Dick proved that all dyadic order 2 digital nets satisfy optimal upper bounds on the $L_p$-discrepancy. We prove this for arbitrary prime base b with an alternative technique using Haar bases. Furthermore, we prove that all digital nets satisfy optimal upper bounds on the discrepancy function in Besov spaces with dominating mixed smoothness for a certain parameter range, and enlarge that range for order 2 digital nets. The discrepancy function in Triebel-Lizorkin and Sobolev spaces with dominating mixed...

We study asymptotic behavior of Markov chain Monte Carlo (MCMC) procedures. Sometimes the performances of MCMC procedures are poor and there are great importance for the study of such behavior. In this paper we call degeneracy for a particular type of poor performances. We show some equivalent conditions for degeneracy. As an application, we consider the cumulative probit model. It is well known that the natural data augmentation (DA) procedure does not work well for this model and the so-called...

The long memory property of a time series has long been studied and several estimates of the memory or persistence parameter at zero frequency, where the spectral density function is symmetric, are now available. Perhaps the most popular is the log periodogram regression introduced by Geweke and Porter–Hudak [gewe]. In this paper we analyse the asymptotic properties of this estimate in the seasonal or cyclical long memory case allowing for asymmetric spectral poles or zeros. Consistency and asymptotic...

We prove several results concerning the existence of low-discrepancy point sets with respect to an arbitrary non-uniform measure μ on the d-dimensional unit cube. We improve a theorem of Beck, by showing that for any d ≥ 1, N ≥ 1, and any non-negative, normalized Borel measure μ on ${[0,1]}^d$ there exists a point set $x_1,...,x_N\in {[0,1]}^d$ whose star-discrepancy with respect to μ is of order $D_N*(x_1,...,x_N;\mu )\ll \left({\left(logN\right)}^{(3d+1)/2}\right)/N$. For the proof we use a theorem of Banaszczyk concerning the balancing of vectors, which implies an upper bound for the linear discrepancy...