Large deviations for Dirichlet processes and Poisson-Dirichlet distributions with two parameters
| dc.creator | Feng, Shui | |
| dc.date | 2006-11-22 | |
| dc.date.accessioned | 2026-07-07T07:33:15Z | |
| dc.date.available | 2026-07-07T07:33:15Z | |
| dc.description | Large deviation principles are established for the two-parameter Poisson-Dirichlet distribution and two-parameter Dirichlet process when parameter $θ$ 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 $α$ through a comparison with the corresponding results for the one-parameter Poisson-Dirichlet distribution and Dirichlet process. | |
| dc.description | 22 pages | |
| dc.identifier | https://arxiv.org/abs/math/0611706 | |
| dc.identifier | http://arxiv.org/abs/math/0611706 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/119389 | |
| dc.subject | Probability | |
| dc.subject | 60F10; 92D10 | |
| dc.title | Large deviations for Dirichlet processes and Poisson-Dirichlet distributions with two parameters | |
| dc.type | text |