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A Simple Statistical Analysis of Wavelet-based Multifractal Spectrum Estimation
The multifractal spectrum characterizes the scaling and singularity structures of signals and proves useful in numerous applications, from network traffic analysis to turbulence. Of great concern is the estimation of the ...
Exceptions to the Multifractal Formalism for Discontinuous Measures
In an earlier paper the authors introduced the <i>inverse measure</i> <i>Âµ</i><sup>â </sup>(<i>dt</i>) of a given measure <i>Âµ</i>(<i>dt</i>) on [0,1] and presented the 'inversion formula' <i>f</i><sup>â </sup>(<i>a</i>) ...