HAL will be down for maintenance from Friday, June 10 at 4pm through Monday, June 13 at 9am. More information
Skip to Main content Skip to Navigation
Conference papers

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.
Document type :
Conference papers
Complete list of metadata

Contributor : Herwig Wendt Connect in order to contact the contributor
Submitted on : Tuesday, December 1, 2020 - 4:17:20 PM
Last modification on : Wednesday, March 23, 2022 - 3:43:34 AM
Long-term archiving on: : Tuesday, March 2, 2021 - 7:55:09 PM


Files produced by the author(s)



Stéphane Jaffard, Stéphane Seuret, Herwig Wendt, Patrice Abry, Roberto Leonarduzzi. A multivariate multifractal analysis of lacunary wavelet series. IEEE 8th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP 2019), Dec 2019, Guadeloupe, France. ⟨10.1109/CAMSAP45676.2019.9022481⟩. ⟨hal-03034146⟩



Record views


Files downloads