Large deviations for Dirichlet processes and Poisson-Dirichlet distributions with two parameters

Shui Feng

Large deviations for Dirichlet processes and Poisson-Dirichlet distributions with two parameters

概率论 2007-05-23 v1

作者: Shui Feng

摘要

Large deviation principles are established for the two-parameter Poisson-Dirichlet distribution and two-parameter Dirichlet process when parameter $\theta$ approaches infinity. The motivation for these results is to understand the differences in terms of large deviations between the two-parameter models and their one-parameter counterparts. New insight is obtained about the role of the second parameter $\alpha$ through a comparison with the corresponding results for the one-parameter Poisson-Dirichlet distribution and Dirichlet process.

关键词

large deviations principle poisson processes point processes

引用

@article{arxiv.math/0611706,
  title  = {Large deviations for Dirichlet processes and Poisson-Dirichlet distributions with two parameters},
  author = {Shui Feng},
  journal= {arXiv preprint arXiv:math/0611706},
  year   = {2007}
}

备注

22 pages

Large deviations for Dirichlet processes and Poisson-Dirichlet distributions with two parameters

摘要

关键词

引用

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