Large deviation principle for the absorption time of the Beta-coalescent via integral functionals

TL;DR

This paper investigates the large deviation behavior and convergence properties of the absorption time in Beta-coalescents, introducing a novel method inspired by statistical mechanics to analyze integral functionals.

Contribution

It introduces a new method based on statistical mechanics concepts to analyze the asymptotic behavior of integral functionals of Beta-coalescents.

Findings

Proves a large deviation principle for absorption time when a>1.

Derives bounds for convergence in distribution when a in (0,1).

Provides estimates for record probabilities of Beta-coalescents.

Abstract

We study some aspects of the absorption time of the Beta$(a,b)$-Coalescent starting with $n$ blocks. More precisely, when $a>1$, the absorption time is known to converge to infinity as $n$ goes to infinity, and we prove that it satisfies a large deviation principle. When $a \in (0,1)$, it is known that the coalescent comes down from infinity, and we derive bounds for the convergence in the Kolmogorov distance of the distribution of the absorption time as $n$ goes to infinity. To prove our results we introduce a method, inspired from statistical mechanics, that allows to infer the asymptotic behavior of the Laplace transforms of some integral functionals of the Beta-coalescent as the initial number of blocks $n$ goes to infinity. As a by-product of our proofs we also obtain estimates for the record probabilities of the Beta-coalescent.