Let $C_0=[0,1]$ and $C_{n+1} = \dfrac{C_n}{3} \bigcup\left(\dfrac{2}{3}+\dfrac{C_n}{3}\right)$.
Theorem: $$C_n=\bigcap_{m=0}^{n}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k}{3^m},\frac{2k+1}{3^m}\right]$$
I have tried to prove this assertion by induction on $n$, but to no avail. I am stuck at inductive step.
Please shed me some light to accomplish the proof. Thank you so much!
My attempt:
The formula is trivially true for $n=0$. Let it hold for $n$.
$$C_{n+1}=\frac{C_n}{3} \cup\left(\frac{2}{3}+\frac{C_n}{3}\right)$$
$$=\left(\frac{1}{3} \bigcap_{m=0}^{n}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k}{3^m},\frac{2k+1}{3^m}\right]\right) \cup \left(\frac{2}{3}+\frac{1}{3} \bigcap_{m=0}^{n}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k}{3^m},\frac{2k+1}{3^m}\right] \right)$$
$$=\left(\bigcap_{m=0}^{n}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k}{3^{m+1}},\frac{2k+1}{3^{m+1}}\right]\right) \cup \left(\bigcap_{m=0}^{n}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k+2.3^m}{3^{m+1}},\frac{2k+2.3^m+1}{3^{m+1}}\right]\right)$$
$$=\left(\bigcap_{m=0}^{n}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k}{3^{m+1}},\frac{2k+1}{3^{m+1}}\right]\right) \cup \left(\bigcap_{m=0}^{n}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2(k+3^m)}{3^{m+1}},\frac{2(k+3^m)+1}{3^{m+1}}\right]\right)$$
$$=\left(\bigcap_{m=0}^{n}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k}{3^{m+1}},\frac{2k+1}{3^{m+1}}\right]\right) \cup \left(\bigcap_{m=0}^{n}\bigcup_{k=3^m}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor+3^m}\left[\frac{2k}{3^{m+1}},\frac{2k+1}{3^{m+1}}\right]\right)$$
After several hours of thinking, I have figured out a proof and posted it here as an answer.
The formula is trivially true for $n=0$. Let it hold for $n$.
$\begin{align}C_{n+1} &=\frac{C_n}{3} \cup\left(\frac{2}{3}+\frac{C_n}{3}\right)\\ &=\left(\frac{1}{3} \bigcap_{m=0}^{n}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k}{3^m},\frac{2k+1}{3^m}\right]\right) \cup \left(\frac{2}{3}+\frac{1}{3} \bigcap_{m=0}^{n}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k}{3^m},\frac{2k+1}{3^m}\right] \right)\\ &=\left(\bigcap_{m=0}^{n}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k}{3^{m+1}},\frac{2k+1}{3^{m+1}}\right]\right) \cup \left(\bigcap_{m=0}^{n}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k+2.3^m}{3^{m+1}},\frac{2k+2.3^m+1}{3^{m+1}}\right]\right)\\ &=\left(\bigcap_{m=0}^{n}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k}{3^{m+1}},\frac{2k+1}{3^{m+1}}\right]\right) \cup \left(\bigcap_{m=0}^{n}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2(k+3^m)}{3^{m+1}},\frac{2(k+3^m)+1}{3^{m+1}}\right]\right)\\ &=\left(\bigcap_{m=0}^{n}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k}{3^{m+1}},\frac{2k+1}{3^{m+1}}\right]\right) \cup \left(\bigcap_{m=0}^{n}\bigcup_{k=3^m}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor+3^m}\left[\frac{2k}{3^{m+1}},\frac{2k+1}{3^{m+1}}\right]\right)\\ &=\left(\bigcap_{t=1}^{n+1}\bigcup_{k=0}^{\left\lfloor \frac{3^{t-1}}{2}\right\rfloor}\left[\frac{2k}{3^{t}},\frac{2k+1}{3^{t}}\right]\right) \cup \left(\bigcap_{t=1}^{n+1}\bigcup_{k=3^{t-1}}^{\left\lfloor \frac{3^{t-1}}{2}\right\rfloor+3^{t-1}}\left[\frac{2k}{3^{t}},\frac{2k+1}{3^{t}}\right]\right) \text{ Let }t=m+1\\ &=\left(\bigcap_{m=1}^{n+1}\bigcup_{k=0}^{\left\lfloor \frac{3^{m-1}}{2}\right\rfloor}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right]\right) \cup \left(\bigcap_{m=1}^{n+1}\bigcup_{k=3^{m-1}}^{\left\lfloor \frac{3^{m-1}}{2}\right\rfloor+3^{m-1}}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right]\right) \text{ Let }m=t\end{align}$
We have some observations.
1.
$\bigcap_{m=1}^{1}\bigcup_{k=0}^{\left\lfloor \frac{3^{m-1}}{2}\right\rfloor}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right]=\bigcup_{k=0}^{0}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right]=\left[0,\frac{1}{3}\right]$.
2.
$\frac{1}{3}<\frac{2k}{3^{m}}$ and $\frac{2k+1}{3^{m}}<\frac{2}{3}$ for all $\left\lfloor \frac{3^{m-1}}{2}\right\rfloor +1\le k \le 3^{m-1}-1$. Then $\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right] \subsetneq \left(\frac{1}{3},\frac{2}{3}\right)$ for all $\left\lfloor \frac{3^{m-1}}{2}\right\rfloor +1\le k \le 3^{m-1}-1$. It follows that $\bigcup_{k=\left\lfloor \frac{3^{m-1}}{2}\right\rfloor +1}^{3^{m-1}-1}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right] \subsetneq \left(\frac{1}{3},\frac{2}{3}\right)$ and thus $\left(\bigcap_{m=1}^{1}\bigcup_{k=0}^{\left\lfloor \frac{3^{m-1}}{2}\right\rfloor}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right]\right) \cap \left( \bigcup_{k=\left\lfloor \frac{3^{m-1}}{2}\right\rfloor +1}^{3^{m-1}-1}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right]\right) =\emptyset$.
3.
From 1. and 2., we get
$\begin{align}\bigcap_{m=1}^{n+1}\bigcup_{k=0}^{\left\lfloor \frac{3^{m-1}}{2}\right\rfloor}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right] &= \bigcap_{m=1}^{n+1} \left[\left( \bigcup_{k=0}^{\left\lfloor \frac{3^{m-1}}{2}\right\rfloor}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right] \right) \cup \left(\bigcup_{k=\left\lfloor \frac{3^{m-1}}{2}\right\rfloor+1}^{3^{m-1}-1}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right] \right) \right]\\&=\bigcap_{m=1}^{n+1}\bigcup_{k=0}^{3^{m-1}-1}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right]\end{align}$
4.
$2 \left(\left\lfloor \frac{3^{m-1}}{2}\right\rfloor+3^{m-1} \right)=2 \left(\left\lfloor \frac{3^{m-1}}{2}\right\rfloor\right)+2.3^{m-1}=(3^{m-1}-1)+2.3^{m-1}=3.3^{m-1}-1=$ $3^m-1=2 . \left\lfloor \frac{3^{m}}{2}\right\rfloor$. Hence $\left\lfloor \frac{3^{m-1}}{2}\right\rfloor+3^{m-1}=\left\lfloor \frac{3^{m}}{2}\right\rfloor$.
As a result,
$$C_{n+1}= \left(\bigcap_{m=1}^{n+1}\bigcup_{k=0}^{3^{m-1}-1}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right] \right) \cup \left(\bigcap_{m=1}^{n+1}\bigcup_{k=3^{m-1}}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right]\right)$$
Let $I_m^k=\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right]$.
$$C_{n+1}= \left(\bigcap_{m=1}^{n+1}\bigcup_{k=0}^{3^{m-1}-1} I_m^k \right) \cup \left(\bigcap_{m=1}^{n+1}\bigcup_{k=3^{m-1}}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor} I_m^k \right)$$
$\frac{2k+1}{3^{m}}<\frac{2}{3}$ for all $k \le 3^{m-1}-1$ and $\frac{2}{3} \le \frac{2k}{3^{m}}$ for all $k \ge 3^{m-1}$ $\implies$ $\left(\bigcup_{k=0}^{3^{m_1-1}-1} I_m^k\right) \cap \left( \bigcup_{k=3^{m_2-1}}^{\left\lfloor \frac{3^{m_2}}{2}\right\rfloor} I_m^k \right) =\emptyset$ for all $m_1,m_2 \le n+1$.
We apply this lemma for $C_{n+1}$ and get $$C_{n+1}=\bigcap_{m=1}^{n+1}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right]$$
First, $C_{n+1} \subseteq [0,1]$ and thus $C_{n+1}=C_{n+1} \cap [0,1]$.
Second, $\bigcap_{m=0}^{0}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right]=\bigcup_{k=0}^{0}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right] =[0,1]$.
As a result,
$\begin{align}C_{n+1}&=\left(\bigcap_{m=1}^{n+1}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right]\right) \cap [0,1]\\&= \left(\bigcap_{m=1}^{n+1}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right]\right) \cap \left( \bigcap_{m=0}^{0}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right] \right)\\&=\bigcap_{m=0}^{n+1}\bigcup_{k=0}^{\left\lfloor \frac{3^{m}}{2}\right\rfloor}\left[\frac{2k}{3^{m}},\frac{2k+1}{3^{m}}\right]\end{align}$
This completes the proof.