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A multivariate multifractal analysis of lacunary wavelet series
Abstract : Multivariate multifractal analysis proposes to estimate the multivariate multifractal spectrum of several signals as a way to reveal the correlations between their singularity sets. Recently discovered failures of the "natural" multifractal formalism challenge its foundations, and raise questions on the information it provides. We investigate these questions by supplying some general results on the multivariate multifractal analysis of processes satisfying the large intersection property, and illustrate it on random lacunary wavelet series.
https://hal-cnrs.archives-ouvertes.fr/hal-03034146
Contributor : Herwig Wendt <>
Submitted on : Tuesday, December 1, 2020 - 4:17:20 PM
Last modification on : Wednesday, December 30, 2020 - 1:08:07 PM
Contributor : Herwig Wendt <>
Submitted on : Tuesday, December 1, 2020 - 4:17:20 PM
Last modification on : Wednesday, December 30, 2020 - 1:08:07 PM
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AbryCAMSAP2019.pdf
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