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Moderate deviations for Poisson–Dirichlet...
Journal article

Moderate deviations for Poisson–Dirichlet distribution

Abstract

The Poisson–Dirichlet distribution arises in many different areas. The parameter θ in the distribution is the scaled mutation rate of a population in the context of population genetics. The limiting case of θ approaching infinity is practically motivated and has led to new, interesting mathematical structures. Laws of large numbers, fluctuation theorems and large-deviation results have been established. In this paper, moderate-deviation principles are established for the Poisson–Dirichlet distribution, the GEM distribution, the homozygosity, and the Dirichlet process when the parameter θ approaches infinity. These results, combined with earlier work, not only provide a relatively complete picture of the asymptotic behavior of the Poisson–Dirichlet distribution for large θ, but also lead to a better understanding of the large deviation problem associated with the scaled homozygosity. They also reveal some new structures that are not observed in existing large-deviation results.

Authors

Feng S; Gao F

Journal

The Annals of Applied Probability, Vol. 18, No. 5, pp. 1794–1824

Publisher

Institute of Mathematical Statistics

Publication Date

October 1, 2008

DOI

10.1214/07-aap501

ISSN

1050-5164

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