Multivariate multifractal analysis

Abstract : We show how a joint multifractal analysis of a collection of signals unravels correlations between the locations of their pointwise singularities. The multivariate multifractal formalism, reformulated in the general setting supplied by multireso-lution quantities, provides a framework which allows to estimate joint multifractal spectra. General results on joint multifractal spectra are derived, and illustrated by the theoretical derivation and practical estimation of the joint multifractal spectra of simple mathematical models, including correlated binomial cascades.
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Submitted on : Thursday, November 7, 2019 - 3:33:38 PM
Last modification on : Friday, November 8, 2019 - 1:23:21 AM

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Stéphane Jaffard, Stephane Seuret, Herwig Wendt, Roberto Leonarduzzi, Stéphane Roux, et al.. Multivariate multifractal analysis. Applied and Computational Harmonic Analysis, Elsevier, 2019, 46 (3), pp.653-663. ⟨10.1016/j.acha.2018.01.004⟩. ⟨hal-02346541⟩

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