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The Cantor measure is a singular atomless probability measure concentrated on the Cantor set

Statement

Assume the Axiom of Countable Choice. Let μc be the Cantor measure of The Cantor measure and let C[0,1] be the Cantor set. Then:

  1. μc([0,1])=1, so μc is a probability measure;
  2. μc({x})=0 for every xR, so μc is atomless;
  3. μc(RC)=0, so μc is concentrated on the Cantor set;
  4. since λ(C)=0, the measure μc is singular with respect to Lebesgue measure.

Facts & Assumptions

Given: The Axiom of Countable Choice, the Cantor function c, its extension Fc, the Cantor measure μc=μFc, and the Cantor set C.

[L2]

The interval and singleton formulas hold for every Lebesgue-Stieltjes measure. (Interval formulas and atoms for a Lebesgue-Stieltjes measure)

[L3]

Assuming Countable Choice, the Cantor set has Lebesgue measure zero. (The Cantor set is an uncountable subset of R of Lebesgue measure zero)

[L4]

Measures are continuous from below. (Continuity from below for measures)

Proof

technique · direct
1.1

By [L2],

L1L2

μc([0,1])=Fc(1)Fc(0)=10=1.

Likewise, for every n1, μc((1,n])=Fc(n)Fc(1)=0 and μc((n,0))=Fc(0)Fc(n)=0. So all mass lies in [0,1], and μc is a probability measure. [L1, L2]

2.1

If x(0,1], then [L1] makes Fc(x)=Fc(x), so [L2] gives [step 1.1, L1, L2] μc({x})=0. The same holds for x<0 and x>1 because Fc is constant on (,0) and on (1,), and it holds at x=0 because Fc(0)=Fc(0)=0. Hence μc is atomless.

step 1.1L1L2
3.1

Every point of [0,1]C lies in a complementary gap (u,v) of [step 2.1, L1, L2, L4, algebra] C, and [L1] makes c constant on [u,v]. Therefore [L2] gives

μc((u,v))=Fc(v)Fc(u)=c(v)c(u)=0.

Because [0,1]C is the countable union of those disjoint gaps, countable additivity gives μc([0,1]C)=0. Together with step 1.1 this yields μc(RC)=0. [step 2.1, L1, L2, L4, algebra]

4.1

By [L3], λ(C)=0, while step 3.1 shows that μc is concentrated [step 1.1, step 2.1, step 3.1, L3] on C. That is exactly the statement that μc is singular with respect to Lebesgue measure.

step 1.1step 2.1step 3.1L3
5.1

Steps 1.1 through 4.1 prove the probability, atomless, concentration, and [step 1.1, step 2.1, step 3.1, step 4.1] singularity claims.

step 1.1step 2.1step 3.1step 4.1

Depends on

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