  Large deviation principles are established for the two-parameter
Poisson-Dirichlet distribution and two-parameter Dirichlet process when
parameter $\theta$ approaches infinity. The motivation for these results is to
understand the differences in terms of large deviations between the
two-parameter models and their one-parameter counterparts. New insight is
obtained about the role of the second parameter $\alpha$ through a comparison
with the corresponding results for the one-parameter Poisson-Dirichlet
distribution and Dirichlet process.
