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Singular function

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A devil's staircase is a function f(x) defined on [a,b] with the following properties:

  • f(x) is continuous on [a,b].
  • f'(x) is zero on [a,b] except at a set of measure 0.
  • f(x) is nondecreasing on [a,b].
  • f(a) <> f(b).

One staircase is computed as follows.

  1. Express x (which is in [0,1]) in base 3.
  2. Replace the first 1 with a 2 and everything after it with 0.
  3. Replace all 2s with 1s.
  4. Interpret the result as a binary number. The result is f(x).

This staircase is a probability distribution function; the random variable it describes is uniformly distributed on a Cantor set.

There are other functions that have been called "devil's staircase". One is defined in terms of the circle map.