Let X^{(k)}(t) = (X_1(t), ..., X_k(t)) denote a k-vector of i.i.d. random variables, each taking the values 1 or 0 with respective probabilities p and 1-p. As a process indexed by non-negative t, $X^{(k)}(t)$ is constructed--following Benjamini, Haggstrom, Peres, and Steif (2003)--so that it is strong Markov with invariant measure ((1-p)delta_0+pdelta_1)^k. We derive sharp estimates for the probability that ``X_1(t)+...+X_k(t)=k-ell for some t in F, where F subset [0,1] is nonrandom and compact. We do this in two very different settings: (i) Where ell is a constant; and (ii) Where ell=k/2, k is even, and p=q=1/2. We prove that the probability is described by the Kolmogorov capacitance of F for case (i) and Howroyds 1/2-dimensional box-dimension profiles for case (ii). We also present sample-path consequences, and a connection to capacities that answers a question of Benjamini et. al. (2003)
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