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Can anyone provide a sequence of singular (w.r.t. Lebesgue measure) measures $\in\mathcal{M}([0,1])=C[0,1]^*$ converging $weakly^*$ to an absolutely continuous (w.r.t. Lebesgue measure) measure?

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    $\begingroup$ Two small requests: 1. If you re-post a question, either here or on MO please say that you asked the same (or a very closely related one) elsewhere. 2. Please don't introduce new tags, stick to those that are available. $\endgroup$ – t.b. Mar 10 '12 at 8:52
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$$\mu_n = \sum_{i=1}^n \frac{1}{n} \delta_{\frac{i}{n}}$$

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  • $\begingroup$ Dear Nate, Pleasingly succinct! Best wishes, $\endgroup$ – Matt E Mar 10 '12 at 4:54
  • $\begingroup$ +1. What else. $\endgroup$ – Did Mar 10 '12 at 10:07
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If $(x_n)$ is a sequence of points in $[0,1]$, then $x_n$ is equidistributed with respect to the absolutely continuous measure $f(x)dx$ (where $dx$ denotes Lebesgue measure) precisely if the sequence of singular measures $\dfrac{1}{n} \sum_n \delta(x-x_n)$ on $[0,1]$ converges in the weak-$*$ topology to the measure $f(x)dx$.

For example, if $(x_n)$ is the sequence $(\alpha n \bmod 1)$ for an irrational number $\alpha$ then $(x_n)$ is equidistributed with respect to Lebesque measure $dx$.

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  • $\begingroup$ A reference for this equidistributed sequences besides wikipedia? $\endgroup$ – checkmath Mar 10 '12 at 4:59

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