Typical Borel measures on $[0,1]d$ satisfy a multifractal formalism
Zolt\'an Buczolich, St\'ephane Seuret

TL;DR
This paper demonstrates that typical measures on the unit cube in satisfy a multifractal formalism, with an explicitly computed linear spectrum that aligns with the Legendre transform of their $L^q$-spectrum.
Contribution
It explicitly computes the multifractal spectrum of typical measures on and shows they satisfy a multifractal formalism in the Baire category sense.
Findings
Multifractal spectrum is linear with slope 1.
Spectrum starts at 0 and ends at dimension d.
Spectrum matches the Legendre transform of the $L^q$-spectrum.
Abstract
In this article, we prove that in the Baire category sense, measures supported by the unit cube of typically satisfy a multifractal formalism. To achieve this, we compute explicitly the multifractal spectrum of such typical measures . This spectrum appears to be linear with slope 1, starting from 0 at exponent 0, ending at dimension at exponent , and it indeed coincides with the Legendre transform of the -spectrum associated with typical measures .
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsMathematical Dynamics and Fractals · Complex Systems and Time Series Analysis · Stochastic processes and financial applications
