Random wavelet series based on a tree-indexed Markov chain
Probability
2009-11-13 v1
Abstract
We study the global and local regularity properties of random wavelet series whose coefficients exhibit correlations given by a tree-indexed Markov chain. We determine the law of the spectrum of singularities of these series, thereby performing their multifractal analysis. We also show that almost every sample path displays an oscillating singularity at almost every point and that the points at which a sample path has at most a given Holder exponent form a set with large intersection.
Keywords
Cite
@article{arxiv.0709.3597,
title = {Random wavelet series based on a tree-indexed Markov chain},
author = {Arnaud Durand},
journal= {arXiv preprint arXiv:0709.3597},
year = {2009}
}
Comments
25 pages