Abstract
In many situations in physics as well as in some applied sciences, one is faced to the problem of characterizing very irregular functions [1–8]. The examples range from plots of various kind of random walks, e.g. Brownian signals [9], to financial time-series [1], to geological shapes [1,6], to medical time-series [5], to interfaces developing in far from equilibrium growth processes [3,4,8], to turbulent velocity signals [7,10] and to “DNA walks” coding nucleotide sequences [11,12]. These functions can be qualified as fractal functions [1,2,9] whenever their graphs are fractal sets in ℝ 2 (for our purpose here we will only consider functions from ℝ to ℝ). They are commonly called self-affine functions since their graphs are similar to themselves when transformed by anisotropic dilations: ∀ x0 ∈ ℝ,∃H ∈ ℝ; such that for any λ > 0, one has
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Arneodo, A., Audit, B., Bacry, E., Manneville, S., Muzy, J.F., Roux, S.G. (1997). Scale Invariance and Beyond: What Can We Learn from Wavelet Analysis ?. In: Dubrulle, B., Graner, F., Sornette, D. (eds) Scale Invariance and Beyond. Centre de Physique des Houches, vol 7. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-09799-1_2
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