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


 
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1. Title Title of document Large Deviations for Dirichlet Processes and Poisson-Dirichlet Distribution with Two Parameters
 
2. Creator Author's name, affiliation, country Shui Feng; McMaster University
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) GEM representation; Poisson-Dirichlet distribution; Dirichlet processes; large deviations
 
3. Subject Subject classification Primary: 60F10; Secondary: 92D10.
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Natural Science and Engineering Research Council of Canada
 
7. Date (YYYY-MM-DD) 2007-06-01
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/417
 
10. Identifier Digital Object Identifier 10.1214/EJP.v12-417
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 12
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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