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The Ghost Measures of Affine Regular Sequences

James Evans
Abstract.

The kk-regular sequences exhibit a self-similar behaviour between powers of kk. One way to study this self-similarity is to attempt to describe the limiting shape of the sequence using measures, which results in an object which we call the ghost measure. The aim of this paper is to explicitly calculate this measure and some of its properties, including its Lebesgue decomposition, for the general family of affine 22-regular sequences.

2010 Mathematics Subject Classification:
Primary 11B85; Secondary 42A38, 28A80

1. Introduction

The concept of self-similarity is prevalent in many areas of mathematics, such as symbolic dynamics and fractals. The examples that concern us presently are the kk-regular sequences, a generalisation of automatic sequences which have relevance to number theory and Mahler functions. The definition of a kk-regular sequence involves the base kk-representation of nn, giving the sequences a recurrent behaviour between powers of kk.

A common theme in the study of self similarity is the construction of a full self-similar picture via a limit process using finite approximations; constructing an infinite fixed point of a substitution by iteration, constructing the cantor set by intersecting level sets, etc. When studying a kk-regular sequence ff, we can use the following natural idea. We take the terms of the sequence between adjacent powers of kk, interpret them as weights of a Dirac comb in [0,1)[0,1) and then normalise to create a sequence of probability measures on the 11-torus 𝕋\mathbb{T},

μN=1Σ(N)n=0kN+1kN1f(kN+n)δnkN(k1).\mu_{N}=\frac{1}{\Sigma(N)}\sum_{n=0}^{k^{N+1}-k^{N}-1}f(k^{N}+n)\delta_{\frac{n}{k^{N}(k-1)}}.

If this sequence vaguely converges, we call the limit μ\mu, the ghost measure of the sequence. This procedure was first demonstrated by Baake and Coons [1], who proved that the ghost measure of Stern’s Diatomic sequence is singular continuous. Subsequently Coons, Evans and Manibo [2] have explored the general question existence of ghost measures. This paper studies specific examples of the measure arising from the general family of affine 22-regular sequences. These are sequences obeying the relations

(1) f(2n)=A0f(n)+b0,f(2n+1)=A1f(n)+b1,\displaystyle f(2n)=A_{0}f(n)+b_{0},\quad f(2n+1)=A_{1}f(n)+b_{1},

where the coefficients are non-negative integers, not all zero. We first prove the following classification of the Lebesgue decomposition of their ghost measures.

Theorem 1.

Suppose that f(n)f(n) is an affine 22-regular sequence as in (1). Then its ghost measure μ\mu exists and its Lebesgue decomposition is as follows.

  1. (1)

    Suppose b0=b1=0b_{0}=b_{1}=0:

    • (A)

      if A0=A10A_{0}=A_{1}\neq 0 then μ\mu equals Lebesgue measure λ\lambda,

    • (B)

      if A0A1A_{0}\neq A_{1}, neither equal 0, then μ\mu is singular continuous,

    • (C)

      if A0A_{0} or A1A_{1} is 0, then μ\mu is pure point, and equals δ0\delta_{0}.

  2. (2)

    Suppose b0+b10b_{0}+b_{1}\neq 0:

    • (A)

      if A0+A12A_{0}+A_{1}\leqslant 2, then μ=λ\mu=\lambda,

    • (B)

      if A0=A1>1A_{0}=A_{1}>1, then μ\mu is absolutely continuous,

    • (C)

      if A0A1A_{0}\neq A_{1}, neither 0, then μ\mu is singular continuous,

    • (D)

      if A0A_{0} or A1=0A_{1}=0, the other greater than 22, then μ\mu is pure point.

We then give more detail about these measures, including what the Radon–Nikodym derivative is in 2B, where the measure is concentrated in 2C and what the point weights are in 2D (bold labels refer to the cases of Theorem 1). Here we see self-similarity cropping up again; not only is it describing the limit shape that the sequence, μ\mu itself also has many fractal-like characteristics.

Before moving on, we explain the name ghost measure. Neither [1] nor [2] give a name to their construction. The inspiration for ours comes from Berkeley’s critique of infinitesimals in The Analyst [3], when he says that they are

  • \ldots neither finite quantities nor quantities infinitely small, nor yet nothing. May we not call them the ghosts of departed quantities?

The values f(n)f(n) are (usually) much smaller than the sum of all terms, so the individual pure points of the μN\mu_{N} disappear in the averaging as NN tends to infinity. The measure μ\mu is the ethereal imprint that is left behind, the ghost of the departed pure points of the μN\mu_{N}. There is something spooky about this. The sequence is discrete; but as we shall see, μ\mu is often continuous, making the measure a strange, uncountable reflection of a countable structure.

2. Preliminaries

A sequence {f(n)}n=0\{f(n)\}_{n=0}^{\infty} is kk-regular if there are integer d×dd\times d matrices C0,,Ck1C_{0},\ldots,C_{k-1} and d×1d\times 1 vectors L,ML,M (together called the linear representation of the sequence) such that f(n)=LTCilCil1Ci0Mf(n)=L^{T}\cdot C_{i_{l}}C_{i_{l-1}}\cdots C_{i_{0}}\cdot M, where ili1i0i_{l}\cdots i_{1}i_{0} is the base kk representation of nn. For more details see [4, 5, 6].

{dfn}

[Ghost Measure] Let {f(n)}n=0\{f(n)\}_{n=0}^{\infty} be a non-negative kk-regular sequence. The intervals N=[kN,kN+1,,kN+11)\mathcal{R}_{N}=[k^{N},k^{N}+1,\ldots,k^{N+1}-1), N0N\geqslant 0 are called the fundamental regions. Define Σ(N)=nNf(n)\Sigma(N)=\sum_{n\in\mathcal{R}_{N}}f(n). Identify the 11-torus 𝕋\mathbb{T} as [0,1)[0,1) with addition modulo 11 and let δx\delta_{x} denote the Dirac delta measure at xx. The NNth approximant to the ghost measure is the pure point probability measure

μN=1Σ(N)n=0kN(k1)1f(kN+n)δnkN(k1).\mu_{N}=\frac{1}{\Sigma(N)}\sum_{n=0}^{k^{N}(k-1)-1}f(k^{N}+n)\delta_{\frac{n}{k^{N}(k-1)}}.

The ghost measure is defined to be the vague limit111A sequence of Borel measures μn\mu_{n} on 𝕋\mathbb{T} vaguely converges to another Borel measure μ\mu if for every continuous function ff, f𝑑μnf𝑑μ\int fd\mu_{n}\to\int fd\mu as nn\to\infty. For more details, see [7, 8, 9]. μ=limNμN\mu=\lim_{N\to\infty}\mu_{N} (if it exists).

There is some choice in this definition. It might sometimes be more natural to use [0,kN1][0,k^{N}-1] rather than [kN,kN+11][k^{N},k^{N+1}-1] as the fundamental regions. One can also go beyond kk-regular sequences and apply the idea to any sequence f(n)f(n) and series of intervals N\mathcal{R}_{N} whose length tends to infinity, but only with sufficient regularity will this result in some interesting objects.

Our focus shall be on the Lebesgue decomposition of ghost measures, so we review the concept briefly. In the following λ\lambda denotes Lebesgue measure on 𝕋\mathbb{T}.

Theorem 2 (Lebesgue decomposition theorem).

[9, Chapter 6] Suppose that μ\mu is a finite Borel measure on 𝕋\mathbb{T}. Then there exists three other measures μpp\mu_{pp}, μsc\mu_{sc} and μac\mu_{ac} such that μ=μpp+μsc+μac\mu=\mu_{pp}+\mu_{sc}+\mu_{ac}, where

  • μpp\mu_{pp} is pure point: it is a countable sum of weighted Dirac delta measures,

  • μsc\mu_{sc} is singular continuous: it is concentrated on an uncountable lebesgue measure zero set,

  • μac\mu_{ac} is absolutely continuous: there is a function (its Radon–Nikodym derivative) gL1(𝕋)g\in L^{1}(\mathbb{T}) such that dμac=gdλd\mu_{ac}=gd\lambda.

The theorem is useful because each component has very different properties, so knowing the decomposition provides a qualitative assessment of how the measure and the object from which it was constructed are behaving. This is particularly true when the measure has pure type, that is, only one component is non-zero.

3. The Affine regular sequences

As a reminder, the affine 22-regular sequences are sequences obeying f(2n)=A0f(n)+b0f(2n)=A_{0}f(n)+b_{0}, f(2n+1)=A1f(n)+b1f(2n+1)=A_{1}f(n)+b_{1}. The relations may be inconsistent at n=0n=0, so we simply start with f(1)f(1). We restrict the coefficients to be non-negative integers, not all zero, to guarantee that the sequences are non-negative and that μ\mu will be a probability measure. Despite their simplicity, the affine 22-regular sequences include many famous and important examples [5, 6], which we briefly review. Where relevant, the plot on the left shows the sequence from 0 up to 2N2^{N} while the right shows FN(x)=μN([0,x])F_{N}(x)=\mu_{N}([0,x]), for some large NN. These plots clearly show the self-similar behaviour that we are trying to describe

Example 3.1.

The constant sequence f(n)=1f(n)=1, obeying f(2n)=1f(2n)=1 and f(2n+1)=1f(2n+1)=1 is trivially an affine 22-regular sequence. The ghost measure of this sequence is Lebesgue measure, and hence absolutely continuous.

Example 3.2.

The sequence f(n)=nf(n)=n obeys f(0)=0f(0)=0, f(2n)=2f(n)f(2n)=2f(n), f(2n+1)=2f(n)+1f(2n+1)=2f(n)+1. Its ghost measure is absolutely continuous and equals 2+2x3λ\frac{2+2x}{3}\lambda.

Example 3.3 (Gould’s Sequences).

These are among the oldest 22-regular sequences to be described as such. The first is g(n)=g(n)= the number of 11’s in nn’s binary expansion, which obeys g(2n)=g(n)g(2n)=g(n), g(2n+1)=g(n)+1g(2n+1)=g(n)+1, g(0)=0g(0)=0. It has Σ(N)=2N1(N+2)\Sigma(N)=2^{N-1}(N+2) and ghost measure μ=λ\mu=\lambda. The second version is G(n)=2g(n)G(n)=2^{g(n)}, obeying G(2n)=G(n)G(2n)=G(n), G(2n+1)=2G(n)G(2n+1)=2G(n), G(0)=1G(0)=1. It has Σ(N)=23N\Sigma(N)=2\cdot 3^{N} and a singular continuous ghost measure. It turns out that G(n)G(n) counts the odd numbers in the nnth row of Pascal’s triangle [10].

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Figure 1. g(n)g(n)
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Figure 2. G(n)G(n)

It might be surprising that the ghost measure of g(n)g(n) is Lebesgue measure, given the sequence’s irregularity. However, on large scales most of the mass is evenly distributed, as shown by FN(x)F_{N}(x) being essentially a straight line. For G(n)G(n) the peaks are more pronounced resulting in a singular measure. Interestingly, G(n)G(n)’s FN(x)F_{N}(x) is among the first explicit examples of strictly increasing, singular continuous functions that were constructed by Salem [11]. One can use this fact as part of another proof of 2C.

Example 3.4 (The Ruler sequences).

As with Gould’s, there are two versions. There is r(n)r(n) the 22-adic valuation of nn and R(n)=2r(n)R(n)=2^{r(n)}. The relations for r(n)r(n) are r(2n)=r(n)+1r(2n)=r(n)+1, r(2n+1)=0r(2n+1)=0, while R(n)R(n) obeys R(2n)=2R(n)R(2n)=2R(n), R(2n+1)=1R(2n+1)=1. These sequences have Σ(N)=2N1\Sigma(N)=2^{N}-1 and 2N1(N+2)2^{N-1}(N+2) respectively. Both have ghost measure equal to Lebesgue measure. Even though both sequences have large peaks, in the limit all of μN\mu_{N}’s mass is concentrated in the small, uniformly distributed pure points. The convergence can be quite slow, especially for R(n)R(n) as shown by large discontinuities in FN(x)F_{N}(x), even for the large NN chosen.

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Figure 3. r(n)r(n)
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Figure 4. R(n)R(n)
Example 3.5 (Missing digit examples).

Consider the sequences z(2n)=dz(n)z(2n)=d\cdot z(n), z(2n+1)=dz(n)+jz(2n+1)=d\cdot z(n)+j, z(0)=0z(0)=0, d2d\geqslant 2, 1jd11\leqslant j\leqslant d-1. These enumerate the numbers with only 0 and jj in their base dd expansion. Named examples include

  • The Cantor sequence: the numbers with no 11 in their ternary expansion. It obeys c(2n)=3c(n)c(2n)=3c(n), c(2n+1)=3c(n)+2c(2n+1)=3c(n)+2, c(0)=0c(0)=0.

  • No arithmetic progressions: define e(0)=0e(0)=0, e(1)=1e(1)=1. Then e(n)e(n), n>1n>1, is the least integer not in arithmetic progression with any two previous terms. The sequence obeys e(2n)=3e(n)e(2n)=3e(n), e(2n+1)=3e(n)+1e(2n+1)=3e(n)+1, e(0)=0e(0)=0.

  • The Moser–De Bruijn sequence: enumerates the numbers that are sums of distinct powers of 44. Obeys m(2n)=4m(n)m(2n)=4m(n), m(2n+1)=4m(n)+1m(2n+1)=4m(n)+1, m(0)=0m(0)=0.

[Uncaptioned image]
[Uncaptioned image]

Their ghost measures are all absolutely continuous. This is clear because the sequences are strictly increasing, so μN\mu_{N}’s mass cannot be concentrating towards any measure zero set, ruling out a singular part.

Example 3.6 (A trivial pure-point example).

Suppose that N(n)=1N(n)=1 if and only if n=2kn=2^{k} for some kk, and zero elsewise (i.e. N(2n)=N(n)N(2n)=N(n), N(2n+1)=0N(2n+1)=0, N(1)=1N(1)=1). Then for all NN, μN\mu_{N} (and so also μ\mu) equals δ0\delta_{0}. This is probably the simplest example with a pure-point ghost measure, and it exemplifies the degenerate behaviour required for μ\mu to have a pure point part.

The following sequences technically do not fall under Theorem 1 because they have negative coefficients in their recurrence relations. We assume positivity so as to avoid complications in the proofs. But, with some more care, the same working applies to many more sequence than Theorem 1. That our work can deal with this very wide range of important examples emphasises its usefulness.

Example 3.7 (The Josephus Sequence).

Probably the regular sequence with the most interesting (and violent) story associated to it [12]. It obeys J(2n)=2J(n)1J(2n)=2J(n)-1, J(2n+1)=2J(n)+1J(2n+1)=2J(n)+1, J(1)=1J(1)=1. Between powers of 22 the sequence is linearly increasing (J(2n+k)=2k+1J(2^{n}+k)=2k+1, for 0k<2n0\leqslant k<2^{n}), so Σ(N)=4n\Sigma(N)=4^{n} and the ghost measure is absolutely continuous and equals 2xλ2x\cdot\lambda.

Example 3.8 (The Thue–Morse Sequence).

The Thue–Morse sequence is probably the most important and ubiquitous 22-regular sequence, or sequence in general for that matter, see [13]. Over the alphabet {0,1}\{0,1\} the sequence obeys t(2n)=t(n)t(2n)=t(n), t(2n+1)=1t(n)t(2n+1)=1-t(n), t(0)=0t(0)=0. It is bounded (and hence 2-automatic) and is the fixed point of a primitive substitution system so it has been heavily analysed by other methods, making it interesting to compare with the ghost measure. It is well known that the Thue–Morse sequence has a uniformly converging natural density. Thus, for large NN the μN\mu_{N} are essentially just a set of evenly distributed pure point masses, which is another proof that the ghost measure is Lebesgue measure.

4. The Lebesgue Decomposition of the Ghost Measure

The goal of this paper is to understand the ghost measures of the affine 22-regular sequences concretely, not just prove they exist in the abstract. First we understand the general character of the measures by determining their Lebesgue decomposition, as in Theorem 1. The proof, apart from 2C and 2D, is contained in this section. In the next section we study the exact shape of the measures.

4.1. Proof of (most of) Theorem 1

As a reminder, Theorem 1 works by breaking the affine 22-regular sequences up into the seven cases.

  1. (1)

    The homogeneous case, b0=b1=0b_{0}=b_{1}=0:

    1A: A0=A10A_{0}=A_{1}\neq 0, 1B: A0A1A_{0}\neq A_{1}, neither 0, 1C: A0A_{0} or A1A_{1} is 0,

  2. (2)

    The inhomogeneous case, b0+b10b_{0}+b_{1}\neq 0:

    2A: A0+A12A_{0}+A_{1}\leqslant 2, 2B: A0=A1>1A_{0}=A_{1}>1, 2C: A0A1A_{0}\neq A_{1}, neither 0, 2D: A0A_{0} or A1=0A_{1}=0, the other greater than or equal to 33.

The proof mostly consists of analysing the Fourier coefficients of the μN\mu_{N}. This is the tactic used in [1] and it suffices to prove the theorem apart from 2C and 2D. We begin by determining Σ(N)=n=02N1f(2N+n)\Sigma(N)=\sum_{n=0}^{2^{N}-1}f(2^{N}+n).

Lemma 3.

Let A=A0+A1A=A_{0}+A_{1} and b=b0+b1b=b_{0}+b_{1}. Then

Σ(N)={b2N1A=0f(1)+b(2N1)A=12Nf(1)+bN2N1A=2ANf(1)+bAN2NA2A>2.\Sigma(N)=\begin{cases}b2^{N-1}&A=0\\ f(1)+b(2^{N}-1)&A=1\\ 2^{N}f(1)+b\cdot N2^{N-1}&A=2\\ A^{N}f(1)+b\frac{A^{N}-2^{N}}{A-2}&A>2\end{cases}.
Proof 4.1.

We split the sum defining Σ(N)\Sigma(N) by odd and even terms and apply f(n)f(n)’s defining relations to get Σ(N)=AΣ(N1)+b2N1\Sigma(N)=A\cdot\Sigma(N-1)+b2^{N-1}. Using induction, this says that Σ(N)=ANΣ(0)+b(2N1+2N2A++2AN2+AN1)\Sigma(N)=A^{N}\Sigma(0)+b(2^{N-1}+2^{N-2}A+\cdots+2A^{N-2}+A^{N-1}). This immediately reduces to the required form, using Σ(0)=f(1)\Sigma(0)=f(1) and xn1+xn2y+xyn2+yn1=xnynxyx^{n-1}+x^{n-2}y+\cdots xy^{n-2}+y^{n-1}=\frac{x^{n}-y^{n}}{x-y} for A>2A>2.

It is convenient to factor out the ANA^{N} from Σ(N)\Sigma(N) and call the remainder σ(N)\sigma(N).

σ(N)={f(1)+b(2N1)A=1f(1)+bN2A=2f(1)+b1(2A)NA2A>2.\sigma(N)=\begin{cases}f(1)+b(2^{N}-1)&A=1\\ f(1)+b\cdot\frac{N}{2}&A=2\\ f(1)+b\frac{1-(\frac{2}{A})^{N}}{A-2}&A>2.\end{cases}

When A>2A>2, we label limNσ(N)=f(1)+bA2\lim_{N\to\infty}\sigma(N)=f(1)+\frac{b}{A-2} by σ()\sigma(\infty).

Given a finite Borel measure μ\mu on 𝕋\mathbb{T}, its mthm^{th} Fourier coefficient, mm\in\mathbb{Z}, is

μ^(m)=𝕋e2πimx𝑑μ(x).\widehat{\mu}(m)=\int_{\mathbb{T}}e^{-2\pi imx}d\mu(x).

For absolutely continuous measures dμ=gdλd\mu=gd\lambda this reduces to the standard definition of the Fourier coefficients of the function gg. The key theorem that we need is the following.

Theorem 4 (Levy’s Continuity Theorem).

[14, Theorem 3.14] A sequence of probability measures μn\mu_{n} on 𝕋\mathbb{T} vaguely converges to μ\mu if and only if for all mm\in\mathbb{Z}, limnμn^(m)\lim_{n\to\infty}\widehat{\mu_{n}}(m) exists and equals μ^(m)\widehat{\mu}(m). These coefficients uniquely determine μ\mu.

We will need to know the Fourier coefficients of a Dirac delta measure;

(2) δx^(m)=e2πimx.\displaystyle\widehat{\delta_{x}}(m)=e^{-2\pi imx}.

The standard convolution theorem for Fourier coefficients shall also be useful

μν^(m)=μ^(m)ν^(m).\widehat{\mu*\nu}(m)=\widehat{\mu}(m)\widehat{\nu}(m).

Using the definition of convolution of measures, or by comparing Fourier transforms and using Theorem 4, we obtain δxδy=δx+y\delta_{x}*\delta_{y}=\delta_{x+y}, where x+yx+y is modulo 11.

Our first task is to prove that the ghost measures of Theorem 1 actually exist.

Lemma 5.

The ghost measure μ\mu exists for the sequences under consideration in Theorem 1.

Proof 4.2.

We ignore the case A0+A1=0A_{0}+A_{1}=0. Splitting by odd and even nn again gives

μN\displaystyle\mu_{N} =1Σ(N)n=02N11f(2N+2n)δ2n2N+f(2N+2n+1)δ2n2Nδ12N\displaystyle=\frac{1}{\Sigma(N)}\sum_{n=0}^{2^{N-1}-1}f(2^{N}+2n)\delta_{\frac{2n}{2^{N}}}+f(2^{N}+2n+1)\delta_{\frac{2n}{2^{N}}}*\delta_{\frac{1}{2^{N}}}
=1Σ(N)n=02N11(A0f(2N1+n)+b0)δn2N1+(A1f(2N1+n)+b1)δ2n2Nδ12N\displaystyle=\frac{1}{\Sigma(N)}\sum_{n=0}^{2^{N-1}-1}(A_{0}f(2^{N-1}+n)+b_{0})\delta_{\frac{n}{2^{N-1}}}+(A_{1}f(2^{N-1}+n)+b_{1})\delta_{\frac{2n}{2^{N}}}*\delta_{\frac{1}{2^{N}}}
=Σ(N1)Σ(N)μN1(A0δ0+A1δ12N)+1Σ(N)(n=02N11δn2N1)(b0δ0+b1δ12N)\displaystyle=\frac{\Sigma(N-1)}{\Sigma(N)}\mu_{N-1}*(A_{0}\delta_{0}+A_{1}\delta_{\frac{1}{2^{N}}})+\frac{1}{\Sigma(N)}\left(\sum_{n=0}^{2^{N-1}-1}\delta_{\frac{n}{2^{N-1}}}\right)*(b_{0}\delta_{0}+b_{1}\delta_{\frac{1}{2^{N}}})
=σ(N1)σ(N)μN1A0δ0+A1δ12NA0+A1+1σ(N)(n=02N11δn2N1)b0δ0+b1δ12N(A0+A1)N.\displaystyle=\frac{\sigma(N-1)}{\sigma(N)}\mu_{N-1}*\frac{A_{0}\delta_{0}+A_{1}\delta_{\frac{1}{2^{N}}}}{A_{0}+A_{1}}+\frac{1}{\sigma(N)}\left(\sum_{n=0}^{2^{N-1}-1}\delta_{\frac{n}{2^{N-1}}}\right)*\frac{b_{0}\delta_{0}+b_{1}\delta_{\frac{1}{2^{N}}}}{(A_{0}+A_{1})^{N}}.

Next, we use Equation 2 and linearity to calculate the Fourier coefficients of μN\mu_{N}. Only integer values of tt are relevant, so the sum term in the previous line turns into a multiple of the indicator function on 2N12^{N-1}\mathbb{Z};

μN^(t)=σ(N1)σ(N)μN1^(t)A0+A1e2πit2NA0+A1+1σ(N)2N1χ2N1(t)b0+b1e2πit2N(A0+A1)N.\widehat{\mu_{N}}(t)=\frac{\sigma(N-1)}{\sigma(N)}\widehat{\mu_{N-1}}(t)\frac{A_{0}+A_{1}e^{\frac{-2\pi it}{2^{N}}}}{A_{0}+A_{1}}+\frac{1}{\sigma(N)}2^{N-1}\chi_{2^{N-1}\mathbb{Z}}(t)\frac{b_{0}+b_{1}e^{\frac{-2\pi it}{2^{N}}}}{(A_{0}+A_{1})^{N}}.

By induction we get the general formula

(3) μN^(t)\displaystyle\widehat{\mu_{N}}(t) =σ(0)σ(N)n=1NA0+A1e2πit2nA0+A1\displaystyle=\frac{\sigma(0)}{\sigma(N)}\prod_{n=1}^{N}\frac{A_{0}+A_{1}e^{\frac{-2\pi it}{2^{n}}}}{A_{0}+A_{1}}
+1σ(N)n=1N(2n1χ2n1(t)b0+b1e2πit2n(A0+A1)nj=n+1NA0+A1e2πit2jA0+A1).\displaystyle+\frac{1}{\sigma(N)}\sum_{n=1}^{N}\left(2^{n-1}\chi_{2^{n-1}\mathbb{Z}}(t)\frac{b_{0}+b_{1}e^{\frac{-2\pi it}{2^{n}}}}{(A_{0}+A_{1})^{n}}\prod_{j=n+1}^{N}\frac{A_{0}+A_{1}e^{\frac{-2\pi it}{2^{j}}}}{A_{0}+A_{1}}\right).

Taking the limit NN\to\infty, we obtain

(4) μN^(t)\displaystyle\widehat{\mu_{N}}(t) =σ(0)σ()n=1A0+A1e2πit2nA0+A1\displaystyle=\frac{\sigma(0)}{\sigma(\infty)}\prod_{n=1}^{\infty}\frac{A_{0}+A_{1}e^{\frac{-2\pi it}{2^{n}}}}{A_{0}+A_{1}}
+1σ()n=1(2n1χ2n1(t)b0+b1e2πit2n(A0+A1)nj=n+1NA0+A1e2πit2jA0+A1).\displaystyle+\frac{1}{\sigma(\infty)}\sum_{n=1}^{\infty}\left(2^{n-1}\chi_{2^{n-1}\mathbb{Z}}(t)\frac{b_{0}+b_{1}e^{\frac{-2\pi it}{2^{n}}}}{(A_{0}+A_{1})^{n}}\prod_{j=n+1}^{N}\frac{A_{0}+A_{1}e^{\frac{-2\pi it}{2^{j}}}}{A_{0}+A_{1}}\right).

These limits actually exist. For t=0t=0, μN^(0)=1\widehat{\mu_{N}}(0)=1 for all NN in all cases, essentially by definition of Σ(N)\Sigma(N). So the limit exists at t=0t=0, and μ^(0)=1\widehat{\mu}(0)=1, so μ\mu is always a probability measure. For t0t\neq 0, there will be an NN such that t2N1t\notin 2^{N-1}\mathbb{Z} and the sum truncates at this finite position. All of the products appearing have terms with magnitude less than 11, and tending to 11 as the index of the product increases, so they all converge. Then, because 1σ(N)\frac{1}{\sigma(N)} also converges (to a positive number or 0), we see that μN^(t)\widehat{\mu_{N}}(t) converges for all tt. By Theorem 4, the μN\mu_{N} are vaguely converging to a measure μ\mu with coefficients μ^(t)\widehat{\mu}(t).


We now treat the cases 1A, 1B, 1C, 2A, 2B and part of 2C of Theorem 1 in a series of propositions.

Proposition 6 (1A).

If A0=A1=A0A_{0}=A_{1}=A\neq 0 and b0=b1=0b_{0}=b_{1}=0, then μ\mu is equal to Lebesgue measure.

Proof 4.3.

In this case f(n)f(n) equals f(1)ANf(1)\cdot A^{N} between 2N2^{N} and 2N+112^{N+1}-1. Hence for every NN, μN\mu_{N} equals the evenly spread Dirac comb 12Nn=02N1δn2N\frac{1}{2^{N}}\sum_{n=0}^{2^{N}-1}\delta_{\frac{n}{2^{N}}}. This sequence vaguely converges to Lebesgue measure. One way to show this is to observe that μN^=χ2N(t)\widehat{\mu_{N}}=\chi_{2^{N}\mathbb{Z}}(t), which converges pointwise to χ{0}=λ^\chi_{\{0\}}=\widehat{\lambda}.

Proposition 7 (1B).

If A0A1A_{0}\neq A_{1}, neither equal 0, and b0=b1=0b_{0}=b_{1}=0, then μ\mu is singular continuous.

Proof 4.4.

The proof that the ghost measure of Stern’s sequence is singular continuous works, almost without alteration. One can read [1] for the full details. The proof relies on the representation of μ\mu and its Fourier transforms by convergent infinite products (both of which follow from the formulas of Lemma 5)

μ=n=1A0δ0+A1δ12nA0+A1,μ^=n=1A0+A1e2πit2nA0+A1.\mu=\mathop{{\raisebox{-0.43057pt}{$\ast$}}}_{n=1}^{\infty}\frac{A_{0}\delta_{0}+A_{1}\delta_{\frac{1}{2^{n}}}}{A_{0}+A_{1}},\quad\widehat{\mu}=\prod_{n=1}^{\infty}\frac{A_{0}+A_{1}e^{\frac{-2\pi it}{2^{n}}}}{A_{0}+A_{1}}.

Because μ\mu is represented by a convergent infinite convolution product of pure point measures, it has pure type. That is, only one of μac,μsc,μpp\mu_{ac},\mu_{sc},\mu_{pp} is non-zero [15, Theorem 35]. To prove that it is not absolutely continuous, one first shows that μ^(1)0\widehat{\mu}(1)\neq 0 and combines with μ^(t)=μ^(2t)\widehat{\mu}(t)=\widehat{\mu}(2t) for all tt\in\mathbb{Z} (both easy results) to show that infinitely many coefficients have the same non-zero value. However, the Riemann-Lebesgue lemma states that the Fourier coefficients of an absolutely continuous measure limits to zero as |t|\mathinner{\!\left\lvert t\right\rvert} tends to infinity.

The only change to the proof that μ\mu is not pure point is that the original has

maxt[0,25](|μ^(1t)|2)mint[0,25](|μ^(t)|2)=κ<116,\frac{\max_{t\in[0,\frac{2}{5}]}(\mathinner{\!\left\lvert\widehat{\mu}(1-t)\right\rvert}^{2})}{\min_{t\in[0,\frac{2}{5}]}(\mathinner{\!\left\lvert\widehat{\mu}(t)\right\rvert}^{2})}=\kappa<\frac{1}{16},

while we can only prove that κ<1\kappa<1 because |μ^(t)|2=k=1A02+A12+2A0A1cos(πt2k)(A0+A1)2\mathinner{\!\left\lvert\widehat{\mu}(t)\right\rvert}^{2}=\prod_{k=1}^{\infty}\frac{A_{0}^{2}+A_{1}^{2}+2A_{0}A_{1}\cos(\frac{\pi t}{2^{k}})}{(A_{0}+A_{1})^{2}} is strictly decreasing in [0,1][0,1]. However, this is sufficient for our needs. The proof in [1] defines σN=12Nn=12N|μ^(n)|2\sigma_{N}=\frac{1}{2^{N}}\sum_{n=1}^{2^{N}}\mathinner{\!\left\lvert\widehat{\mu}(n)\right\rvert}^{2}, and then proves that (for N>2N>2) σNσN11κ4σN2\sigma_{N}\leqslant\sigma_{N-1}-\frac{1-\kappa}{4}\sigma_{N-2}. Substituting for σN1\sigma_{N-1} gives σN3+κ4σN2\sigma_{N}\leqslant\frac{3+\kappa}{4}\sigma_{N-2}. Inductively, we then have σN(3+κ4)N2max(σ0,σ1)\sigma_{N}\leqslant\left(\frac{3+\kappa}{4}\right)^{\frac{N}{2}}\max(\sigma_{0},\sigma_{1}), which tends to 0 as NN tends to infinity because κ<1\kappa<1. This is sufficient to prove the result, by using Wiener’s criterion [7, Proposition 8.9], that σN\sigma_{N} tends to zero as NN tends to infinity exactly when the measure has no pure point part.

Proposition 8 (1C).

If A0A_{0} or A1A_{1} is 0 and b0=b1=0b_{0}=b_{1}=0, then μ\mu is pure point, and equals δ0\delta_{0}.

Proof 4.5.

If A00A_{0}\neq 0 and A1=0A_{1}=0, then f(n)=0f(n)=0 except at n=2Nn=2^{N} where it equals f(1)A0Nf(1)\cdot A_{0}^{N}. Then all μN\mu_{N} are equal to δ0\delta_{0}, and hence so is μ\mu. Similarly if A0=0A_{0}=0 and A10A_{1}\neq 0, the sequence is only non zero at n=2N1n=2^{N}-1. So μN=δ2N12N=δ12N\mu_{N}=\delta_{\frac{2^{N}-1}{2^{N}}}=\delta_{-\frac{1}{2^{N}}} which vaguely converges to δ0\delta_{0} as well.

Proposition 9 (2A).

If A0+A12A_{0}+A_{1}\leqslant 2 and b0+b10b_{0}+b_{1}\neq 0, then μ=λ\mu=\lambda.

Proof 4.6.

First consider A0=A1=0A_{0}=A_{1}=0. Then f(n)=b0f(n)=b_{0} if nn is even, and b1b_{1} if nn is odd (except possibly for f(1)f(1)). Thus (forgetting about N=0N=0)

μN=12N1(b0+b1)(n=02N11δn2N1)(b0δ0+b1δ12N).\mu_{N}=\frac{1}{2^{N-1}(b_{0}+b_{1})}\left(\sum_{n=0}^{2^{N-1}-1}\delta_{\frac{n}{2^{N-1}}}\right)*(b_{0}\delta_{0}+b_{1}\delta_{\frac{1}{2^{N}}}).

The Fourier transform is

μN^(t)=b0+b1e2πit2Nb0+b1χ2N1(t).\widehat{\mu_{N}}(t)=\frac{b_{0}+b_{1}e^{-\frac{2\pi it}{2^{N}}}}{b_{0}+b_{1}}\chi_{2^{N-1}\mathbb{Z}}(t).

For any finite t0t\neq 0, the coefficients converge to zero. For t=0t=0, μN^(0)\widehat{\mu_{N}}(0) is always 11. Hence μN^\widehat{\mu_{N}} converges to χ{0}\chi_{\{0\}}, and hence μN\mu_{N} vaguely converges to Lebesgue measure. For A0+A1=1A_{0}+A_{1}=1 or 22, take Equation 3. If t=2abt=2^{a}b where bb is odd, the sum truncates at N=a+1N=a+1. In particular, μN^\widehat{\mu_{N}} has magnitude bounded by

|μN^(t)|1σ(N)(σ(0)+n=1a+12n1b0+b1(A0+A1)n).\mathinner{\!\left\lvert\widehat{\mu_{N}}(t)\right\rvert}\leqslant\frac{1}{\sigma(N)}\left(\sigma(0)+\sum_{n=1}^{a+1}2^{n-1}\frac{b_{0}+b_{1}}{(A_{0}+A_{1})^{n}}\right).

The bracketed term is eventually independent of NN. Since σ(N)\sigma(N) tends to infinity with NN, μ^(t)=0\widehat{\mu}(t)=0 for all t0t\neq 0. So the μN\mu_{N} converge to Lebesgue measure.

Proposition 10 (2B).

If A0=A1>1A_{0}=A_{1}>1 and b0+b10b_{0}+b_{1}\neq 0, then μ\mu is absolutely continuous.

Proof 4.7.

Denote by AA the common value of A0A_{0} and A1A_{1}. In this instance, it is easier to start with Equation 1. Specialising to the current case gives

μN^(t)=σ(N1)σ(N)μN1^(t)1+e2πit2N2+1σ(N)2N1χ2N1(t)b0+b1e2πit2N(2A)N\widehat{\mu_{N}}(t)=\frac{\sigma(N-1)}{\sigma(N)}\widehat{\mu_{N-1}}(t)\frac{1+e^{\frac{-2\pi it}{2^{N}}}}{2}+\frac{1}{\sigma(N)}2^{N-1}\chi_{2^{N-1}\mathbb{Z}}(t)\frac{b_{0}+b_{1}e^{\frac{-2\pi it}{2^{N}}}}{(2A)^{N}}

Write t=2abt=2^{a}b, bb odd. At N=a+1N=a+1,

1+e2πit2N2=1+e2πi2ab2a+12=1+eπib2=0.\frac{1+e^{\frac{-2\pi it}{2^{N}}}}{2}=\frac{1+e^{\frac{-2\pi i2^{a}b}{2^{a+1}}}}{2}=\frac{1+e^{-\pi ib}}{2}=0.

Hence at N=a+1N=a+1 the μN1^\widehat{\mu_{N-1}} term in the formula for μN^\widehat{\mu_{N}} vanishes, leaving only μa+1^(2ab)=12σ(a+1)b0b1Aa+1\widehat{\mu_{a+1}}(2^{a}b)=\frac{1}{2\sigma(a+1)}\frac{b_{0}-b_{1}}{A^{a+1}}. Moreover, for larger NN, 2ab2N12^{a}b\notin 2^{N-1}\mathbb{Z} and so the second term in the recursion is zero, and only the product term contributes, resulting in

μa+n^(2ab)=b0b12σ(a+n)1Aa+1j=1n11+eπib2j2μ^(2ab)=b0b12σ()1Aa+1j=11+eπib2j2.\widehat{\mu_{a+n}}(2^{a}b)=\frac{b_{0}-b_{1}}{2\sigma(a+n)}\frac{1}{A^{a+1}}\prod_{j=1}^{n-1}\frac{1+e^{\frac{-\pi ib}{2^{j}}}}{2}\to\widehat{\mu}(2^{a}b)=\frac{b_{0}-b_{1}}{2\sigma(\infty)}\frac{1}{A^{a+1}}\prod_{j=1}^{\infty}\frac{1+e^{\frac{-\pi ib}{2^{j}}}}{2}.

To show that μ\mu is absolutely continuous, we use the Riesz–Fischer Theorem [9, Theorem 4.17], which states that if n=|cn|2<\sum_{n=-\infty}^{\infty}\mathinner{\!\left\lvert c_{n}\right\rvert}^{2}<\infty, then there is a gg in L2(𝕋)L1(𝕋)L^{2}(\mathbb{T})\subset L^{1}(\mathbb{T}) such that cn=g^(n)c_{n}=\widehat{g}(n) for all nn\in\mathbb{Z}. Hence, if the Fourier coefficients of μ\mu are square summable, μ\mu has the same Fourier coefficients as gdλgd\lambda. The coefficients uniquely determine μ\mu so dμ=gdλd\mu=gd\lambda and μ\mu is absolutely continuous. Here, the square absolute values of μ\mu’s coefficients are, for t=2ab0t=2^{a}b\neq 0,

|μ^(2ab)|2=14σ()2(b0b1)2A2a+2j=1|1+eπib2j|222=14σ()2(b0b1)2A2a+2j=2cos(πb2j)2.\mathinner{\!\left\lvert\widehat{\mu}(2^{a}b)\right\rvert}^{2}=\frac{1}{4\sigma(\infty)^{2}}\frac{(b_{0}-b_{1})^{2}}{A^{2a+2}}\prod_{j=1}^{\infty}\frac{\mathinner{\!\left\lvert 1+e^{\frac{-\pi ib}{2^{j}}}\right\rvert}^{2}}{2^{2}}=\frac{1}{4\sigma(\infty)^{2}}\frac{(b_{0}-b_{1})^{2}}{A^{2a+2}}\prod_{j=2}^{\infty}\cos(\frac{\pi b}{2^{j}})^{2}.

In light of |μ^(t)|2=|μ^(t)|2\mathinner{\!\left\lvert\widehat{\mu}(t)\right\rvert}^{2}=\mathinner{\!\left\lvert\widehat{\mu}(-t)\right\rvert}^{2}, it suffices to prove t=1|μ^(t)|2<\sum_{t=1}^{\infty}\mathinner{\!\left\lvert\widehat{\mu}(t)\right\rvert}^{2}<\infty. Each t>0t>0 can be written uniquely in the form t=2abt=2^{a}b, so we can break up the sum to obtain

n=1|μ^(t)|2\displaystyle\sum_{n=1}^{\infty}\mathinner{\!\left\lvert\widehat{\mu}(t)\right\rvert}^{2} =(b0b1)24σ()2a=0c=01A2a+2j=2cos(π(2c+1)2j)2\displaystyle=\frac{(b_{0}-b_{1})^{2}}{4\sigma(\infty)^{2}}\sum_{a=0}^{\infty}\sum_{c=0}^{\infty}\frac{1}{A^{2a+2}}\prod_{j=2}^{\infty}\cos(\frac{\pi(2c+1)}{2^{j}})^{2}
=(b0b1)24σ()21A21(c=0j=1cos(π(c+12)2j)2).\displaystyle=\frac{(b_{0}-b_{1})^{2}}{4\sigma(\infty)^{2}}\frac{1}{A^{2}-1}\left(\sum_{c=0}^{\infty}\prod_{j=1}^{\infty}\cos\left(\frac{\pi(c+\frac{1}{2})}{2^{j}}\right)^{2}\right).

Using Viete’s identity, sin(x)x=j=1cos(x2)\frac{\sin(x)}{x}=\prod_{j=1}^{\infty}\cos(\frac{x}{2}), we have

c=0j=1cos(π(c+12)2j)2=c=0sin(π(c+12))2(π(c+12))2=c=04π21(2c+1)2=12.\sum_{c=0}^{\infty}\prod_{j=1}^{\infty}\cos(\frac{\pi(c+\frac{1}{2})}{2^{j}})^{2}=\sum_{c=0}^{\infty}\frac{\sin(\pi(c+\frac{1}{2}))^{2}}{(\pi(c+\frac{1}{2}))^{2}}=\sum_{c=0}^{\infty}\frac{4}{\pi^{2}}\frac{1}{(2c+1)^{2}}=\frac{1}{2}.

Thus n=1|μ^(t)|2<\sum_{n=1}^{\infty}\mathinner{\!\left\lvert\widehat{\mu}(t)\right\rvert}^{2}<\infty and μ\mu is absolutely continuous. This also shows g=dμdλL2(𝕋)g=\frac{d\mu}{d\lambda}\in L^{2}(\mathbb{T}) with g22=1+(b0b1)24σ()21A21\mathinner{\!\left\lVert g\right\rVert}_{2}^{2}=1+\frac{(b_{0}-b_{1})^{2}}{4\sigma(\infty)^{2}}\frac{1}{A^{2}-1}.

Proposition 11 (2C).

If A0A1A_{0}\neq A_{1}, neither 0 and b0+b10b_{0}+b_{1}\neq 0, then μ\mu is continuous.

Proof 4.8.

We start with the general formula in Equation 1. For t0t\neq 0, write t=2abt=2^{a}b. As before, the sum truncates at n=a+1n=a+1, resulting in

|μ^(2ab)|=1σ()|n=1A0+A1e2πi2ab2nA0+A1(σ(0)+n=1a+12n1b0+b1e2πi2ab2nj=1nA0+A1e2πi2ab2j)|.\mathinner{\!\left\lvert\widehat{\mu}(2^{a}b)\right\rvert}=\frac{1}{\sigma(\infty)}\mathinner{\!\left\lvert\prod_{n=1}^{\infty}\frac{A_{0}+A_{1}e^{\frac{-2\pi i2^{a}b}{2^{n}}}}{A_{0}+A_{1}}\left(\sigma(0)+\sum_{n=1}^{a+1}2^{n-1}\frac{b_{0}+b_{1}e^{\frac{-2\pi i2^{a}b}{2^{n}}}}{\prod_{j=1}^{n}A_{0}+A_{1}e^{\frac{-2\pi i2^{a}b}{2^{j}}}}\right)\right\rvert}.

Here, we recognise the product pulled out in front as the same coefficients appearing in case 1B; call this term ν^\widehat{\nu}. The sum term in the brackets is uniformly bounded above by some constant KK for all values of 2ab2^{a}b. Thus |μ^(t)|K|ν^(t)|\mathinner{\!\left\lvert\widehat{\mu}(t)\right\rvert}\leqslant K\cdot\mathinner{\!\left\lvert\widehat{\nu}(t)\right\rvert} for all tt. Hence, 12Nn=12N|μ^(t)|2K212Nn=12N|ν^(t)|2\frac{1}{2^{N}}\sum_{n=1}^{2^{N}}\mathinner{\!\left\lvert\widehat{\mu}(t)\right\rvert}^{2}\leqslant K^{2}\frac{1}{2^{N}}\sum_{n=1}^{2^{N}}\mathinner{\!\left\lvert\widehat{\nu}(t)\right\rvert}^{2}. This tends to 0 as NN tends to infinity, proving that μ\mu has no pure point part, by the proof of 1B.

5. Finding the Shape of the Measures

In this section, we obtain more detailed information about the 2B, 2C and 2D measures. For 2B and 2D we can explicitly describe the measure by determining its Radon–Nikodym derivative in the first case, and by specifying all of its pure point parts in the second (this also suffices to prove the measure is pure point). For 2C, we complete the proof of singular continuity, and also give information about where it is concentrated.

The distribution function of a measure μ\mu on 𝕋=[0,1)\mathbb{T}=[0,1) is the function F(x)=μ([0,x])F(x)=\mu([0,x]). If μ\mu has the decomposition dμ=gdλ+dμsd\mu=gd\lambda+d\mu_{s} (gdλgd\lambda the absolutely continuous part, dμsd\mu_{s} the singular part), then it is a classical result [9, Chapter 7] that F(x)=g(x)F^{\prime}(x)=g(x) for Lebesgue almost all xx. Thus, one can calculate g(x)g(x), using F(x)=limh0F(x+h)F(x)h=limh0μ((x,x+h])λ((x,x+h])F^{\prime}(x)=\lim_{h\to 0}\frac{F(x+h)-F(x)}{h}=\lim_{h\to 0}\frac{\mu((x,x+h])}{\lambda((x,x+h])} assuming h>0h>0, with a similar expression if h<0h<0. It is convenient to be able to generalise the notion of ‘differentiation’ that one uses. The following definition and theorem can be found in [9]. They can easily be modified to apply to 𝕋\mathbb{T} rather than k\mathbb{R}^{k}. The notation B(x,r)B(x,r) denotes the open ball with centre xx and radius rr.

{dfn}

[9, Definition 7.9] A sequence of sets {Ei(x)}\{E_{i}(x)\} in k\mathbb{R}^{k} is nicely shrinking to xkx\in\mathbb{R}^{k} if there exists an α>0\alpha>0 and a sequence ri0r_{i}\to 0 as ii\to\infty such that Ei(x)B(x,ri)E_{i}(x)\subset B(x,r_{i}) and λ(Ei(x))>αλ(B(x,ri))\lambda(E_{i}(x))>\alpha\lambda(B(x,r_{i})) for all ii, where λ\lambda is Lebesgue measure. The Ei(x)E_{i}(x) need not contain xx, or obey any other conditions.

Theorem 12.

[9, Theorem 7.14]. Suppose μ\mu is a finite Borel measure on k\mathbb{R}^{k} with Lebesgue decomposition dμ=gdλ+dμsd\mu=gd\lambda+d\mu_{s}. For each xx choose any sequence {Ei(x)}\{E_{i}(x)\} which nicely shrinks to xx. Then for λ\lambda-almost every xx

limiμ(Ei(x))λ(Ei(x))=g(x).\lim_{i\to\infty}\frac{\mu(E_{i}(x))}{\lambda(E_{i}(x))}=g(x).

Let x=(0.x1x2)2x=(0.x_{1}x_{2}\cdots)_{2} be the binary representation of x[0,1)x\in[0,1). We always choose the representation with infinitely many trailing 0’s if xx is a dyadic rational. We take Ei(x)E_{i}(x) to be the half open interval [(0.x1xi00)2,(0.x1xi11)2)[(0.x_{1}\cdots x_{i}00\cdots)_{2},(0.x_{1}\cdots x_{i}11\cdots)_{2}). Then Ei(x)E_{i}(x) has length 12i\frac{1}{2^{i}}, and so Ei(x)B(x,12i)E_{i}(x)\subset B(x,\frac{1}{2^{i}}) and λ(Ei(x))12λ(B(x,12i))\lambda(E_{i}(x))\geqslant\frac{1}{2}\lambda(B(x,\frac{1}{2^{i}})). Hence the Ei(x)E_{i}(x) are nicely shrinking to xx. Our work will require the Portmanteau Theorem, stated below as it applies to our situation.

Theorem 13.

Let μ\mu, {μn}\{\mu_{n}\} be Borel probability measures on 𝕋\mathbb{T}. The following are equivalent.

  1. (i)

    μn\mu_{n} converges vaguely to μ\mu.

  2. (ii)

    lim supnμn(F)μ(F)\limsup_{n\to\infty}\mu_{n}(F)\leqslant\mu(F) for all closed sets FF.

  3. (iii)

    lim infnμn(G)μ(G)\liminf_{n\to\infty}\mu_{n}(G)\geqslant\mu(G) for all open sets GG.

  4. (iv)

    limnμn(A)=μ(A)\lim_{n\to\infty}\mu_{n}(A)=\mu(A) for all sets AA such that μ(A)=0\mu(\partial A)=0.

We are almost ready to give an explicit formula for the Radon–Nikodym derivative of the ghost measure of a sequence in Case 2B of Theorem 1. We require which also applies to 2C.

Lemma 14.

Assume A0,A1>0A_{0},A_{1}>0 and A0+A13A_{0}+A_{1}\geqslant 3. Let x=(0.x1x2)2x=(0.x_{1}x_{2}\ldots)_{2}. Then

μ(Ei(x))=1(A0+A1)i1σ()(Ax1Axi(f(1)+j=1ibxjk=1jAxk)+(b0+b1)A0+A12).\displaystyle\mu(E_{i}(x))=\frac{1}{(A_{0}+A_{1})^{i}}\frac{1}{\sigma(\infty)}\left(A_{x_{1}}\cdots A_{x_{i}}\left(f(1)+\sum_{j=1}^{i}\frac{b_{x_{j}}}{\prod_{k=1}^{j}A_{x_{k}}}\right)+\frac{(b_{0}+b_{1})}{A_{0}+A_{1}-2}\right).
Proof 5.1.

Assume N>iN>i and put N=i+cN=i+c. Then n2NEi(x)\frac{n}{2^{N}}\in E_{i}(x) if and only if n=x1xi0c+rn=x_{1}\cdots x_{i}0^{c}+r for some 0r2c10\leqslant r\leqslant 2^{c}-1. Let r=(r1rc)2r=(r_{1}\ldots r_{c})_{2}. Then

f((1x1xir1rc)2)=ArcAr1f((1x1xi)2)+j=1c(l=j+1cArl)brj.f((1x_{1}\cdots x_{i}r_{1}\cdots r_{c})_{2})=A_{r_{c}}\cdots A_{r_{1}}f((1x_{1}\cdots x_{i})_{2})+\sum_{j=1}^{c}\left(\prod_{l=j+1}^{c}A_{r_{l}}\right)b_{r_{j}}.

With this, the value of μN(Ei(x))=1Σ(N)n2NEi(x)f(2N+n)\mu_{N}(E_{i}(x))=\frac{1}{\Sigma(N)}\sum_{\frac{n}{2^{N}}\in E_{i}(x)}f(2^{N}+n) satisfies

μi+c(Ei(x))\displaystyle\mu_{i+c}(E_{i}(x)) =1Σ(i+c)r=02c1ArcAr1f((1x1xi)2)+j=1c(l=j+1cArl)brj\displaystyle=\frac{1}{\Sigma(i+c)}\sum_{r=0}^{2^{c}-1}A_{r_{c}}\cdots A_{r_{1}}f((1x_{1}\cdots x_{i})_{2})+\sum_{j=1}^{c}\left(\prod_{l=j+1}^{c}A_{r_{l}}\right)b_{r_{j}}
=1Σ(i+c)(f((1x1xi)2)(A0+A1)c+r=02c1j=1c(l=j+1cArl)brj)\displaystyle=\frac{1}{\Sigma(i+c)}\left(f((1x_{1}\cdots x_{i})_{2})(A_{0}+A_{1})^{c}+\sum_{r=0}^{2^{c}-1}\sum_{j=1}^{c}\left(\prod_{l=j+1}^{c}A_{r_{l}}\right)b_{r_{j}}\right)
=1(A0+A1)i1σ(i+c)(f((1x1xi)2)+(b0+b1)(12A0+A1c)A0+A12).\displaystyle=\frac{1}{(A_{0}+A_{1})^{i}}\frac{1}{\sigma(i+c)}\left(f((1x_{1}\cdots x_{i})_{2})+\frac{(b_{0}+b_{1})\left(1-\frac{2}{A_{0}+A_{1}}^{c}\right)}{A_{0}+A_{1}-2}\right).

Next take cc\to\infty and apply Theorem 13 (iv), since μ\mu is continuous, to obtain

μ(Ei(x))=1(A0+A1)i1σ()(f((1x1xi)2)+(b0+b1)A0+A12).\mu(E_{i}(x))=\frac{1}{(A_{0}+A_{1})^{i}}\frac{1}{\sigma(\infty)}\left(f((1x_{1}\cdots x_{i})_{2})+\frac{(b_{0}+b_{1})}{A_{0}+A_{1}-2}\right).

Now use f((1x1xi)2)=Ax1Axi(f(1)+j=1ibxjk=1jAxk)f((1x_{1}\cdots x_{i})_{2})=A_{x_{1}}\cdots A_{x_{i}}\left(f(1)+\sum_{j=1}^{i}\frac{b_{x_{j}}}{\prod_{k=1}^{j}A_{x_{k}}}\right).

Theorem 15.

In 2B, A0=A1=A>1A_{0}=A_{1}=A>1, μ\mu has Radon–Nikodym derivative

g(x)=f(1)+j=1bxjAjf(1)+b0+b12A2,g(x)=\frac{f(1)+\sum_{j=1}^{\infty}\frac{b_{x_{j}}}{A^{j}}}{f(1)+\frac{b_{0}+b_{1}}{2A-2}},

where x=(0.x1x2)2x=(0.x_{1}x_{2}\cdots)_{2} is the binary representation of xx.

Proof 5.2.

Take Lemma 14, insert A=A0=A1A=A_{0}=A_{1} and λ(Ei(x))=12i\lambda(E_{i}(x))=\frac{1}{2^{i}} to get μ(Ei(x))λ(Ei(x))=1σ()(f(1)+j=1ibxjAj+𝒪(1Ai))\frac{\mu(E_{i}(x))}{\lambda(E_{i}(x))}=\frac{1}{\sigma(\infty)}(f(1)+\sum_{j=1}^{i}\frac{b_{x_{j}}}{A^{j}}+\mathcal{O}(\frac{1}{A^{i}})). Taking ii\to\infty, using the value of σ()\sigma(\infty) and Theorem 12 give the result.

We now show that any Case 2C measure is singular continuous, by proving that the Radon–Nikodym derivative of its absolutely continuous part is zero. This also provides information about where μ\mu is concentrated.

Lemma 16.

If 0<A0<A10<A_{0}<A_{1}, then limiμ(Ei(x))/λ(Ei(x))=0\lim_{i\to\infty}\mu(E_{i}(x))/\lambda(E_{i}(x))=0 if the lower density of 0’s in xx’s binary representation x=(0.x1x2)2x=(0.x_{1}x_{2}\cdots)_{2} is greater than Λ:=log(2A1A0+A1)/log(A1A0)\Lambda\mathrel{\mathop{\ordinarycolon}}=\log(\frac{2A_{1}}{A_{0}+A_{1}})/\log(\frac{A_{1}}{A_{0}}). The result for A1<A0A_{1}<A_{0} is the same with 0 and 11 swapped.

Proof 5.3.

Let A¯=A0+A12\overline{A}=\frac{A_{0}+A_{1}}{2}, and #0i\#0_{i} be the number of 0’s in {x1,,xi}\{x_{1},\ldots,x_{i}\} and similarly for #1i\#1_{i}. Let Λi=#0ii\Lambda_{i}=\frac{\#0_{i}}{i} be the fraction of zeroes in that set. In Lemma 14, the sum term is at most 𝒪(i)\mathcal{O}(i) if either AiA_{i} is 11, and is 𝒪(1)\mathcal{O}(1) otherwise, so upon taking logarithms one arrives at

log(μ(Ei(x))λ(Ei(x)))\displaystyle\log\left(\frac{\mu(E_{i}(x))}{\lambda(E_{i}(x))}\right) =#0ilog(A0A¯)+#1ilog(A1A¯)+𝒪(log(i))\displaystyle=\#0_{i}\cdot\log\left(\frac{A_{0}}{\overline{A}}\right)+\#1_{i}\cdot\log\left(\frac{A_{1}}{\overline{A}}\right)+\mathcal{O}(\log(i))
=i(Λilog(A0A¯)+(1Λi)log(A1A¯))+𝒪(log(i)).\displaystyle=i\cdot\left(\Lambda_{i}\cdot\log\left(\frac{A_{0}}{\overline{A}}\right)+(1-\Lambda_{i})\cdot\log\left(\frac{A_{1}}{\overline{A}}\right)\right)+\mathcal{O}(\log(i)).

If one takes Λ\Lambda as in the statement of the lemma, uses A0<A1A_{0}<A_{1} then the quantity in brackets is negative if Λi>Λ\Lambda_{i}>\Lambda. Thus, the expression diverges to negative infinity if Λi>Λ+ε\Lambda_{i}>\Lambda+\varepsilon, for some ε>0\varepsilon>0 and all sufficiently large ii. Thus limiμ(Ei(x))λ(Ei(x))=0\lim_{i\to\infty}\frac{\mu(E_{i}(x))}{\lambda(E_{i}(x))}=0, if the lower density of 0’s in xx’s binary expansion is greater than Λ\Lambda.

Theorem 17.

In 2C, the ghost measure is singular continuous.

Proof 5.4.

We already know that μ\mu has no pure point part. Theorem 12 says that limiμ(Ei(x))λ(Ei(x))=g(x)\lim_{i\to\infty}\frac{\mu(E_{i}(x))}{\lambda(E_{i}(x))}=g(x) for Lebesgue almost all xx. One can show that Λ<12\Lambda<\frac{1}{2}, so Lemma 16 implies that whether A0<A1A_{0}<A_{1} or A0>A1A_{0}>A_{1}, this limit is zero if xx has density 12\frac{1}{2} of zeroes, i.e. if xx is normal in base 22. This is Lebesgue almost all x[0,1)x\in[0,1) by Borel’s Normal Number theorem [16]. Hence gg is the zero function, and μ\mu has no absolutely continuous part. Thus μ\mu is singular continuous.

In principal, Lemma 14 allows us to calculate the measure of any interval, while the behaviour of μ(Ei(x))λ(Ei(x))\frac{\mu(E_{i}(x))}{\lambda(E_{i}(x))} as ii\to\infty indicates how μ\mu’s mass is arranged around xx. We can also say something about where μ\mu is concentrated.

Theorem 18.

Suppose A0<A1A_{0}<A_{1} (resp. A0>A1A_{0}>A_{1}). Then μ\mu is concentrated on the complement of the set Λ[0,1)\mathfrak{R}_{\Lambda}\subset[0,1) of all xx with lower density of zeroes (resp. ones) greater than Λ\Lambda in their binary representation.

Proof 5.5.

The result [9, Theorem 7.15] includes a proof that if μ\mu is a measure on 𝕋\mathbb{T} which is singular with respect to λ\lambda, then ={x[0,1)|{ri}i=10 as i,M>0:iμ(B(x,ri))λ(B(x,ri))<M}\mathfrak{C}=\{x\in[0,1)\;|\;\exists\;\{r_{i}\}_{i=1}^{\infty}\to 0\text{ as }i\to\infty,\;\exists M>0\mathrel{\mathop{\ordinarycolon}}\;\forall i\;\frac{\mu(B(x,r_{i}))}{\lambda(B(x,r_{i}))}<M\} has μ\mu-measure 0. Consider Ei(x)E_{i}(x), where xx is not a dyadic rational (which we ignore since they are countable and μ\mu is continuous). Then xi01\ldots x_{i}01\ldots or xi10\ldots x_{i}10\ldots occur infinitely often in xx’s binary representation. For these ii, B(x,12i+2)Ei(x)B(x,\frac{1}{2^{i+2}})\subset E_{i}(x). Thus

μ(B(x,12i+2))λ(B(x,12i+2))2μ(Ei(x))λ(Ei(x))\frac{\mu(B(x,\frac{1}{2^{i+2}}))}{\lambda(B(x,\frac{1}{2^{i+2}}))}\leqslant 2\cdot\frac{\mu(E_{i}(x))}{\lambda(E_{i}(x))}

Hence if for these ii (and in particular if for all ii), μ(Ei(x))/λ(Ei(x))\mu(E_{i}(x))/\lambda(E_{i}(x)) remains bounded then xx\in\mathfrak{C}. Thus by Lemma 16 Λ\mathfrak{R}_{\Lambda}\subset\mathfrak{C} and so Λ\mathfrak{R}_{\Lambda} has μ\mu-measure 0, and μ\mu is concentrated on its complement, μ(Λc)=1\mu(\mathfrak{R}_{\Lambda}^{c})=1.

5.1. Case 2D

Theorem 19.

In Case 2D of Theorem 1, μ\mu is pure point and supported on the dyadic rationals.

Proof 5.6.

Assume A1=0A_{1}=0, and let A=A0A=A_{0}. The proof for A0=0A_{0}=0 follows mutatis mutandis. Let x=(0.x1)2x=(0.x_{1}\cdots)_{2} be a dyadic rational. We estimate the measure of {x}\{x\}. Since singletons are closed, we can use Theorem 13 (ii). We start with

μN({x})=f((1x1xN)2)Σ(N)=1σ(N)(Ax1AxNANf(1)+j=1ibxjANk=j+1NAxk).\mu_{N}(\{x\})=\frac{f((1x_{1}\cdots x_{N})_{2})}{\Sigma(N)}=\frac{1}{\sigma(N)}\left(\frac{A_{x_{1}}\cdots A_{x_{N}}}{A^{N}}f(1)+\sum_{j=1}^{i}\frac{b_{x_{j}}}{A^{N}}\prod_{k=j+1}^{N}A_{x_{k}}\right).

If x=0x=0 then all xix_{i} are zero, and all Axi=A0A_{x_{i}}=A\neq 0. This results in

μ({0})lim supN1σ(N)(f(1)+j=1Nb0Aj)=1σ()(f(1)+b0A1).\mu(\{0\})\geqslant\limsup_{N\to\infty}\frac{1}{\sigma(N)}\left(f(1)+\sum_{j=1}^{N}\frac{b_{0}}{A^{j}}\right)=\frac{1}{\sigma(\infty)}\left(f(1)+\frac{b_{0}}{A-1}\right).

If xx is not zero, then some xix_{i} is 11. If xnx_{n} is the last such bit and N>nN>n, then

μ({x})lim supN1AN1σ(N)(j=nNbxjANj)=1σ()(b1An+b0An1A1).\mu(\{x\})\geqslant\limsup_{N\to\infty}\frac{1}{A^{N}}\frac{1}{\sigma(N)}\left(\sum_{j=n}^{N}b_{x_{j}}A^{N-j}\right)=\frac{1}{\sigma(\infty)}\left(\frac{b_{1}}{A^{n}}+\frac{b_{0}}{A^{n}}\frac{1}{A-1}\right).

There are 2n12^{n-1} rationals in [0,1)[0,1) such that xnx_{n} is the last non-zero bit. Thus the total mass supplied by these is at least 1σ()(2A)n(b12+b021A1)\frac{1}{\sigma(\infty)}\left(\frac{2}{A}\right)^{n}\left(\frac{b_{1}}{2}+\frac{b_{0}}{2}\frac{1}{A-1}\right). Summing over nn gives 1σ()1A2(b1+b0A1)\frac{1}{\sigma(\infty)}\frac{1}{A-2}\left(b_{1}+\frac{b_{0}}{A-1}\right). Adding this to the x=0x=0 contribution gives

1=μ(𝕋)x[2]μ({x})1σ()(f(1)+b0A1+1A2(b1+b0A1))=1.1=\mu(\mathbb{T})\geqslant\sum_{x\in\mathbb{Z}[2]}\mu(\{x\})\geqslant\frac{1}{\sigma(\infty)}\left(f(1)+\frac{b_{0}}{A-1}+\frac{1}{A-2}\left(b_{1}+\frac{b_{0}}{A-1}\right)\right)=1.

Hence all inequalities here are in fact equalities, and all of μ\mu’s mass is contained in these pure points. Hence μ\mu is pure point and supported on dyadic rationals.

6. Concluding Remarks

In this paper, we obtained detailed information about specific examples of ghost measures. One may wonder if there is a way to obtain this information without as much manual labour. In particular, is there a way to determine the Lebesgue decomposition of the ghost measure of a kk-regular sequence directly from its linear representation? There may be no hope in general—the kk-regular sequences can be quite wild. However, the subset of sequences that practitioners care about seems to be better behaved. For example, the Lebesgue type of every affine 22-regular sequence is pure, and purity of type seems quite common in general.

Suppose our kk-regular sequence ff had linear representation involving matrices C0,C1,,Ck1C_{0},C_{1},\ldots,C_{k-1}. Let Q=C0++Ck1Q=C_{0}+\cdots+C_{k-1}, and let ρ\rho be the spectral radius of QQ. Also let ρ\rho^{*} be the joint spectral radius of the CiC_{i}. For the obvious linear representations of the affine 22-regular sequences, these quantities are easily calculated. The below table compares the value of logk(ρρ)\log_{k}(\frac{\rho}{\rho^{*}}) to the Lebesgue type of μ\mu.

Case log2(ρρ)\log_{2}(\frac{\rho}{\rho^{*}}) Lebesgue type
1A 1 A.C.
1B log2(A0+A1max(A0,A1))\log_{2}(\frac{A_{0}+A_{1}}{\max(A_{0},A_{1})}) S.C.
1C 0 P.P.
2A ?333Here the quantity is 11, except for when some Ai=0A_{i}=0 and the other is 22, when it equals 0. A.C.
2B 1 A.C.
2C log2(A0+A1max(A0,A1))\log_{2}(\frac{A_{0}+A_{1}}{\max(A_{0},A_{1})}) S.C.
2D 0 P.P

The pattern is clear: logk(ρρ)=1\log_{k}(\frac{\rho}{\rho^{*}})=1 implies absolutely continuous, between 0 and 11 implies singular continuous, and 0 implies pure point (almost). This quantity logk(ρρ)\log_{k}(\frac{\rho}{\rho^{*}}) appears elsewhere in connection to kk-regular sequences, for example in [2], where it is proved that under some non-degeneracy conditions, if logk(ρρ)>0\log_{k}(\frac{\rho}{\rho^{*}})>0 then the ghost measure of the kk-regular sequence exists and is continuous. Moreover, the distribution function F(x)=μ([0,x])F(x)=\mu([0,x]) has Hölder exponent α\alpha for all α<logk(ρρ)\alpha<\log_{k}(\frac{\rho}{\rho^{*}}), and exponent equal to logk(ρρ)\log_{k}(\frac{\rho}{\rho^{*}}) if the matrices CiC_{i} obey the so-called finiteness condition. This quantity also seems to be related to the Hausdorff dimension of certain fractals arising from kk-regular sequences [17]. We leave it to the reader to further explore these connections.

Acknowledgements

I wish to thank Michael Coons for supervising my PhD, of which this work is part. I also thank the Commonwealth of Australia for supporting my studies.

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