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Asymptotic Results for the Two-parameter Poisson-Dirichlet Distribution

Probability 2009-06-15 v1 Statistics Theory Statistics Theory

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, α\alpha and θ\theta, 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 θ\theta approaches infinity, and the large deviation principle is established for the two-parameter Poisson-Dirichlet distribution when both α\alpha and θ\theta approach zero.

Keywords

Cite

@article{arxiv.0906.2217,
  title  = {Asymptotic Results for the Two-parameter Poisson-Dirichlet Distribution},
  author = {Shui Feng and Fuqing Gao},
  journal= {arXiv preprint arXiv:0906.2217},
  year   = {2009}
}
R2 v1 2026-06-21T13:12:34.856Z