Continuity of the Multifractal Spectrum of a Random Statistically Self-Similar Measure

Julien Barral ()
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Julien Barral: Université Paris-Sud

Journal of Theoretical Probability, 2000, vol. 13, issue 4, 1027-1060

Abstract: Abstract Until now [see Kahane;(19) Holley and Waymire;(16) Falconer;(14) Olsen;(29) Molchan;(28) Arbeiter and Patzschke;(1) and Barral(3)] one determines the multifractal spectrum of a statistically self-similar positive measure of the type introduced, in particular by Mandelbrot,(26, 27) only in the following way: let μ be such a measure, for example on the boundary of a c-ary tree equipped with the standard ultrametric distance; for α≥0, denote by E α the set of the points where μ possesses a local Hölder exponent equal to α, and dim E α the Hausdorff dimension of E α; then, there exists a deterministic open interval I⊂ $$\mathbb{R}$$ *+ and a function f: I→ $$\mathbb{R}$$ *+ such that for all α in I, with probability one, dim E α=f(α). This statement is not completely satisfactory. Indeed, the main result in this paper is: with probability one, for all α∈I, dim E α=f(α). This holds also for a new type of statistically self-similar measures deduced from a result recently obtained by Liu.(22) We also study another problem left open in the previous works on the subject: if α=inf(I) or α=sup(I), one does not know whether E α is empty or not. Under suitable assumptions, we show that E α≠ø and calculate dim E α.

Keywords: multifractal analysis; statistically self-similar measures; Mandelbrot's martingales; multiplicative cascades (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (2)

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DOI: 10.1023/A:1007866024819

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