Large deviation spectra based on wavelet leaders
Françoise Bastin, Céline Esser, Stéphane Jaffard · Revista Matemática Iberoamericana · 2016
We introduce a quantity that encapsulates the information given by the distribution at each scale of the wavelet leaders of a function, and which is independent of the chosen wavelet basis. This leads naturally to the definition of a new multifractal formalism which allows to detect non-concave multifractal spectra