Moments of the weighted Cantor measures

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 {\mu ^\alpha }(E) = \sum\nolimits_{n = 0}^{N - 1} {{\alpha _n}{\mu ^\alpha }(\varphi _n^{ - 1}(E))} where ϕn : x ↦ (x + n)/N. In Sections 1 and 2 we examine several general properties of the measure μα and the associated Legendre polynomials in L_{{\mu ^\alpha }}^2 [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 ε in O((log log(1/ε)) · m log m). We also state analogous results in the natural case where α is palindromic for the measure να attained by shifting μα to [−1/2, 1/2].