Oscillating singularities on cantor sets: A grand-canonical multifractal formalism

The singular behavior of functions is generally characterized by their Hölder exponent. However, we show that this exponent poorly characterizes oscillating singularities. We thus introduce a second exponent that accounts for the oscillations of a singular behavior and we give a characterization of this exponent using the wavelet transform. We then elaborate on a grand-canonical multifractal formalism that describes statistically the fluctuations of both the Hölder and the oscillation exponents. We prove that this formalism allows us to recover the generalized singularity spectrum of a large class of fractal functions involving oscillating singularities.     

Large Deviations for Countable to One Markov Systems

In this paper, we study large deviation properties for countable to one Markov systems associated to weak Gibbs measures for non-Hölder potentials. Furthermore, we establish multifractal large deviation laws for countable to one piecewise conformal Markov systems, which are derived systems constructed over hyperbolic regions for certain nonhyperbolic systems exhibiting intermittency. We apply our results to higher-dimensional number theoretical transformations.     

Singularity spectrum of fractal signals from wavelet analysis: Exact results

The multifractal formalism for singular measures is revisited using the wavelet transform. For Bernoulli invariant measures of some expanding Markov maps, the generalized fractal dimensions are proved to be transition points for the scaling exponents of some partition functions defined from the wavelet transform modulus maxima. The generalization of this formalism to fractal signals is established for the class of distribution functions of these singular invariant measures. It is demonstrated that the Hausdorff dimensionD(h) of the set of singularities of Hölder exponenth can be directly determined from the wavelet transform modulus maxima. The singularity spectrum so obtained is shown to be not disturbed by the presence, in the signal, of a superimposed polynomial behavior of ordern, provided one uses an analyzing wavelet that possesses at leastN>n vanishing moments. However, it is shown that aC behavior generally induces a phase transition in theD(h) singularity spectrum that somewhat masks the weakest singularities. This phase transition actually depends on the numberN of vanishing moments of the analyzing wavelet; its observation is emphasized as a reliable experimental test for the existence of nonsingular behavior in the considered signal. These theoretical results are illustrated with numerical examples. They are likely to be valid for a large class of fractal functions as suggested by recent applications to fractional Brownian motions and turbulent velocity signals.     

Multifractal Analysis of Weak Gibbs Measures for Intermittent Systems

 In this paper, we establish a multifractal formalism of weak Gibbs measures associated to potentials of weak bounded variation for certain nonhyperbolic systems. We apply our results to Manneville-Pomeau type maps and a piecewise conformal two-dimensional countable Markov map with indifferent periodic points which is related to a complex continued fraction. Received: 6 September 2001 / Accepted: 21 May 2002 Published online: 12 August 2002     

Sinai-Ruelle-Bowen Measures for Lattice Dynamical Systems

For weakly coupled expanding maps on the unit circle, Bricmont and Kupiainen showed that the Sinai-Ruelle-Bowen (SRB) measure exists as a Gibbs state. Via thermodynamic formalism, we prove that this SRB measure is indeed the unique equilibrium state for a Hölder continuous potential function on the infinite dimensional phase space. For a more general class of lattice systems that are small perturbations of the uncoupled map lattice, we present the variational principle, the entropy formula, and the formula for the potential function for the SRB measures. For coupled map lattices with nearest neighbor interactions, we give an explicit formula of the potential function for the SRB measure and consequently, obtain the entropy in terms of coupling parameters.     

Stieltjes Integrals of Hölder Continuous Functions with Applications to Fractional Brownian Motion

We give a new estimate on Stieltjes integrals of Hölder continuous functions and use it to prove an existence-uniqueness theorem for solutions of ordinary differential equations with Hölder continuous forcing. We construct stochastic integrals with respect to fractional Brownian motion, and establish sufficient conditions for its existence. We prove that stochastic differential equations with fractional Brownian motion have a unique solution with probability 1 in certain classes of Hölder-continuous functions. We give tail estimates of the maximum of stochastic integrals from tail estimates of the Hölder coefficient of fractional Brownian motion. In addition we apply the techniques used for ordinary Brownian motion to construct stochastic integrals of deterministic functions with respect to fractional Brownian motion and give tail estimates of its maximum.     

The dimension spectrum of axiom a attractors

Some rigorous results on the dimension spectrum of expanding Markov maps of the interval are extended to Axiom AC ² diffeomorphisms of a compact two-dimensional manifold.     

Besov spaces and the multifractal hypothesis

Parisi and Frisch proposed some time ago an explanation for multiscaling of turbulent velocity structure functions in terms of a multifractal hypothesis, i.e., they conjecture that the velocity field has local Hölder exponents in a range [h _min,h _max], with exponents <h occurring on a setS(h) with a fractal dimensionD(h). Heuristic reasoning led them to an expression for the scaling exponentz _p ofpth order as the Legendre transform of the codimensiond-D(h). We show here that a part of the multifractal hypothesis is correct under even weaker assumptions: namely, if the velocity field hasL ^p -mean Hölder indexs, i.e., if it lies in the Besov spaceB _p ^s, , then local Hölder regularity is satisfied. Ifs<d/p, then the hypothesis is true in a generalized sense of Hölder space with negative exponents and we discuss the proper definition of local Hölder classes of negative index. Finally, if a certain box-counting dimension exists, then the Legendre transform of its codimension gives the scaling exponentz _p , and, more generally, the maximal Besov index of order,p, ass _p =z _p /p. Our method of proof is derived from a recent paper of S. Jaffard using compactly-supported, orthonormal wavelet bases and gives an extension of his results. We discuss implications of the theorems for ensemble-average scaling and fluid turbulence.     

Gibbs states and equilibrium states for finitely presented dynamical systems

We studyfinitely presented dynamical systems (which generalize Axiom A systems) and show that the notions of equilibrium states and Gibbs states (for Hölder continuous functions) are equivalent. Our results extend those of Ruelle, Haydn, and others on Axiom A dynamical systems and statistical mechanics.     

Multifractal Analysis of Complex Random Cascades

We achieve the multifractal analysis of a class of complex valued statistically self-similar continuous functions. For we use multifractal formalisms associated with pointwise oscillation exponents of all orders. Our study exhibits new phenomena in multifractal analysis of continuous functions. In particular, we find examples of statistically self-similar such functions obeying the multifractal formalism and for which the support of the singularity spectrum is the whole interval [0, ∞].     

Anderson localization for Bernoulli and other singular potentials

We prove exponential localization in the Anderson model under very weak assumptions on the potential distribution. In one dimension we allow any measure which is not concentrated on a single point and possesses some finite moment. In particular this solves the longstanding problem of localization for Bernoulli potentials (i.e., potentials that take only two values). In dimensions greater than one we prove localization at high disorder for potentials with Hölder continuous distributions and for bounded potentials whose distribution is a convex combination of a Hölder continuous distribution with high disorder and an arbitrary distribution. These include potentials with singular distributions.We also show that for certain Bernoulli potentials in one dimension the integrated density of states has a nontrivial singular component.Partially supported by NSF grant DMS 85-03695Partially supported by NSF grant DMS 83-01889Partially supported by G.N.F.M. C.N.R.     

Projection of Markov Measures May Be Gibbsian

We study the induced measure obtained from a 1-step Markov measure, supported by a topological Markov chain, after the mapping of the original alphabet onto another one. We give sufficient conditions for the induced measure to be a Gibbs measure (in the sense of Bowen) when the factor system is again a topological Markov chain. This amounts to constructing, when it does exist, the induced potential and proving its Hölder continuity. This is achieved through a matrix method. We provide examples and counterexamples to illustrate our results.     

Suspension Flows Over Countable Markov Shifts

We introduce the notion of topological pressure for suspension flows over countable Markov shifts, and we develop the associated thermodynamic formalism. In particular, we establish a variational principle for the topological pressure, and an approximation property in terms of the pressure on compact invariant sets. As an application we present a multifractal analysis for the entropy spectrum of Birkhoff averages for suspension flows over countable Markov shifts. The domain of the spectrum may be unbounded and the spectrum may not be analytic. We provide explicit examples where this happens. We also discuss the existence of full measures on the level sets of the multifractal decomposition.     

A Proof of the Existence and Simplicity of a Maximal Eigenvalue for Ruelle–Perron–Frobenius Operators

We give a new proof of a result due to Ruelle about the existence and simplicity of a unique maximal eigenvalue for a Ruelle–Perron–Frobenius operator acting on some Hölder continuous function space.     

Multifractal analyses of row sum signals of elementary cellular automata

We first apply the WT-MFDFA, MFDFA, and WTMM multifractal methods to binomial multifractal time series of three different binomial parameters and find that the WTMM method indicates an enhanced difference between the fractal components than the known theoretical result. Next, we make use of the same methods for the time series of the row sum signals of the two complementary ECA pairs of rules (90,165) and (150,105) for ten initial conditions going from a single 1 in the central position up to a set of ten 1’s covering the ten central positions in the first row. Since the members of the pairs are actually similar from the statistical point of view, we can check which method is the most stable numerically by recording the differences provided by the methods between the two members of the pairs for various important quantities of the scaling analyses, such as the multifractal support, the most frequent Hölder exponent, and the Hurst exponent and considering as the better one the method that provides the minimum differences. According to this criterion, our results show that the MFDFA performs better than WT-MFDFA and WTMM in the case of the multifractal support, while for the other two scaling parameters the WT-MFDFA is the best. The employed set of initial conditions does not generate any specific trend in the values of the multifractal parameters.     

Statistical properties of a nonuniformly hyperbolic map of the interval

We prove a power-law upper bound for the decay of the correlations for Hölder observables in the case of a nonuniformly hyperbolic map of the interval introduced by Gaspard and Wang as a piecewise linear approximation of the intermittent map of Manneville-Pomeau. The result is then applied to compute the Central Limit Theorem for the same class of observables.     

Semiclassical Weyl Formula for a Class of Weakly Regular Elliptic Operators

We investigate the semiclassical Weyl formula describing the asymptotic behaviour of the counting function for the number of eigenvalues in the case of self-adjoint elliptic differential operators satisfying weak regularity hypotheses. We consider symbols with possible critical points and with coefficients which have Hölder continuous derivatives of first order. Mathematics Subject Classification (2000) 35P20.     

Chains of Infinite Order,Chains with Memory of Variable Length,and Maps of the Interval

We show how to construct a topological Markov map of the interval whose invariant probability measure is the stationary law of a given stochastic chain of infinite order. In particular we characterize the maps corresponding to stochastic chains with memory of variable length. The problem treated here is the converse of the classical construction of the Gibbs formalism for Markov expanding maps of the interval.