Article ID Journal Published Year Pages File Type
1156067 Stochastic Processes and their Applications 2010 19 Pages PDF
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, αα and θθ, corresponding to the stable component and the gamma component respectively. The moderate deviation principle is established for the distribution when θθ approaches infinity, and the large deviation principle is established when both αα and θθ approach zero.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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