Search Results - "Dai Pra, Paolo"
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Climb on the Bandwagon: Consensus and Periodicity in a Lifetime Utility Model with Strategic Interactions
Published in Dynamic games and applications (01-12-2019)“…What is the emergent long-run equilibrium of a society, where many interacting agents bet on the optimal energy to put in place in order to climb on the…”
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Oscillatory Behavior in a Model of Non-Markovian Mean Field Interacting Spins
Published in Journal of statistical physics (01-05-2020)“…We analyze a non-Markovian mean field interacting spin system, related to the Curie–Weiss model. We relax the Markovianity assumption by replacing the…”
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Reciprocal Class of Jump Processes
Published in Journal of theoretical probability (01-06-2017)“…Processes having the same bridges as a given reference Markov process constitute its reciprocal class . In this paper we study the reciprocal class of compound…”
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McKean-Vlasov limit for interacting systems with simultaneous jumps
Published in Stochastic analysis and applications (03-12-2018)“…Motivated by several applications, including neuronal models, we consider the McKean-Vlasov limit for a general class of mean-field systems of interacting…”
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A hierarchical mean field model of interacting spins
Published in Stochastic processes and their applications (01-10-2021)“…We consider a system of hierarchical interacting spins under dynamics of spin-flip type with a ferromagnetic mean field interaction, scaling with the…”
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A Maximum Entropy Approach to the Realizability of Spin Correlation Matrices
Published in Entropy (Basel, Switzerland) (01-06-2013)“…Deriving the form of the optimal solution of a maximum entropy problem, we obtain an infinite family of linear inequalities characterizing the polytope of spin…”
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Fast Mixing for the Low Temperature 2D Ising Model Through Irreversible Parallel Dynamics
Published in Journal of statistical physics (01-04-2015)“…We study tunneling and mixing time for a non-reversible probabilistic cellular automaton. With a suitable choice of the parameters, we first show that the…”
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A Curie-Weiss Model with Dissipation
Published in Journal of statistical physics (01-07-2013)“…We consider stochastic dynamics for a spin system with mean field interaction, in which the interaction potential is subject to noisy and dissipative…”
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Sampling from a Gibbs Measure with Pair Interaction by Means of PCA
Published in Journal of statistical physics (01-11-2012)“…We consider the problem of approximate sampling from the finite volume Gibbs measure with a general pair interaction. We exhibit a parallel dynamics…”
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Collective periodicity in mean-field models of cooperative behavior
Published in Nonlinear differential equations and applications (01-10-2015)“…We propose a way to break symmetry in stochastic dynamics by introducing a dissipation term. We show in a specific mean-field model, that if the reversible…”
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Fluctuation theorems for synchronization of interacting Pólya’s urns
Published in Stochastic processes and their applications (01-03-2016)“…We consider a system of N two-colors urns in which the reinforcement of each urn depends also on the content of all the other urns. This interaction is of…”
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Strategic Interaction in Trend-Driven Dynamics
Published in Journal of statistical physics (01-08-2013)“…We propose a discrete-time stochastic dynamics for a system of many interacting agents. At each time step agents aim at maximizing their individual payoff,…”
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13
Logarithmic Sobolev Inequality for Zero-Range Dynamics
Published in The Annals of probability (01-11-2005)“…We prove that the logarithmic Sobolev constant for zero-range processes in a box of diameter L grows as L2…”
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The role of disorder in the dynamics of critical fluctuations of mean field models
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Synchronization via Interacting Reinforcement
Published in Journal of applied probability (01-06-2014)“…We consider a system of urns of Pólya type, containing balls of two colors; the reinforcement of each urn depends on both the content of the urn and the…”
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Large Portfolio Losses: A Dynamic Contagion Model
Published in The Annals of applied probability (01-02-2009)“…Using particle system methodologies we study the propagation of financial distress in a network of firms facing credit risk. We investigate the phenomenon of a…”
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Heterogeneous credit portfolios and the dynamics of the aggregate losses
Published in Stochastic processes and their applications (01-09-2009)“…We study the impact of contagion in a network of firms facing credit risk. We describe an intensity based model where the homogeneity assumption is broken by…”
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A Simple Mean Field Model for Social Interactions: Dynamics, Fluctuations, Criticality
Published in Journal of statistical physics (01-06-2010)“…We study the dynamics of a spin-flip model with a mean field interaction. The system is non reversible, spacially inhomogeneous, and it is designed to model…”
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19
A Note on the Geometric Interpretation of Bell’s Inequalities
Published in Letters in mathematical physics (01-11-2013)“…Using results of Pitowsky and Gupta, we show in a direct, elementary fashion that, in the case of three spins, Bell’s inequalities indeed provide a…”
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Entropy decay for interacting systems via the Bochner-Bakry-Émery approach
Published in Electronic journal of probability (2013)Get full text
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