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Persistent link: https://www.econbiz.de/10005294272
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...
Persistent link: https://www.econbiz.de/10008875803