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Anindya
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Measure induced on [0, 1] by infinite tosses of biased coin

It is well-known that one can get Lebesgue measure on [0, 1] by tossing a fair coin infinitely (countably) many times and mapping each sequence to a real number written out in binary.

I was trying to explore what happens if you follow the same procedure with a biased coin. I managed to prove that if the induced measure is absolutely continuous with respect to Lebesgue measure, then the density must be discontinuous on at least a dense set (which includes all rational numbers in [0, 1] with a finite binary expansion).

But I suspect it's much worse than that. When I try to visualize the cumulative distribution function, it seems to have a "fractal staircase" type of shape, so I suspect the measure is, in fact, singular, but I can't prove it.

Q1. Are there any standard techniques for proving a measure is singular ?

Q2. I strongly suspect that a natural question like this has already been resolved. Any link to a textbook and/or paper would be appreciated.

Anindya
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