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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.

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Authors and Affiliations

  1. LAGA (UMR 7539), Département de Mathématiques, Institut Galilée, Université Paris 13, 99 avenue Jean-Baptiste Clément, 93430, Villetaneuse, France

    J. Barral

  2. RESO project, INRIA Rhône-Alpes and ENS Lyon-LIP, 46 allée d’Italie, 69364, Lyon cedex 07, France

    P. Gonçalves

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Barral, J., Gonçalves, P. On the Estimation of the Large Deviations Spectrum. J Stat Phys 144, 1256 (2011). https://doi.org/10.1007/s10955-011-0296-6

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