Asymptotic behavior of the Poisson--Dirichlet distribution for large mutation rate

Details Asymptotic behavior of the Poisson--Dirichlet distribution for large mutation rate Asymptotic behavior of the Poisson--Dirichlet distribution for large mutation rate

2006-07-04

arxiv.org/abs/math/0607070v1

Annals of Applied Probability 2006, Vol. 16, No. 2, 562-582

Mathematics

Probability

Published at http://dx.doi.org/10.1214/105051605000000818 in the Annals of Applied Probability (http://www.imstat.org/aap/) by

Scientific paper

10.1214/105051605000000818

The large deviation principle is established for the Poisson--Dirichlet distribution when the parameter $\theta$ approaches infinity. The result is then used to study the asymptotic behavior of the homozygosity and the Poisson--Dirichlet distribution with selection. A phase transition occurs depending on the growth rate of the selection intensity. If the selection intensity grows sublinearly in $\theta$, then the large deviation rate function is the same as the neutral model; if the selection intensity grows at a linear or greater rate in $\theta$, then the large deviation rate function includes an additional term coming from selection. The application of these results to the heterozygote advantage model provides an alternate proof of one of Gillespie's conjectures in [Theoret. Popul. Biol. 55 145--156].

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