JournalsrmiVol. 32, No. 3pp. 859–890

Large deviation spectra based on wavelet leaders

  • Françoise Bastin

    Université de Liège, Belgium

  • Céline Esser

    Université de Liège, Belgium

  • Stéphane Jaffard

    Université Paris Est, Créteil, France
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Abstract

We introduce a quantity that encapsulates the information given by the distribution at each scale of the wavelet leaders of a function, and which is independent of the chosen wavelet basis. This leads naturally to the definition of a new multifractal formalism which allows to detect non-concave multifractal spectra

Cite this article

Françoise Bastin, Céline Esser, Stéphane Jaffard, Large deviation spectra based on wavelet leaders. Rev. Mat. Iberoam. 32 (2016), no. 3, pp. 859–890

DOI 10.4171/RMI/901