Moderate deviations for Poisson–Dirichlet distribution

Abstract

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.