Multifractals

Coarse Holder Exponents

On the left we have a graph of the probabilities, on the right the coarse Holder exponents. How can we explain the different directions of curvature?
For example, the corner with address 111... has the lowest measure but the highest coarse Holder exponent, while the corner with address 444... has the highest measure but the lowest coarse Holder exponent.
This is an algabraic consequence of the fact that numbers between 0 and 1 have negative logarithms.
The square with address the string 111...1 of n 1s has probability p1n and side length 0.5n.
Similarly, the square with address the string 444...4 of n 4s has probability p4n and side length 0.5n.
The first has coarse Holder exponent
limn -> infinity Log(p1n) / Log(0.5n)
= limn -> infinity (n*Log(p1)) / (n*Log(0.5))
= limn -> infinity Log(p1) / Log(0.5)
= Log(p1) / Log(0.5)
The second has coarse Holder exponent Log(p4) / Log(0.5).
To compare these, recall Log is an increasing function, so
p1 < p4 implies Log(p1) < Log(p4)
Next, the scaling ratios r lie between 0 and 1, so Log(r) < 0. In this example, Log(0.5) < 0. Consequently,
Log(p1) / Log(0.5) > Log(p4) / Log(0.5).

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