A multifractal formalism for non-concave and non-increasing spectra: the leaders profile method (Q2399648)

The Hölder exponent of a signal (function) \(f\) is used to study its (ir-)regularity. In fact, it is the Hölder spectrum \(d_f\) which is supposed to be computed but in most of the practical cases, it is impossible to do so using the definition. Methods to estimate \(d_f\) are called ``multifractal formalisms''. Three wavelets-based methods used to estimate Hölder spectra are the WLM (wavelet leaders method), the WPM (wavelet profile method) and the LPM (leaders profile method). These methods lead to an upper bound for the Hölder spectrum of any uniformly Hölder function. LPM leads to the detection of non-increasing and non-concave spectra, which is not impossible with the WLM and the WPM. The paper gives an implementation of the formalism based on LPM and shows that this approach is more efficient than the other formalisms from the theoretical point of view as well as from the applied point of view.