| A. Arn'eodo, E. Bacry, and J.F.Muzy, The Thermodynamics of Fractals revisited with Wavelets. Physica A, 213, (1995) pp.232-275. |
....range of scales is established, the question which immediately arises is whether this single scaling parameter H, measured from second order statistics, fully described the higher order statistics of the data. This amounts to deciding whether the data requires a mono or multi fractal description [8]. One way of approaching such a question is to study the probability density functions (pdf s) of the details fdX (j; k) k 2 Zg at fixed scales j. Figure 7 shows that the probability density function estimates of the rescaled coefficients d 0 X (j; k) 2 Gammaj ( H Gamma1=2) dX (j; k) ....
....the probability density functions (pdf s) of the details fdX (j; k) k 2 Zg at fixed scales j. Figure 7 shows that the probability density function estimates of the rescaled coefficients d 0 X (j; k) 2 Gammaj ( H Gamma1=2) dX (j; k) collapse onto a single Gaussian function. This is known [8] to be evidence that the data are well described by the single scaling parameter H and is therefore best modelled as a mono fractal. Similar results were found for pOct. Stationarity with respect to H. We now make a first, non rigorous and incomplete attempt to check the stationary of the data by ....
A. Arn'eodo, E. Bacry, and J.F.Muzy, The Thermodynamics of Fractals revisited with Wavelets. Physica A, 213, (1995) pp.232-275.
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