Moderate deviations for Poisson–Dirichlet distribution
Feng, Shui ; Gao, Fuqing
Ann. Appl. Probab., Tome 18 (2008) no. 1, p. 1794-1824 / Harvested from Project Euclid
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.
Publié le : 2008-10-15
Classification:  Poisson process,  Poisson–Dirichlet distribution,  Dirichlet processes,  GEM representation,  homozygosity,  large deviations,  moderate deviations,  60F10,  92D10
@article{1225372950,
     author = {Feng, Shui and Gao, Fuqing},
     title = {Moderate deviations for Poisson--Dirichlet distribution},
     journal = {Ann. Appl. Probab.},
     volume = {18},
     number = {1},
     year = {2008},
     pages = { 1794-1824},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1225372950}
}
Feng, Shui; Gao, Fuqing. Moderate deviations for Poisson–Dirichlet distribution. Ann. Appl. Probab., Tome 18 (2008) no. 1, pp.  1794-1824. http://gdmltest.u-ga.fr/item/1225372950/