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Asymptotic Results for the Two-parameter Poisson-Dirichlet Distribution

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 نشر من قبل Shui Feng
 تاريخ النشر 2009
  مجال البحث
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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, $alpha$ and $theta$, 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 $theta$ approaches infinity, and the large deviation principle is established for the two-parameter Poisson-Dirichlet distribution when both $alpha$ and $theta$ approach zero.



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