On multifractality and time subordination for continuous functions

DOI10.1016/J.AIM.2008.10.009MaRDI QIDQ2519770zbMATH OpenOpenAlexFDO

Authors Stéphane Seuret

Publication date 27 January 2009

Published in Advances in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0804.1887

zbMATH Keywords

continuity and related questionsHausdorff dimensionself-similarity propertiestime subordination

Mathematics Subject Classification ID

Continuity and related questions (modulus of continuity, semicontinuity, discontinuities, etc.) for real functions in one variable (26A15) Hausdorff and packing measures (28A78) Fractals (28A80) Self-similar stochastic processes (60G18)

Abstract: We show that if $Z$ is "homogeneously multifractal" (in a sense we precisely define), then $Z$ is the composition of a monofractal function $g$ with a time subordinator $f$ (i.e. $f$ is the integral of a positive Borel measure supported by $zu$). When the initial function $Z$ is given, the monofractality exponent of the associated function $g$ is uniquely determined. We study in details a classical example of multifractal functions $Z$, for which we exhibit the associated functions $g$ and $f$. This provides new insights into the understanding of multifractal behaviors of functions.

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Cited in

(9)

• Differentiability and Hölder spectra of a class of self-affine functions
• On multifractal time subordination
• A packing dimension theorem for Gaussian random fields
• The graph and range singularity spectra of b-adic independent cascade functions
• Singularity spectrum of generic -Hölder regular functions after time subordination
• Equality of Hölder exponents for distribution functions of Gibbs measures
• Multifractal analysis of complex random cascades
• Uniform convergence for complex [0,1]-martingales
• Convergence of complex multiplicative cascades

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