Asymptotic results for the two-parameter Poisson-Dirichlet distribution
The two-parameter Poisson-Dirichlet distribution is the law of a sequence of decreasing nonnegative random variables with total sum one. It can be constructed from stable and gamma subordinators with the two parameters, [alpha] and [theta], corresponding to the stable component and the gamma component respectively. The moderate deviation principle is established for the distribution when [theta] approaches infinity, and the large deviation principle is established when both [alpha] and [theta] approach zero.
Year of publication: |
2010
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Authors: | Feng, Shui ; Gao, Fuqing |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 120.2010, 7, p. 1159-1177
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Publisher: |
Elsevier |
Keywords: | Poisson-Dirichlet distribution Two-parameter Poisson-Dirichlet distribution GEM representation Homozygosity Large deviations Moderate deviations |
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