Various notions of geometric ergodicity for Markov chains on general state spaces exist. In this paper, we review certain relations and implications among them. We then apply these results to a collection of chains commonly used in Markov chain Monte…

In this note the almost sure convergence of stationary, $\varphi$-mixing sequences of random variables with values in real, separable Banach spaces according to summability methods is linked to the fulfillment of a certain integrability condition generalizing and extending the results…

We investigate the asymptotic behaviour of the probability that a normalized $d$-dimensional Brownian snake (for instance when the life-time process is an excursion of height 1) avoids 0 when starting at distance $\varepsilon$ from the origin. In particular we show…

This data set contains estimated left-right candidate coordinates necessary to replicate the analysis in Ansolabehere, Snyder, and Stewart, "Candidate Positioning in U.S. House Elections," American Journal of Political Science 45(1): 136-159. See the article for details. The data fields are…

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This paper reports the results of surveys of specialists in labor economics and public
economics at 40 leading research universities in the United States. Respondents provided
opinions of policy proposals; quantitative best estimates and 95% confidence intervals for
economic parameters;…

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We consider a fractional Brownian motion with Hurst parameter strictly between 0 and 1. We are interested in the asymptotic behaviour of functionals of the increments of this and related processes and we propose several probabilistic and statistical applications.

Stochastic partial differential equations of divergence form with discontinuous and unbounded coefficients are considered in $C^1$ domains. Existence and uniqueness results are given in weighted $L_p$ spaces, and Holder type estimates are presented.