Limit theorems associated with the Pitman-Yor process

DOI10.1017/APR.2017.13zbMATH Open1425.60028arXiv1602.08382OpenAlexW2964195606MaRDI QIDQ5233181FDOQ5233181

Authors: Shui Feng, Youzhou Zhou, Fuqing Gao 

Publication date: 16 September 2019

Published in: Advances in Applied Probability (Search for Journal in Brave)

Abstract: The Pitman-Yor process is a random discrete measure. The random weights or masses follow the two-parameter Poisson-Dirichlet distribution with parameters $0<alpha<1,heta>-alpha$. The parameters $alpha$ and $heta$ correspond to the stable and gamma components, respectively. The distribution of atoms is given by a probability $u$. In this article we consider the limit theorems for the Pitman-Yor process and the two-parameter Poisson-Dirichlet distribution. These include law of large numbers, fluctuations, and moderate or large deviation principles. The limiting procedures involve either $alpha$ tends to zero or one. They arise naturally in genetics and physics such as the asymptotic coalescence time for explosive branching process and the approximation to generalized random energy model for disordered system.

Full work available at URL: https://arxiv.org/abs/1602.08382

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zbMATH Keywords

phase transitionlarge deviationPitman-Yor processrandom energy modelPoisson-Dirichlet distributionexplosive branching

Mathematics Subject Classification ID

Large deviations (60F10) Random measures (60G57)

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Cited In (7)

• Stochastic approximations to the Pitman-Yor process
• Limits of renewal processes and Pitman-Yor distribution
• Asymptotic behaviour of Poisson-Dirichlet distribution and random energy model
• Central limit theorems for an Indian buffet model with random weights
• A simple proof of Pitman-Yor's Chinese restaurant process from its stick-breaking representation
• A Berry-Esseen theorem for Pitman's \(\alpha\)-diversity
• Large deviations for Dirichlet processes and Poisson-Dirichlet distribution with two parameters

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