MULTIFRACTAL FORMALISM OF OSCILLATING SINGULARITIES FOR RANDOM WAVELET SERIES

The oscillating multifractal formalism is a formula conjectured by Jaffard expected to yield the spectrum d(h, β) of oscillating singularity exponents from a scaling function ζ(p, s'), for p > 0 and s' ∈ ℝ, based on wavelet leaders of fractional primitives f-s' of f. In this paper, using some results from Jaffard et al., we first show that ζ(p, s') can be extended on p ∈ ℝ to a function that is concave with respect to p ∈ ℝ and independent on orthonormal wavelet bases in the Schwartz class. We also establish its concavity with respect to s' when p > 0. Then, we prove that, under some assumptions, the extended scaling function ζ(p, s') is the Legendre transform of the wavelet leaders density of f-s'. Finally, as an application, we study the validity of the extended oscillating multifractal formalism for random wavelet series (under the assumption of independence and laws depending only on the scale).