Limiting Distributions of Generalised Poisson–Dirichlet Distributions Based on Negative Binomial Processes

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作者
Yuguang Ipsen
Ross Maller
Soudabeh Shemehsavar
机构
[1] Australian National University,Research School of Finance, Actuarial Studies and Statistics
[2] University of Tehran,School of Mathematics, Statistics and Computer Sciences
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关键词
Generalised Poisson–Dirichlet laws; Negative binomial point process; Trimmed ; -stable subordinator; Species and gene abundance distributions; Ewens sampling formula; Size-biased sampling; 60G51; 60G52; 60G55; 60G57;
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摘要
The PDα(r)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\text {PD}_\alpha ^{(r)}$$\end{document} distribution, a two-parameter distribution for random vectors on the infinite simplex, generalises the PDα\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\text {PD}_\alpha $$\end{document} distribution introduced by Kingman, to which it reduces when r=0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r=0$$\end{document}. The parameter α∈(0,1)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha \in (0,1)$$\end{document} arises from its construction based on ratios of ordered jumps of an α\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha $$\end{document}-stable subordinator, and the parameter r>0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r>0$$\end{document} signifies its connection with an underlying negative binomial process. Herein, it is shown that other distributions on the simplex, including the Poisson–Dirichlet distribution PD(θ)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\text {PD}(\theta )$$\end{document}, occur as limiting cases of PDα(r)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\text {PD}_\alpha ^{(r)}$$\end{document}, as r→∞\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r\rightarrow \infty $$\end{document}. As a result, a variety of connections with species and gene sampling models, and many other areas of probability and statistics, are made.
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页码:1974 / 2000
页数:26
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