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On the estimation of the large deviations spectrum

Julien Barral 1 Paulo Gonçalves 2 
2 RESO - Protocols and softwares for very high-performance network
Inria Grenoble - Rhône-Alpes, LIP - Laboratoire de l'Informatique du Parallélisme
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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Submitted on : Wednesday, October 31, 2012 - 6:39:44 PM
Last modification on : Friday, January 21, 2022 - 3:14:37 AM

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Julien Barral, Paulo Gonçalves. On the estimation of the large deviations spectrum. Journal of Statistical Physics, Springer Verlag, 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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