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A Life in Many Dimensions
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 Fractals and Dynamics in Mathematics, Science, and the Arts:
Theory and Applications
ISSN: 2382-6320

Director: Michel Lapidus (University of California, Riverside, CA, USA)

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Vol. 1 Benoit Mandelbrot: A Life in Many Dimensions

edited by Michael Frame (Yale), Nathan Cohen (Fractal Antenna
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Benoit
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A Life in Many Dimensions
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editors

Michael Frame
Yale University

Nathan Cohen
Fractal Antenna Systems, Inc.

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Benoit Mandelbrot : a life in many dimensions / edited by Michael Frame (Yale), Nathan Cohen
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January 29, 2015 15:44 Benoit Mandelbrot: A Life in Many Dimensions 9in x 6in b1932-fm page v

Contents
Benoit Mandelbrot Downloaded from www.worldscientific.com
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Contributors ix
Preface by Michael Frame xv
Preface by Nathan Cohen xix

Chapter 1 Watching Benoit at work 1

Aliette Mandelbrot

Chapter 2 Benoit Mandelbrot: nor does lightning travel

in a straight line 5
Michael Frame

Chapter 3 Irregularities and scaling in signal and image

processing: multifractal analysis 31
Patrice Abry, Stéphane Jaffard, Herwig Wendt

Chapter 4 Three-dimensional fractal homeomorphisms 117

Michael F. Barnsley and Brendan Harding

Chapter 5 Mandelbrot’s cascades: a legendary destiny 143

Julien Barral and Jacques Peyrière

v
January 29, 2015 15:44 Benoit Mandelbrot: A Life in Many Dimensions 9in x 6in b1932-fm page vi

.vi.. . ..Contents
.. .. .. .. . .. .. .. .. .. . .. .. .. .. . .. .. .. .. .. . .. .. .. .. .. . .. .. .. .. . .. .. .. .. .. . .. .. .. .. .

Chapter 6 Benoit Mandelbrot and art 173

Javier Barrallo

Chapter 7 The nature of fractal music 181

Harlan J. Brothers

Chapter 8 Fractal antenna and fractal resonator primer 207

Nathan Cohen

Chapter 9 Fractal-based wideband invisibility cloak 229

Nathan Cohen, Obinna Okoro, Dan Earle,
Benoit Mandelbrot Downloaded from www.worldscientific.com

Phil Salkind, Barry Unger, Sean Yen,

Daniel McHugh, Stefan Polterzycki and
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A. J. Shelman-Cohen

Chapter 10 From fractional Brownian motion to

multifractional and multistable motion 239
Kenneth Falconer

Chapter 11 Watching the markets misbehave 257

Richard L. Hudson

Chapter 12 Partition zeta functions, multifractal spectra,

and tapestries of complex dimensions 267
Kate E. Ellis, Michel L. Lapidus,
Michael C. Mackenzie and John A. Rock

Chapter 13 Benoit Mandelbrot, films, and me: a tribute 323

Nigel Lesmoir-Gordon

Chapter 14 Fractals and humor 337

Demetri Martin

Chapter 15 Multifractal measures of time series: curvature

surfaces of f (α) curves 339
William Martino and Michael Frame

Chapter 16 Benoit Mandelbrot, educator 367

Nial Neger and Harlan J. Brothers
January 29, 2015 15:44 Benoit Mandelbrot: A Life in Many Dimensions 9in x 6in b1932-fm page vii

. .. . .. .. .. .. .. . .. .. .. .. .. . .. .. .. .. . .. .. .. .. .. . .. .. .. .. .. . .. .. .. .. . .. .. ..Contents
.. .. . .. .. .. vii
.. .

Chapter 17 The art of roughness 381

Emer O’Daly

Chapter 18 Long-range dependence of the two-dimensional

Ising model at critical temperature 399
Vladas Pipiras and Murad S. Taqqu

Chapter 19 Benoit Mandelbrot, W. H. Freeman,

and the launch of The Fractal Geometry of Nature 441
Peter Renz
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Chapter 20 Math and physics: Lévy flights and drives 449

Michael Shlesinger
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Chapter 21 Benoit Mandelbrot in finance 459

Christian Walter

Chapter 22 How Benoit Mandelbrot changed my thinking

about biological form 471
Ewald R. Weibel

Chapter 23 Entropic origin of allometry relations 489

Bruce J. West and Damien West

Chapter 24 Music and fractals 501

Charles Wuorinen

Chapter 25 Stories about Benoit 507

Chapter 26 Some final thoughts 543

Michael Frame

Index 547
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Contributors
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Patrice Abry
CNRS, Laboratoire de Physique, Ecole Normale
Supérieure de Lyon
46, allée d’Italie
69364 Lyon cedex 7, France
Michael F. Barnsley
Mathematical Sciences Institute
Australian National University
Canberra ACT 0200, Australia
Julien Barral
Département de Mathématiques
LAGA (UMR 7539), Institut Galilée
Université Paris-13
Sorbonne Paris Cité, 99 Avenue Jean-Baptiste Clément
93430 Villetaneuse, France
Javier Barrallo
The University of the Basque Country UPV/EHU
E.T.S. Arquitectura, Plaza Oñati, 2
20018 Donostia-San Sebastián, Spain

ix
January 29, 2015 15:44 Benoit Mandelbrot: A Life in Many Dimensions 9in x 6in b1932-fm page x

.x.. . Contributors
.. .. .. .. .. . .. .. .. .. .. . .. .. .. .. . .. .. .. .. .. . .. .. .. .. .. . .. .. .. .. . .. .. .. .. .. . .. .. .. .. .

Harlan J. Brothers
Director of Research & Development
Brothers Technology, LLC
1204 Main Street, P.O. Box 1016
Branford, CT 06405-8016, USA

Nathan Cohen
Fractal Antenna Systems, Inc.
213 Burlington Rd
Bedford, MA 01730, USA

Kate E. Ellis
Benoit Mandelbrot Downloaded from www.worldscientific.com

Department of Mathematics and Statistics

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California State Polytechnic University, Pomona

3801 West Temple Avenue
Pomona, CA 91768, USA

Kenneth Falconer
Mathematical Institute, University of St Andrews
North Haugh, St Andrews
Fife, KY16 9SS, UK

Michael Frame
Department of Mathematics, Yale University
PO Box 208283
New Haven, CT 06520-8283, USA

Brendan Harding
Mathematical Sciences Institute
Australian National University
Canberra ACT 0200, Australia

Richard L. Hudson
CEO & Editor, Science|Business
Science Business Publishing Ltd
166 Northwood Way, Northwood
Middlesex, HA6 1RB, UK

Stéphane Jaffard
LAMA, Université Paris-Est — Créteil Val-de-Marne
61 avenue du Général de Gaulle, Bâtiment P2
94010 Créteil, France
January 29, 2015 15:44 Benoit Mandelbrot: A Life in Many Dimensions 9in x 6in b1932-fm page xi

. .. . .. .. .. .. .. . .. .. .. .. .. . .. .. .. .. . .. .. .. .. .. . .. .. .. .. .. . .. .. .. .. . ..Contributors
.. .. .. .. . .. .. .. ..xi.

Michel L. Lapidus
Department of Mathematics
University of California, Riverside
900 University Avenue
Riverside, CA 92521-0135, USA
Nigel Lesmoir-Gordon
The Broadcasting, Entertainment, Cinematograph
and Theatre Union (BECTU)
373-377 Clapham Road
London, SW9 9BT, UK
Benoit Mandelbrot Downloaded from www.worldscientific.com

Michael C. Mackenzie
Department of Mathematics
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University of Connecticut
196 Auditorium Road U-3009
Storrs, CT 06269-3009, USA
Demetri Martin
Comedian and Writer
Santa Monica, California
William Martino
Senior Science Advisor, Quantitative Analytics Unit
Securities and Exchange Commission (SEC)
New York Regional Office
Brookfield Place, 200 Vesey Street, Suite 400
New York, NY 10281-1022, USA
Nial Neger
Mathematics Department Chairperson (retired)
Trumbull High School
Trumbull, CT 06611, USA
Emer O’Daly
Love & Robots,
(also affiliated with O’Daly Architects)
59 Dawson St.
Dublin 2, Ireland
Jacques Peyrière
Université Paris-Sud, Mathématique bât. 425
CNRS UMR 8628
91405 Orsay Cedex, France
January 29, 2015 15:44 Benoit Mandelbrot: A Life in Many Dimensions 9in x 6in b1932-fm page xii

.. . ..Contributors
.xii .. .. .. .. . .. .. .. .. .. . .. .. .. .. . .. .. .. .. .. . .. .. .. .. .. . .. .. .. .. . .. .. .. .. .. . .. .. .. .. .

Vladas Pipiras
Department of Statistics and Operations Research
University of North Carolina, Chapel Hill
Hanes Hall, CB#3260
Chapel Hill, NC 27599, USA

Peter Renz, Retired.

Formerly variously serving as
editor for W. H. Freeman and Company,
associate director of the Mathematical Association of America, editor for
Birkhauser, Boston, and Academic Press, and
Benoit Mandelbrot Downloaded from www.worldscientific.com

professor at Reed, Wellesley, and Bard Colleges

John A. Rock
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Department of Mathematics and Statistics

California State Polytechnic University, Pomona
3801 West Temple Avenue
Pomona, CA 91768, USA

Michael Shlesinger
Office of Naval Research, Code 30
875 N. Randolph Street
Arlington, VA 22203, USA

Murad S. Taqqu
Department of Mathematics and Statistics
Boston University
111 Cummington Street
Boston, MA 02215, USA

Christian Walter
Ethics and Finance Chair
Collège d’études mondiales
Fondation Maison des sciences de l’homme
190-196, avenue de France, CS 71345
F-75648 Paris Cedex 13, France

Ewald R. Weibel
Institute of Anatomy, University of Bern
Baltzerstrasse 2
CH-3000 Bern 9, Switzerland
January 29, 2015 15:44 Benoit Mandelbrot: A Life in Many Dimensions 9in x 6in b1932-fm page xiii

Contributors
. .. . .. .. .. .. .. . .. .. .. .. .. . .. .. .. .. . .. .. .. .. .. . .. .. .. .. .. . .. .. .. .. . .. .. .. .. .. . .. .. ..xiii
.. .

Herwig Wendt
CNRS, IRIT, University of Toulouse
2 rue Camichel, BP 7122
31071 Toulouse cedex 7, France
Bruce J. West
Information Sciences Directorate
US Army Research Office
Research Triangle Park, NC 27709, USA
Damien West
Physics Department
Benoit Mandelbrot Downloaded from www.worldscientific.com

Renesselaer Polytechnique Institute

Troy, NY 12108, USA
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Charles Wuorinen
Composer, New York City
Member, American Academy of Arts and Letters
Member, American Academy of Arts and Sciences
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Preface
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Benoit Mandelbrot died on October 14, 2010. He had been diagnosed with
pancreatic cancer about six weeks earlier, but he had not looked well when
my wife Jean and I visited Benoit and his wife Aliette in Cambridge over the
summer. Benoit and I had started writing two papers and a book a couple
of years earlier, but perhaps from intuition, he put aside these and other
projects to work full-time on his memoirs. This book was very important
to him; it was his chance to tell the story of his complicated life. Benoit
did not live to finish his memoirs, but aided by his IBM colleague Merry
Morse, Aliette completed the book, The Fractalist. Memoirs of a Scientific
Maverick, Pantheon, 2012.
The Fractalist is Benoit’s narrative of his life, and a little of his work.
Certainly, details of his work are more familiar, so focusing on the who,
what, where, and when of the path he took from child in Warsaw to Sterling
Professor of Mathematics at Yale is the story that more needed to be told.
Indeed, Benoit was very much more than his work, but his work was so
central to his life that a full picture of the man cannot be disentangled
from the work. Benoit had planned four more chapters for his memoirs:
complex iteration, dimension and roughness, finance, and physics. We had
discussed these shortly after Benoit started writing his memoirs, but we

xv
January 29, 2015 15:44 Benoit Mandelbrot: A Life in Many Dimensions 9in x 6in b1932-fm page xvi

. .. . .. Preface
xvi
.. .. .. .. . .. .. .. .. .. . .. .. .. .. . .. .. .. .. .. . .. .. .. .. .. . .. .. .. .. . .. .. .. .. .. . .. .. .. .. .

left them for the future. There would be time enough, there always would
be time enough. But it turned out that there wasn’t.
After his diagnosis, we had a careful discussion of these chapters. Who
could write them? I offered to try, but Benoit knew that my understanding
of his work is too superficial. Still, I believe the offer pleased him, loyalty
between friends. We thought of different people for each chapter, but didn’t
get very far with this conversation before our conversations ended. I had
one other idea, to cobble together these chapters by cutting and pasting
bits from Benoit’s Selecta. Complex iteration seemed the simplest, so I
wrote a short chapter, all Benoit’s words, taken from Fractals and Chaos.
The Mandelbrot Set and Beyond, Springer Verlag, 2004, volume C of his
Benoit Mandelbrot Downloaded from www.worldscientific.com

Selecta. Probably wisely, the publisher of The Fractalist declined. I’d got
the words right, but not the tune.
by 87.101.32.9 on 08/10/16. For personal use only.

Doubtless there will be historical analyses of Benoit’s work, though the

breadth and depth of his interests will make this a challenge. Lacking
that, I suggested a memorial volume. World Scientific, publisher of the
journal Fractals, agreed. I invited people who had worked with Benoit,
or whose work Benoit knew and appreciated. Some chose other ways to
celebrate Benoit’s life, but those who contributed to this project constitute
a good cross-section of Benoit’s interests. Mathematicians, physicists, and
financiers, to be sure, and also teachers, artists, a composer, a musician,
an architect, a film maker, a publisher, and a comdeian. Aliette wrote a
delightful sketch of watching Benoit at work. Also included are some of the
stories told at the memorial meeting held at Yale for Benoit in April, 2011.
The delays in producing this volume are due entirely to my health
challenges. I have tested the patience of the volume’s contributors, and
especially of Joy Quek of World Scientific Publishers, beyond all reasonable
bounds. That Joy never showed anything other than concern and under-
standing is a gift I treasure.
Since I was a kid in 1950s West Virginia, I wanted to be a scientist,
suprising my definitely non-scientist parents. Early on, I discovered that I
lacked the intellect to make any real contribution to science. Accepting this
disappointment took some effort, but it did have a surprising consequence.
Because I’m confused almost all the time about almost everything, I’m
pretty patient at crafting explanations for my students. Benoit noticed this
and brought me into his world. Against all expectations, I wound up seeing
the growth of new science from near its center. This book is part of my
January 29, 2015 15:44 Benoit Mandelbrot: A Life in Many Dimensions 9in x 6in b1932-fm page xvii

. .. . .. .. .. .. .. . .. .. .. .. .. . .. .. .. .. . .. .. .. .. .. . .. .. .. .. .. . .. .. .. .. . .. .. ..Preface
.. .. . .. .. ..xvii
.. .

thank you to Benoit. It is a sketch of the size of his ideas. They are very
big ideas indeed.

Michael Frame
New Haven, Connecticut
24 July 2014
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Preface
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What Made Mandelbrot Great

“This book is. . . nontraditional and its style and organiza-

tion are unconventional”
— Benoit Mandelbrot

Benoit Mandelbrot died in October, 2010, mere days after the announce-
ment of winners of the 2010 economics Nobel Prize (a misnomer; it’s
actually the “Sveriges Roksbank Prize in memory of Alfred Nobel”). He
was not so named. Thus evaporated the last chance to honor the world’s
best- known mathematician for creating a solution (some may contend
‘unconventional’) for understanding financial markets. Like many things
in Benoit’s life, this snub was one of those outrageous ironies — based on
fractals and the principles of ‘roughness’, Mandelbrot had long warned of
the economic depression in which the world then stood deeply. Markets
aren’t pure Gaussian noise, but envelopes of fascinating complexity best
described by Benoit’s roughness tools that filled, in Benoit’s words, “the

xix
January 29, 2015 15:44 Benoit Mandelbrot: A Life in Many Dimensions 9in x 6in b1932-fm page xx

. .. . ..Preface
xx
.. .. .. .. . .. .. .. .. .. . .. .. .. .. . .. .. .. .. .. . .. .. .. .. .. . .. .. .. .. . .. .. .. .. .. . .. .. .. .. .

unwelcome gap”. Like the falling particles that make perfect Gaussians in
an hour glass, some people still had their heads in the sand.1
Fortunately the rest of the world did not. Benoit’s passing was news on
a worldwide basis, a sad nadir to more than a generation of heady times
created by Benoit’s marvel of fractals and the tools of roughness.
Of course, in addition to being an economist (indeed, Mandelbrot had
a brief offer to be professor of economics at the University of Chicago,
rescinded because of fears he would further stray beyond that realm: he
did), Mandelbrot was the undisputed founder of fractal geometry; he was
a first-rate pure and applied mathematician. He was also a military man, a
psychology researcher, a physicist, an historian, a geophysicist, a computer
Benoit Mandelbrot Downloaded from www.worldscientific.com

scientist (who never touched a computer), a geographer, a linguist, and a

cosmologist. To be fair, the list should probably be dramatically longer, if
by 87.101.32.9 on 08/10/16. For personal use only.

one includes those fields in which Benoit cultivated disciples and colleagues,
those he made the roughness connection for, and those who made it by
education and inspiration. Benoit bore a remarkable number of what he
called “intellectual fruit”.
Benoit was a Renaissance man who created a renaissance.
Few centuries can claim true polymaths but ours can comfortably
claim Benoit Mandelbrot. Because such remarkable individuals are rare, it
behooves us to use our experience to understand that gift. Benoit was not
beyond exploring some of these self-aspects with true humility and honesty.2
This volume contains additional important examples, in tribute by Benoit’s
friends, colleagues, and family, that detail fields born and facilitated by
Benoit’s fertile mind. It also provides examples of Benoit the man or, more
appropriately in Yiddish, the ‘mensch’.
Here, anticipating the question these examples suggest, I shall try to
briefly detail the unique combination of talents of Benoit, and the situation
in which he found himself, that nurtured such broad expertise and influence.
To wit: What made Mandelbrot great?
First, Mandelbrot had a commanding memory. If pressed, he would
admit to memorizing book pages, and a recall of old conversations.
I discovered this by picking up a conversation with Benoit from some six
months earlier, seemingly left mid- sentence prior. He seamlessly continued
as if the delay had been but a second. Of course, such memories can have

1
Mandelbrot’s former student Gene Fama won the prize in 2013.
2
Mandelbrot, B., The Fractalist, Pantheon Book, New York 2012.
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