For pairs of measures, the Legendre transform of the bivariate Lq-spectrum can be completely irrelevant as an upper bound, and for a random correlated pair of binomial measures the bivariate multifractal formalism holds exactly when the two parameters lie on the same side of 1/2.
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On the multivariate multifractal formalism: examples and counter-examples
For pairs of measures, the Legendre transform of the bivariate Lq-spectrum can be completely irrelevant as an upper bound, and for a random correlated pair of binomial measures the bivariate multifractal formalism holds exactly when the two parameters lie on the same side of 1/2.