Renewal of singularity sets of random self-similar measures

Citation
Barral, Julien et Seuret, Stéphane, Renewal of singularity sets of random self-similar measures, Advances in applied probability , 39(1), 2007, pp. 162-188
ISSN journal
00018678
Volume
39
Issue
1
Year of publication
2007
Pages
162 - 188
Database
ACNP
SICI code
Abstract
This paper investigates new properties concerning the multifractal structure of a class of random self-similar measures. These measures include the well-known Mandelbrot multiplicative cascades, sometimes called independent random cascades. We evaluate the scale at which the multifractal structure of these measures becomes discernible. The value of this scale is obtained through what we call the growth speed in Hölder singularity sets of a Borel measure. This growth speed yields new information on the multifractal behavior of the rescaled copies involved in the structure of statistically self-similar measures. Our results are useful in understanding the multifractal nature of various heterogeneous jump processes.