Appears in collection : Jean-Morlet Chair 2020 - Conference: Diophantine Problems, Determinism and Randomness / Chaire Jean-Morlet 2020 - Conférence : Problèmes diophantiens, déterminisme et aléatoire

Some number-theoretic problems have led to the study of some infinite series that show multifractal behaviour, which means that their Hölder pointwise regularity may widely change from point to point. Reviewing some examples such as lacunary trigonometric series, Davenport series, Brjuno-type functions, I will put emphasis on the methods encountered in the literature to compute the pointwise Hölder exponent of such functions.