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Statistical results for the multifractal formalism based on the $S^\nu$ spaces
Nicolay, Samuel
2022Scale Invariance and Randomness
Peer reviewed
 

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Keywords :
Multifractal processes; Law of the iterated logarithm; $S^\nu$ spaces
Abstract :
[en] Computing the spectrum of singularities of a real-life signal by using the definition is impossible. One rather uses an indirect way to compute it: the multifractal formalism. The first multifractal formalism was introduced in the context of fully developped turbulence (1985). Its main default is that it always leads to a concave spectrum. For this reason, the Snu spaces were introduced (2004). They lead to a new multifractal formalism which can detect non concave spectra. In practice, one has to avoid the concept of limit and to deal with finite size effects. We present a method to determine the spectrum based on the Snu spaces and show its statistical efficiency on theoretical some functions and processes.
Disciplines :
Mathematics
Author, co-author :
Nicolay, Samuel  ;  Université de Liège - ULiège > Mathematics
Language :
English
Title :
Statistical results for the multifractal formalism based on the $S^\nu$ spaces
Publication date :
08 June 2022
Number of pages :
85
Event name :
Scale Invariance and Randomness
Event organizer :
B. Arras, A. Ayache, J. Hammonier, T. Simon, C. Tudor
Event place :
Villeneuve d'Ascq, France
Event date :
du 7 juin au 10 juin 2022
Audience :
International
Peer reviewed :
Peer reviewed
Available on ORBi :
since 06 June 2022

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