Singularity spectrum

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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 Holder 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 Holder exponent, of at the point . is the Hausdorff dimension of a point set.

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