Asymptotic Results for the Two-parameter Poisson-Dirichlet Distribution

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, $\alpha$ 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.

References in corpus (2)

• The two-parameter Poisson--Dirichlet point process
• Moderate deviations for Poisson--Dirichlet distribution