 Dyadic density martingale

For a finite positive measure on $[0,1)$, average its mass over each half-open dyadic interval. The resulting nonnegative martingale has constant expectation $\mu ([0,1))$: a parent interval's mass is the sum of its children's masses. Its almost-sure limit is integrable but the martingale need not be uniformly integrable. The limit recovers the density of the absolutely continuous component in the Lebesgue decomposition theorem.