{ "id": "0710.3419", "version": "v2", "published": "2007-10-18T00:06:58.000Z", "updated": "2008-11-12T14:34:08.000Z", "title": "Moderate deviations for Poisson--Dirichlet distribution", "authors": [ "Shui Feng", "Fuqing Gao" ], "comment": "Published in at http://dx.doi.org/10.1214/07-AAP501 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)", "journal": "Annals of Applied Probability 2008, Vol. 18, No. 5, 1794-1824", "doi": "10.1214/07-AAP501", "categories": [ "math.PR" ], "abstract": "The Poisson--Dirichlet distribution arises in many different areas. The parameter $\\theta$ in the distribution is the scaled mutation rate of a population in the context of population genetics. The limiting case of $\\theta$ 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 $\\theta$ 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 $\\theta$, 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.", "revisions": [ { "version": "v2", "updated": "2008-11-12T14:34:08.000Z" } ], "analyses": { "subjects": [ "60F10", "92D10" ], "keywords": [ "moderate deviations", "large-deviation results", "poisson-dirichlet distribution arises", "gem distribution", "scaled mutation rate" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2007arXiv0710.3419F" } } }