Asymptotic results for the two-parameter Poisson-Dirichlet distribution

DOI10.1016/J.SPA.2010.03.008MaRDI QIDQ981019zbMATH OpenOpenAlexFDO

Authors Shui Feng, Fuqing Gao

Publication date 8 July 2010

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0906.2217

zbMATH Keywords

GEM distributionlarge deviationsmoderate deviationsPoisson--Dirichlet distributiontwo-parameter Poisson--Dirichlet distribution

Mathematics Subject Classification ID

Large deviations (60F10) Processes with independent increments; Lévy processes (60G51) Genetics and epigenetics (92D10)

Abstract: 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 $heta$, corresponding to the stable component and Gamma component respectively. The moderate deviation principles are established for the two-parameter Poisson-Dirichlet distribution and the corresponding homozygosity when $heta$ approaches infinity, and the large deviation principle is established for the two-parameter Poisson-Dirichlet distribution when both $alpha$ and $heta$ approach zero.

Review text

The paper under review establishes large deviation principles for the two-parameter Poisson--Dirichlet distribution with parameters \((\alpha, \theta)\) as \(\theta\) approaches \(\infty\) or as both parameters approach \(0\).

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Cited in

(10)

• The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
• Large deviations for Dirichlet processes and Poisson-Dirichlet distribution with two parameters
• The Poisson-Dirichlet distribution and related topics. Models and asymptotic behaviors
• Asymptotic behaviour of Poisson-Dirichlet distribution and random energy model
• Limit theorems associated with the Pitman-Yor process
• The two-parameter Poisson-Dirichlet point process
• Laws of large numbers and central limit theorem for Ewens-Pitman model
• Central limit theorems associated with the hierarchical Dirichlet process
• Truncated two-parameter GEM distribution
• Moderate deviations for Poisson-Dirichlet distribution

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