Counter-examples to multifractal formalisms

C Esser, B Vedel - arXiv preprint arXiv:2207.03733, 2022 - arxiv.org
The aim of this paper is to provide several counter-examples to multifractal formalisms
based on the Legendre spectrum and on the large deviation spectrum. In particular these …

New Methods for Signal Analysis: Multifractal Formalisms based on Profiles. From Theory to Practice.

T Kleyntssens - 2019 - orbi.uliege.be
The multifractal formalisms allow to numerically approximate the Hölder spectrum of a real-
life signal f. In this thesis, we study some multifractal formalisms based on profiles: these are …

Generalized S ν S^ν spaces

T Kleyntssens, S Nicolay - Mathematische Nachrichten, 2024 - Wiley Online Library
In this work, we introduce a generalization of the S ν S^ν spaces underlying a multifractal
formalism for non‐concave spectra. We prove among other things that the essential …

Modified multifractal large deviation spectrum based on CID for financial market system

Y Wu, P Shang, S Chen - Physica A: Statistical Mechanics and its …, 2019 - Elsevier
We modify the basic roughness grain exponent, only available for application of one single
series, to complexity-invariant distance (CID) for studying multifractal features between two …

Generalized Sν spaces

T Kleyntssens, S Nicolay - Mathematische Nachrichten, 2023 - orbi.uliege.be
In this work, we introduce a generalization of the Snu spaces underlying a multifractal
formalism for non-concave spectra. We prove among other things that the essential …

A study of histograms of wavelet coefficients of the Mars topography to determine its scaling properties

T Kleyntssens - EGU General Assembly Conference …, 2018 - ui.adsabs.harvard.edu
Recently, the scaling properties of the Mars topography have been analysed through the
Wavelet Leaders Method (WLM)[1]. The scalings of some signals (15%) departs significantly …