We show how a joint multifractal analysis of a collection of signals unravels correlations between the locations of their pointwise singularities. The multivariate multifractal formalism, reformulated in the general setting supplied by multiresolution quantities, provides a framework which allows to estimate joint multifractal spectra. General results on joint multifractal spectra are derived, and illustrated by the theoretical derivation and practical estimation of the joint multifractal spectra of simple mathematical models, including correlated binomial cascades.
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