Exactly self-similar left-sided multifractal measures

Benoit B. Mandelbrot, Carl J. G. Evertsz, and Yoshinori Hayakawa
Phys. Rev. A 42, 4528 – Published 1 October 1990
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Abstract

We introduce and investigate a family of exactly self-similar nonrandom fractal measures, each having stretched exponentially decreasing minimum probabilities. This implies that τ(q) is not defined for q<0 and that qbottom=0 is a critical value of q. Since the partition function does not scale for all values of q, these measures are not multifractals in the restricted sense due to Frisch and Parisi [in 2 Turbulence and Predictability of Geophysical Flows and Climate Dynamics, Proceedings of the Enrico Fermi International School of Physics, edited by M. Ghil, R. Benzi, and G. Parisi (North-Holland, New York, 1985), p. 84] and to Halsey et al. [Phys. Rev. A 33, 1141 (1986)]. However, they are exactly self-similar, hence are multifractals in a much earlier and more general meaning of this notion [B. Mandelbrot, J. Fluid Mech. 62, 331 (1974)]. We show that in these measures the ‘‘free energy’’ τ(q) is singular at q=qbottom, in the sense that τ(q)=-1+cλqλ+c1q+c2q2+O(q3), where 0<λ is a ‘‘critical’’ exponent. For λ≤1, the transition in the f(α) is smooth (i.e., of infinite order), while for λ>1, the transition order is ≥2. We then use a new sampling method to study problems arising in the study of such transitions in case of undersampling.

  • Received 12 April 1990

DOI:https://doi.org/10.1103/PhysRevA.42.4528

©1990 American Physical Society

Authors & Affiliations

Benoit B. Mandelbrot

  • Department of Physics, IBM Thomas J. Watson Research Center, Yorktown Heights, New York 10598
  • Department of Mathematics, Yale University, Box 2155 Yale Station, New Haven, Connecticut 06520

Carl J. G. Evertsz and Yoshinori Hayakawa

  • Department of Applied Physics, Yale University, Box 2155 Yale Station, New Haven, Connecticut 06520

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Vol. 42, Iss. 8 — October 1990

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