Related papers: Multifractal analysis of complex random cascades
It has often been observed that the Multifractal Formalism and the Large Deviation Principles are intimately related. In fact, Multifractal Formalism was heuristically derived using the Large Deviations ideas. In numerous examples in which…
Multifractal analysis is one of the important approaches that enables us to measure the complexity of various data via the scaling properties. We compare the most common techniques used for multifractal exponents estimation from both…
We conduct the multifractal analysis of self-affine measures for "almost all" family of affine maps. Besides partially extending Falconer's formula of $L^q$-spectrum outside the range $1< q\leq 2$, the multifractal formalism is also…
We undertake a general study of multifractal phenomena for functions. We show that the existence of several kinds of multifractal functions can be easily deduced from an abstract statement, leading to new results. This general approach does…
The n-point statistics of singularity strength variables for multiplicative branching processes is calculated from an analytic expression of the corresponding multivariate generating function. The key ingredient is a branching generating…
In this paper, we prove central limit theorems for bias reduced estimators of the structure function of several multifractal processes, namely mutiplicative cascades, multifractal random measures, multifractal random walk and multifractal…
The coupling space of perceptrons with continuous as well as with binary weights gets partitioned into a disordered multifractal by a set of $p=\gamma N$ random input patterns. The multifractal spectrum $f(\alpha)$ can be calculated…
Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this model are studied. We first make a quick but extensive review…
Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable. Nonlinearities in the scaling function of empirical moments…
We introduce multifractal zeta-functions providing precise information of a very general class of multifractal spectra, including, for example, the multifractal spectra of self-conformal measures and the multifractal spectra of ergodic…
In this paper we investigate multifractal decompositions based on values of Birkhoff averages of functions from a class of symbolically continuous functions. This will be done for an expanding interval map with infinitely many branches and…
In this article, we determine the multivariate multifractal Legendre spectra of shifted L{\'e}vy functions. This allows us to explore how the validity of the multivariate multifractal formalism depends on the shift parameter. This article…
Multifractals are inhomogeneous measures (or functions) which are typically described by a full spectrum of real dimensions, as opposed to a single real dimension. Results from the study of fractal strings in the analysis of their geometry,…
Multifractal formalism is designed to describe the distribution at small scales of the elements of $\mathcal M^+_c(\R^d)$, the set of positive, finite and compactly supported Borel measures on $\R^d$. It is valid for such a measure $\mu$…
Fractal dimensions of eigenfunctions for various critical random matrix ensembles are investigated in perturbation series in the regimes of strong and weak multifractality. In both regimes we obtain expressions similar to those of the…
We prove a complete realization theorem for multifractal entropy spectra of continuous potentials on a broad class of dynamical systems. More precisely, for every $H>0$ and every continuous concave function on a compact interval with…
We define a large class of continuous time multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined…
We introduce a wide family of stochastic processes that are obtained as sums of self-similar localized "waveforms" with multiplicative intensity in the spirit of the Richardson cascade picture of turbulence. We establish the convergence and…
We analyze invariant measures of two coupled piecewise linear and everywhere expanding maps on the synchronization manifold. We observe that though the individual maps have simple and smooth functions as their stationary densities, they…
Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…