52 research outputs found
Nonconcave entropies in multifractals and the thermodynamic formalism
We discuss a subtlety involved in the calculation of multifractal spectra
when these are expressed as Legendre-Fenchel transforms of functions analogous
to free energy functions. We show that the Legendre-Fenchel transform of a free
energy function yields the correct multifractal spectrum only when the latter
is wholly concave. If the spectrum has no definite concavity, then the
transform yields the concave envelope of the spectrum rather than the spectrum
itself. Some mathematical and physical examples are given to illustrate this
result, which lies at the root of the nonequivalence of the microcanonical and
canonical ensembles. On a more positive note, we also show that the
impossibility of expressing nonconcave multifractal spectra through
Legendre-Fenchel transforms of free energies can be circumvented with the help
of a generalized free energy function, which relates to a recently introduced
generalized canonical ensemble. Analogies with the calculation of rate
functions in large deviation theory are finally discussed.Comment: 9 pages, revtex4, 3 figures. Changes in v2: sections added on
applications plus many new references; contains an addendum not contained in
published versio
Occupation measures for chains of infinite order
The form of the large deviation rate function for the occupation measure Ln from a chain of infinite order is given as well as conditions under which the large deviation principle holds.occupation measures large deviations chains of infinite order
Conditional expectations in network traffic estimation
We describe a fast Monte Carlo method for computing conditional expectations that arise in a fixed point equation in a problem of network traffic estimation.
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