“…with σ i = 0 and σ i σ j = δ i,j . From the previous equation, we see that the distribution of the variable x n is determined by the distribution of the random variable Θ n = n−1 j=0w n σ n , withw = 1 − w. In the mathematical community, the distribution of Θ is known as Bernoulli convolutions [32,33,34,35,36,37,38,39]. In 1935 Jessen and Wintner [33] proved that for 0 <w < 1 the distribution of Θ is either absolutely continuous or singular with respect to Lebesgue measure.…”