On the estimation of the large deviations spectrum
Abstract
We propose an estimation algorithm for large deviations spectra of measures and functions. The algorithm converges for natural examples of multifractals.
Journal Articles
Journal of Statistical Physics
Year : 2011
Paulo Gonçalves : Connect in order to contact the contributor
https://hal.inria.fr/hal-00747653
Submitted on : Wednesday, October 31, 2012-6:39:44 PM
Last modification on : Tuesday, February 7, 2023-2:44:48 PM
Cite
Julien Barral, Paulo Gonçalves. On the estimation of the large deviations spectrum. Journal of Statistical Physics, 2011, 144, X-Editorial-Board = yes, X-International-Audience = yes (6), pp.1256-1283. ⟨10.1007/s10955-011-0296-6⟩. ⟨hal-00747653⟩
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