Suppose we have a family $F_0,F_1,\dots$ of independent random variables which take the value $1$ with probability $p$ and $0$ otherwise; let $\delta$ be a number between $0$ and $1$. Let
$X_n = \sum_{k=0}^n \delta^{n-k} F_k$.
I'm interested in the distribution of $X_n$. It seems straightforward enough to be known and have a name - does anybody know what it is?