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Proceedings Paper

Wavelet analysis of multifractal functions
Author(s): Stephane Jaffard
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Paper Abstract

Multifractal signals are characterized by a local Holder exponent that may change completely from point to point. We show that wavelet methods are an extremely efficient tool for determining the exact Holder exponent of a function, or at least, for getting some information about this Holder exponent, such as the Spectrum of Singularities. We construct functions that have a given Holder exponent in a deterministic setting and also in a probabilistic setting (we then obtain the Multifractional Brownian Motion); we also study the Multifractal Formalism for Functions and give some results about its validity.

Paper Details

Date Published: 1 September 1995
PDF: 10 pages
Proc. SPIE 2569, Wavelet Applications in Signal and Image Processing III, (1 September 1995); doi: 10.1117/12.217584
Show Author Affiliations
Stephane Jaffard, Ecole Nationale des Ponts et Chaussees/CERMICS (France)

Published in SPIE Proceedings Vol. 2569:
Wavelet Applications in Signal and Image Processing III
Andrew F. Laine; Michael A. Unser, Editor(s)

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