Related papers: Multifractal analysis of complex random cascades
Multifractal analysis of stochastic processes deals with the fine scale properties of the sample paths and seeks for some global scaling property that would enable extracting the so-called spectrum of singularities. In this paper we…
In this paper, we determine the almost sure multifractal spectrum of a class of random functions constructed as sums of pulses with random dilations and translations. In addition, the continuity modulii of these functions is investigated.
Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical…
The familiar cascade measures are sequences of random positive measures obtained on $[0,1]$ via $b$-adic independent cascades. To generalize them, this paper allows the random weights invoked in the cascades to take real or complex values.…
The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far presented in the scientific literature typically limit themselves…
In this work, we investigate the H\"older spectrum of typical measures (in the Baire category sense) in a general compact set and we compute the multifractal spectrum of a typical measures supported by a self-similar set. Such mesures…
We investigate stochastic processes possessing scale invariance properties which we refer to as multifractal processes. The examples of such processes known so far do not go much beyond the original cascade construction of Mandelbrot. We…
We study regularity properties of frequency measures arising from random substitutions, which are a generalisation of (deterministic) substitutions where the substituted image of each letter is chosen independently from a fixed finite set.…
Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…
We propose to study the multifractal behavior of weighted ergodic averages. Our study in this paper is concentrated on the symbolic dynamics. We introduce a thermodynamical formalism which leads to a multifractal spectrum. It is proved that…
Multifractal analysis of multiplicative random cascades is revisited within the framework of {\em mixed asymptotics}. In this new framework, statistics are estimated over a sample which size increases as the resolution scale (or the…
Random Wavelet Series form a class of random processes with multifractal properties. We give three applications of this construction. First, we synthesize a random function having any given spectrum of singularities satisfying some…
We introduce a local multifractal formalism adapted to functions, measures or distributions which display multifractal characteristics that can change with time, or location. We develop this formalism in a general framework and we work out…
This paper gives the pointwise H\"older (or multifractal) spectrum of continuous functions on the interval $[0,1]$ whose graph is the attractor of an iterated function system consisting of $r\geq 2$ affine maps on $\mathbb{R}^2$. These…
Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…
We study the multifractal analysis of self-similar measures arising from random homogeneous iterated function systems. Under the assumption of the uniform strong separation condition, we see that this analysis parallels that of the…
We use a multifractal formalism to study the effect of stochastic resonance in a noisy bistable system driven by various input signals. To characterize the response of a stochastic bistable system we introduce a new measure based on the…
We consider the multifractal formalism for the dynamics of semigroups of rational maps on the Riemann sphere and random complex dynamical systems. We elaborate a multifractal analysis of level sets given by quotients of Birkhoff sums with…
Multifractality is ubiquitously observed in complex natural and socioeconomic systems. Multifractal analysis provides powerful tools to understand the complex nonlinear nature of time series in diverse fields. Inspired by its striking…
We show that under quite general conditions, various multifractal spectra may be obtained as Legendre transforms of functions $T\colon \RR\to \RR$ arising in the thermodynamic formalism. We impose minimal requirements on the maps we…