Large deviations formalism for multifractals

Gady Zohar

Stochastic Processes and their Applications, 1999, vol. 79, issue 2, 229-242

Abstract: For a wide class of measures, the multifractal spectrum is shown to exist iff an appropriate large deviations principle holds, in which case the spectrum is directly obtained from the corresponding rate function. A large deviations tool, enabling the use of the Gärtner-Ellis theorem for the computation of this rate function, is developed, and its effectivity is demonstrated.

Keywords: Multifractal; spectrum; Large; deviations (search for similar items in EconPapers)
Date: 1999
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