Multifractals

The f(alpha) curve is concave down.

Suppose not all the ln(pi)/ln(ri) are equal.
Recall f(alpha) = q*alpha + tau(q).
Differentiating,
df/dalpha = (dq/dalpha)*alpha + q + (dtau/dq)*(dq/dalpha)
= (dq/dalpha)*(-dtau/dq) + q + (dtau/dq)*(dq/dalpha) = q
Then d2f/dalpha2 = dq/dalpha.
From alpha = -dtau/dq we see dalpha/dq = -d2tau/dq2 < 0.
Because dalpha/dq < 0, we have dq/dalpha < 0, and so d2f/dalpha2 < 0. That is, the graph of f(alpha) is concave down.

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