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Hausdorff dimension

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The Hausdorff dimension (also: Hausdorff-Besicovitch dimension, capacity dimension and fractal dimension), introduced by Felix Hausdorff, gives a way to accurately measure the dimension of complicated sets such as fractals. The Hausdorff dimension agrees with the ordinary (topological) dimension on "well-behaved sets", but it is applicable to many more sets and is not always a natural number. The Hausdorff dimension should not be confused with the (similar) box-counting dimension.

Suppose (X,d) is a metric space. We define a family of metric outer measuress on X using the Method II construction of outer measures due to Munroe and described in the article outer measure. Let C be the class of all subsets of X; for each positive real number s, let ps be the function A → diam(A)s on C. Hausdorff outer measure of dimension s, denoted Hs is the outer measure corresponding to the function ps on C.

Thus for any subset E of X

where the infimum is taken over sequences {Ai}i which cover E by sets each with diameter ≤ δ. Then

The value Hs(E) can be described directly as the infimum of all h > 0 such that for all δ > 0, E can be covered by countably many closed sets of diameter ≤ δ and the sum of the s-th powers of these diameters is less than or equal to h.

Theorem. Hs is a metric outer measure. Thus all Borel subsets of X are measurable and Hs is a countably additive measure on the σ-algebra of Borel sets.

Hausdorff measure is a Lipschitz invariant in the following sense: If d and d1 are metrics on X such that for some 0< C < ∞ and all x, y in X,

then the corresponding Hausdorff measures Hs, H1s satisfy
for any Borel set E.

The function sHs(E) is non-increasing. In fact, it turns out that for all values of s, except possibly one Hs(E) is either 0 or ∞. We say E has positive finite Hausdorff dimension iff there is a real number 0<d< ∞ such that if s < d then Hs(E) = ∞ and if s > d, then Hs(E) = 0. If Hs(E)=0 for all positive s, then E has Hausdorff dimension 0. Finally, if Hs(E)=∞ for all positive s, then E has Hausdorff dimension ∞

The Hausdorff dimension is a well-defined extended real number for any set E and we always have 0 ≤ d(E) ≤ ∞. It follows from the Lipschitz property of Hausdorff measure that Hausdorff dimension is a Lipschitz invariant. Its relation to topological properties is outlined below.

Note that if m is a positive integer, the m dimensional Hausdorff measure of Rm is a rescaling of usual m-dimensional Borel measure λm which is normalized so that the Borel measure of the m-dimensional unit cube [0,1]m is 1. In fact, for any Borel set E,

Remark. Some authors adopt a slightly different definition of Hausdorff measure than the one chosen here, the difference being that it is normalized in such a way that Hausdorff m-dimensional measure in the case of Euclidean space coincides exactly with Borel measure λ.

See the Federer reference below for additional material on other fractal measures.

Table of contents
1 Examples
2 Hausdorff dimension and topological dimension
3 References

Examples

Hausdorff dimension and topological dimension

Let X be an arbitrary separable metric space. There is a notion of topological dimension for X which is defined recursively. It is always an integer (or +infinity) and is denoted dimtop(X).

Theorem. Suppose X is non-empty. Then

Moreover
where Y ranges over metric spaces homeomorphic to X. In other words, X and Y have the same underlying set of points and the metric dY of Y is topologically equivalent to dX.

These results were originally established by E. Szpilrajn. The treatment in Chapter VIII of the Hurewicz and Wallman reference is particularly recommended.

References