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Multifractal analysis of sums of random pulses.

Authors :
SAËS, GUILLAUME
SEURET, STÉPHANE
Source :
Mathematical Proceedings of the Cambridge Philosophical Society. Nov2023, Vol. 175 Issue 3, p569-593. 25p.
Publication Year :
2023

Abstract

In this paper, we investigate the regularity properties and determine the almost sure multifractal spectrum of a class of random functions constructed as sums of pulses with random dilations and translations. In addition, the continuity moduli of the sample paths of these stochastic processes are investigated. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
*STOCHASTIC processes
*CONTINUITY
*RANDOM functions (Mathematics)

Details

Language :
English
ISSN :
03050041
Volume :
175
Issue :
3
Database :
Academic Search Index
Journal :
Mathematical Proceedings of the Cambridge Philosophical Society
Publication Type :
Academic Journal
Accession number :
172989928
Full Text :
https://doi.org/10.1017/S0305004123000324
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