On multifractality and time subordination for continuous functions

Abstract

We show that if $Z$ is "homogeneously multifractal" (in a sense we precisely define), then $Z$ is the composition of a monofractal function $g$ with a time subordinator $f$ (i.e. $f$ is the integral of a positive Borel measure supported by $\zu$). When the initial function $Z$ is given, the monofractality exponent of the associated function $g$ is uniquely determined. We study in details a classical example of multifractal functions $Z$, for which we exhibit the associated functions $g$ and $f$. This provides new insights into the understanding of multifractal behaviors of functions.