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 Electronic Journal of Probability > Vol. 12 (2007) > Paper 27 open journal systems 


Large deviations for Dirichlet processes and Poisson-Dirichlet distribution with two parameters

Shui Feng, McMaster University


Abstract
Large deviation principles are established for the two-parameter Poisson-Dirichlet distribution and two-parameter Dirichlet process when parameter $theta$ approaches infinity. The motivation for these results is to understand the differences in terms of large deviations between the two-parameter models and their one-parameter counterparts. New insight is obtained about the role of the second parameter $alpha$ through a comparison with the corresponding results for the one-parameter Poisson-Dirichlet distribution and Dirichlet process.


Full text: PDF

Pages: 787-807

Published on: June 1, 2007
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Electronic Journal of Probability. ISSN: 1083-6489