1 citations · 1 across the 6 of their papers we have counts for
8 papers
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…
Climb on the Bandwagon: Consensus and periodicity in a lifetime utility model with strategic interactions
Paolo Dai Pra, Elena Sartori, Marco Tolotti
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 Bandwagon? In this paper we…
The dynamics of critical fluctuations in asymmetric Curie-Weiss models
Paolo Dai Pra, Daniele Tovazzi
We study the dynamics of fluctuations at the critical point for two time-asymmetric version of the Curie-Weiss model for spin systems that, in the macroscopic limit, undergo a Hopf…
Collective periodicity in mean-field models of cooperative behavior
Francesca Collet, Paolo Dai Pra, Marco Formentin
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 model undergoes a phase…
Fast mixing for the low temperature 2d Ising model through irreversible parallel dynamics
Paolo Dai Pra, Benedetto Scoppola, Elisabetta Scoppola
We study metastability and mixing time for a non-reversible probabilistic cellular automaton. With a suitable choice of the parameters, we first show that the stationary distributi…
Reciprocal class of jump processes
Giovanni Conforti, Paolo Dai Pra, Sylvie Roelly
Processes having the same bridges as a given reference Markov process constitute its {\it reciprocal class}. In this paper we study the reciprocal class of compound Poisson process…
A note on the geometric interpretation of Bell's inequalities
Paolo Dai Pra, Michele Pavon, Neeraja Sahasrabudhe
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 representation of the tetrahedro…
Scaling and multiscaling in financial series: a simple model
Alessandro Andreoli, Francesco Caravenna, Paolo Dai Pra +1
We propose a simple stochastic volatility model which is analytically tractable, very easy to simulate and which captures some relevant stylized facts of financial assets, includin…