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Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree of Doctor in Sciences University of Liège – Institute of Mathematics Liège – October 22, 2014 Advisor: Françoise BASTIN (University of Liège) C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 1 / 30
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Page 1: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Regularity of functions:Genericity and multifractal analysis

Dissertation presented byCéline ESSER

for the degree of Doctor in Sciences

University of Liège – Institute of Mathematics

Liège – October 22, 2014

Advisor: Françoise BASTIN (University of Liège)

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 1 / 30

Page 2: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Introduction

Weierstraß function.

W (x) :=

+∞∑n=0

an cos(bnπx), a ∈ (0, 1), ab > 1.

1

−2

−1

0

1

2

1

Figure: Weierstraß function for a = 0.5 and b = 3

Two questions.• Are there many such functions? Or is this example atypical?−→ Notions of genericity

• Is it possible to characterize the local behavior of such functions?−→ Hölder exponent and multifractal analysis

Content of the presentation.1. Notions of genericity

a) Residuality, prevalence and lineabilityb) Denjoy-Carleman classes

2. Multifractal analysisa) Hölder regularity and multifractal spectrumb) Multifractal formalismc) Leaders profile methodd) Lν spaces

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 2 / 30

Page 3: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Introduction

Weierstraß function.

W (x) :=

+∞∑n=0

an cos(bnπx), a ∈ (0, 1), ab > 1.

Two questions.

• Are there many such functions? Or is this example atypical?

−→ Notions of genericity

• Is it possible to characterize the local behavior of such functions?−→ Hölder exponent and multifractal analysis

Content of the presentation.1. Notions of genericity

a) Residuality, prevalence and lineabilityb) Denjoy-Carleman classes

2. Multifractal analysisa) Hölder regularity and multifractal spectrumb) Multifractal formalismc) Leaders profile methodd) Lν spaces

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 2 / 30

Page 4: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Introduction

Weierstraß function.

W (x) :=

+∞∑n=0

an cos(bnπx), a ∈ (0, 1), ab > 1.

Two questions.

• Are there many such functions? Or is this example atypical?

−→ Notions of genericity

• Is it possible to characterize the local behavior of such functions?

−→ Hölder exponent and multifractal analysis

Content of the presentation.1. Notions of genericity

a) Residuality, prevalence and lineabilityb) Denjoy-Carleman classes

2. Multifractal analysisa) Hölder regularity and multifractal spectrumb) Multifractal formalismc) Leaders profile methodd) Lν spaces

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 2 / 30

Page 5: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Introduction

Weierstraß function.

W (x) :=

+∞∑n=0

an cos(bnπx), a ∈ (0, 1), ab > 1.

Two questions.

• Are there many such functions? Or is this example atypical?−→ Notions of genericity

• Is it possible to characterize the local behavior of such functions?

−→ Hölder exponent and multifractal analysis

Content of the presentation.1. Notions of genericity

a) Residuality, prevalence and lineabilityb) Denjoy-Carleman classes

2. Multifractal analysisa) Hölder regularity and multifractal spectrumb) Multifractal formalismc) Leaders profile methodd) Lν spaces

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 2 / 30

Page 6: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Introduction

Weierstraß function.

W (x) :=

+∞∑n=0

an cos(bnπx), a ∈ (0, 1), ab > 1.

Two questions.

• Are there many such functions? Or is this example atypical?−→ Notions of genericity

• Is it possible to characterize the local behavior of such functions?−→ Hölder exponent and multifractal analysis

Content of the presentation.1. Notions of genericity

a) Residuality, prevalence and lineabilityb) Denjoy-Carleman classes

2. Multifractal analysisa) Hölder regularity and multifractal spectrumb) Multifractal formalismc) Leaders profile methodd) Lν spaces

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 2 / 30

Page 7: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Introduction

Weierstraß function.

W (x) :=

+∞∑n=0

an cos(bnπx), a ∈ (0, 1), ab > 1.

Two questions.

• Are there many such functions? Or is this example atypical?−→ Notions of genericity

• Is it possible to characterize the local behavior of such functions?−→ Hölder exponent and multifractal analysis

Content of the presentation.1. Notions of genericity

a) Residuality, prevalence and lineabilityb) Denjoy-Carleman classes

2. Multifractal analysisa) Hölder regularity and multifractal spectrumb) Multifractal formalismc) Leaders profile methodd) Lν spaces

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 2 / 30

Page 8: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Residuality, prevalence and lineability

Notions of genericity

• Residuality. Let X be a Baire space. A subset M of X is residual in X if Mcontains a countable intersection of dense open sets in X .

• Prevalence (Christensen, 1974 / Hunt, Sauer, Yorke, 1992). Let X be acomplete metrizable vector space. A Borel subset M of X is shy if there exists aBorel measure µ on X with compact support such that

µ(M + x) = 0, x ∈ X.

More generally, a subset V is called shy if it is contained in a shy Borel set. Thecomplement of a shy set is called a prevalent set.

• Lineability (Aron, Gurariy, Seoane-Sepúlveda, 2005). Let X be a topologicalvector space and µ a cardinal number. A subset M of X is (dense-)lineable ifM ∪ 0 contains an infinite dimensional vector subspace (dense) in X . If thedimension of this subspace is µ, M is said to be µ-(dense-)lineable.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 3 / 30

Page 9: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Residuality, prevalence and lineability

Notions of genericity

• Residuality. Let X be a Baire space. A subset M of X is residual in X if Mcontains a countable intersection of dense open sets in X .

• Prevalence (Christensen, 1974 / Hunt, Sauer, Yorke, 1992). Let X be acomplete metrizable vector space. A Borel subset M of X is shy if there exists aBorel measure µ on X with compact support such that

µ(M + x) = 0, x ∈ X.

More generally, a subset V is called shy if it is contained in a shy Borel set. Thecomplement of a shy set is called a prevalent set.

• Lineability (Aron, Gurariy, Seoane-Sepúlveda, 2005). Let X be a topologicalvector space and µ a cardinal number. A subset M of X is (dense-)lineable ifM ∪ 0 contains an infinite dimensional vector subspace (dense) in X . If thedimension of this subspace is µ, M is said to be µ-(dense-)lineable.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 3 / 30

Page 10: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Residuality, prevalence and lineability

Notions of genericity

• Residuality. Let X be a Baire space. A subset M of X is residual in X if Mcontains a countable intersection of dense open sets in X .

• Prevalence (Christensen, 1974 / Hunt, Sauer, Yorke, 1992). Let X be acomplete metrizable vector space. A Borel subset M of X is shy if there exists aBorel measure µ on X with compact support such that

µ(M + x) = 0, x ∈ X.

More generally, a subset V is called shy if it is contained in a shy Borel set. Thecomplement of a shy set is called a prevalent set.

• Lineability (Aron, Gurariy, Seoane-Sepúlveda, 2005). Let X be a topologicalvector space and µ a cardinal number. A subset M of X is (dense-)lineable ifM ∪ 0 contains an infinite dimensional vector subspace (dense) in X . If thedimension of this subspace is µ, M is said to be µ-(dense-)lineable.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 3 / 30

Page 11: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

Existence of nowhere analytic functions. An example was given by Cellérier (1890)by the function

f(x) :=

+∞∑n=1

sin(anx)

n!, x ∈ R

where a is a positive integer larger than 1.

Results.

• Genericity of the set of nowhere analytic functions in C∞([0, 1]).

• Extension of these results using Gevrey classes.

Question. Similar results in the context of classes of ultradifferentiable functions?

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 4 / 30

Page 12: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

Existence of nowhere analytic functions. An example was given by Cellérier (1890)by the function

f(x) :=

+∞∑n=1

sin(anx)

n!, x ∈ R

where a is a positive integer larger than 1.

Results.

• Genericity of the set of nowhere analytic functions in C∞([0, 1]).

• Extension of these results using Gevrey classes.

Question. Similar results in the context of classes of ultradifferentiable functions?

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 4 / 30

Page 13: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

Existence of nowhere analytic functions. An example was given by Cellérier (1890)by the function

f(x) :=

+∞∑n=1

sin(anx)

n!, x ∈ R

where a is a positive integer larger than 1.

Results.

• Genericity of the set of nowhere analytic functions in C∞([0, 1]).

• Extension of these results using Gevrey classes.

Question. Similar results in the context of classes of ultradifferentiable functions?

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 4 / 30

Page 14: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

Denjoy-Carleman classes

An arbitrary sequence of positive real numbers M = (Mk)k∈N0is called a weight

sequence.

DefinitionLet Ω be an open subset of R and M be a weight sequence. The space EM(Ω) isdefined by

EM(Ω) :=f ∈ C∞(Ω) : ∀K ⊆ Ω compact ∃h > 0 such that ‖f‖MK,h < +∞

,

where

‖f‖MK,h := supk∈N0

supx∈K

|Dkf(x)|hkMk

.

If f ∈ EM(Ω), we say that f is M -ultradifferentiable of Roumieu type on Ω.

Particular case. The weight sequences (k!)k∈N0 and ((k!)α)k∈N0 with α > 1.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 5 / 30

Page 15: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

Denjoy-Carleman classes

An arbitrary sequence of positive real numbers M = (Mk)k∈N0is called a weight

sequence.

DefinitionLet Ω be an open subset of R and M be a weight sequence. The space EM(Ω) isdefined by

EM(Ω) :=f ∈ C∞(Ω) : ∀K ⊆ Ω compact ∃h > 0 such that ‖f‖MK,h < +∞

,

where

‖f‖MK,h := supk∈N0

supx∈K

|Dkf(x)|hkMk

.

If f ∈ EM(Ω), we say that f is M -ultradifferentiable of Roumieu type on Ω.

Particular case. The weight sequences (k!)k∈N0 and ((k!)α)k∈N0 with α > 1.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 5 / 30

Page 16: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

Denjoy-Carleman classes

An arbitrary sequence of positive real numbers M = (Mk)k∈N0is called a weight

sequence.

DefinitionLet Ω be an open subset of R and M be a weight sequence. The space EM(Ω) isdefined by

EM(Ω) :=f ∈ C∞(Ω) : ∀K ⊆ Ω compact ∃h > 0 such that ‖f‖MK,h < +∞

,

where

‖f‖MK,h := supk∈N0

supx∈K

|Dkf(x)|hkMk

.

If f ∈ EM(Ω), we say that f is M -ultradifferentiable of Roumieu type on Ω.

Particular case. The weight sequences (k!)k∈N0 and ((k!)α)k∈N0 with α > 1.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 5 / 30

Page 17: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

DefinitionLet Ω be an open subset of R and M be a weight sequence. The space E(M)(Ω) isdefined by

E(M)(Ω) :=f ∈ C∞(Ω) : ∀K ⊆ Ω compact ,∀h > 0, ‖f‖MK,h < +∞

.

If f ∈ E(M)(Ω), we say that f is M -ultradifferentiable of Beurling type on Ω and weuse the representation

E(M)(Ω) = proj←−−−K⊆Ω

proj←−−h>0

EM,h(K)

to endow E(M)(Ω) with a structure of Fréchet space.

Questions.

• When do we have EM(Ω) ⊆ E(N)(Ω)?

• In that case, “how small” is EM(Ω) in E(N)(Ω)?

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 6 / 30

Page 18: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

DefinitionLet Ω be an open subset of R and M be a weight sequence. The space E(M)(Ω) isdefined by

E(M)(Ω) :=f ∈ C∞(Ω) : ∀K ⊆ Ω compact ,∀h > 0, ‖f‖MK,h < +∞

.

If f ∈ E(M)(Ω), we say that f is M -ultradifferentiable of Beurling type on Ω and weuse the representation

E(M)(Ω) = proj←−−−K⊆Ω

proj←−−h>0

EM,h(K)

to endow E(M)(Ω) with a structure of Fréchet space.

Questions.

• When do we have EM(Ω) ⊆ E(N)(Ω)?

• In that case, “how small” is EM(Ω) in E(N)(Ω)?

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 6 / 30

Page 19: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

General assumptions.

• We assume that any weight sequence M is logarithmically convex, i.e.

M2k ≤Mk−1Mk+1, ∀k ∈ N .

It implies that the space EM(Ω) is an algebra.

• We assume that any weight sequence M is such that M0 = 1.

• We usually assume that any weight sequence M is non-quasianalytic, i.e.

+∞∑k=1

(Mk)−1/k < +∞.

By Denjoy-Carleman theorem, it implies that there exists non-zero functions withcompact support in EM(R).

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 7 / 30

Page 20: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

General assumptions.

• We assume that any weight sequence M is logarithmically convex, i.e.

M2k ≤Mk−1Mk+1, ∀k ∈ N .

It implies that the space EM(Ω) is an algebra.

• We assume that any weight sequence M is such that M0 = 1.

• We usually assume that any weight sequence M is non-quasianalytic, i.e.

+∞∑k=1

(Mk)−1/k < +∞.

By Denjoy-Carleman theorem, it implies that there exists non-zero functions withcompact support in EM(R).

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 7 / 30

Page 21: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

General assumptions.

• We assume that any weight sequence M is logarithmically convex, i.e.

M2k ≤Mk−1Mk+1, ∀k ∈ N .

It implies that the space EM(Ω) is an algebra.

• We assume that any weight sequence M is such that M0 = 1.

• We usually assume that any weight sequence M is non-quasianalytic, i.e.

+∞∑k=1

(Mk)−1/k < +∞.

By Denjoy-Carleman theorem, it implies that there exists non-zero functions withcompact support in EM(R).

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 7 / 30

Page 22: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

Inclusions between Denjoy-Carleman classes

Notation. Given two weight sequences M and N , we write

M N ⇐⇒ limk→+∞

(Mk

Nk

) 1k

= 0.

PropositionLet M,N be two weight sequences and let Ω be an open subset of R. Then

M N ⇐⇒ EM(Ω) ⊆ E(N)(Ω)

and in this case, the inclusion is strict.

Keys.

• If M N , then there exists a weight sequence L such that M LN .

• There exists θ ∈ EM(R) such that |Dkθ(0)| ≥Mk for all k ∈ N0. In particular,this function does not belong to E(M)(R).

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 8 / 30

Page 23: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

Inclusions between Denjoy-Carleman classes

Notation. Given two weight sequences M and N , we write

M N ⇐⇒ limk→+∞

(Mk

Nk

) 1k

= 0.

PropositionLet M,N be two weight sequences and let Ω be an open subset of R. Then

M N ⇐⇒ EM(Ω) ⊆ E(N)(Ω)

and in this case, the inclusion is strict.

Keys.

• If M N , then there exists a weight sequence L such that M LN .

• There exists θ ∈ EM(R) such that |Dkθ(0)| ≥Mk for all k ∈ N0. In particular,this function does not belong to E(M)(R).

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 8 / 30

Page 24: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

Inclusions between Denjoy-Carleman classes

Notation. Given two weight sequences M and N , we write

M N ⇐⇒ limk→+∞

(Mk

Nk

) 1k

= 0.

PropositionLet M,N be two weight sequences and let Ω be an open subset of R. Then

M N ⇐⇒ EM(Ω) ⊆ E(N)(Ω)

and in this case, the inclusion is strict.

Keys.

• If M N , then there exists a weight sequence L such that M LN .

• There exists θ ∈ EM(R) such that |Dkθ(0)| ≥Mk for all k ∈ N0. In particular,this function does not belong to E(M)(R).

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 8 / 30

Page 25: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

ConstructionDefinitionWe say that a function is nowhere in EM if its restriction to any open and non-emptysubset Ω of R never belongs to EM(Ω).

PropositionAssume that M and N are two weight sequences such that M N . If M isnon-quasianalytic, there exists a function of E(N)(R) which is nowhere in EM.

Idea. Construct a sequence (L(p))p∈N of weight sequences such that

M L(1) L(2) · · · L(p) · · ·N.

For every p ∈ N, consider a function fp ∈ EL(p)(R) such that |Dkfp(0)| ≥ L(p)k ,

∀k ∈ N0 . If xp : p ∈ N is a dense subset of R, consider

f(x) =

+∞∑p=1

fp(x− xp)Φp(x), x ∈ R

where Φp is a compactly supported function well chosen.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 9 / 30

Page 26: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

ConstructionDefinitionWe say that a function is nowhere in EM if its restriction to any open and non-emptysubset Ω of R never belongs to EM(Ω).

PropositionAssume that M and N are two weight sequences such that M N . If M isnon-quasianalytic, there exists a function of E(N)(R) which is nowhere in EM.

Idea. Construct a sequence (L(p))p∈N of weight sequences such that

M L(1) L(2) · · · L(p) · · ·N.

For every p ∈ N, consider a function fp ∈ EL(p)(R) such that |Dkfp(0)| ≥ L(p)k ,

∀k ∈ N0 . If xp : p ∈ N is a dense subset of R, consider

f(x) =

+∞∑p=1

fp(x− xp)Φp(x), x ∈ R

where Φp is a compactly supported function well chosen.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 9 / 30

Page 27: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

ConstructionDefinitionWe say that a function is nowhere in EM if its restriction to any open and non-emptysubset Ω of R never belongs to EM(Ω).

PropositionAssume that M and N are two weight sequences such that M N . If M isnon-quasianalytic, there exists a function of E(N)(R) which is nowhere in EM.

Idea. Construct a sequence (L(p))p∈N of weight sequences such that

M L(1) L(2) · · · L(p) · · ·N.

For every p ∈ N, consider a function fp ∈ EL(p)(R) such that |Dkfp(0)| ≥ L(p)k ,

∀k ∈ N0 . If xp : p ∈ N is a dense subset of R, consider

f(x) =

+∞∑p=1

fp(x− xp)Φp(x), x ∈ R

where Φp is a compactly supported function well chosen.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 9 / 30

Page 28: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

ConstructionDefinitionWe say that a function is nowhere in EM if its restriction to any open and non-emptysubset Ω of R never belongs to EM(Ω).

PropositionAssume that M and N are two weight sequences such that M N . If M isnon-quasianalytic, there exists a function of E(N)(R) which is nowhere in EM.

Idea. Construct a sequence (L(p))p∈N of weight sequences such that

M L(1) L(2) · · · L(p) · · ·N.

For every p ∈ N, consider a function fp ∈ EL(p)(R) such that |Dkfp(0)| ≥ L(p)k ,

∀k ∈ N0 .

If xp : p ∈ N is a dense subset of R, consider

f(x) =

+∞∑p=1

fp(x− xp)Φp(x), x ∈ R

where Φp is a compactly supported function well chosen.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 9 / 30

Page 29: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

ConstructionDefinitionWe say that a function is nowhere in EM if its restriction to any open and non-emptysubset Ω of R never belongs to EM(Ω).

PropositionAssume that M and N are two weight sequences such that M N . If M isnon-quasianalytic, there exists a function of E(N)(R) which is nowhere in EM.

Idea. Construct a sequence (L(p))p∈N of weight sequences such that

M L(1) L(2) · · · L(p) · · ·N.

For every p ∈ N, consider a function fp ∈ EL(p)(R) such that |Dkfp(0)| ≥ L(p)k ,

∀k ∈ N0 . If xp : p ∈ N is a dense subset of R, consider

f(x) =

+∞∑p=1

fp(x− xp)Φp(x), x ∈ R

where Φp is a compactly supported function well chosen.C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 9 / 30

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Notions of genericity Denjoy-Carleman classes

Generic resultsPropositionAssume that N and M are two weight sequences such that M N . If M is nonquasianalytic, the set of functions of E(N)(R) which are nowhere in EM is

• prevalent,

• residual,

• c-dense-lineable.

More with countable unions

Let N be a weight sequence and let (M (n))n∈N be a sequence of weight sequencessuch that M (n) N for every n ∈ N. If there is n0 ∈ N such that the weightsequence M (n0) is non quasianalytic, the set of functions of E(N)(R) which arenowhere in

⋃n∈N EM(n) is prevalent, residual and c-dense-lineable in E(N)(R).

Idea. Construct a weight sequence P such that⋃n∈NEM(n)(Ω) ⊆ EP(Ω) ( E(N)(Ω).

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 10 / 30

Page 31: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

Generic resultsPropositionAssume that N and M are two weight sequences such that M N . If M is nonquasianalytic, the set of functions of E(N)(R) which are nowhere in EM is

• prevalent,

• residual,

• c-dense-lineable.

Idea. The set of functions of E(N)(R) which are nowhere in EM is the complement of⋃I⊆R

⋃m∈N

⋃s∈N

f ∈ E(N)(R) : sup

x∈I|Dkf(x)| ≤ smkMk, ∀k ∈ N0

︸ ︷︷ ︸

closed set with empty interior︸ ︷︷ ︸proper linear subspace of E(N)(R)

.

More with countable unions

Let N be a weight sequence and let (M (n))n∈N be a sequence of weight sequencessuch that M (n) N for every n ∈ N. If there is n0 ∈ N such that the weightsequence M (n0) is non quasianalytic, the set of functions of E(N)(R) which arenowhere in

⋃n∈N EM(n) is prevalent, residual and c-dense-lineable in E(N)(R).

Idea. Construct a weight sequence P such that⋃n∈NEM(n)(Ω) ⊆ EP(Ω) ( E(N)(Ω).

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 10 / 30

Page 32: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

Generic resultsPropositionAssume that N and M are two weight sequences such that M N . If M is nonquasianalytic, the set of functions of E(N)(R) which are nowhere in EM is

• prevalent,

• residual,

• c-dense-lineable.

More with countable unions

Let N be a weight sequence and let (M (n))n∈N be a sequence of weight sequencessuch that M (n) N for every n ∈ N. If there is n0 ∈ N such that the weightsequence M (n0) is non quasianalytic, the set of functions of E(N)(R) which arenowhere in

⋃n∈N EM(n) is prevalent, residual and c-dense-lineable in E(N)(R).

Idea. Construct a weight sequence P such that⋃n∈NEM(n)(Ω) ⊆ EP(Ω) ( E(N)(Ω).

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 10 / 30

Page 33: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

Generic resultsPropositionAssume that N and M are two weight sequences such that M N . If M is nonquasianalytic, the set of functions of E(N)(R) which are nowhere in EM is

• prevalent,

• residual,

• c-dense-lineable.

Idea. Construct for every t ∈ (0, 1) a weight sequence L(t) such that

M L(t) N and L(t) L(s) if t < s.

Then, we have for every t ∈ (0, 1)

M L( t2 ) L( 2t3 ) L( 3t

4 ) · · · L(t) N

and we construct as before a function of E(N)(R) which is nowhere in EM.

More with countable unions

Let N be a weight sequence and let (M (n))n∈N be a sequence of weight sequencessuch that M (n) N for every n ∈ N. If there is n0 ∈ N such that the weightsequence M (n0) is non quasianalytic, the set of functions of E(N)(R) which arenowhere in

⋃n∈N EM(n) is prevalent, residual and c-dense-lineable in E(N)(R).

Idea. Construct a weight sequence P such that⋃n∈NEM(n)(Ω) ⊆ EP(Ω) ( E(N)(Ω).

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 10 / 30

Page 34: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

Generic resultsPropositionAssume that N and M are two weight sequences such that M N . If M is nonquasianalytic, the set of functions of E(N)(R) which are nowhere in EM is

• prevalent,

• residual,

• c-dense-lineable.

More with countable unions

Let N be a weight sequence and let (M (n))n∈N be a sequence of weight sequencessuch that M (n) N for every n ∈ N. If there is n0 ∈ N such that the weightsequence M (n0) is non quasianalytic, the set of functions of E(N)(R) which arenowhere in

⋃n∈N EM(n) is prevalent, residual and c-dense-lineable in E(N)(R).

Idea. Construct a weight sequence P such that⋃n∈NEM(n)(Ω) ⊆ EP(Ω) ( E(N)(Ω).

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 10 / 30

Page 35: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

An important example of ultradifferentiable functions of Roumieu type is given by theclasses of Gevrey differentiable functions of order α > 1. They correspond to theweight sequences

Mk := (k!)α, k ∈ N0 .

Particular case of Gevrey classesLet α > 1. The set of functions of E((k!)α)(R) which are nowhere in E(k!)β for everyβ ∈ (1, α), is prevalent, residual and c-dense-lineable in E((k!)α)(R).

It suffices to take the weight sequences M (n) (n ∈ N) given by

M(n)k := (k!)βn , k ∈ N0,

where (βn)n∈N is an increasing sequence of (1, α) that converges to α.

Proposition (Schmets, Valdivia, 1991)Let α > 1. The set of functions of E((k!)α)(R) which are nowhere in E(k!)β for everyβ ∈ (1, α) is residual in E((k!)α)(R).

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 11 / 30

Page 36: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

An important example of ultradifferentiable functions of Roumieu type is given by theclasses of Gevrey differentiable functions of order α > 1. They correspond to theweight sequences

Mk := (k!)α, k ∈ N0 .

Particular case of Gevrey classesLet α > 1. The set of functions of E((k!)α)(R) which are nowhere in E(k!)β for everyβ ∈ (1, α), is prevalent, residual and c-dense-lineable in E((k!)α)(R).

It suffices to take the weight sequences M (n) (n ∈ N) given by

M(n)k := (k!)βn , k ∈ N0,

where (βn)n∈N is an increasing sequence of (1, α) that converges to α.

Proposition (Schmets, Valdivia, 1991)Let α > 1. The set of functions of E((k!)α)(R) which are nowhere in E(k!)β for everyβ ∈ (1, α) is residual in E((k!)α)(R).

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 11 / 30

Page 37: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

An important example of ultradifferentiable functions of Roumieu type is given by theclasses of Gevrey differentiable functions of order α > 1. They correspond to theweight sequences

Mk := (k!)α, k ∈ N0 .

Particular case of Gevrey classesLet α > 1. The set of functions of E((k!)α)(R) which are nowhere in E(k!)β for everyβ ∈ (1, α), is prevalent, residual and c-dense-lineable in E((k!)α)(R).

It suffices to take the weight sequences M (n) (n ∈ N) given by

M(n)k := (k!)βn , k ∈ N0,

where (βn)n∈N is an increasing sequence of (1, α) that converges to α.

Proposition (Schmets, Valdivia, 1991)Let α > 1. The set of functions of E((k!)α)(R) which are nowhere in E(k!)β for everyβ ∈ (1, α) is residual in E((k!)α)(R).

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 11 / 30

Page 38: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Notions of genericity Denjoy-Carleman classes

Other results.

• Similar results have been obtained with classes of ultradifferentiable functionsdefined using weight functions and weight matrices.

Perspectives.

• What about the algebrability?

• Other notions of genericity (such as porosity)?

• More with Pringsheim singularities?

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 12 / 30

Page 39: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis

Content of the presentation.

1. Notions of genericitya) Residuality, prevalence and lineabilityb) Denjoy-Carleman classes

2. Multifractal analysisa) Hölder regularity and multifractal spectrumb) Multifractal formalismc) Leaders profile methodd) Lν spaces

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 13 / 30

Page 40: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Hölder regularity and multifractal spectrum

Hölder regularity and multifractal spectrumRecall. Is it possible to characterize the local regularity of an irregular function?

1

-100

-80

-60

-40

-20

0

20

40

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 11

-25

-20

-15

-10

-5

0

5

10

15

20

25

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

1

-500

0

500

1000

1500

2000

2500

3000

3500

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 14 / 30

Page 41: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Hölder regularity and multifractal spectrum

Hölder regularity and multifractal spectrumRecall. Is it possible to characterize the local regularity of an irregular function?

DefinitionLet f : R→ R be a locally bounded function, α ≥ 0 and x ∈ R. The function fbelongs to the Hölder space Cα(x) if there exist a constant C > 0 and a polynomialP of degree strictly smaller than α such that

|f(y)− P (y)| ≤ C|y − x|α

for all y in a neighborhood of x. Then, the Hölder exponent hf (x) of f at x is definedby

hf (x) := supα ≥ 0 : f ∈ Cα(x).

Weierstraß function. hf (x) = − log alog b , ∀x ∈ R.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 14 / 30

Page 42: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Hölder regularity and multifractal spectrum

Hölder regularity and multifractal spectrumRecall. Is it possible to characterize the local regularity of an irregular function?

DefinitionLet f : R→ R be a locally bounded function, α ≥ 0 and x ∈ R. The function fbelongs to the Hölder space Cα(x) if there exist a constant C > 0 and a polynomialP of degree strictly smaller than α such that

|f(y)− P (y)| ≤ C|y − x|α

for all y in a neighborhood of x. Then, the Hölder exponent hf (x) of f at x is definedby

hf (x) := supα ≥ 0 : f ∈ Cα(x).

Weierstraß function. hf (x) = − log alog b , ∀x ∈ R.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 14 / 30

Page 43: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Hölder regularity and multifractal spectrum

• Since hf (x) can change widely from a point to another, we will characterize thesize of the sets of points which have the same local regularity.

• The iso-Hölder sets of f are Eh := x ∈ R : hf (x) = h.

DefinitionThe multifractal spectrum df of f is defined by

df (h) := dimHEh, ∀h ∈ [0,+∞],

with the convention that dimH ∅ = −∞.

−→ df gives a geometrical idea about the distribution of the singularities of f

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 15 / 30

Page 44: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Hölder regularity and multifractal spectrum

• Since hf (x) can change widely from a point to another, we will characterize thesize of the sets of points which have the same local regularity.

• The iso-Hölder sets of f are Eh := x ∈ R : hf (x) = h.

DefinitionThe multifractal spectrum df of f is defined by

df (h) := dimHEh, ∀h ∈ [0,+∞],

with the convention that dimH ∅ = −∞.

−→ df gives a geometrical idea about the distribution of the singularities of f

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 15 / 30

Page 45: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Hölder regularity and multifractal spectrum

Examples

Riemann function

1

0

1

0 1 2− log2(1− p2) − log2(p2)− log2(1− p1) − log2(p1)

Sum of two cascades

1

0

1

0 1 2− log2(1− p) − log2(p)

Cascade1

0

1

0 1 γ− log2(1− p) − log2(p) htmax

Threshold of a cascade

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 16 / 30

Page 46: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Hölder regularity and multifractal spectrum

Examples

Riemann function

1

0

1

0 1 2− log2(1− p2) − log2(p2)− log2(1− p1) − log2(p1)

Sum of two cascades

1

0

1

0 1 2− log2(1− p) − log2(p)

Cascade

1

0

1

0 1 γ− log2(1− p) − log2(p) htmax

Threshold of a cascade

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 16 / 30

Page 47: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Hölder regularity and multifractal spectrum

Examples

Riemann function1

0

1

0 1 2− log2(1− p2) − log2(p2)− log2(1− p1) − log2(p1)

Sum of two cascades

1

0

1

0 1 2− log2(1− p) − log2(p)

Cascade

1

0

1

0 1 γ− log2(1− p) − log2(p) htmax

Threshold of a cascade

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 16 / 30

Page 48: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Hölder regularity and multifractal spectrum

Examples

Riemann function1

0

1

0 1 2− log2(1− p2) − log2(p2)− log2(1− p1) − log2(p1)

Sum of two cascades

1

0

1

0 1 2− log2(1− p) − log2(p)

Cascade1

0

1

0 1 γ− log2(1− p) − log2(p) htmax

Threshold of a cascade

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 16 / 30

Page 49: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

Multifractal formalismA multifractal formalism is a method which is expected to give the multifractal spectrumof a function, from “global” quantities which are numerically computable.

Several multifractal formalisms based on a decomposition of f ∈ L2([0, 1]) in awavelet basis

f =∑j∈N0

2j−1∑k=0

cj,kψj,k + C

have been proposed to estimate df , where the mother wavelet ψ belongs to S(R).

Characterization of the Hölder exponent using wavelet coefficientsIf f is uniformly Hölder, the Hölder exponent of f at x is

hf (x) = lim infj→+∞

infk∈0,...,2j−1

log(|cj,k|)log(2−j + |k2−j − x|) .

Advantage. Easy to compute and relatively stable from a numerical point of view.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 17 / 30

Page 50: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

Multifractal formalismA multifractal formalism is a method which is expected to give the multifractal spectrumof a function, from “global” quantities which are numerically computable.

Several multifractal formalisms based on a decomposition of f ∈ L2([0, 1]) in awavelet basis

f =∑j∈N0

2j−1∑k=0

cj,kψj,k + C

have been proposed to estimate df , where the mother wavelet ψ belongs to S(R).

Characterization of the Hölder exponent using wavelet coefficientsIf f is uniformly Hölder, the Hölder exponent of f at x is

hf (x) = lim infj→+∞

infk∈0,...,2j−1

log(|cj,k|)log(2−j + |k2−j − x|) .

Advantage. Easy to compute and relatively stable from a numerical point of view.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 17 / 30

Page 51: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

Multifractal formalismA multifractal formalism is a method which is expected to give the multifractal spectrumof a function, from “global” quantities which are numerically computable.

Several multifractal formalisms based on a decomposition of f ∈ L2([0, 1]) in awavelet basis

f =∑j∈N0

2j−1∑k=0

cj,kψj,k + C

have been proposed to estimate df , where the mother wavelet ψ belongs to S(R).

Characterization of the Hölder exponent using wavelet coefficientsIf f is uniformly Hölder, the Hölder exponent of f at x is

hf (x) = lim infj→+∞

infk∈0,...,2j−1

log(|cj,k|)log(2−j + |k2−j − x|) .

Advantage. Easy to compute and relatively stable from a numerical point of view.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 17 / 30

Page 52: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

• The Frisch-Parisi formalism (1985) and the classical use of Besov spaces lead toa loss of information (only concave hull and increasing part of spectra can berecovered).

• Wavelet leaders method (S. Jaffard, 2004): Modification of the Frisch-Parisiformalism using the wavelet leaders of the function instead of wavelet coefficients.−→ Detection of increasing and decreasing parts of concave spectra.

• Introduction of spaces of type Sν (J.M. Aubry, S. Jaffard, 2005), based onhistograms of wavelet coefficients.−→ Detection of concave and non-concave parts of increasing spectra.

• Combination of the two previous methods to obtain the leaders profile methodand the spaces of type Lν .−→ Detection of increasing and decreasing parts of concave and non-concave

spectra.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 18 / 30

Page 53: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

• The Frisch-Parisi formalism (1985) and the classical use of Besov spaces lead toa loss of information (only concave hull and increasing part of spectra can berecovered).

• Wavelet leaders method (S. Jaffard, 2004): Modification of the Frisch-Parisiformalism using the wavelet leaders of the function instead of wavelet coefficients.−→ Detection of increasing and decreasing parts of concave spectra.

• Introduction of spaces of type Sν (J.M. Aubry, S. Jaffard, 2005), based onhistograms of wavelet coefficients.−→ Detection of concave and non-concave parts of increasing spectra.

• Combination of the two previous methods to obtain the leaders profile methodand the spaces of type Lν .−→ Detection of increasing and decreasing parts of concave and non-concave

spectra.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 18 / 30

Page 54: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

• The Frisch-Parisi formalism (1985) and the classical use of Besov spaces lead toa loss of information (only concave hull and increasing part of spectra can berecovered).

• Wavelet leaders method (S. Jaffard, 2004): Modification of the Frisch-Parisiformalism using the wavelet leaders of the function instead of wavelet coefficients.−→ Detection of increasing and decreasing parts of concave spectra.

• Introduction of spaces of type Sν (J.M. Aubry, S. Jaffard, 2005), based onhistograms of wavelet coefficients.−→ Detection of concave and non-concave parts of increasing spectra.

• Combination of the two previous methods to obtain the leaders profile methodand the spaces of type Lν .−→ Detection of increasing and decreasing parts of concave and non-concave

spectra.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 18 / 30

Page 55: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

• The Frisch-Parisi formalism (1985) and the classical use of Besov spaces lead toa loss of information (only concave hull and increasing part of spectra can berecovered).

• Wavelet leaders method (S. Jaffard, 2004): Modification of the Frisch-Parisiformalism using the wavelet leaders of the function instead of wavelet coefficients.−→ Detection of increasing and decreasing parts of concave spectra.

• Introduction of spaces of type Sν (J.M. Aubry, S. Jaffard, 2005), based onhistograms of wavelet coefficients.−→ Detection of concave and non-concave parts of increasing spectra.

• Combination of the two previous methods to obtain the leaders profile methodand the spaces of type Lν .−→ Detection of increasing and decreasing parts of concave and non-concave

spectra.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 18 / 30

Page 56: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

• The Frisch-Parisi formalism (1985) and the classical use of Besov spaces lead toa loss of information (only concave hull and increasing part of spectra can berecovered).

• Wavelet leaders method (S. Jaffard, 2004): Modification of the Frisch-Parisiformalism using the wavelet leaders of the function instead of wavelet coefficients.−→ Detection of increasing and decreasing parts of concave spectra.

• Introduction of spaces of type Sν (J.M. Aubry, S. Jaffard, 2005), based onhistograms of wavelet coefficients.−→ Detection of concave and non-concave parts of increasing spectra.

• Combination of the two previous methods to obtain the leaders profile methodand the spaces of type Lν .−→ Detection of increasing and decreasing parts of concave and non-concave

spectra.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 18 / 30

Page 57: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

• The Frisch-Parisi formalism (1985) and the classical use of Besov spaces lead toa loss of information (only concave hull and increasing part of spectra can berecovered).

• Wavelet leaders method (S. Jaffard, 2004): Modification of the Frisch-Parisiformalism using the wavelet leaders of the function instead of wavelet coefficients.−→ Detection of increasing and decreasing parts of concave spectra.

• Introduction of spaces of type Sν (J.M. Aubry, S. Jaffard, 2005), based onhistograms of wavelet coefficients.−→ Detection of concave and non-concave parts of increasing spectra.

• Combination of the two previous methods to obtain the leaders profile methodand the spaces of type Lν .−→ Detection of increasing and decreasing parts of concave and non-concave

spectra.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 18 / 30

Page 58: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

Wavelet leaders

Standard notation. For j ∈ N0, k ∈

0, . . . , 2j − 1

,

λ(j, k) :=x ∈ R : 2jx− k ∈ [0, 1[

=

[k

2j,k + 1

2j

),

and for all j ∈ N0, Λj denotes the set of all dyadic intervals (of [0, 1)) of length 2−j .If λ = λ(j, k), we use both notations cj,k or cλ to denote the wavelet coefficients.

DefinitionThe wavelet leaders of a function f ∈ L2([0, 1]) are defined by

dλ := supλ′⊆3λ

|cλ′ |, λ ∈ Λj , j ∈ N0 .

−→ their decay properties are directly related with the Hölder exponent.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 19 / 30

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Multifractal analysis Multifractal formalism

Wavelet leaders

Standard notation. For j ∈ N0, k ∈

0, . . . , 2j − 1

,

λ(j, k) :=x ∈ R : 2jx− k ∈ [0, 1[

=

[k

2j,k + 1

2j

),

and for all j ∈ N0, Λj denotes the set of all dyadic intervals (of [0, 1)) of length 2−j .If λ = λ(j, k), we use both notations cj,k or cλ to denote the wavelet coefficients.

DefinitionThe wavelet leaders of a function f ∈ L2([0, 1]) are defined by

dλ := supλ′⊆3λ

|cλ′ |, λ ∈ Λj , j ∈ N0 .

−→ their decay properties are directly related with the Hölder exponent.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 19 / 30

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Multifractal analysis Multifractal formalism

If x ∈ [0, 1), let λj(x) denote the dyadic interval of length 2−j which contains x.

Hölder regularity and wavelet leadersIf f is uniformly Hölder, the Hölder exponent of f at x is given by

hf (x) = lim infj→+∞

log dλj(x)

log 2−j.

Interpretation.dλj(x) ∼ 2−hf (x)j

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 20 / 30

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Multifractal analysis Multifractal formalism

If x ∈ [0, 1), let λj(x) denote the dyadic interval of length 2−j which contains x.

Hölder regularity and wavelet leadersIf f is uniformly Hölder, the Hölder exponent of f at x is given by

hf (x) = lim infj→+∞

log dλj(x)

log 2−j.

Interpretation.dλj(x) ∼ 2−hf (x)j

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 20 / 30

Page 62: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

If x ∈ [0, 1), let λj(x) denote the dyadic interval of length 2−j which contains x.

Hölder regularity and wavelet leadersIf f is uniformly Hölder, the Hölder exponent of f at x is given by

hf (x) = lim infj→+∞

log dλj(x)

log 2−j.

Interpretation.dλj(x) ∼ 2−hf (x)j

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 20 / 30

Page 63: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

If x ∈ [0, 1), let λj(x) denote the dyadic interval of length 2−j which contains x.

Hölder regularity and wavelet leadersIf f is uniformly Hölder, the Hölder exponent of f at x is given by

hf (x) = lim infj→+∞

log dλj(x)

log 2−j.

Interpretation.dλj(x) ∼ 2−hf (x)j

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 20 / 30

Page 64: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

Method based on Sν spaces

The wavelet profile νf of a locally bounded function f is defined for every h ≥ 0 by

νf (h) := limε→0+

lim supj→+∞

log #λ ∈ Λj : |cλ| ≥ 2−(h+ε)j

log 2j

.

Interpretation.

• There are approximatively 2νf (h)j coefficients greater in modulus than 2−hj .

Properties.

• νf is a right-continuous increasing function.

• νf is independent of the chosen wavelet basis.

• If f is uniformly Hölder,

df (h) ≤ dνf (h) := min

h suph′∈(0,h]

νf (h′)

h′, 1

, ∀h ≥ 0.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 21 / 30

Page 65: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

Method based on Sν spaces

The wavelet profile νf of a locally bounded function f is defined for every h ≥ 0 by

νf (h) := limε→0+

lim supj→+∞

log #λ ∈ Λj : |cλ| ≥ 2−(h+ε)j

log 2j

.

Interpretation.

• There are approximatively 2νf (h)j coefficients greater in modulus than 2−hj .

Properties.

• νf is a right-continuous increasing function.

• νf is independent of the chosen wavelet basis.

• If f is uniformly Hölder,

df (h) ≤ dνf (h) := min

h suph′∈(0,h]

νf (h′)

h′, 1

, ∀h ≥ 0.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 21 / 30

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Multifractal analysis Multifractal formalism

DefinitionTake 0 ≤ a < b ≤ +∞. A function g : [a, b] 7→ [0,+∞) is with increasing-visibility if gis continuous at a and supy∈(a,x]

g(y)y ≤

g(x)x for all x ∈ (a, b].

In other words, a function g is with increasing-visibility if for all x ∈ (a, b], the segment[(0, 0), (x, g(x))] lies above the graph of g on (a, x]. 1

0

1

0

Example of νf (---) and dνf (—)

−→ The passage from νf to dνf transforms the function νf into a function withincreasing-visibility.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 22 / 30

Page 67: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

DefinitionTake 0 ≤ a < b ≤ +∞. A function g : [a, b] 7→ [0,+∞) is with increasing-visibility if gis continuous at a and supy∈(a,x]

g(y)y ≤

g(x)x for all x ∈ (a, b].

In other words, a function g is with increasing-visibility if for all x ∈ (a, b], the segment[(0, 0), (x, g(x))] lies above the graph of g on (a, x]. 1

0

1

0

Example of νf (---) and dνf (—)

−→ The passage from νf to dνf transforms the function νf into a function withincreasing-visibility.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 22 / 30

Page 68: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

DefinitionTake 0 ≤ a < b ≤ +∞. A function g : [a, b] 7→ [0,+∞) is with increasing-visibility if gis continuous at a and supy∈(a,x]

g(y)y ≤

g(x)x for all x ∈ (a, b].

In other words, a function g is with increasing-visibility if for all x ∈ (a, b], the segment[(0, 0), (x, g(x))] lies above the graph of g on (a, x]. 1

0

1

0

Example of νf (---) and dνf (—)

−→ The passage from νf to dνf transforms the function νf into a function withincreasing-visibility.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 22 / 30

Page 69: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

DefinitionTake 0 ≤ a < b ≤ +∞. A function g : [a, b] 7→ [0,+∞) is with increasing-visibility if gis continuous at a and supy∈(a,x]

g(y)y ≤

g(x)x for all x ∈ (a, b].

In other words, a function g is with increasing-visibility if for all x ∈ (a, b], the segment[(0, 0), (x, g(x))] lies above the graph of g on (a, x]. 1

0

1

0

Example of νf (---) and dνf (—)

−→ The passage from νf to dνf transforms the function νf into a function withincreasing-visibility.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 22 / 30

Page 70: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

DefinitionTake 0 ≤ a < b ≤ +∞. A function g : [a, b] 7→ [0,+∞) is with increasing-visibility if gis continuous at a and supy∈(a,x]

g(y)y ≤

g(x)x for all x ∈ (a, b].

In other words, a function g is with increasing-visibility if for all x ∈ (a, b], the segment[(0, 0), (x, g(x))] lies above the graph of g on (a, x]. 1

0

1

0 hmax

Example of νf (---) and dνf (—)

−→ The passage from νf to dνf transforms the function νf into a function withincreasing-visibility.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 22 / 30

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Multifractal analysis Multifractal formalism

Particular case

Assumption. Assume that the wavelet coefficients of f are given by cλ = µ(λ) whereµ is a finite Borel measure on [0, 1] .

Notation. Let fβ denote the function with wavelet coefficients given by cβλ = 2−βjcλ.

In this case, one has

• dfβ (h) = df (h− β) for all h ≥ β.

• νfβ (h) = νf (h− β) for all h ≥ β.

Moreover, if

inf

νf (x)− νf (y)

x− y : x, y ∈ [hmin, h′max], x < y

> 0,

where hmin = infα : νf (α) ≥ 0, h′max = infα : νf (α) = 1, then there existsβ > 0 such that the function νfβ is with increasing-visibility on [hmin, h

′max]. In this

case, dνfβ = νfβ approximates dfβ . Therefore the increasing part of df can beapproximated by νf .

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 23 / 30

Page 72: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

Particular case

Assumption. Assume that the wavelet coefficients of f are given by cλ = µ(λ) whereµ is a finite Borel measure on [0, 1] .

Notation. Let fβ denote the function with wavelet coefficients given by cβλ = 2−βjcλ.

In this case, one has

• dfβ (h) = df (h− β) for all h ≥ β.

• νfβ (h) = νf (h− β) for all h ≥ β.

Moreover, if

inf

νf (x)− νf (y)

x− y : x, y ∈ [hmin, h′max], x < y

> 0,

where hmin = infα : νf (α) ≥ 0, h′max = infα : νf (α) = 1, then there existsβ > 0 such that the function νfβ is with increasing-visibility on [hmin, h

′max]. In this

case, dνfβ = νfβ approximates dfβ . Therefore the increasing part of df can beapproximated by νf .

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 23 / 30

Page 73: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Multifractal formalism

Particular case

Assumption. Assume that the wavelet coefficients of f are given by cλ = µ(λ) whereµ is a finite Borel measure on [0, 1] .

Notation. Let fβ denote the function with wavelet coefficients given by cβλ = 2−βjcλ.

In this case, one has

• dfβ (h) = df (h− β) for all h ≥ β.

• νfβ (h) = νf (h− β) for all h ≥ β.

Moreover, if

inf

νf (x)− νf (y)

x− y : x, y ∈ [hmin, h′max], x < y

> 0,

where hmin = infα : νf (α) ≥ 0, h′max = infα : νf (α) = 1, then there existsβ > 0 such that the function νfβ is with increasing-visibility on [hmin, h

′max]. In this

case, dνfβ = νfβ approximates dfβ . Therefore the increasing part of df can beapproximated by νf .

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 23 / 30

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Multifractal analysis Multifractal formalism

There is a tree-structure in the repartition of the wavelet coefficients

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 24 / 30

Page 75: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Leaders profile method

Wavelet leaders density

The wavelet leaders density of f is defined for every h ≥ 0 by

ρf (h) := limε→0+

lim supj→+∞

log #λ ∈ Λj : 2−(h+ε)j ≤ dλ < 2−(h−ε)j

log 2j.

Interpretation. There are approximatively 2ρf (h)j coefficients of size 2−hj .

Heuristic argument. We consider the points x such that hf (x) = h.

• dλj(x) ∼ 2−hj and there are about 2ρf (h)j such dyadic intervals.

• If we cover each singularity x by dyadic intervals of size 2−j , from the definition ofthe Hausdorff dimension, there are about 2df (h)j such intervals.

=⇒ ρf (h) = df (h)

Problems.

• The wavelet leaders density may depend on the chosen wavelet basis.

• The definition of the wavelet leaders density is numerically extremely unstable.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 25 / 30

Page 76: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Leaders profile method

Wavelet leaders density

The wavelet leaders density of f is defined for every h ≥ 0 by

ρf (h) := limε→0+

lim supj→+∞

log #λ ∈ Λj : 2−(h+ε)j ≤ dλ < 2−(h−ε)j

log 2j.

Interpretation. There are approximatively 2ρf (h)j coefficients of size 2−hj .

Heuristic argument. We consider the points x such that hf (x) = h.

• dλj(x) ∼ 2−hj and there are about 2ρf (h)j such dyadic intervals.

• If we cover each singularity x by dyadic intervals of size 2−j , from the definition ofthe Hausdorff dimension, there are about 2df (h)j such intervals.

=⇒ ρf (h) = df (h)

Problems.

• The wavelet leaders density may depend on the chosen wavelet basis.

• The definition of the wavelet leaders density is numerically extremely unstable.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 25 / 30

Page 77: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Leaders profile method

Wavelet leaders density

The wavelet leaders density of f is defined for every h ≥ 0 by

ρf (h) := limε→0+

lim supj→+∞

log #λ ∈ Λj : 2−(h+ε)j ≤ dλ < 2−(h−ε)j

log 2j.

Interpretation. There are approximatively 2ρf (h)j coefficients of size 2−hj .

Heuristic argument. We consider the points x such that hf (x) = h.

• dλj(x) ∼ 2−hj and there are about 2ρf (h)j such dyadic intervals.

• If we cover each singularity x by dyadic intervals of size 2−j , from the definition ofthe Hausdorff dimension, there are about 2df (h)j such intervals.

=⇒ ρf (h) ≥ df (h)

Problems.

• The wavelet leaders density may depend on the chosen wavelet basis.

• The definition of the wavelet leaders density is numerically extremely unstable.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 25 / 30

Page 78: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Leaders profile method

Wavelet leaders density

The wavelet leaders density of f is defined for every h ≥ 0 by

ρf (h) := limε→0+

lim supj→+∞

log #λ ∈ Λj : 2−(h+ε)j ≤ dλ < 2−(h−ε)j

log 2j.

Interpretation. There are approximatively 2ρf (h)j coefficients of size 2−hj .

Heuristic argument. We consider the points x such that hf (x) = h.

• dλj(x) ∼ 2−hj and there are about 2ρf (h)j such dyadic intervals.

• If we cover each singularity x by dyadic intervals of size 2−j , from the definition ofthe Hausdorff dimension, there are about 2df (h)j such intervals.

=⇒ ρf (h) ≥ df (h)

Problems.

• The wavelet leaders density may depend on the chosen wavelet basis.

• The definition of the wavelet leaders density is numerically extremely unstable.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 25 / 30

Page 79: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Leaders profile method

Wavelet leaders profileLet hs be the smallest positive real number such that ρf (hs) = 1. The wavelet leadersprofile of f is defined by

νf (h) :=

limε→0+

lim supj→+∞

log #λ ∈ Λj : dλ ≥ 2−(h+ε)j

log 2j

if h ≤ hs,

limε→0+

lim supj→+∞

log #λ ∈ Λj : dλ ≤ 2−(h−ε)j

log 2jif h ≥ hs.

Properties.• νf is independent of the chosen wavelet basis.• νf takes values in −∞ ∪ [0, 1], it is increasing and right-continuous on [0, hs],

decreasing and left-continuous on [hs,+∞), νf (hs) = 1 and the function

h ∈ [hs,+∞) 7→ νf (h)− 1

h

is decreasing.• Moreover, any function ν which satisfies these properties is the wavelet leaders

profile of a function.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 26 / 30

Page 80: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Leaders profile method

Wavelet leaders profileLet hs be the smallest positive real number such that ρf (hs) = 1. The wavelet leadersprofile of f is defined by

νf (h) :=

limε→0+

lim supj→+∞

log #λ ∈ Λj : dλ ≥ 2−(h+ε)j

log 2j

if h ≤ hs,

limε→0+

lim supj→+∞

log #λ ∈ Λj : dλ ≤ 2−(h−ε)j

log 2jif h ≥ hs.

Properties.• νf is independent of the chosen wavelet basis.• νf takes values in −∞ ∪ [0, 1], it is increasing and right-continuous on [0, hs],

decreasing and left-continuous on [hs,+∞), νf (hs) = 1 and the function

h ∈ [hs,+∞) 7→ νf (h)− 1

h

is decreasing.• Moreover, any function ν which satisfies these properties is the wavelet leaders

profile of a function.C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 26 / 30

Page 81: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Leaders profile method

Leaders profile method. It is based on the estimation of the multifractal spectrum dfof f by the function νf .

Results.

• Our method allows to detect some multifractal spectra that all other methodsproposed were not able to detect;

• It gives the correct multifractal spectrum for some specific functions;

• It always gives an upper bound for the multifractal spectrum;

• From a theoretical point of view, it gives as good results as the wavelet leadersmethod in the concave case, and better results in the non-concave case;

• From a theoretical point of view, it gives better results than the method based onthe Sν spaces and in particular, it allows to detect spectra which are not withincreasing visibility.

• An implementation of this method has been proposed and tested on severalexamples.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 27 / 30

Page 82: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Leaders profile method

Leaders profile method. It is based on the estimation of the multifractal spectrum dfof f by the function νf .

Results.

• Our method allows to detect some multifractal spectra that all other methodsproposed were not able to detect;

• It gives the correct multifractal spectrum for some specific functions;

• It always gives an upper bound for the multifractal spectrum;

• From a theoretical point of view, it gives as good results as the wavelet leadersmethod in the concave case, and better results in the non-concave case;

• From a theoretical point of view, it gives better results than the method based onthe Sν spaces and in particular, it allows to detect spectra which are not withincreasing visibility.

• An implementation of this method has been proposed and tested on severalexamples.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 27 / 30

Page 83: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Leaders profile method

Leaders profile method. It is based on the estimation of the multifractal spectrum dfof f by the function νf .

Results.

• Our method allows to detect some multifractal spectra that all other methodsproposed were not able to detect;

• It gives the correct multifractal spectrum for some specific functions;

• It always gives an upper bound for the multifractal spectrum;

• From a theoretical point of view, it gives as good results as the wavelet leadersmethod in the concave case, and better results in the non-concave case;

• From a theoretical point of view, it gives better results than the method based onthe Sν spaces and in particular, it allows to detect spectra which are not withincreasing visibility.

• An implementation of this method has been proposed and tested on severalexamples.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 27 / 30

Page 84: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Leaders profile method

Leaders profile method. It is based on the estimation of the multifractal spectrum dfof f by the function νf .

Results.

• Our method allows to detect some multifractal spectra that all other methodsproposed were not able to detect;

• It gives the correct multifractal spectrum for some specific functions;

• It always gives an upper bound for the multifractal spectrum;

• From a theoretical point of view, it gives as good results as the wavelet leadersmethod in the concave case, and better results in the non-concave case;

• From a theoretical point of view, it gives better results than the method based onthe Sν spaces and in particular, it allows to detect spectra which are not withincreasing visibility.

• An implementation of this method has been proposed and tested on severalexamples.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 27 / 30

Page 85: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Leaders profile method

Leaders profile method. It is based on the estimation of the multifractal spectrum dfof f by the function νf .

Results.

• Our method allows to detect some multifractal spectra that all other methodsproposed were not able to detect;

• It gives the correct multifractal spectrum for some specific functions;

• It always gives an upper bound for the multifractal spectrum;

• From a theoretical point of view, it gives as good results as the wavelet leadersmethod in the concave case, and better results in the non-concave case;

• From a theoretical point of view, it gives better results than the method based onthe Sν spaces and in particular, it allows to detect spectra which are not withincreasing visibility.

• An implementation of this method has been proposed and tested on severalexamples.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 27 / 30

Page 86: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Leaders profile method

Leaders profile method. It is based on the estimation of the multifractal spectrum dfof f by the function νf .

Results.

• Our method allows to detect some multifractal spectra that all other methodsproposed were not able to detect;

• It gives the correct multifractal spectrum for some specific functions;

• It always gives an upper bound for the multifractal spectrum;

• From a theoretical point of view, it gives as good results as the wavelet leadersmethod in the concave case, and better results in the non-concave case;

• From a theoretical point of view, it gives better results than the method based onthe Sν spaces and in particular, it allows to detect spectra which are not withincreasing visibility.

• An implementation of this method has been proposed and tested on severalexamples.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 27 / 30

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Multifractal analysis Leaders profile method

Leaders profile method. It is based on the estimation of the multifractal spectrum dfof f by the function νf .

Results.

• Our method allows to detect some multifractal spectra that all other methodsproposed were not able to detect;

• It gives the correct multifractal spectrum for some specific functions;

• It always gives an upper bound for the multifractal spectrum;

• From a theoretical point of view, it gives as good results as the wavelet leadersmethod in the concave case, and better results in the non-concave case;

• From a theoretical point of view, it gives better results than the method based onthe Sν spaces and in particular, it allows to detect spectra which are not withincreasing visibility.

• An implementation of this method has been proposed and tested on severalexamples.

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Page 88: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Lν spaces

Lν spaces

Let ν be a function which has the same properties as any wavelet leaders profile.

DefinitionThe space Lν is the set of functions f ∈ L2([0, 1]) such that νf ≤ ν.

This space has been endowed with a complete metrizable topology.

Results. If there is αmin > 0 such that ν(α) = −∞ if α < αmin, then

• Lν is also separable;

• The set of functions f such that νf = ν is residual and dense-lineable in Lν .

Perspectives.

• Generic validity of the leaders profile method;

• More with oscillating singularities.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 28 / 30

Page 89: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Lν spaces

Lν spaces

Let ν be a function which has the same properties as any wavelet leaders profile.

DefinitionThe space Lν is the set of functions f ∈ L2([0, 1]) such that νf ≤ ν.

This space has been endowed with a complete metrizable topology.

Results. If there is αmin > 0 such that ν(α) = −∞ if α < αmin, then

• Lν is also separable;

• The set of functions f such that νf = ν is residual and dense-lineable in Lν .

Perspectives.

• Generic validity of the leaders profile method;

• More with oscillating singularities.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 28 / 30

Page 90: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

Multifractal analysis Lν spaces

Lν spaces

Let ν be a function which has the same properties as any wavelet leaders profile.

DefinitionThe space Lν is the set of functions f ∈ L2([0, 1]) such that νf ≤ ν.

This space has been endowed with a complete metrizable topology.

Results. If there is αmin > 0 such that ν(α) = −∞ if α < αmin, then

• Lν is also separable;

• The set of functions f such that νf = ν is residual and dense-lineable in Lν .

Perspectives.

• Generic validity of the leaders profile method;

• More with oscillating singularities.

C. Esser (ULg) Regularity of functions: Genericity and multifractal analysis Liège – October 22, 2014 28 / 30

Page 91: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

References

References (Part I)

R.M. Aron, V.I. Gurariy and J.B. Seoane-Sepúlveda, Lineability and spaceability of sets of functions onR, Proc. Amer. Math. Soc., 133, 3, 795–803, 2005.

F. Bastin, A. Conejero, C. Esser and J.B. Seoane-Sepúlveda, Algebrability and nowhere Gevreydifferentiability, Israel J. Math., DOI 10.1007/s11856-014-1104-1, 1–7, 2014.

F. Bastin, C. Esser and S. Nicolay, Prevalence of “nowhere analyticity”, Studia Math., 210, 3, 239–246,2012.

J.P.R. Christensen, Topology and Borel structure, North Holland, Amsterdam, 1974.

C. Esser, Generic results in classes of ultradifferentiable functions, J. Math. Anal. Appl., 413,378–391, 2014.

B. R. Hunt, T. Sauer and J. A. Yorke, Prevalence: a translation-invariant “almost every" oninfinite-dimensional spaces, Bull. Amer. Math. Soc., 27 , 2, 217–238, 1992.

A. Rainer and G. Schindl, Composition in ultradifferentiable classes, arXiv: 1210.5102v1.

J. Schmets and M. Valdivia, On the extent of the (non) quasi-analytic classes, Arch. Math., 56,593–600, 1991.

V. Thilliez, On quasianalytic local rings, Expo. Math., 26, 1–23, 2008.

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Page 92: Regularity of functions: Genericity and multifractal analysis · Regularity of functions: Genericity and multifractal analysis Dissertation presented by Céline ESSER for the degree

References

References (Part II)

J.M. Aubry, F. Bastin and S. Dispa, Prevalence of multifractal functions in Sν spaces, J. Fourier Anal.Appl., 13, 2, 2007, 175–185.

J.M. Aubry and S. Jaffard, Random Wavelet Series, Comm. Math. Phys, 227, 2002, 483–514.

F. Bastin, C. Esser and S. Jaffard, Large deviation spectra based on wavelet leaders, submitted.

F. Bastin, C. Esser and L. Simons, About new Lν spaces: Topological properties and comparison withSν spaces, preprint.

C. Esser, T. Kleyntssens, S. Jaffard and S. Nicolay, A multifractal formalism for non concave and nonincreasing spectra: the Lν spaces approach, preprint.

S. Jaffard, On the Frisch-Parisi conjecture, J. Math. Pures Appl., 79, 6, 2000,525-?552.

S. Jaffard, Wavelet techniques in multifractal analysis, Fractal Geometry and Applications : A Jubileeof Benoit Mandelbrot, Proc. Symp. Pure Maths., 72, 2004, 91–151.

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