Cantor distribution Created 2026-10-14 Updated 2026-10-25
The Cantor distribution is the law of a random variable
where the are independent Bernoulli random variables taking values zero and one with equal probability. Its values lie in the Cantor set, and its cumulative distribution function is the Cantor function. Every individual value has probability zero, but the Cantor set has probability one despite having zero Lebesgue measure. A probability density function on that set would integrate to zero, so it cannot describe this law. The example motivates the distinction between a continuous probability distribution and an absolutely continuous probability distribution.
Cantor set Created 2026-09-29 Updated 2026-10-14
The Cantor set is obtained from by repeatedly deleting the open middle third of every remaining interval. Its first stages retain , then four intervals of length , then eight of length . After level , there are retained intervals of length . The Cantor set is the intersection of all these stages, rather than the set of endpoints visible in any finite drawing.
Figure 1.
Finite stages of the Cantor construction supply covers at successively smaller scales
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Equivalently,
Thus its points admit a base-three expansion using only zero and two. The word “admit” handles numbers with two expansions: is retained as an endpoint. Every infinite binary choice determines a point of , and differing choices give differing points, so is uncountable.
Its total retained interval length is , so has zero Lebesgue measure. It is nevertheless nonempty, compact, and uncountable, and has Hausdorff dimension : the covers and mass bounds are worked out in Hausdorff dimension of the Cantor set. This separates counting, ordinary length, and fine-scale geometric size in one concrete example.
The self-similarity is exact:
The Cantor distribution puts half the probability into each copy at every split. It has a continuous cumulative distribution function, the Cantor function, while all its mass lies on a Lebesgue null set. This makes the construction useful in measure theory as well as fractal geometry: it provides a concrete model in which several plausible meanings of “small” disagree.
The middle-third Cantor set has Hausdorff dimension
Its Lebesgue measure is zero, yet . These assertions measure different aspects of size: interval length is too coarse to distinguish this set from a null set, while the critical fractional measuring rule captures its remaining structure.
At level , the construction covers by intervals of diameter . Their total -cost is
For it tends to zero, proving the upper dimension bound. At it equals one, giving . For this particular cover's cost grows, but that alone would not prove a lower bound on Hausdorff measure.
Figure 1.
Cantor cover costs change trend at the critical exponent, and distributed mass supplies the lower bound
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For the matching lower bound, use the Cantor distribution, which assigns mass to each level- Cantor cylinder. An interval of length with meets at most two level- construction intervals, since their gaps are at least . Its mass is therefore at most
Every covering set of diameter in the line lies in an interval of length , so any small cover must have total -cost at least . This is the mass distribution principle in its interval form: , sufficient to prove the claimed dimension. The constants are convenient bounds, rather than an assertion of the exact critical Hausdorff measure. In the diagram, the right panel is a finite-stage approximation to the Cantor function, showing how probability is shared while the middle third receives none.
The reusable pattern is to obtain an upper bound by constructing covers and a lower bound by distributing mass. The same strategy underlies Cartesian powers of the Cantor set and the dimension formula for a finite similarity iterated function system satisfying the open set condition.
First apply Lebesgue decomposition to the derivative measure relative to :
Here is the almost-everywhere approximate gradient, rather than an assertion that belongs to . Split the singular part into its jump part of a BV derivative and Cantor part of a BV derivative:
An approximate jump point has a unit normal and distinct finite BV traces on a hypersurface , obtained as mean limits on the corresponding two half-balls. Their set is the jump set of a BV function, countably -rectifiable. Reversing the normal swaps the BV traces on a hypersurface and leaves the displayed measure unchanged. The approximate discontinuity set differs from only by an -null set.
The remaining is singular to Lebesgue measure and gives zero mass to every set with sigma-finite measure. It is diffuse rather than a second jump contribution. In one dimension the three parts are illustrated by an affine function, a step function and the Cantor function, respectively. Countably many jumps therefore do not imply that the singular derivative has no Cantor part of a BV derivative.
False. The Cantor function has derivative outside the Cantor set, hence its derivative extends to the Riemann-integrable zero function, while .
We give the explicit point . Repeatedly choose the left remaining third and then the right remaining third. After choices, the resulting closed interval is , where
These formulas follow from a finite geometric series. They show , and that both endpoints tend to . The point is also strictly inside each intermediate left third: its distance from is one quarter of the current length. It therefore never enters any assigned closed middle third or its endpoints, so .
Endpoint values in the Cantor function construction obey the same left/right choices, with halving in place of thirding. Thus
All these endpoints are in the domain of the partial function: is the right endpoint of a middle third assigned at round , and is the left endpoint of a middle third assigned at round .
Given , choose so that , and put . If and , then . The assumed monotonicity gives
Consequently . This proves directly, on the stated partial domain,
There are defined points arbitrarily close to , for example and , so the limit of a function is not vacuous. No continuous extension has been assumed. The residual here omits the endpoints that the question assigns values to; it is the usual Cantor set with those assigned endpoints removed.
Figure 1.
Assigned middle thirds and the nested intervals around that force the value
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The construction is the partial middle-third construction of the Cantor function. After rounds of assigning middle thirds, every remaining open interval has endpoint values
for some , and every such consecutive pair occurs. This follows by mathematical induction. Initially the endpoint values are . An interval with those consecutive endpoint values receives the value
on its closed middle third. Its two remaining open intervals therefore have consecutive endpoint values at denominator . All previously assigned endpoint values persist. Hence all even numerators at the next denominator were already present, and all odd numerators have just been assigned. Including the initial values zero and one proves
These are precisely the dyadic rational values between zero and one.