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2007 Large Deviations for Dirichlet Processes and Poisson-Dirichlet Distribution with Two Parameters
Shui Feng
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Electron. J. Probab. 12: 787-807 (2007). DOI: 10.1214/EJP.v12-417

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.

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Shui Feng. "Large Deviations for Dirichlet Processes and Poisson-Dirichlet Distribution with Two Parameters." Electron. J. Probab. 12 787 - 807, 2007. https://doi.org/10.1214/EJP.v12-417

Information

Accepted: 1 June 2007; Published: 2007
First available in Project Euclid: 1 June 2016

zbMATH: 1130.60034
MathSciNet: MR2318410
Digital Object Identifier: 10.1214/EJP.v12-417

Subjects:
Primary: 60F10
Secondary: 92D10

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Vol.12 • 2007
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