Moderate deviations for Poisson--Dirichlet distribution

TL;DR

This paper establishes moderate-deviation principles for the Poisson--Dirichlet distribution and related models as the parameter grows large, enhancing understanding of their asymptotic behavior and revealing new structural insights.

Contribution

It introduces moderate-deviation principles for the Poisson--Dirichlet distribution and related models in the large-parameter limit, expanding the theoretical understanding of their asymptotics.

Findings

Provides a comprehensive picture of asymptotic behavior for large ta

Reveals new structures not seen in previous large-deviation results

Improves understanding of large deviation problems related to homozygosity

Abstract

The Poisson--Dirichlet distribution arises in many different areas. The parameter $\theta$ in the distribution is the scaled mutation rate of a population in the context of population genetics. The limiting case of $\theta$ approaching infinity is practically motivated and has led to new, interesting mathematical structures. Laws of large numbers, fluctuation theorems and large-deviation results have been established. In this paper, moderate-deviation principles are established for the Poisson--Dirichlet distribution, the GEM distribution, the homozygosity, and the Dirichlet process when the parameter $\theta$ approaches infinity. These results, combined with earlier work, not only provide a relatively complete picture of the asymptotic behavior of the Poisson--Dirichlet distribution for large $\theta$, but also lead to a better understanding of the large deviation problem associated with the scaled homozygosity. They also reveal some new structures that are not observed in existing large-deviation results.