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Large Deviations for Dirichlet Processes and Poisson-Dirichlet Distribution with Two Parameters

  
@article{EJP417,
	author = {Shui Feng},
	title = {Large Deviations for Dirichlet Processes and Poisson-Dirichlet Distribution with Two Parameters},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {12},
	year = {2007},
	keywords = {GEM representation;  Poisson-Dirichlet distribution;  Dirichlet processes; large deviations},
	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.},
	pages = {no. 27, 787-807},
	issn = {1083-6489},
	doi = {10.1214/EJP.v12-417},    
        url = {http://ejp.ejpecp.org/article/view/417}}