Asymptotic Results for the Two-parameter Poisson-Dirichlet Distribution
Shui Feng, Fuqing Gao · arXiv (Cornell University) · 2009
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 Gamma component respectively. The moderate deviation principles are established for the two-parameter Poisson-Dirichlet distribution and the corresponding homozygosity when $θ$ approaches infinity, and the large deviation principle is established for the two-parameter Poisson-Dirichlet distribution when both $α$ and $θ$ approach zero.