Asymptotic results for the two-parameter Poisson-Dirichlet distribution

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:120

Article

Feng, Shui¹  Gao, Fuqing² 

[1] McMaster Univ, Dept Math & Stat, Hamilton, ON L8S 4K1, Canada

[2] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China

关键词: Poisson-Dirichlet distribution;    Two-parameter Poisson-Dirichlet distribution;    GEM representation;    Homozygosity;    Large deviations;    Moderate deviations;   

DOI  :  10.1016/j.spa.2010.03.008

来源: Elsevier

【 摘 要 】

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. (C) 2010 Elsevier B.V. All rights reserved.

【 授权许可】

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