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