Moments of the weighted Cantor measures

Abstract

Based on the seminal work of Hutchinson, we investigate properties of α-weighted Cantor measures whose support is a fractal contained in the unit interval. Here, α is a vector of nonnegative weights summing to 1, and the corresponding weighted Cantor measure μα is the unique Borel probability measure on [0,1] satisfying μα(E) = Σ n=0 N-1 αnμα( n-1(E) ) where n: x (x+n)/N. In Sections 1 and 2 we examine several general properties of the measure μα and the associated Legendre polynomials in Lμα2[0,1]. In Section 3, we (1) compute the Laplacian and moment generating function of μα, (2) characterize precisely when the moments Im = ∫[0,1]xm\,dμα exhibit either polynomial or exponential decay, and (3) describe an algorithm which estimates the first m moments within uniform error in O( ((1/))· m m ). We also state analogous results in the natural case where α is palindromic for the measure α attained by shifting μα to [-1/2,1/2].

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