Abstract
We calculate the multifractal spectrum of a random measure constructed using a statistically self-similar process. We show that with probability one there is a multifractal decomposition analogous to that in the deterministic self-similar case, with the exponents given by the solution of an expectation equation.
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Falconer, K.J. The multifractal spectrum of statistically self-similar measures. J Theor Probab 7, 681–702 (1994). https://doi.org/10.1007/BF02213576
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DOI: https://doi.org/10.1007/BF02213576