Showing math.PRShow all
3 papers · 1 filter
math.PR2019
Oscillatory behavior in a model of non-Markovian mean field interacting spins
Paolo Dai Pra, Marco Formentin, Guglielmo Pelino
We analyze a non-Markovian mean field interacting spin system, related to the Curie--Weiss model. We relax the Markovianity assumption by replacing the memoryless distribution of t…
math.PR2019
A hierarchical mean field model of interacting spins
Paolo Dai Pra, Marco Formentin, Guglielmo Pelino
We consider a system of hierarchical interacting spins under dynamics of spin-flip type with a ferromagnetic mean field interaction, scaling with the hierarchical distance, coupled…
math.PR2017
Convergence, Fluctuations and Large Deviations for finite state Mean Field Games via the Master Equation
Alekos Cecchin, Guglielmo Pelino
We show the convergence of finite state symmetric N-player differential games, where players control their transition rates from state to state, to a limiting dynamics given by a f…