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arxiv: 0906.2217 · v1 · submitted 2009-06-11 · 🧮 math.PR · math.ST· stat.TH

Asymptotic Results for the Two-parameter Poisson-Dirichlet Distribution

classification 🧮 math.PR math.STstat.TH
keywords distributionpoisson-dirichlettwo-parameterthetaalphacomponentcorrespondingdeviation
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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 Gamma component respectively. The moderate deviation principles are established for the two-parameter Poisson-Dirichlet distribution and the corresponding homozygosity when $\theta$ approaches infinity, and the large deviation principle is established for the two-parameter Poisson-Dirichlet distribution when both $\alpha$ and $\theta$ approach zero.

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