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Journal Articles Journal of Statistical Physics Year : 2011

On the estimation of the large deviations spectrum

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Abstract

We propose an estimation algorithm for large deviations spectra of measures and functions. The algorithm converges for natural examples of multifractals.

Dates and versions

hal-00747653 , version 1 (31-10-2012)

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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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