Distribution of the maxima of random Takagi functions (Q1046829)
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Distribution of the maxima of random Takagi functions (English)
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29 December 2009
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The author considers the Takagi nowhere differentiable continuous function given by \[ T(x)=\sum_{n=1}^\infty\Big(\frac{1}{2}\Big)^{n-1}\phi(2^{n-1}x), \] where \(\phi\) is the ``tent map'' defined by \(\phi(x)=2\text{dist}(x,\mathbb{Z})\). The aim of the paper is to study the maxima of the random function \[ F(x)=\sum_{n=1}^\infty\Big(\frac{1}{2}\Big)^{n-1}\varepsilon_n\phi(2^{n-1}x),\;\;x\in\mathbb{R}, \] where \((\varepsilon_n)_n\) are independent, identically distributed random variables on some probability taking values in \(\{-1,1\}\). The Hausdorff dimension and the multifractal spectrum of the probability distribution \(\mu\) of \(M:=\max\{F(x);\;x\in\mathbb{R}\}\) are determined. Finally, some results are extended (in section 8) to the more general functions \[ \sum a^{n-1}\varepsilon_n\phi(2^{n-1}x),\;\;0<a<1. \] The paper is very well written and the subject is very modern. This is, also, a very long and complex paper.
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Takagi function
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singular distribution
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random Cantor set
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multifractal spectrum
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Hausdorff dimension
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set of maximum points
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random walk
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first passage time
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