The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
نویسندگان
چکیده
منابع مشابه
Asymptotic Results for the Two-parameter Poisson-Dirichlet Distribution
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 Gamma component respectively. The moderate deviation principles are established for the two-parameter Poisson-Dirichlet distri...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1997
ISSN: 0091-1798
DOI: 10.1214/aop/1024404422