From Multifractal Measures to Multifractal Wavelet Series

Given a positive locally finite Borel measure μ on R, a natural way to construct multifractal wavelet series is to set , where . Indeed, under suitable conditions, it is shown that the function F_μ inherits the multifractal properties of μ. The transposition of multifractal properties works with many classes of statistically selfsimilar multifractal measures, enlarging the class of processes which have self-similarity properties and controlled multifractal behaviors. Several perturbations of the wavelet coefficients and their impact on the multifractal nature of F_μ are studied. As an application, multifractal Gaussian processes associated with F_μ are created. We obtain results for the multifractal spectrum of the so-called W-cascades introduced by Arnéodo et al.