Theorem

dyadic expansion of uniformly distributed r.v.


Let ωUniform(0,1)\omega \sim \text{Uniform}(0,1) and write ω\omega in binary as ω=n=1dn(ω)2n=0.d1(ω)d2(ω)d3(ω)\omega = \sum_{n=1}^{\infty} \frac{d_{n}(\omega)}{2^n} = 0.d_{1}(\omega)d_{2}(\omega)d_{3}(\omega) \dots, where each dn(ω){0,1}d_{n}(\omega) \in \{0, 1\}. We write 11 as 0.111110.11111 \cdots, and if a number has two possible expansions we agree to use the non-terminating one (the one that ends in 11s). Then the dnd_{n} are iid random variables with common distribution Bernoulli(0.5)\text{Bernoulli}(0.5).