Continuous Large Deviation Multifractal Spectrum: Definition and Estimation
Christophe, Canus ; Lévy Véhel, Jacques ; Tricot, Claude
HAL, inria-00592418 / Harvested from HAL
The large deviation multifractal spectrum gives important statistical informations on irregular measures. However it is difficult to estimate. In this paper, we propose two new definitions of the large deviation spectrum better adapted to the design of various estimators. They rely on the computation of the Lebesgue measure of the reunion of all intervals of same size whose coarse grain Hölder exponent is equal to a Höder exponent. In particular, we introduce the continuous large deviation spectrum for which we construct different estimators. We finally show some numerical results obtained on both deterministic and random synthetical signals.
Publié le : 1998-10-05
Classification:  Multifractal analysis,  large deviation spectrum,  kernel density estimation,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{inria-00592418,
     author = {Christophe, Canus and L\'evy V\'ehel, Jacques and Tricot, Claude},
     title = {Continuous Large Deviation Multifractal Spectrum: Definition and Estimation},
     journal = {HAL},
     volume = {1998},
     number = {0},
     year = {1998},
     language = {en},
     url = {http://dml.mathdoc.fr/item/inria-00592418}
}
Christophe, Canus; Lévy Véhel, Jacques; Tricot, Claude. Continuous Large Deviation Multifractal Spectrum: Definition and Estimation. HAL, Tome 1998 (1998) no. 0, . http://gdmltest.u-ga.fr/item/inria-00592418/