An algorithm for computing non-concave multifractal spectra using the \(S^\nu\) spaces

DOI10.1016/J.CNSNS.2017.08.029OpenAlexW2751222227MaRDI QIDQ2205734

Céline Esser, Thomas Kleyntssens, Samuel Nicolay

Publication date: 21 October 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2017.08.029

zbMATH Keywords

waveletmultifractal formalism\(S^\nu\) spacesnon-concave spectrum

Mathematics Subject Classification ID

General and overarching topics; collections (00-XX)

Related Items (2)

Modified multifractal large deviation spectrum based on CID for financial market system ⋮ Generalized Sν$S^\nu$ spaces

Uses Software

• Multifractal

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Wavelets techniques for pointwise anti-Hölderian irregularity
• Old friends revisited: The multifractal nature of some classical functions
• Pointwise smoothness of space-filling functions
• Pointwise smoothness, two-microlocalization and wavelet coefficients
• The multifractal nature of Lévy processes
• Multifractal analysis of Choquet capacities
• On the Frisch-Parisi conjecture
• Beyond Besov spaces. I: Distributions of wavelet coefficients
• Beyond Besov spaces. II: Oscillation spaces
• Practical mathematical optimization. An introduction to basic optimization theory and classical and new gradient-based algorithms.
• Random wavelet series
• Prevalence of multifractal functions in \(S^v\) spaces
• A multifractal formalism for non-concave and non-increasing spectra: the leaders profile method
• Topological properties of the sequence spaces \(S^{\nu }\)
• From multifractal measures to multifractal wavelet series
• On sets of Haar measure zero in abelian Polish groups
• Long memory in continuous-time stochastic volatility models
• A Bridge Between Geometric Measure Theory and Signal Processing: Multifractal Analysis
• Space-Filling Functions and Davenport Series
• A Walk from Multifractal Analysis to Functional Analysis with $${\mathcal{S}}^{\nu }$$ Spaces, and Back
• Orthonormal bases of compactly supported wavelets
• Ten Lectures on Wavelets
• Prevalence: a translation-invariant “almost every” on infinite-dimensional spaces
• Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier
• Multiresolution Approximations and Wavelet Orthonormal Bases of L 2 (R)
• Multifractal formalism and anisotropic selfsimilar functions
• Multifractal Formalism for Functions Part I: Results Valid For All Functions
• Multifractal Formalism for Functions Part II: Self-Similar Functions
• Random cascades on wavelet dyadic trees
• Fractional Brownian Motions, Fractional Noises and Applications

This page was built for publication: An algorithm for computing non-concave multifractal spectra using the \(S^\nu\) spaces