Move-to-front rule is a heuristic updating a list of n items according to requests. Items are required with unknown probabilities (or popularities). The induced Markov chain is known to be ergodic. A main problem is the study of the distribution of the search cost defined as the position of the...

The definition of vectors of dependent random probability measures is a topic of interest in applications to Bayesian statistics. They represent dependent nonparametric prior distributions that are useful for modelling observables for which specific covariate values are known. In this paper we...

Multiple time series data may exhibit clustering over time and the clustering effect may change across different series. This paper is motivated by the Bayesian non-parametric modelling of the dependence between clustering effects in multiple time series analysis. We follow a Dirichlet process...

In this paper the notion of variance bounding introduced by Roberts and Rosenthal (2008) is extended to continuous time Markov Chains. Moreover, it is proven that, as in the discrete time case, the notion of variance bounding for reversible Markov Chains is equivalent to the existence of a...

Mixture models for hazard rate functions are widely used tools for addressing the statistical analysis of survival data subject to a censoring mechanism. The present article introduced a new class of vectors of random hazard rate functions that are expressed as kernel mixtures of dependent...