On non-holonomicity, transcendence and $p$-adic valuations

Let ${\nu}_q(n)$ be the p-adic valuation of $n$. We show that the power series with coefficients ${\nu}_q(n)$, respectively ${\nu}_p(n)(\mathrm{ mod\;} k)$, are non-holonomic and not algebraic in characteristic 0. We find infinitely many rational numbers and infinitely many algebraic irrational numbers for which the values of these series are transcendental. We apply these results to some $p$-automatic sequences, one of them being the period-doubling sequence.