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Journal Articles Journal of Statistical Physics Year : 2011

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.

Dates and versions

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

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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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