Abstract

The two-parameter Poisson–Dirichlet distribution is the law of a sequence of decreasing nonnegative random variables with total sum one. It can be constructed from stable and gamma subordinators with the two parameters, α and θ , corresponding to the stable component and the gamma component respectively. The moderate deviation principle is established for the distribution when θ approaches infinity, and the large deviation principle is established when both α and θ approach zero.

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