Limiting Behaviour of Poisson-Dirichlet and Generalised Poisson-Dirichlet Distributions

Abstract

We derive large-sample and other limiting distributions of the ``frequency of frequencies'' vector, ${\bf M_n}$, together with the number of species, $K_n$, in a Poisson-Dirichlet or generalised Poisson-Dirichlet gene or species sampling model. Models analysed include those constructed from gamma and $\alpha$-stable subordinators by Kingman, the two-parameter extension by Pitman and Yor, and another two-parameter version constructed by omitting large jumps from an $\alpha$-stable subordinator. In the Poisson-Dirichlet case ${\bf M_n}$ and $K_n$ turn out to be asymptotically independent, and notable, especially for statistical applications, is that in other cases the conditional limiting distribution of ${\bf M_n}$, given $K_n$, is normal, after certain centering and norming.