A multifractal formalism for Hewitt-Stromberg measures
Najmeddine Attia, Bilel Selmi

TL;DR
This paper introduces a new multifractal formalism based on Hewitt-Stromberg measures, extending the classical formalism to cases where it does not hold, and parallels Olsen's approach using Hausdorff and packing measures.
Contribution
It develops a novel multifractal formalism utilizing Hewitt-Stromberg measures, filling gaps where classical methods fail.
Findings
Established a new multifractal formalism for Hewitt-Stromberg measures.
Demonstrated the formalism's consistency with Olsen's approach.
Provided theoretical foundations for analyzing measures beyond classical formalisms.
Abstract
In the present work, we give a new {\it multifractal formalism} for which the classical multifractal formalism does not hold. We precisely introduce and study a multifractal formalism based on the Hewitt-Stromberg measures and that this formalism is completely parallel to Olsen's multifractal formalism which based on the Hausdorff and packing measures.
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A multifractal formalism for Hewitt-Stromberg measures
Najmeddine Attia, Bilel Selmi
Analysis, Probability and Fractals Laboratory LR18ES17
Department of Mathematics, Faculty of Sciences of Monastir, University of Monastir, 5000-Monastir, Tunisia
Abstract.
In the present work, we give a new multifractal formalism for which the classical multifractal formalism does not hold. We precisely introduce and study a multifractal formalism based on the Hewitt-Stromberg measures and that this formalism is completely parallel to Olsen’s multifractal formalism which based on the Hausdorff and packing measures.
Key words and phrases:
Multifractal analysis, multifractal formalism, multifractal Hausdorff measure, multifractal packing measure, Hewitt-Stromberg measures, Hausdorff dimension, packing dimension, doubling measures, inhomogeneous multinomial measures, Moran measures.
2000 Mathematics Subject Classification:
28A78, 28A80.
1. Introduction
In certain circumstances, a measure gives rise to sets of points where has local density of exponent . The dimensions of these sets indicate the distribution of the singularities of the measure. To be more precise, for a finite measure on , the pointwise dimension at is defined as follows
[TABLE]
whenever this limit exists. For , define
[TABLE]
where is the closed ball with center and radius . The set may be thought of as the set where the local dimension of equals or as a multifractal component of . The main problem in multifractal analysis is to estimate the size of . This is done by calculating the functions
[TABLE]
These functions are generally known as the multifractal spectrum of or *the singularity spectrum * of the measure . One of the main problems in multifractal analysis is to understand the multifractal spectrum and the Rényi dimensions and their relationship with each other. During the past 25 years there has been an enormous interest in computing the multifractal spectra of measures in the mathematical literature. Particularly, the multifractal spectra of various classes of measures in Euclidean space exhibiting some degree of self-similarity have been computed rigorously. The reader can be referred to the paper [42], the textbooks [25, 54] and the references therein. Some heuristic arguments using techniques of Statistical Mechanics (see [32]) show that the singularity spectrum should be finite on a compact interval, noted by , and is expected to be the Legendre transform conjugate of the -spectrum, given by
[TABLE]
where the supremum is taken over all centered packing \big{(}B(x_{i},r)\big{)}_{i} of . That is, for all ,
[TABLE]
The multifractal formalism (1.1) has been proved rigorously for random and non-random self-similar measures [1, 16, 42, 43, 51], for self-conformal measures [26, 27, 28, 29, 37, 52], for self-affine measures [6, 7, 8, 9, 23, 24, 36, 45] and for Moran measures [61, 62, 63, 64]. We note that the proofs of the multifractal formalism (1.1) in the above-mentioned references [1, 10, 12, 13, 14, 36, 37, 42, 43, 45, 52] are all based on the same key idea. The upper bound for is obtained by a standard covering argument (involving Besicovitch’s Covering Theorem or Vitali’s Covering Theorem). However, its lower bound is usually much harder to prove and is related to the existence of an auxiliary measure (Gibbs measures) which is supported by the set to be analysed. In an attempt to develop a general theoretical framework for studying the multifractal structure of arbitrary measures, Olsen [42], Pesin [53] and Peyrière [55] suggested various ways of defining an auxiliary measure in a very general setting. This formalism was motivated by Olsen’s wish to provide a general mathematical setting for the ideas presented by the physicists Halsey et al. in their seminal paper [32]. In fact, they have been interested in the concept of multifractal spectrum, that is an interesting geometric characteristic for discrete and continuous models of statistical physics. An important thing which should be noted is that there are many measures for which the multifractal formalism does not hold (some examples could be found in [11, 13, 42, 64]). An imported question, in which several theorists are interested, is: can we find a necessary and sufficient condition for the multifractal formalism to hold? Another one, asked by Olsen in [42] is: which functions give more information about a multifractal measure, the dimension functions and or the spectra functions and ? Olsen gives examples of measures where the dimension functions can be used to split measures which have the same spectrum. In doing this, he implicitly suggests that a return to the physicists’ original idea of calculating the moments of multifractal measures may be the best way to characterize them. It always needs some extra conditions to obtain a minoration for the dimensions of the level sets . Olsen proved the following statement.
Theorem 1**.**
[42]** Let be a Borel probability measure on . Define and . Then,
[TABLE]
In general, such a minoration is related to the existence of an auxiliary measure which is supported by the set to be analyzed. Olsen also gives a result in such a way and supposes the existence of a Gibbs’ measure (see [42]) at a state for the measure , i.e., the existence of a measure on and constants , such that for every and every ,
[TABLE]
to conclude that
[TABLE]
In general, one needs some degree of similarity to prove the existence of Gibbs measures. For example, in dynamic contexts, the existence of such measures are often natural. For this reason, Ben Nasr et al. in [10, 11, 12, 13] improved Olsen’s result and proposed a new sufficient condition that gives the lower bound. For more details and backgrounds on multifractal analysis as well as their applications the readers may be referred also to the following essential references [4, 5, 15, 17, 18, 19, 39, 41, 44, 47, 56, 57, 58, 59, 60, 61, 62, 63, 64].
In [11, 13, 42, 56, 64], the authors provided some examples for which the classical multifractal formalism does not hold. Indeed, for such examples, the functions and differ and and are given respectively by the Legendre transform of and . Motivated by the above papers, the authors in [3] introduced new metric outer measures (multifractal analogues of the Hewitt-Stromberg measure) and lying between the multifractal Hausdorff measure and the multifractal packing measure , and they used the multifractal density theorems to prove the decomposition theorem for the regularities of these measures. In the present paper, we give a new multifractal formalism for which the functions and differ. Actually, the main aim of this work is to introduce and study a multifractal formalism based on the Hewitt-Stromberg measures. However, we point out that this formalism is completely parallel to Olsen’s multifractal formalism introduced in [42] which based on the Hausdorff and packing measures. Then, we prove that the lower and upper multifractal Hewitt-Stromberg functions and are intimately related to the spectra functions. More precisely, we have
[TABLE]
Here and denote, respectively, the lower and the upper Hewitt-Stromberg dimension (the lower and the upper modified box-counting dimension), see Section 2.2 for precise definitions of this. One of our purposes of this paper is to show the following result: if , then
[TABLE]
and, if , then
[TABLE]
Moreover, we describe a sufficient condition leading to the equalities
[TABLE]
Specifically, if we assume that , then
[TABLE]
We also observe that this sufficient condition is very close to being a necessary and sufficient one, see Theorem 7. In particular, we deal with the case where the lower and upper multifractal Hewitt-Stromberg functions and do not necessarily coincide, see Theorem 8.
We will now give a brief description of the organization of the paper. In the next section we recall the definitions of the various fractal and multifractal dimensions and measures investigated in the paper. The definitions of the Hausdorff and packing measures and the Hausdorff and packing dimensions are recalled in Section 2.1, and the definitions of the Hewitt-Stromberg measures are recalled in Section 2.2, while the definitions of the Hausdorff and packing measures are well-known, we have, nevertheless, decided to include these-there are two main reasons for this: firstly, to make it easier for the reader to compare and contrast the Hausdorff and packing measures with the less well-known Hewitt-Stromberg measures, and secondly, to provide a motivation for the Hewitt-Stromberg measures. Section 2.3 recalls the multifractal formalism introduced in [42]. In Section 2.4 we recall the definitions of the multifractal Hewitt-Stromberg measures and separator functions, and study their properties. Section 2.5 recalls earlier results on the values of the multifractal Hausdorff measure, the multifractal packing measure, the multifractal Hewitt-Stromberg measures and separator functions; this discussion is included in order to motivate our main results presented in Section 3. Section 4 contains concrete examples related to these concepts. The paper is concluded with Section 5 that, lists some open problems.
2. Preliminaries and statements of results
2.1. Hausdorff measure, packing measure and dimensions
While the definitions of the Hausdorff and packing measures and the Hausdorff and packing dimensions are well-known, we have, nevertheless, decided to briefly recall the definitions below. There are several reasons for this: firstly, since we are working in general metric spaces, the different definitions that appear in the literature may not all agree and for this reason it is useful to state precisely the definitions that we are using; secondly, and perhaps more importantly, the less well-known Hewitt-Stromberg measures (see Section 2.2) play an important part in this paper and to make it easier for the reader to compare and contrast the definitions of the Hewitt-Stromberg measures and the definitions of the Hausdorff and packing measures it is useful to recall the definitions of the latter measures; and thirdly, in order to provide a motivation for the Hewitt-Stromberg measures.
Let be a metric space, and . The Hausdorff measure is defined, for , as follows
[TABLE]
This allows to define first the -dimensional Hausdorff measure of by
[TABLE]
Finally, the Hausdorff dimension is defined by
[TABLE]
The packing measure is defined, for , as follows
[TABLE]
where the supremum is taken over all closed balls \Big{(}B(x_{i},r_{i})\Big{)}_{i}\;\text{such that}\;r_{i}\leq\varepsilon\;\text{and with}\;x_{i}\in E\;\text{and}\;d(x_{i},x_{j})\geq\frac{r_{i}+r_{j}}{2}\;\text{for}\;i\neq j. The -dimensional packing pre-measure of is now defined by
[TABLE]
This makes us able to define the -dimensional packing measure of as
[TABLE]
and the packing dimension is defined by
[TABLE]
2.2. Hewitt-Stromberg measures and dimensions
Hewitt-Stromberg measures were introduced in [33, Exercise (10.51)]. Since then, they have been investigated by several authors, highlighting their importance in the study of local properties of fractals and products of fractals. One can cite, for example [30, 31, 35, 50, 65]. In particular, Edgar’s textbook [20, pp. 32-36] provides an excellent and systematic introduction to these measures. Such measures appear also appears explicitly, for example, in Pesin’s monograph [54, 5.3] and implicitly in Mattila’s text [38]. One of the purposes of this paper is to define and study a class of natural multifractal generalizations of the Hewitt-Stromberg measures. While Hausdorff and packing measures are defined using coverings and packings by families of sets with diameters less than a given positive number , say, the Hewitt-Stromberg measures are defined using packings of balls with a fixed diameter . For , the Hewitt-Stromberg pre-measures are defined as follows,
[TABLE]
and
[TABLE]
where the covering number of and the packing number of are given by
[TABLE]
and
[TABLE]
Now, we define the lower and upper -dimensional Hewitt-Stromberg measures, which we denote respectively by and , as follows
[TABLE]
and
[TABLE]
We recall some basic inequalities satisfied by the Hewitt-Stromberg, the Hausdorff and the packing measure (see [35, 50, Proposition 2.1])
[TABLE]
and
[TABLE]
The lower and upper Hewitt-Stromberg dimension and are defined by
[TABLE]
and
[TABLE]
The lower and upper box dimensions, denoted by and , respectively, are now defined by
[TABLE]
and
[TABLE]
These dimensions satisfy the following inequalities,
[TABLE]
[TABLE]
and
[TABLE]
The reader is referred to [22] for an excellent discussion of the Hausdorff dimension, the packing dimension, lower and upper Hewitt-Stromberg dimension and the box dimensions. In particular, we have (see [22, 40])
[TABLE]
and
[TABLE]
2.3. Multifractal Hausdorff measure and packing
measure
We start by introducing the generalized centered Hausdorff measure and the generalized packing measure . We fix an integer and denote by the family of compactly supported Borel probability measures on . Let , , and . We define the generalized packing pre-measure by
[TABLE]
In a similar way, we define the generalized Hausdorff pre-measure by
[TABLE]
with the conventions for and for .
The function is -subadditive but not increasing and the function is increasing but not -subadditive. That is the reason for which Olsen introduced the following modifications of the generalized Hausdorff and packing measures and :
[TABLE]
The functions and are metric outer measures and thus measures on the Borel family of subsets of . Moreover, there exists an integer , such that The measure is of course a multifractal generalization of the centered Hausdorff measure, whereas is a multifractal generalization of the packing measure. In fact, it is easily seen that, for , one has
[TABLE]
where and denote respectively the -dimensional Hausdorff and -dimensional packing measures.
We now define the family of doubling measures. For and , we write
[TABLE]
We say that the measure satisfies the doubling condition if there exists such that . It is easily seen that the exact value of the parameter is unimportant:
[TABLE]
Also, we denote by the family of Borel probability measures on which satisfy the doubling condition. We can cite as classical examples of doubling measures, the self-similar measures and the self-conformal ones [42]. In particular, if then
The measures and and the pre-measure assign in a usual way a multifractal dimension to each subset of . They are respectively denoted by , and (see [42]) and satisfy
[TABLE]
The number is an obvious multifractal analogue of the Hausdorff dimension of whereas and are obvious multifractal analogues of the packing dimension and the pre-packing dimension of respectively. In fact, it follows immediately from the definitions that
[TABLE]
We define the functions
[TABLE]
It is well known that the functions and are decreasing and is convex and satisfying
2.4. Multifractal Hewitt-Stromberg measures and separator
functions
In the following, we will set up, for and , the lower and upper multifractal Hewitt-Stromberg measures and .
For , the pre-measure of is defined by
[TABLE]
where
[TABLE]
It’s clear that is increasing and . However it’s not -additive. For this, we introduce the -measure defined by
[TABLE]
In a similar way we define
[TABLE]
where
[TABLE]
Since is not increasing and not countably subadditive, one needs a standard modification to get an outer measure. Hence, we modify the definition as follows
[TABLE]
and
[TABLE]
The measure is of course a multifractal generalization of the lower -dimensional Hewitt-Stromberg measure , whereas is a multifractal generalization of the upper -dimensional Hewitt-Stromberg measures . In fact, it is easily seen that, for , one has
[TABLE]
The following result describes some of the basic properties of the multifractal Hewitt-Stromberg measures including the fact that and are Borel metric outer measures and summarises the basic inequalities satisfied by the multifractal Hewitt-Stromberg measures, the generalized Hausdorff measure and the generalized packing measure.
Theorem 2**.**
[3]** Let and . Then for every set we have
- (1)
the set functions and are metric outer measures and thus they are measures on the Borel algebra. 2. (2)
There exists an integer , such that
[TABLE] 3. (3)
When or and , we have
[TABLE]
The measures and and the pre-measure assign in the usual way a multifractal dimension to each subset of . They are respectively denoted by , and ,
Proposition 1**.**
Let , and . Then
- (1)
there exists a unique number such that
[TABLE] 2. (2)
there exists a unique number such that
[TABLE] 3. (3)
there exists a unique number such that
[TABLE]
In addition, we have
[TABLE]
The number is an obvious multifractal analogue of the lower Hewitt-Stromberg dimension of whereas is an obvious multifractal analogues of the upper Hewitt-Stromberg dimension of . In fact, it follows immediately from the definitions that
[TABLE]
Remark 1**.**
It follows from Theorem 2 that
[TABLE]
The definition of these dimension functions makes it clear that they are counterparts of the -function which appears in the multifractal formalism. This being the case, it is important that they have the properties described by the physicists. The next theorem shows that these functions do indeed have some of these properties.
Theorem 3**.**
Let and .
- (1)
The functions , , are decreasing. 2. (2)
The functions , , are decreasing. 3. (3)
The functions , , are decreasing. 4. (4)
The functions , are convex.
Proof.
Let and .
The first and second part of Theorem 3 follows since is decreasing for all .
Observe that part (3) of Theorem 3 follows immediately from (1).
We will now prove the part (4). Let and . Suppose that we have shown that
[TABLE]
Then, for all , we have
[TABLE]
We therefore conclude that
[TABLE]
Finally, letting tend to [math], then the convexity of follows.
We now turn towards the proof of (2.1). Put and \Big{(}B(x_{i},r)\Big{)}_{i} be a centered packing of . It follows from Hölder inequality that
[TABLE]
This shows that
[TABLE]
Letting tend to [math] we get the result.
We must now show the convexity of . Let and put and . Since , we can choose bounded coverings and of such that
[TABLE]
Next, for let , we clearly have
[TABLE]
We now obtain, for all ,
[TABLE]
Since clearly , we therefore conclude that
[TABLE]
Letting tend to [math] now yields the desired result. This completes the proof of Theorem 3. ∎
Next we define the multifractal separator functions , and : by
[TABLE]
We also obtain the following corollary providing information about the lower and upper multifractal Hewitt-Stromberg functions.
Corollary 1**.**
Let . We have
- (1)
for , . 2. (2)
For , . 3. (3)
For , .
Proof.
This follow immediately from the above theorem and definitions. ∎
2.5. Some characterizations of and
In this section, we investigate the relation between the lower and upper multifractal Hewitt-Stromberg functions and and the multifractal box dimension, the multifractal packing dimension and the multifractal pre-packing dimension. We first note that there exists a unique number such that
[TABLE]
Proposition 2**.**
Let and be a compact supported Borel probability measure on . Then for every we have
[TABLE]
Proof.
We will prove the first equality, the second one is similar. Suppose that
[TABLE]
for some . Then we can find such that for any ,
[TABLE]
and then
[TABLE]
which is a contradiction. We therefore infer
[TABLE]
The proof of the following statement
[TABLE]
is identical to the proof of the above statement and is therefore omitted. ∎
Remark 2**.**
Here we follow the approach of Olsen in [42, 45, 48, 49].
- (1)
The multifractal dimensions and of represent the upper and lower multifractal box-dimension. In particular, we have
[TABLE] 2. (2)
Let us introduce the multifrcatal generalization of the -dimensions called also relative Rényi -dimensions based on integral representations. Let be a probability measure on . For , we write
[TABLE]
and
[TABLE]
Now we define the generalized entropies due to Rényi by,
[TABLE]
and
[TABLE]
We define the upper and lower Rényi -dimensions and of by
[TABLE]
If (respectively ) we refer to the common value as the relative Rényi -dimension of and denote it (respectively ). Finally define , , and : by
[TABLE]
and
[TABLE]
Let and . Then the following holds
[TABLE] 3. (3)
We define the multifractal Minkowski volume as follows. Let be a subset of and . We denote by the open neighbourhood of , i.e.
[TABLE]
For a real number and a Borel measure on , we define the multifractal Minkowski volume of with respect to the measure by
[TABLE]
Here denotes the -dimensional Lebesgue measure in . The importance of the Rényi dimensions in multifractal analysis together with the formal resemblance between the multifractal Minkowski volume and the moments used in the definition the Rényi dimensions may be seen as a justification for calling the quantity for the multifractal Minkowski volume. Using the multifractal Minkowski volume we can define multifractal Monkowski dimensions. For a real number and a Borel measure on , we define the lower and upper multifractal Minkowski dimension of , by
[TABLE]
We note the close similarity between the multifractal Minkowski dimensions and . Indeed, the equality (2.2) shows that this similarity is not merely a formal resemblance. In fact, for , the multifractal Minkowski dimensions and coincide, i.e. for and , we have
[TABLE]
Proposition 3**.**
Let and be a compact supported Borel probability measure on . Then for every we have
[TABLE]
and
[TABLE]
Proof.
Denote
[TABLE]
Assume that and take . Then, for all , there exists of bounded subset of such that , and . Now observe that which implies that . This implies that . It is a contradiction. Now suppose that , then, for we have . It follows from this that for all . Thus, there exists of bounded subset of such that , and . We conclude that, . It is also a contradiction.
The proof of the second statement is identical to the proof of the statement in the first part and is therefore omitted. ∎
Proposition 4**.**
If and , then for any subset of , we have
[TABLE]
Proof.
This follows easily from Propositions 2 and 3, Propositions 2.19 and 2.22 in [42] and Lemma 4.1 in [46]. ∎
Remark 3**.**
The results developed by Falconer in [22] are obtained as a special case of the multifractal results by setting .
3. A multifractal formalism for Hewitt-Stromberg
measures
Multifractal analysis was proved to be a very useful technique in the analysis of measures, both in theory and applications. The upper and lower local dimensions of a measure on at a point are respectively given by :
[TABLE]
where denote the closed ball of center and radius . We refer to the common value as the local dimension of at , and denote it by .
The level set of the local dimension of contains a crucial information on the geometrical properties of . The aim of the multifractal analysis of a measure is to relate the Hausdorff and packing dimensions of these levels sets to the Legendre transform of some concave (convex) function (see for example [2, 10, 11, 12, 13, 17, 41, 42]). For , we define the fractal sets,
[TABLE]
and
[TABLE]
Also, let
[TABLE]
Theorem 4 allows us to consider the relationship between the lower and upper multifractal Hewitt-Stromberg functions and and the multifractal spectra. We start by giving an upper bound theorem. For , set
[TABLE]
Before stating this formally, we remind the reader that if is a real valued function, then the Legendre transform of is defined by
[TABLE]
Now, we can state our multifractal formalism.
Theorem 4**.**
*Let , then the following hold
- (1)
[TABLE]
and
[TABLE] 2. (2)
[TABLE] 3. (3)
[TABLE]
Proof.
This theorem follows immediately from the following lemmas. ∎
Lemma 1**.**
*If and , then
- (1)
* for and for .* 2. (2)
* for and for .*
Proof.
- (1)
Let and . There exists and such that . Since , we can thus choose such that
[TABLE]
For brevity write , then we obtain
[TABLE]
Hence, for all ,
[TABLE]
It follows that {\mathsf{P}}_{\mu}^{q_{0},t}\big{(}\{x\}\big{)}>0. We therefore conclude that
[TABLE]
which contradicts the fact that .
The proof of the second statement is identical to the proof of the first statement in Part (1) and is therefore omitted. 2. (2)
Let and . Then, we can find and such that . Since , we can choose such that for we have
[TABLE]
Then, for and , we have
[TABLE]
Therefore, it follows that, for all ,
[TABLE]
which implies that {\mathsf{H}}_{\mu}^{q_{0},t}\big{(}\{x\}\big{)}>0. It now follows from this that
[TABLE]
which contradicts the fact that .
The proof of the second statement in part (2) is very similar to the proof of the first statement and is therefore omitted.
∎
Lemma 2**.**
*Let , and such that Then the following hold
-
(1)
-
(a)
** 2. (b)
** 3. (c)
If then
[TABLE]
In particular . 2. (2)
- (a)
** 2. (b)
** 3. (c)
If then
[TABLE]
In particular .
Proof.
An exhaustive proof of this lemma would require considerable repetition. To avoid this we prove (1)-(a) and (2)-(a).
-
(1)
-
(a)
Clearly, the statement is true for . For , write
[TABLE]
Fix and such that . Let \Big{(}B(x_{i},r)\Big{)}_{i} be a centered covering of . Next, we observe that
[TABLE]
Now from this and since we can deduce that
[TABLE] 2. (2)
- (a)
Once again for the statement is well known. For , put
[TABLE]
We therefore fix and such that . Let \Big{(}B(x_{i},r)\Big{)}_{i\in\{1,\ldots,M_{r}(E_{m})\}} be a packing of . Then we have
[TABLE]
However, since we conclude that
[TABLE]
which yields the desired result.
∎
Our purpose of the following theorems is to propose a sufficient condition that gives the lower bound.
Theorem 5**.**
*Let , and such that . Let is a Borel set.
- (1)
If , then
[TABLE]
In particular, if the multifractal function is differentiable at then, provided that {\mathsf{b}}_{\mu}^{*}\Big{(}-{\mathsf{b}}_{\mu}^{{}^{\prime}}(q)\Big{)}\geq 0 and \mathsf{H}_{\mu}^{q,{\mathsf{b}}_{\mu}(q)}\Big{(}E(-{\mathsf{b}_{\mu}}^{\prime}(q))\Big{)}>0, we have
[TABLE] 2. (2)
If , then
[TABLE]
In particular, if the multifractal function is differentiable at then, provided that and \mathsf{P}_{\mu}^{q,{\mathsf{B}}_{\mu}(q)}\Big{(}E(-{\mathsf{B}_{\mu}}^{\prime}(q))\Big{)}>0, we have
[TABLE]
Proof.
This follows easily from Theorem 4 and the following lemma. ∎
Lemma 3**.**
*Let , and such that Then we have the following
-
(1)
-
(a)
If is Borel then 2. (b)
*If , is Borel then *
In particular, if then . 2. (2)
- (a)
If is Borel then 2. (b)
*If , is Borel then *
In particular, if then .
Proof.
An exhaustive proof of this theorem would require considerable repetition. For this we only prove (1)-(a) and (2)-(a), the other assertions are similar.
-
(1)
-
(a)
Clearly the statement is true for . For , write
[TABLE]
Let and such that . Let \Big{(}B(x_{i},r)\Big{)}_{i} be a centred packing of . We have
[TABLE]
Finally, since we conclude that
[TABLE] 2. (2)
- (a)
It is well known that the statement is true for . For , we define the set by
[TABLE]
Next, fix and such that . Let \Big{(}B(x_{i},r)\Big{)}_{i\in\{1,\ldots,N_{r}(F)\}} be a centred covering of . We get
[TABLE]
Putting these together we have that
[TABLE]
This proves the lemma.
∎
Theorem 6**.**
*Let and suppose that Then,
[TABLE]
Proof.
It is well known from Lemma 3 that for all and ,
[TABLE]
where the set is defined by
[TABLE]
Theorem 6 is then an easy consequence of the following lemma. ∎
Lemma 4**.**
One has \mathsf{H}^{q,\mathsf{\Lambda}_{\mu}(q)}_{\mu}\Big{(}\operatorname{supp}\mu\setminus E(q)\Big{)}=0.
Proof.
Let us introduce, for and in
[TABLE]
It clearly suffices to prove that
[TABLE]
and
[TABLE]
Indeed, it is clear that
[TABLE]
We only have to prove that (3.3). The proof of (3.4) is identical to the proof of (3.3) and is therefore omitted.
Let and such that , we have
[TABLE]
For and , we can find and such that
[TABLE]
The family \Big{(}B(x,r_{x})\Big{)}_{x\in X_{\alpha}} is a centered -covering of Then, we can choose a finite subset of such that the family \Big{(}B(x_{i},r_{x_{i}})\Big{)}_{i\in J} is a centered -covering of . Take , then for all , we have
[TABLE]
Since \Big{(}B(x_{i},\delta)\Big{)}_{i\in J} is a centered covering of Then, using Besicovitch’s covering theorem, we can construct finite sub-families \Big{(}B(x_{1j},\delta)\Big{)}_{j}, …,\Big{(}B(x_{\xi j},\delta)\Big{)}_{j}, such that each and \Big{(}B(x_{ij},\delta)\Big{)}_{j} is a packing of . We clearly have
[TABLE]
It therefore follows that
[TABLE]
Letting now yields
[TABLE]
Remark that, in the last inequality, we can replace by any arbitrary subset of Then, we can finally conclude that
[TABLE]
This completes the proof of (3.3). ∎
The following result proves that the condition is very close to being a necessary and sufficient condition for the validity of our multifractal formalism.
Theorem 7**.**
Let and be a compact supported Borel probability measure on Suppose that one of the following hypotheses is satisfied,
- (1)
\underline{\dim}_{MB}\Big{(}\underline{E}_{\;-\mathsf{\Lambda}_{\mu+}^{\prime}(q)}\cap\overline{E}^{\;-\mathsf{\Lambda}_{\mu-}^{\prime}(q)}\Big{)}\geq-\mathsf{\Lambda}_{\mu+}^{\prime}(q)q+\mathsf{\Lambda}_{\mu}(q),\quad\text{for}\quad q\leq 0.* * 2. (2)
\underline{\dim}_{MB}\Big{(}\underline{E}_{\;-\mathsf{\Lambda}_{\mu+}^{\prime}(q)}\cap\overline{E}^{\;-\mathsf{\Lambda}_{\mu-}^{\prime}(q)}\Big{)}\geq-\mathsf{\Lambda}_{\mu-}^{\prime}(q)q+\mathsf{\Lambda}_{\mu}(q),\quad\text{for}\quad q\geq 0.**
Then,
[TABLE]
In other words,
[TABLE]
Proof.
We have, for
[TABLE]
it follows immediately that
[TABLE]
Now, suppose that . We only prove the case where . The other one is very similar and is therefore omitted. We have
[TABLE]
Since , we only have to prove that . Let and choose such that . Then, . For we consider the set
[TABLE]
It is clear that as . It follows that, there exists , such that
[TABLE]
Let and \Big{(}B(x_{i},r)\Big{)}_{i} be a centered covering of . Then,
[TABLE]
We conclude that
[TABLE]
and then
[TABLE]
This implies that
[TABLE]
It therefore follows that . Finally, we get
[TABLE]
∎
Corollary 2**.**
Assume that hold for all and that is differentiable at . Let , there holds
[TABLE]
Remark 4**.**
The results of Theorems 6, 7 and Corollary 2 hold if we replace the multifractal function by the function .
Now, we deal with the case where the lower and upper multifractal Hewitt-Stromberg functions and do not necessarily coincide.
Theorem 8**.**
Let and be a compact supported Borel probability measure on
- (1)
*If the multifractal function is differentiable at then, provided that {\mathsf{b}}_{\mu}^{*}\Big{(}-{\mathsf{b}}_{\mu}^{{}^{\prime}}(q)\Big{)}\geq 0 *
and {\mathcal{H}}_{\mu}^{q,{\mathsf{b}}_{\mu}(q)}\Big{(}E\left(-{\mathsf{b}}_{\mu}^{{}^{\prime}}(q)\right)\Big{)}>0, we have
[TABLE] 2. (2)
*If the multifractal function is differentiable at then, provided that {B}_{\mu}^{*}\Big{(}-{B}_{\mu}^{{}^{\prime}}(q)\Big{)}\geq 0 *
and {\mathsf{P}}_{\mu}^{q,{B}_{\mu}(q)}\Big{(}E\left(-{B}_{\mu}^{{}^{\prime}}(q)\right)\Big{)}>0, we have
[TABLE]
Proof.
The proof is similar to the one of Theorem 5. ∎
4. Examples
In this section, more motivations and examples related to these concepts, will be discussed.
4.1. Example 1
The classical multifractal formalism has been proved rigorously for random and non-random self-similar measures [42, 43], for self-affine measures [10, 45], for quasi self-similar measures [41], for quasi-Bernoulli measures [10], for graph directed self-conformal measures [42] and for some Moran measures [61, 62]. Specifically, we have
[TABLE]
and for some , we get
[TABLE]
4.2. Example 2 : Multifractal formalism of homogeneous Moran measures
We will start by defining the homogeneous Moran sets. Let and be respectively two sequences of positive integers and positive vectors such that
[TABLE]
For any , such that , let
[TABLE]
and
[TABLE]
We also set
[TABLE]
Considering , , we set
[TABLE]
Definition 1**.**
Let be a complete metric space and a compact set with no empty interior (for convenience, we assume that the diameter of is 1). The collection of subsets of is said to have a homogeneous Moran structure, if it satisfies the following conditions (MSC):
**a: **
.
**b: **
For all , , I_{i_{1}i_{2}\ldots i_{k}}\big{(}i_{k}\in\{1,2,\ldots,n_{k}\}\big{)} are subsets of and
[TABLE]
where denotes the interior of .
**c: **
For all and , taking , we have
[TABLE]
where denotes the diameter of .
Suppose that is a collection of subsets of having a homogeneous Moran structure. We call a homogeneous Moran set determined by , and call {\mathcal{F}}_{k}=\Big{\{}\sigma\;\;\big{|}\;\;\sigma\in D_{k}\Big{\}} the -order fundamental sets of . is called the original set of . We assume Then, for all , the set is a single point. We use the abbreviation for the first elements of the sequence
[TABLE]
Here, we consider a class of homogeneous Moran sets witch satisfy a special property called the strong separation condition (SSC), i.e., take . Let be the basic intervals of order contained in arranged from the left to the right, Then we assume that for all ,
[TABLE]
where is a sequence of positive real numbers, such that
[TABLE]
We now define a Moran measure. Let \Big{\{}p_{i,j}\Big{\}}_{j=1}^{n_{i}} be the probability vectors, i.e. and (), suppose that . Let be a mass distribution on , such that for any ()
[TABLE]
we call be Moran measure.
Finally we define an auxiliary function as follows: for all and , there is a unique number satisfying
[TABLE]
Set
[TABLE]
Theorem 9**.**
Suppose that is a homogeneous Moran set satisfying (SSC) and is the Moran measure on ,
- (1)
then for all ,
[TABLE]
and
[TABLE] 2. (2)
Suppose that exists and for this real number
- (a)
there is such that for all , or 2. (b)
there is some and such that for all with . 3. (c)
* is smooth.*
Then there exist numbers such that
[TABLE] 3. (3)
Suppose that exists and for this real number
- (a)
there is such that for all , or 2. (b)
there is some and such that for all with . 3. (c)
* is smooth.*
Then there exist numbers such that
[TABLE] 4. (4)
If the limit exists, and for all , , suppose that exists, then
[TABLE]
Proof.
All of the ideas needed to prove Theorem 9 can be found in [63, 64], Propositions 2, 3 and 4 and Theorem 8. ∎
4.2.1. Moran measures for which the classical multifractal formalism is valid
Let
[TABLE]
[TABLE]
where and . Put
[TABLE]
where
[TABLE]
We therefore conclude that
[TABLE]
and
[TABLE]
This clearly implies that and exists. Now, it follows immediately from Theorem 9 that
[TABLE]
4.2.2. Moran measures for which the classical multifractal formalism does not hold
Let be a sequence of integers such that
[TABLE]
We define the family
[TABLE]
[TABLE]
where and . Put
[TABLE]
where
[TABLE]
We therefore conclude from this
[TABLE]
Finally, if is the number of integers such that , we have
[TABLE]
Observing that
[TABLE]
We can then conclude that
[TABLE]
and
[TABLE]
It results that for , we have
[TABLE]
[TABLE]
and, for or ,
[TABLE]
[TABLE]
4.3. Example 3
In the following, we give an example of a measure for which the lower and upper multifractal Hewitt-Stromberg functions are different and the Hausdorff and packing dimensions of the level sets of the local Hölder exponent are given by the Legendre transform respectively of lower and upper multifractal Hewitt-Stromberg functions. Take and a sequence of integers
[TABLE]
The measure assigned to the diadic interval of the n-th generation is
[TABLE]
where
[TABLE]
Now, for we define,
[TABLE]
[TABLE]
Then we have the following result,
Theorem 10**.**
Let .
- (1)
For \alpha\in\Big{(}-\log_{2}(1-\hat{p}),\;-\log_{2}(\hat{p})\Big{)}, then we have
[TABLE] 2. (2)
For \alpha\in\Big{(}-\log_{2}(1-\hat{p}),\;-\log_{2}(\hat{p})\Big{)}\setminus\Big{(}\Big{[}-B_{\mu_{+}}^{\prime}(0),-B_{\mu_{-}}^{\prime}(0)\Big{]}\bigcup\Big{[}-B_{\mu_{+}}^{\prime}(1),-B_{\mu_{-}}^{\prime}(1)\Big{]}\Big{)}, we have
[TABLE]
Proof.
All of the ideas needed to prove this theorem can be found in [11, Proposition 9], Propositions 2, 3 and 4 and Theorem 8. ∎
4.4. Example 4
Given a class of exact dimensional measures (inhomogeneous multinomial measures) whose support is the whole interval , the multifractal functions , , and are real analytic and agree at two points only [math] and (for more details, see [56]). These measures satisfy our multifractal formalism in the sense that, for in some interval, the Hausdorff dimension of the level sets is given by the Legendre transform of lower multifractal Hewitt-Stromberg function and their packing dimension by the Legendre transform of the upper multifractal Hewitt-Stromberg function. More specifically,
[TABLE]
[TABLE]
and
[TABLE]
5. Open
problems
Motivated by some results and examples developed in [42, 43, 44, 45, 47, 65], we therefore ask the following questions.
- (1)
Let , , and Then, the following problem remains open:
[TABLE] 2. (2)
Let and assume that . Are the measures and proportional, i.e. does there exists a constant such that
[TABLE]
Even though it seems rather unlikely that the lower and upper multifractal Hewitt-Stromberg measures are proportional in general, the ratio of the measures and might still be bounded. We therefore ask the following question: Does there exists a number such that
[TABLE] 3. (3)
Let and assume that . Are the measures and proportional, i.e. does there exists a constant such that
[TABLE]
Even though it seems rather unlikely that the multifractal Hausdorff measure and the lower multifractal Hewitt-Stromberg measure are proportional in general, the ratio of the measures and might still be bounded. We therefore ask the following question: Does there exists a number such that
[TABLE] 4. (4)
Let and assume that is differentiable at and with . Then, the following problem remains open:
[TABLE] 5. (5)
Let and assume that is differentiable at and with . Then, the following problem remains open:
[TABLE] 6. (6)
Is it true that the weaker condition is sufficient to obtain the conclusion of Theorem 8? 7. (7)
Let , and . Assume that , , , and H(y)=\big{\{}x;\;(x,y)\in H\big{\}}. Then, the following problem remains open:
[TABLE]
[TABLE]
[TABLE]
[TABLE]
and
[TABLE] 8. (8)
The multifractal Hausdorff dimension function and the lower multifractal Hewitt-Stromberg function do not necessarily coincide. Motivated by the results developed in [40], we conjecture that there exist Borel probability measures on such that
[TABLE]
In particular, this will imply that
[TABLE]
Acknowledgments
The authors would like to thank Professor Lars Olsen for his first reading of this work, the interest he gave to it and his valuable comment which improves the presentation of the paper. And they thank the anonymous referees for their valuable comments and suggestions that led to the improvement of the manuscript.
The reference list from the paper itself. Each links out to its DOI / PubMed record.
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