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.
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Volume (Year): 120 (2010)
Issue (Month): 7 (July)
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References listed on IDEAS
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- Feng, Shui, 2009. "Poisson-Dirichlet distribution with small mutation rate," Stochastic Processes and their Applications, Elsevier, vol. 119(6), pages 2082-2094, June.
- Perman, Mihael, 1993. "Order statistics for jumps of normalised subordinators," Stochastic Processes and their Applications, Elsevier, vol. 46(2), pages 267-281, June.
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