium. For each given age, the quasi-stationary particle velocity is governed by a generalized Langevin equation with a frequency-dependent friction coefficient proportional to |ω|δ−1 at small frequencies, with...

We have recently shown that a stochastic driving in an opinion spreading model has a tremendous impact on the system dynamics, spontaneously leading to system's agents which are analogous to Galam's contrarians. We have analyzed the existence of stochastic resonance phenomena in this social...

We study the structure and growth of a diffusion-limited aggregate (DLA) for which the constitutive units remain mobile during the aggregation process. Contrary to DLA where far from equilibrium conditions are the prevalent factor for growth, the structure of the aggregate is here determined by...

A relation giving a minimum for the irreversible work in quasi-equilibrium processes was derived by Sekimoto et al. [K. Sekimoto, S. Sasa, J. Phys. Soc. Japan 66 (1997) 3326] in the framework of stochastic energetics. This relation can also be written as a type of “uncertainty principle” in...

The influence of the periodic potential structure on the diffusion mechanism of a Brownian particle is studied using the Fokker–Planck equation. The equation is solved numerically by the matrix continued fraction method in order to calculate relevant correlation functions. In particular, jump...

We modify the definition of sample entropy (SaEn) by incorporating a time delay between the components of the block (from which the densities are estimated) and show that the modified method characterizes the complexity of the system better than the original version. We apply the modified SaEn...