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, and , 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 approaches infinity, and the large deviation principle is established for the two-parameter Poisson-Dirichlet distribution when both and approach zero.
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}
}