Section: New Results

Multifractal spectra of multistable Lévy motion

Participant : Jacques Lévy Véhel.

In collaboration with R. Le Guével, University of Rennes.

As a follow-up to the work in [34] we have computed the Hausdorf, large deviation, and Legendre multifractal spectra of multistable Lévy motion. It turns out that the shape of the Hausdorf multifractal spectrum is much more complex than could be expected considering the corresponding spectrum of plain Lévy motion. Also, the large deviation spectrum reveals more information on the fine structure of the process than the Hausdorf one, a situation reminiscent of what has already been observed for the model we have developped previously for TCP traffic [2] ,[39] .