20 1. Metric Spaces ‘Though we have defincd Hausdorff measure for a metric space, this notion will often be applied to subsets of metric spaces. In such cases, a subset should be considered as a metric space with the restricted metric. (Note that the definition can be read verbatim if X is a subset of a larger metric space; it does not matter whether covering sets S, are actually contained in X.) The following proposition summarizes the properties of Hausdorff mea- sure that follow immediately from the definition. Proposition 1.7.8. Let X and Y be metric spaces, and let A and B be subsets of X. Then (1) IfAC B, then pa(A) < wa(B). (2) wa(U As) < SD wa(Ai) for any finite or countable collection of sets AVC X. (3) If dist(A, B) > 0, then ya(AU B) = pa(A) + wa(B). (4) If f:X + is a Lipschitz map with a Lipschitz constant C, then bal f(X)) $ C4 wa(X)- (5) If f :X + Y is a C-homothety, i.e, |f(x1)f(2)| = Clerza| for all 21,22 € X, then pa(f(X)) = C4: pa(X). According to Carathéodory’s criterion, ({Fe], 2.3.1(9)), any nonnegative function on the Borel -algebra of X possessing the properties 1-3 from Proposition 1.7.8 is actually a measure. Thus we obtain Theorem 1.7.9. For any metric space X and any d > 0, 1a is a measure on the Borel o-algebra of X. Exercise 1.7.10. Prove that 0-dimensional Hausdorff measure of a set is its cardinality. In other words, jig(X) is a number of points in X if X is a finite set, and jig(X) = oo if X is an infinite set. Exercise 1.7.11. Let X and Y be metric spaces and f : X + Y a locally Lipschitz map with dilatation < C. Prove that pa(f(X)) < C*- pa(X) assuming that (a) X is compact; (b) X has a countable topological base. 1.7.3. Hausdorff measure in R”. Let J denote the interval [0,1] of R. Then J” = {0, 1)" is the unit cube in R”. Theorem 1.7.12. 0 < pin(I") < 00. Exercise 1.7.13. Prove the theorem. Now we can define the normalization constant C(n) from the definition of Hausdorff measure. Namely, choose C(n) so that jin (I") = 1. The existence of such a constant follows from Theorem 1.7.12. Theorem 1.7.5 then implies1.7. Hausdorff Measure and Dimension 21 that Hausdorff measure {tp on R® coincides with the standard n-dimensional volume mn. In most cases, the actual value of C(n) is not important. However it is an interesting fact that C(n) equals the volume of the Buclidean n-ball of diameter 1. The proof is based on the following theorem. Theorem 1.7.14 (Vitali’s Covering Theorem). Let X be a bounded set in R" and let B be a collection of closed balls in R” such that for every x € X and € > 0 there is a ball B € B such that « € B and diam(B) < e. Then ® contains a finite or countable subcollection {B;} of disjoint balls which covers X up to a set of zero measure, i.e., such that B:N B; = 0 ifi #5 and Hn(X \U, Bi) = 0. Proof. We may assume that every ball B € ® contains at least one point of X and exclude the balls with radius greater than 1. Then all these balls are contained in the 2-neighborhood of X which is bounded and hence has finite volume. We construct a sequence {B;}{2, of balls by induction. If By,..., Bm are already constructed, we choose the next ball By,;1 as follows. Let Bm denote the set of balls from the collection that do not intersect any of Bi,..., Bm. If Bm is empty, then By U-+-U Bm covers the entire set X and the proof is finished (this follows from the condition that every point is covered by-balls of arbitrarily small radii). If B,, is not empty, choose Bri to be any element of B, with (1a) diamm(Bmy2) > $ sup{diam(B) : BE Bm}. The balls B; are disjoint by the construction. We will now show that they cover X up toa set of zero measure. Fix ane > 0. Since the balls are disjoint and are contained in a set of finite volume, we have 7p in(Bi) < oo. Hence there is an index m such that 77,41 Hn(Bi) < €. Let 2 € X\U; Bi and let B be any ball from the collection that contains « and does not intersect the balls By,...,Bm. Note that B must intersect J; By because otherwise B € By, for all m which contradicts that fin(Bi) > 0. Let k be the minimal index such that BO B, # 0 Then B € Bm—; and hence diam(B,) > }diam(B) by (1.1). It follows that the distance from z to the center of By, is not greater than 5 times the radius of By. Hence x belongs to the ball with the same center as By and radius 5 times larger. We denote this ball by 5By. We have just proved that every rE X\U; Bi belongs to a ball 5B, for some k > m. Thus X \ U; Bist US n41(5Bi); hence bn(X\ (J Bi) < xy bn (5B;) = 5" > bn(Bi) < 5"e. ism.2 1. Metric Spaces Since ¢ is arbitrary, it follows that in(X \U; Bi) = 0. o Corollary 1.7.15. The normalization constant for the n-dimensional Haus- dorff measure equals the volume of the Euclidean n-ball of diameter 1. Proof. Let Cy, denote the constant from the formulation. Then the volume of a Euclidean n-ball equals Cyd" where d is its diameter. Let y!, be the n-dimensional Hausdorff measure with normalization constant Cy, We have to prove that u/, = in, i.e, that yi,(I") = 1 1. uf,(I") <1. To prove this, apply Theorem 1.7.14 to the set 8 of all closed Euclidean balls contained in I". This yields a countable collection {Bi} of such balls such that the set ¥ = I" \(J Bj has zero measure. Hence Hn(I") S Ha(¥) + D Cn diam(Bi)" = 0 +L ma(Bi) < ma(I") = 1. 2. w(I") > 1. By a well-known Bieberbach inequality (ef. e.g. (BZ), Theorem 11.2.1), a Euclidean bal] hes the maximal volume among the sets with the same diameter.” Hence m($) < Cn diam($)" for any bounded set SCR". Now if {S;}%, is a covering of I", then 1 = ma(I") < DO mx(Sj) < XC; diam(S)". The statement follows. a 1.7.4. Hausdorff dimension. The next theorem tells us how the Haus- dorff measure of a fixed set depends on dimension. Briefly, the measure is zero or infinite for all dimensions except at most one. More precisely, there is a “critical dimension” below which the measure is infinity and above which the measure is zero. This dimension is an important characteristic of a metric space, called the Hausdorff dimension. Warning: at the critical dimension, all three possibilities (the measure is zero, positive number or +00) may take place. Theorem 1.7.16. For a metric space X there exists a dg € (0, +00] such that ua(X) =0 for all d >'do and pg(X) = 00 for all d < do. Proof. Define do = inf{d > 0 : ua(X) # co}. Trivially pg(X) = 00 for all d < do. If d > do, there is a d’ < d such that pg/(X) = M 0 there exists a covering {S,} of X such that diam S; <¢ for all i and S\(diam S;)” < 2M. Then So(diam $))4 < e## . ST (diam $:)" < 244M, Hence pae(X) < 2e7-4M. Since c?-4 — 0 as ¢ — 0, we have ug(X) = 0 Definition 1.7.17. The value do from Theorem 1.7.16 is called the Haus- dorff dimension of X and denoted by dimy(X). Remark 1.7.18. Hausdorff dimension is not necessarily integer.1.7. Hausdorff Measure and Dimension 23 Here are some immediate properties of Hausdorff dimension. Proposition 1.7.19. Let X be a metric space. Then (1) IfY CX, then dimy(¥) < dimy(X) (2) IfX is covered by a finite or countable collection {X;} of its subsets, then dimy(X) = sup; dimy(X;). (3) If f :X + Y is a Lipschitz map, then dimy(f(X)) < dimy(X). In particular, bi-Lipschitz equivalent metric spaces have equal Haus- dorff dimensions. (4) dimy(R") = dimy(I") = n. Exercise 1.7.20. Let X and Y be metric spaces and f : X + Y a map such that |f(x1)f (x2)| $C - |arxal® for alll 21,2 € X, where C and o are some positive constants. Prove that dimy(f(X)) < dimy(X)/a. Exercise 1.7.21. Prove that the Hausdorff dimension of the standard Cantor set is logg2. More generally, let X be a compact space that can be split into n subsets X1,..., Xp that can be obtained from X by dilations with coefficients c1,...,cn respectively. Prove that d = dimy(X) satisfies the equation > cf = 1. (Warning: compactness is essential!) Exercise 1.7.22. Give examples of (a) an uncountable metric space whose Hausdorff dimension is zero; (b) a metric space X with dimy(X) = 1 and uy(X) =0; (c) a metric space X with dimy(X) = 1 and py(X) = +00.