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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 be the Cantor measure of The Cantor measure and let be the Cantor set. Then:
- , so is a probability measure;
- for every , so is atomless;
- , so is concentrated on the Cantor set;
- since , the measure is singular with respect to Lebesgue measure.
Facts & Assumptions
Given: The Axiom of Countable Choice, the Cantor function , its extension , the Cantor measure , and the Cantor set .
The Cantor function is continuous, nondecreasing, satisfies and , and is constant on every complementary gap of . (The Cantor function is continuous on , The Cantor function is well defined, satisfies whenever , is surjective onto , and is constant on every interval removed from the Cantor set)
The interval and singleton formulas hold for every Lebesgue-Stieltjes measure. (Interval formulas and atoms for a Lebesgue-Stieltjes measure)
Assuming Countable Choice, the Cantor set has Lebesgue measure zero. (The Cantor set is an uncountable subset of of Lebesgue measure zero)
Measures are continuous from below. (Continuity from below for measures)
Proof
By [L2],
Likewise, for every , and . So all mass lies in , and is a probability measure. [L1, L2]
If , then [L1] makes , so [L2] gives [step 1.1, L1, L2] . The same holds for and because is constant on and on , and it holds at because . Hence is atomless.
Every point of lies in a complementary gap of [step 2.1, L1, L2, L4, algebra] , and [L1] makes constant on . Therefore [L2] gives
Because is the countable union of those disjoint gaps, countable additivity gives . Together with step 1.1 this yields . [step 2.1, L1, L2, L4, algebra]
By [L3], , while step 3.1 shows that is concentrated [step 1.1, step 2.1, step 3.1, L3] on . That is exactly the statement that is singular with respect to Lebesgue measure.
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.
Depends on
- The Cantor function is continuous on $[0,1]$
- The Cantor set is an uncountable subset of $\mathbb{R}$ of Lebesgue measure zero
- The Cantor measure
- The Cantor function is well defined, satisfies $c(x) \le c(y)$ whenever $x \le y$, is surjective onto $[0,1]$, and is constant on every interval removed from the Cantor set
- Continuity from below for measures
- Interval formulas and atoms for a Lebesgue-Stieltjes measure
Used by
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Sources
- John K. Hunter, Measure Theory, Example 2.37 (standard reference, not scraped)