Random Wavelet Series: Theory and Applications

Abstract

Random Wavelet Series form a class of random processes with multifractal properties. We give three applications of this construction. First, we synthesize a random function having any given spectrum of singularities satisfying some conditions (but including non-concave spectra). Second, these processes provide examples where the multifractal spectrum coincides with the spectrum of large deviations, and we show how to recover it numerically. Finally, particular cases of these processes satisfy a generalized selfsimilarity relation proposed in the theory of fully developed turbulence.