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 …
Authors
Feng S; Gao F
Journal
Stochastic Processes and their Applications, Vol. 120, No. 7, pp. 1159–1177
Publisher
Elsevier
Publication Date
July 2010
DOI
10.1016/j.spa.2010.03.008
ISSN
0304-4149