Large Deviations for Dirichlet Processes and Poisson-Dirichlet Distribution with Two Parameters Journal Articles uri icon

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abstract

  • 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.

publication date

  • January 1, 2007