A self-similar measure is a probability measure invariant under a weighted finite iterated
function system of contraction mappings
that are similarities (Hutchinson 1981). On the real line, let , where
, and choose positive
weights
summing to 1. Its defining equation is
where the pushforward measure satisfies . The measure
is also the distribution of the random
coding limit
,
where the symbols
are independent random variables with
probabilities
.
Let
be the random composed map. Using natural
logarithms in the Shannon entropy
, define
and let . The Shannon
entropy counts distinct composed maps, including their
combined probabilities when different addresses coincide.