On the estimation of the large deviations spectrum - Inria - Institut national de recherche en sciences et technologies du numérique
Article Dans Une Revue Journal of Statistical Physics Année : 2011

On the estimation of the large deviations spectrum

Résumé

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

Dates et versions

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

Identifiants

Citer

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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