Let $q\ge2$ be an integer, $\{X_n\}_{n\geq 1}$ a stochastic process with state space $\{0,\ldots,q-1\}$ , and F the cumulative distribution function (CDF) of $\sum_{n=1}^\infty X_n q^{-n}$ . We show that stationarity of $\{X_n\}_{n\geq 1}$ is equivalent to a functional equation obeyed by F, and use this to characterize the characteristic function of X and the structure of F in terms of its Lebesgue decomposition. More precisely, while the absolutely continuous component of F can only be the uniform distribution on the unit interval, its discrete component can only be a countable convex combination of certain explicitly computable CDFs for probability distributions with finite support. We also show that $\mathrm{d} F$ is a Rajchman measure if and only if F is the uniform CDF on [0, 1].