Moderate deviations for Poisson.Dirichlet distribution

Citation
Feng, Shui et Gao, Fuqing, Moderate deviations for Poisson.Dirichlet distribution, Annals of applied probability , 18(5), 2008, pp. 1794-1824
ISSN journal
10505164
Volume
18
Issue
5
Year of publication
2008
Pages
1794 - 1824
Database
ACNP
SICI code
Abstract
The Poisson.Dirichlet distribution arises in many different areas. The parameter . in the distribution is the scaled mutation rate of a population in the context of population genetics. The limiting case of . 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 . 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 ., 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.