Moderate deviations for Poisson--Dirichlet distribution
Abstract
The Poisson--Dirichlet distribution arises in many different areas. The parameter in the distribution is the scaled mutation rate of a population in the context of population genetics. The limiting case of approaching infinity is practically motivated and has led to new, interesting mathematical structures. Laws of large numbers, fluctuation theorems and large-deviation results have been established. In this paper, moderate-deviation principles are established for the Poisson--Dirichlet distribution, the GEM distribution, the homozygosity, and the Dirichlet process when the parameter approaches infinity. These results, combined with earlier work, not only provide a relatively complete picture of the asymptotic behavior of the Poisson--Dirichlet distribution for large , but also lead to a better understanding of the large deviation problem associated with the scaled homozygosity. They also reveal some new structures that are not observed in existing large-deviation results.
Cite
@article{arxiv.0710.3419,
title = {Moderate deviations for Poisson--Dirichlet distribution},
author = {Shui Feng and Fuqing Gao},
journal= {arXiv preprint arXiv:0710.3419},
year = {2008}
}
Comments
Published in at http://dx.doi.org/10.1214/07-AAP501 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)