Asymptotic results for the two-parameter Poisson-Dirichlet distribution

作者：Feng Shui^*; Gao Fuqing

来源：Stochastic Processes and Their Applications, 2010, 120(7): 1159-1177.

DOI：10.1016/j.spa.2010.03.008

• Poisson-Dirichlet distribution
• Two-parameter Poisson-Dirichlet distribution
• GEM representation
• Homozygosity
• Large deviations
• Moderate deviations

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.

• 出版日期2010-7
• 单位武汉大学