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arXiv · 2510.00622

The p-spectrum of Random Wavelet Series

Esser Céline·Lambert Thelma·Vedel Béatrice
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Abstract

The goal of multifractal analysis is to characterize variations in local regularity of functions by computing the Hausdorff dimension of sets of points sharing the same regularity. While classical approaches rely on H\"older exponents and are restricted to locally bounded functions, $p$-exponents extend this framework to functions locally in $L^p$ and allow one to describe negative regularities. We establish a wavelet-based upper bound for the $p$-spectrum in terms of the asymptotic distribution of wavelet coefficients, extending the classical H\"older case. We then compute the exact $p$-spectrum of \textit{Random Wavelet Series} and show that, for non-negative regularities, this bound is sharp and is also attained by a prevalent set of functions with a prescribed wavelet statistic. Finally, we show that a different phenomenon occurs for negative regularities: contrary to the classical H\"older case, Random Wavelet Series do not in general realize the maximal $p$-spectrum compatible with a prescribed distribution of wavelet coefficients.

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Esser Céline, Lambert Thelma, Vedel Béatrice. 2025-10-01. The p-spectrum of Random Wavelet Series. https://arxiv.org/abs/2510.00622

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