1.6. Compact Spaces 15 Exercise 1.6.8. Prove that a metric space (with possibly infinite distances) is compact if and only if it is a union of a finite number of compact subsets cach of which carries a finite metric. Exercise 1.6.9. Let X be a compact metric space. Prove that 1. If the metric of X is finite, then diam X < co. 2. There exist two points z,y € X such that |zy| = diam X. Exercise 1.6.10. Define the distance between two subsets A and B of a metric space X by dist(A, B) = inf{|zy|: 2 € A\y © BY}. (Warning: this kind of distance docs not satisfy triangle incquality!) Prove that 1. If A and B are compact, then there exist « € A and y € B such that |zy| = dist(A, B). 2. If X =”, the same is true under the weaker assumptions that A is compact and B is closed. Theorem 1.6.11 (Lebesgue’s Lemma). Let X be a compact metric space, and let {Ua}aea be an open covering of X. Then there exists a p > 0 such that any ball of radius p in X is contained in one of the sets Ua. Proof. We may assume that the metric of X is finite and none of the sets Ua covers the whole space. Then one can define a function f : X — R by f(z) = sup{r € R : B,(x) is contained in one of the Ua}. Since {Ua} is an open covering, f(z) is well-defined and positive for all z € X. Clearly f is a nonexpanding function and hence continuous. ‘Therefore it attains a (positive) minimum 79. Define p = 70/2. a The number p from the theorem is referred to as a Lebesgue number of the covering Theorem 1.6.12. Let X and Y be metric spaces and let X be compact. Then every continuous map f : X + Y is uniformly continuous, i.e., for every € > 0 there is a6 > 0 such that for all 21,22 € X such that |zrz9| < 6 one has | (1) f (22)| 0 such that Be(p) 0 f(X) = Let n be the maximal possible cardinality of an ¢-separated set in X (see Exercise 1.6.4) and let $C X be an ¢-separated set of cardinality n. Since f is distance-preserving, the set f(S) is also e-separated. On the other hand, dist(p, f(S)) > dist(p, f(X)) 2 € and therefore f(S)U {p} is an e- separated set of cardinality n + 1. Contradiction. Theorem 1.6.15. Let X be a compact metric space. (1) Any nonespanding surjective map f : X X is an isometry. (2) Ifa map f : X — X is such that |f(z)f(y)| > leu for all z,y € X, then f is an isometry. Proof, 1, Suppose the contrary, i.c., that |f(p)(a)| < |pal for some points p,q X. Fix p and q and pick an e > 0 such that |f(p) f(q)| < |pal - Be. Let n be a natural number such that there exists at least one é-net in X of cardinality n. Consider the set 9 ¢ X® of all n-tuples of points of X that form e-nets in X. This set is closed in X" and therefore it is compact Define a function D : X* R by D(e1,.--,2a) = > [asl opt This function is continuous and therefore it attains a minimum on N. Let S = (11,..., an) be an element of N at which the minimum is attained. Since f is nonexpanding and surjective, the collection f(S) = (f(#1),...,f(tn)) is also an element of 9. Moreover D(f(S)) < D(S) because | f (xi) f(;)| < |xi23| for all i,j. But D(S) is the minimum of D on %; therefore D(f($)) = D(S) and |f(i){(w3)| = \aax3| for all 4, j. On the other hand, there exist indices i and j such that |pzi| < ¢ and |ge3| |pal - |pxil — laxsl > bpal - \Fea) F< FI @I + IF @) Fed + F@OFEDI < If (p)F(q)| + 2€ < [pal — 3e.1.7. Hausdorff Measure and Dimension 7 Hence |f (zi) f(2j)| < |ziz;]. Contradiction. 2 Define Y = f(X). The argument from the proof of the previous theorem shows that Y is dense in X. Consider the map g = f-!: ¥ + X. Since g is nonexpanding and Y is dense in X, g can be extended to a nonexpanding map § : X + X. By the first part of the theorem, g is an isometry. Hence Y = X and f is an isometry. a 1.7. Hausdorff Measure and Dimension 1.7.1. Measures in general. The notion of measure generalizes length, area and volume. Roughly speaking, a measure on a space X is a nonnega- tive function defined on a set of subsets of X and possessing the additivity property of the area; namely, the measure of a union of disjoint sets equals the sum of measures of these sets. In fact, a stronger requirement of count- able additivity (or o-additivity, see definitions below) is imposed to make measures really useful. Although it is commonly accepted that one can speak of area for figures on the plane and volume of three-dimensional bodies, it is not so easy to give correct definitions of these notions. In fact, the statement “every set has a volume” is wrong, as the following fact shows (see [HM] for details). Let B denote a unit ball in R* with its center removed. Then B can be split into four disjoint subsets, which can be rearranged (by means of rotations) s0 as to form two copies of B. If volume was defined for sets such as these four pieces (which are in fact extremely wild scts), then B and the union of its disjoint copies would have equal volumes, implying that the volume of all sets is zero. Therefore one has to restrict the class of sets for which the volume (or other measure) is defined. A class of sets on which a measure is defined (these sets are called measurable, w.r.t. the measure) must be a o-algebra, which is defined as follows: Definition 1.7.1. Let X be an arbitrary set. A set % of subsets of X is called a o-algebra if it satisfies the following conditions: (1) @ and X are clements of %; (2) If A,B e%, then A\ Be %; (3) If {Ai}ier is a finite or countable collection of elements of %, then their union Uj; Ai is also an element of &. Remark 1.7.2. Due to the formula U(X \ Ai) = X \ Ai, @ o-algebra contains any intersection of a countable collection of its clements. Definition 1.7.3. A measure on a o-algebra % is a function pw: % IR, U {+00} such that (1) #(9) = 0; and18 1. Metric Spaces (2) if {A,} is 0 finite or countable collection of elements of & and the sets A; are disjoint, then w(U.As) = 0 a( Ad). The second condition is referred to as o-additivity. Note that the expression 5 1(As) is either a finite sum or a series; its value is well defined and independent of the order of terms since the terms are nonnegative. Exercise 1.7.4. Let jz be a measure. Prove the following statements: (a) Let {Ai}$2, be @ sequence of measurable sets such that Ai © Aina for all i. Then the sequence {(A;)} is nondecreasing and lim y(A,) = w(U Ai). (b) Let {A;}22, be a sequence of measurable sets such that Aj D Aiy1 for all i, and assume that (Ai) < oo. Then the sequence {y(Aj)} is nonincreasing and lim u( Aj) = p(() Ai). (c) The assumption (Ay) <0o in (b) is essential. If G is an arbitrary collection of subsets of a set X, there obviously exists a unique minimal o-algebra containing S (prove this!); it is called the o-algebra generated by ©. If X is a topological space, then the o-algebra generated by its topology (ie., by the set of all open sets) is called the Borel a-algebra of X. Elements of the Borel o-algebra are called Borel sets. A measure defined on the Borel o-algebra is called a Borel measure over X. ‘The following theorem provides a basis for measure theory in Euclidean spaces. Theorem 1.7.5 (Lebesgue). There exists a unique Borel measure my over R” which is invariant under parallel translations and such that ma((0,1]*) = 1. The measure my is called Lebesgue measure. The uniqueness part of the theorem implies that every translation-invariant Borel measure in R" with a finite value for a cube is a constant multiple of mn. Exercise 1.7.6, Prove that 1. Lebesgue measure is invariant under isometries of R™. 2. If L: R® + RP isa linear map, then m,(L(A)) = | det L|-ma(A) for any measurable set A C R™. In particular, a homothety with coefficient C multiplies the Lebesgue measure by O”. Hint: Use the uniqueness part of Theorem 1.7.5. 1.7.2. Hausdorff measure. To motivate the definition of Hausdorff mea- sures, let us recall the main idea of the construction behind the proof of ‘Theorem 1.7.5. It begins with choosing a class of simple sets (such as balls or cubes). Then a set (from an appropriate o-algebra) is covered by simple sets; then the Lebesgue measure of the set is defined as the infimum of total1.7, Hausdorff Measure and Dimension 19 measures of such covers. Speaking about “the total measure of a cover” one means here that certain measure is already assigned to simple sets. To define Hausdorff n-dimensional measure on a metric space, one could proceed along the same lines: cover a set by metric balls such that all their radii are less than e. For each ball, consider a Euclidean ball of the same radius and add their volumes for al] balls from the cover: this will be the total measure of the cover. Taking its infimum over all covers and passing to the limit as ¢ approaches zero, one gets a version of Hausdorff measure of the set. Instead of adding volumes of Euclidean balls of the same radii, one could simply add the radii of balls from the cover raised to the power n: the result is the same up to a constant multiplier. It turns out that arbitrary sets and diameters are technically more convenient to use than metric balls and radii. Now we pass to formal definitions. Definition 1.7.7. Let X be a metric space and d be a nonnegative real number. For a finite or countable covering {Si}ier of X (that is, a collection of sets such that X C Sj), define its d-weight wa({S;}) by the formula wal{Si}) = So(diam S)*. If d = 0, substitute cach (if any) 0° term in the formula by 1. For ane > 0 define jige(X) by Bae(X) = inf {wa({S;}) : diam(Sj) < for all é}. The infimum is taken over all finite or countable coverings of X by sets of diameter < ¢; if no such covering exists, then the infimum is +oo. The d-dimensional Hausdorff measure of X is defined by the formula Ba(X) = C(d)- iim Hae(X) where C(d) is a positive normalization constant. This constant is introduced for only one reason: for integer d it is convenient to choose O(d) so that the d-dimensional Hausdorff measure of a unit cube in R" equals 1. In fact, almost nothing depends on the actual value of C(d). It may be unclear from the definition what the value of a(0) is. We explicitly define j1g(0) = 0 for all d > 0. Clearly ge(X) is « nonincreasing function of c. Since such a function has a (possibly infinite) limit as ¢ —+ 0, jzq(X) is well defined for any metric space X. It may be either a nonnegative real number or -00.