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We review the central results concerning wavelet methods in multifractalanalysis, which consists in analysis of the pointwise singularities of asignal, and we describe its recent extension to multivariate multifractalanalysis, which deals with the joint analysis of several signals; we focus onthe mathematical questions that this new techniques motivate. We illustratethese methods by an application to data recorded on marathon runners.

A review of univariate and multivariate multifractal analysis illustrated by the analysis of marathon runners physiological data