The paper deals with a class of discrete-time Markov control processes with Borel state and action spaces, and possibly unbounded one-stage costs. The processes are given by recurrent equations x <Subscript> t </Subscript> <Subscript>+1</Subscript>=F(x <Subscript> t </Subscript>,a <Subscript> t </Subscript>,ξ<Subscript> t </Subscript>), t=1,2,… with i.i.d. ℜ<Superscript> k </Superscript>– valued random vectors ξ<Subscript> t </Subscript> whose...</subscript></superscript></subscript></subscript></subscript></subscript></subscript>

We consider fixed scan Gibbs and block Gibbs samplers for a Bayesian hierarchical random effects model with proper conjugate priors. A drift condition given in Meyn and Tweedie (1993, Chapter 15) is used to show that these Markov chains are geometrically ergodic. Showing that a Gibbs sampler is...

When is the modeller introducing more error when analysing a Cournot market with private cost information - when ignoring market power or when ignoring the impact of incomplete information? Is the welfare loss at the market outcome driven by private information or by market power? The answer,...

We consider bivariate logspline density estimation for tomography data. In the usual logspline density estimation for bivariate data, the logarithm of the unknown density function is estimated by tensor product splines, the unknown parameters of which are given by maximum likelihood. In this...

On finite groups, convergence to the uniform distribution under the variation distance implies that the Two-step separation converges to zero. In this paper, we will improve some results of Diaconis (1988).