On the Estimation of the Large Deviations Spectrum

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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Bibliographic Details
Published in:	Journal of statistical physics Vol. 144; no. 6; pp. 1256 - 1283
Main Authors:	Barral, J., Gonçalves, P.
Format:	Journal Article
Language:	English
Published:	Boston Springer US 01-09-2011 Springer Springer Verlag
Subjects:	Algorithms Analysis Computer Science Engineering Sciences Mathematical and Computational Physics Physical Chemistry Physics Physics and Astronomy Quantum Physics Signal and Image Processing Statistical Physics and Dynamical Systems Theoretical Multifractals Large deviations estimation large deviations measure theory multifractal analysis
Online Access:	Get full text
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Description
Summary:	We propose an estimation algorithm for large deviations spectra of measures and functions. The algorithm converges for natural examples of multifractals.
ISSN:	0022-4715 1572-9613
DOI:	10.1007/s10955-011-0296-6