On the estimation of the large deviations spectrum
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Publication:648136
DOI10.1007/s10955-011-0296-6zbMath1375.60067MaRDI QIDQ648136
Publication date: 22 November 2011
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10955-011-0296-6
60G22: Fractional processes, including fractional Brownian motion
60F10: Large deviations
28A80: Fractals