Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156067 | Stochastic Processes and their Applications | 2010 | 19 Pages |
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)
Authors
Shui Feng, Fuqing Gao,