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The singularity spectrum is a function used in multifractal analysis to describe the fractal dimension of a subset of points of a function belonging to a group of points that have the same Hölder exponent. Intuitively, the singularity spectrum gives a value for how "fractal" a set of points are in a function.
More formally, the singularity spectrum of a function, , is defined as:
Where is the function describing the Hölder exponent, of at the point . is the Hausdorff dimension of a point set.
See also
References
- van den Berg, J. C. (2004), Wavelets in Physics, Cambridge, ISBN 978-0-521-53353-9.
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