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Related papers: Multifractal analysis for Bedford-McMullen carpets

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In this article we investigate the pressure function and affinity dimension for iterated function systems associated to the "box-like" self-affine fractals investigated by D.-J. Feng, Y. Wang and J.M. Fraser. Combining previous results of…

Metric Geometry · Mathematics 2017-03-31 Ian D. Morris

In this paper, we delve into the fascinating realm of fractal calculus applied to fractal sets and fractal curves. Our study includes an exploration of the method analogues of the separable method and the integrating factor technique for…

General Mathematics · Mathematics 2023-10-26 Alireza Khalili Golmankhaneh , Donatella Bongiorno

We describe the multifractal nature of random weak Gibbs measures on some class of attractors associated with $C^1$ random dynamics semi-conjugate to a random subshift of finite type. This includes the validity of the multifractal…

Dynamical Systems · Mathematics 2016-08-02 Zhihui Yuan

The multifractal formalism for measures in its original formulation is checked for special classes of measures such as doubling, self-similar, and Gibbs-like ones. Out of these classes, suitable conditions should be taken into account to…

Dynamical Systems · Mathematics 2021-03-10 Adel Farhat , Anouar Ben Mabrouk

With the increasing importance of the Mittag-Leffler function in the physical applications, these days many researchers are studying various generalizations and extensions of the Mittag-Leffler function. In this paper efforts are made to…

Complex Variables · Mathematics 2021-07-20 Ritu Agarwal , Urvashi Purohit Sharma , Ravi P. Agarwal

We consider homeomorphisms with integrable distortion in higher dimensions and sharpen the previous bound for area compression, which was presented by Clop and Herron. Our method relies on developing sharp bounds for the stretching…

Metric Geometry · Mathematics 2018-06-04 Lauri Hitruhin

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…

Classical Analysis and ODEs · Mathematics 2016-10-05 Frédéric Bayart , Yanick Heurteaux

An affine iterated function system is a finite collection of affine invertible contractions and the invariant set associated to the mappings is called self-affine. In 1988, Falconer proved that, for given matrices, the Hausdorff dimension…

Dynamical Systems · Mathematics 2018-05-02 Balazs Barany , Antti Kaenmaki , Henna Koivusalo

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…

Dynamical Systems · Mathematics 2012-06-05 Moez Ben Abid

We propose a fully multivariate generalization of multifractal detrended fluctuation analysis (MFDFA) and leverage it to develop a fault diagnosis framework for multichannel machine vibration data. We introduce a novel covariance-weighted…

Signal Processing · Electrical Eng. & Systems 2025-11-27 Khuram Naveed , Naveed ur Rehman

This paper is devoted to the study of dimension theory, in particular multifractal analysis, for multimodal maps. We describe the Lyapunov spectrum, generalising previous results by Todd. We also study the multifractal spectrum of pointwise…

Dynamical Systems · Mathematics 2015-05-14 Godofredo Iommi , Mike Todd

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…

Dynamical Systems · Mathematics 2020-04-09 Aihua Fan

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…

Statistics Theory · Mathematics 2014-04-15 Carenne Ludeña , Philippe Soulier

We derive the almost sure Assouad spectrum and quasi-Assouad dimension of random self-affine Bedford-McMullen carpets. Previous work has revealed that the (related) Assouad dimension is not sufficiently sensitive to distinguish between…

Dynamical Systems · Mathematics 2023-06-22 Jonathan M. Fraser , Sascha Troscheit

Multifractal analysis is a forecasting technique used to study the scaling regularity properties of financial returns, to analyze the long-term memory and predictability of financial markets. In this paper, we propose a novel structural…

Statistical Finance · Quantitative Finance 2023-04-18 Foued Saâdaoui

In this paper we derive martingale estimating functions for the dimensionality parameter of a Bessel process based on the eigenfunctions of the diffusion operator. Since a Bessel process is non-ergodic and the theory of martingale…

Probability · Mathematics 2020-07-27 Nicole Hufnagel , Jeannette H. C. Woerner

In this paper we present a complete solution to the problem of multifractal analysis of multiple ergodic averages in the case of symbolic dynamics for functions of two variables depending on the first coordinate.

Dynamical Systems · Mathematics 2011-08-23 Ai-Hua Fan , Joerg Schmeling , Meng Wu

The multifractal formalism for measures hold whenever the existence of corresponding Gibbs-like measures supported on the singularities sets holds. In the present work we tried to relax such a hypothesis and introduce a more general…

Metric Geometry · Mathematics 2018-04-25 Mohamed Menceur , Anouar Ben Mabrouk

In this paper we provide new methodology for inference of the geometric features of a multivariate density in deconvolution. Our approach is based on multiscale tests to detect significant directional derivatives of the unknown density at…

Methodology · Statistics 2016-11-21 Konstantin Eckle , Nicolai Bissantz , Holger Dette

Let $\mu$ be a self-similar measure satisfying the finite type condition. It is known that the set of attainable local dimensions for such a measure is a union of disjoint intervals, where some intervals may be degenerate points. Despite…

Dynamical Systems · Mathematics 2022-02-01 Kevin G. Hare