Prevalence of multifractal functions in S^v spaces
In multifractal analysis a main goal is to compute the spectrum of singularities \(d_f(h) = \dim_H \{x: h_f(x)=h\}\) of a locally bounded function \(f\) where \(h_f(x)\) is the pointwise Hölder exponent of \(f\) at \(x\). Usually the multifractal formalism is based on wavelet coefficients of \(f\) which are easy to compute, but limited to uniform Hölder functions. Taking the so-called thermodynamic multifractal formalism one computes \[ \tau_f(p) = \liminf_{j\to\infty} \frac{\log_2 (\sum_k | c_{j,k}| ^p)}{-j}, \quad p>0, \] where \(c_{j,k}\) are related wavelet coefficients. In terms of Besov spaces, this is equivalent to \(\tau_f(p) = \sup\{s: f\in B^{(s+1)/p,\infty}_p\}\). If \(\tau\) is a concave function with \(\tau_f(p)\geq \tau(p)\) for \(p\geq p_c\), where \(\tau_f(p_c)=0\), then \(f\in B^\tau := \bigcap_{p\geq p_c} B^{(\tau(p)+1)/p,\infty}_p\). It was shown by \textit{S. Jaffard} [SIAM J. Math. Anal. 28, No.~4, 944--970 (1997; Zbl 0876.42021)] that for \(p\geq p_c\), \(f\in B^{(\tau(p)+1)/p,\infty}_p\) implies \(d_f(h)\leq hp -\tau(p)\). Using the concept of prevalent sets, \textit{A. Fraysse} and \textit{S. Jaffard} obtained [Rev. Mat. Iberoam. 22, No. 2, 663--682 (2006; Zbl 1155.28302)] that for \(f\in B^\tau\) being prevalent, one has \(d_f(h)=\inf_{p\geq p_c} (hp-\tau(p))\) if \(\inf\dots\leq 1\), and otherwise \(d_f(h)=\infty\). The main result, Theorem~2, gives now a generalisation of the above fact formulated in terms of prevalent sets. The space \(S^\nu\) is introduced, collecting all distributions \(f\) such that their wavelet profile can be dominated by the function \(\nu\). In this way a new multifractal formalism based on this wavelet profile is described and justified. In the special case of a concave function \(\nu\) one has \(S^\nu= B^\tau\) and thus Theorem~2 implies the earlier result of Fraysse and Jaffard in this case.
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