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Asymptotic results for the two-parameter...
Journal article

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, α and θ, corresponding to the stable component and the gamma component respectively. The moderate deviation principle is established for the distribution when θ approaches infinity, and the large deviation principle is established when both α and θ approach zero.

Authors

Feng S; Gao F

Journal

Stochastic Processes and their Applications, Vol. 120, No. 7, pp. 1159–1177

Publisher

Elsevier

Publication Date

July 1, 2010

DOI

10.1016/j.spa.2010.03.008

ISSN

0304-4149

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