Student Seminar Talk1

HAUSDORFF DIMENSION

NIR LEV

Abstract. We are familiar with the idea that a curve is a 1-dimensional ob-
ject and a surface is 2-dimensional. What is the “dimension” of a set having
infinite length but zero area? Similarly, the Cantor set has Lebesgue measure
zero, but in some ways it is quite large (it is uncountable). How to quantify its
size? In this talk we will answer these questions through the notions of Haus-
dorff measure and dimension. We will also describe methods for calculation of
Hausdorff dimension and consider some examples.

1. Box-counting dimension

We work in the d-dimensional Euclidean space Rd . We start with the following

Definition 1.1. The ε-covering number of a bounded set E ⊂ Rd is
N
[
N (E, ε) = min{N : ∃B1 , . . . , BN balls of diameter ε such that E ⊂ Bi },
i=1

that is, the minimal number of balls of diameter ε needed to cover E.

We are interested in the rate of growth of N (E, ε) as ε → 0. If E is a finite

set then clearly N (E, ε) ∼ C. We also observe that if E is a “nice” curve then
N (E, ε) ∼ Cε . Similarly, if E is a “nice” m-dimensional surface then N (E, ε) ∼ εCm .
C
The idea that when E is a “typical α-dimensional set” then N (E, ε) ∼ εα , leads
to the definition of the box-counting dimension as
log N (E, ε)
(1.1) dimB E = lim
ε→0 log(1/ε)
whenever the limit exists. This definition goes back to the 1930’s and is also usually
termed Kolmogorov entropy or Minkowsky dimension.
If the limit does not exist, one can still consider the upper box-counting dimension
and the lower box-counting dimension which correspond to the upper limit and
lower limit, respectively, in (1.1). They shall be denoted by dimB E and dimB E.
Example 1.2. Suppose E is the Cantor set constructed from the segment [0, 1] by
successive dissections, where in each step the middle third is removed from each of
the remaining segments. That is,
∞
nX εn o
E= : ε n = 0 or 2 .
n=1
3n

Then dimB E = log 2/ log 3.

1
This is an expository talk delivered on April 27 and May 5, 2006 in the Student Seminar,
Tel-Aviv university (thanks to Shahaf Hahamov-Nitzan for suggesting the topic of this talk).
1
2 NIR LEV

Proof. Let ε > 0 be given. Choose n such that ( 13 )n ≤ ε < ( 13 )n−1 and consider the
covering of E by the 2n segments of length ( 13 )n obtained in the n’th step (segments
log 2
of rank n). Denoting α = log 3 we have

3α
N (E, ε) ≤ N (E, 3−n ) ≤ 2n = 3αn < ,
εα
which gives
log N (E, ε)
dimB E = lim sup ≤ α.
ε→0 log(1/ε)
On the other hand, suppose we are given a covering of E by N (E, ε) segments
of length ε. We now choose n such that ( 31 )n+1 ≤ ε < ( 13 )n , then any segment in
the covering intersects at most one of the 2n segments of rank n (since the distance
between any two of them is at least 3−n ). Hence
3−α
N (E, ε) ≥ 2n = 3αn ≥ ,
εα
which in turn gives
log N (E, ε)
dimB E = lim inf ≥ α.
ε→0 log(1/ε)
This proves that dimB E = α. 

Example 1.3. Let E = {0} ∪ { k1 : k = 1, 2, 3, . . . }, then dimB E = 1/2.

Proof. Given ε > 0, let us first estimate N (E, ε) from below. The distance from
the point k1 to it’s closest neighbour k+1
1
is
1 1 1 1
− = > .
k k+1 k(k + 1) (k + 1)2
1 1 1 1
Choose n such that (n+2) 2 ≤ ε < (n+1)2 , then to cover the points 1, 2 , . . . , n at

least n intervals of length ε are needed. Hence

1
N (E, ε) ≥ n ≥ −2
ε1/2
which implies dimB ≥ 1/2.
To estimate N (E, ε) from above, choose n such that n12 < ε ≤ (n−1)1
2 . We can
1
cover the segment [0, n ] by n intervals of length ε, and then cover the remaining
points 1, 12 , . . . , n−1
1
by n − 1 more intervals. So we have
 1  2
N (E, ε) <= n + (n − 1) = 2n − 1 ≤ 2 1/2 + 1 − 1 = 1/2 + 1
ε ε
which in turn gives dimB ≤ 1/2. 

The last example demonstrates an undesirable property of dimension, as one

expects that a closed countable set would have dimension zero. In what follows
we shall present another approach to dimension due to Hausdorff. The Hausdorff
dimension is based on measure theory and hence is more suitable for theoretic
purposes, although it is more difficult to compute in practice. However, for a large
family of sets, the Hausdorff dimension and the box-counting dimension are the
same.
 HAUSDORFF DIMENSION 3

2. Hausdorff measure

2.1. Introduction. The Hausdorff measure, introduced in 1919 by the mathemati-

cian Felix Hausdorff [2], generalize the idea of length, area, volume, etc. He defined,
for any α ≥ 0, an α-dimensional measure Hα on Rd . For a set E ⊂ Rd , H0 (E) is
the number of points of E. If E is a smooth curve, H1 (E) is it’s length. If E is
a smooth m-dimensional surface, Hm (E) is (up to a multiplicative constant) it’s
surface volume.
The scaling properties of length, area and volume are well known. By magni-
fication by factor λ, the length of a curve is multiplied by λ, the area of a planar
region is multiplied by λ2 and the volume of a 3-dimensional object is multilpied
by λ3 . As expected, the α-dimensional measure scales with a factor λα .

2.2. Definition of the Hausdorff measure. Let E be any subset of Rd . For

δ > 0 we consider all converings of E by a sequence of balls {Bi } of diameters
|Bi | ≤ δ. We denote
∞
X
δ
Hα (E) = inf |Bi |α
i=1
where the infimum is taken over all such coverings of E (again, here |B| denotes the
diameter of B). When δ decreases, the class of permissible coverings is reduced,
δ δ
hence Hα (E) increases. Therefore Hα (E) approaches a limit as δ → 0. We define
the α-dimensional Hausdorff measure of E to be
δ
Hα (E) = lim Hα (E).
δ→0

Note that the limit exists for any subset E of Rd , though it’s value can be zero or
infinity.
We will next prove that Hα is in fact a measure on Rd , based on a method of
Carathéodory. We start with the following property of Hα , whose proof is straight-
forward.
Proposition 2.1. Hα is an outer measure, that is
(i) Hα (∅) = 0.
(ii) Hα (A) ≤ Hα (B) whenever A ⊂ B.
S∞ P∞
(iii) Hα ( i=1 Ai ) ≤ i=1 Hα (Ai ) for any countable collection of sets {Ai }.

It turns out that to any outer measure one can associate a class of measurable
sets and a corresponding measure defined on this class. This is the content of the
following theorem.
Theorem 2.2 (Carathéodory). Let µ be an outer measure on a set Ω. Let us say
that a subset E ⊂ Ω is µ-measurable if
µ(A) = µ(A ∩ E) + µ(A \ E), ∀A ⊂ Ω.
Then the class S of µ-measurable sets is a σ-algebra, and (Ω, S, µ) is a complete
measure.

Using Carathéodory’s theorem we conclude that there exists a σ-algebra Sα of

subsets of Rd such that (Rd , Sα , Hα ) is a complete measure. We would like to know,
however, that Sα is not too small, otherwise it would not be very interesting. For
this, the following property of Hα will be used.
4 NIR LEV

Proposition 2.3. Hα is a metric outer measure, that is

Hα (A ∪ B) = Hα (A) + Hα (B)
whenever
d(A, B) = inf{ |x − y| : x ∈ A, y ∈ B} > 0.

To see this, just note that if δ < d(A, B) then any covering of A ∪ B by balls of
diameter ≤ δ can be decomposed into a covering of A and a covering of B.
Theorem 2.4 (Carathéodory). Let µ be a metric outer measure on a metric space
X. Then every Borel subset of X is µ-measurable.

From Proposition 2.3 and Theorem 2.4 it follows that Hα is a complete measure
defined on a σ-algebra Sα which contains all Borel subsets of Rd .

2.3. Properties of the Hausdorff measure. It is easily seen that the Hausdorff
measure Hα enjoys the following properties:
(i) It is invariant under translations and rotations:
Hα (U A + x) = Hα (A), U ∈ SO(d), x ∈ Rd .
(ii) It is homogenous of degree α with respect to dilations:
Hα (λA) = λα Hα (A), λ > 0.
d n
(iii) If E ⊂ R and f : E → R is a Lipschitz map, that is
|f (x) − f (y)| ≤ C |x − y|
for all x, y ∈ E, then
Hα (f (E)) ≤ C α Hα (E).
Recall that the Lebesgue measure is, up to a multiplicative constant, the only
positive translation-invariant Borel measure which assigns finite values to compact
sets. It follows that the d-dimensional Hausdorff measure Hd is just a constant
multiple of the Lebesgue measure in Rd .
Similarly, it can be shown that for an integer m, Hm is the m-dimensional surface
measure, again up to a multiplicative constant.
Example 2.5. Let γ : [a, b] → Rd be a continuous simple (i.e. one-to-one) curve,
then the length of γ is given by the 1-dimensional Hausdorff measure. That is,
H1 (γ[a, b]) = L where
nXN o
L = sup |γ(ti ) − γ(ti−1 )| : a = t0 < t1 < · · · < tN = b .
i=1

Proof. It is easy to check first that if [x, y] is the linear segment joining two points
x, y ∈ Rd , then H1 ([x, y]) = |y − x|.
Now for a ≤ t < s ≤ b let π : Rd → Rd be the orthogonal projection onto
the straight line passing through γ(t) and γ(s). Then π is a Lipschitz map with
constant 1 (that is, a contraction), hence
H1 (γ[t, s]) ≥ H1 (π ◦ γ[t, s]) = H1 ([γ(t), γ(s)]) = |γ(s) − γ(t)|.
It follows that for any choice a = t0 < t1 < · · · < tN = b we have
N
X N
X
H1 (γ[a, b]) = H1 (γ[ti−1 , ti ]) ≥ |γ(ti ) − γ(ti−1 )|,
i=1 i=1
 HAUSDORFF DIMENSION 5

hence H1 (γ[a, b]) ≥ L.

For the other direction we may assume L < ∞. Consider the arc-length function
l : [a, b] → [0, L] defined by
N
nX o
l(t) = sup |γ(ti ) − γ(ti−1 )| : 0 = t0 < t1 < · · · < tN = t .
i=1

One can check that this is a continuous function. Since γ is one-to-one, l is strictly
increasing and hence has a continuous inverse l−1 : [0, L] → [a, b]. Observe that
γ ◦ l−1 is a parametrization of the curve by arc-length, hence it is Lipschitz with
constant 1. Therefore

H1 (γ[a, b]) = H1 (γ ◦ l−1 [0, L]) ≤ H1 ([0, L]) = L. 

3. Hausdorff dimension

From the definition it is quite clear that for a given set E ⊂ Rd , Hα (E) is a
non-increasing function of α. In fact, one can say more: if β > α and {Bi } is a
covering of E by balls of diameter ≤ δ, then
∞
X ∞
X ∞
X
|Bi |β = |Bi |β−α |Bi |α ≤ δ β−α |Bi |α ,
i=1 i=1 i=1

hence Hβδ (E) ≤ δ β−α Hαδ (E). Letting δ → 0 we see that if Hα (E) < ∞ then
Hβ (E) = 0. It follows that there is a critical value of α at which Hα (E) jumps
from ∞ to 0. This critical value is called the Hausdorff dimension of E and we
shall denote it by dimH E. It is defined for any set E ⊂ Rd .

Hα (E)

0 α
0 dimH E d

The Hausdorff dimension of E is 0 if E a countable set, is 1 if E is a smooth

curve, and similarly is m if E is a smooth m-dimensional surface. Note that if
0 < Hα (E) < ∞ then α = dimH E. However if α = dimH E we cannot say
anything about Hα (E) and it may well be 0 or ∞.

Example 3.1. Let E be the Cantor set as above. Then E is the union of two
disjoint sets which are homothetic to E with ratio 31 , hence

Hα (E) = 2 ( 13 )α Hα (E).

If 0 < Hα (E) < ∞, this implies α = log 2/ log 3. Actually log 2/ log 3 is the
Hausdorff dimension of E, as we shall see in the sequel.
6 NIR LEV

4. Methods for calculating Hausdorff dimension

It is relatively easy to give an upper bound on the Hausdorff dimension, as it

is sufficient to find one good covering of the set. It looks more difficult to give
lower bounds on the Hausdorff dimension, as we must obtain a lower bound for all
coverings of the set. Here we discuss some methods to obtain such bounds.

4.1. Covering number. If we consider only coverings by balls of equal diameter,

we obtain the following estimate.
Proposition 4.1. Let E be a bounded set in Rd . Then dimH E ≤ dimB E, that is,
the Hausdorff dimension of E is not greater than its lower box-counting dimension.

Proof. Choose a sequence δk → 0 such that

log N (E, δk )
lim = dimB E.
k→∞ log(1/δk )

If α > dimB E then N (E, δk ) ≤ ( δ1k )α for k large enough. Let {Bi } be a covering
of E by N (E, δk ) balls of diameter δk , then
X
δk
Hα (E) ≤ |Bi |α = δkα N (E, δk ) ≤ 1,
hence letting k → ∞ we get Hα (E) ≤ 1. Since this is true for any α > dimB E, it
follows that dimH E ≤ dimB E. 
Example 4.2. It follows from Proposition 4.1 and from Example 1.2 that if E is
the Cantor set then dimH E ≤ log 2/ log 3.

4.2. The mass distribution principle. The basic idea of the mass distribution
principle is the following: if it is possible to distribute a positive amount of mass
on a set E in such a way that its local concentration is bounded from above, then
the set must be large in a suitable sense ([5]).
Theorem 4.3 (Mass distribution principle). Suppose there is a probability measure
µ on E, and constants C > 0 and δ > 0 such that µ(B) ≤ C |B|α for any ball B of
diameter ≤ δ. Then Hα (E) > 0 and, in particular, dimH E ≥ α.

Proof. For any covering {Bi } of E by balls of diameter ≤ δ,

[∞  X ∞ ∞
X
1 = µ(E) ≤ µ Bi ≤ µ(Bi ) ≤ C |Bi |α .
i=1 i=1 i=1

It follows that Hα (E) ≥ 1/C. 

We mention that a converse of the last theorem is also true: if E is a Borel

subset of Rd with Hα (E) > 0 then there is a probability measure µ on E such that
µ(B) ≤ C |B|α for any ball B. This result is called Frostman’s Lemma.
Example 4.4. Let µ be the uniform measure on the Cantor set E, then is, µ
assigns value ( 12 )n to any of the 2n segments of rank n.
log 2
Denote α = log 3 . Supposse B is a ball of diameter < 1, and choose n such that
1 n+1 1 n
(3) ≤ |B| < ( 3 ) . Then B intersects at most one segment of rank n, hence
µ(B) ≤ ( 21 )n = ( 13 )αn ≤ 3α |B|α .
By the mass distribution principle it follows that dimH E ≥ log 2/ log 3.
 HAUSDORFF DIMENSION 7

4.3. The potential theoretic method. We now introduce another widely used
method for estimating the Hausdorff dimension from below.
Definition 4.5. The α-energy of a probability measure µ on Rd is defined as
ZZ
dµ(x) dµ(y)
Iα (µ) = .
|x − y|α

The term “energy” has its origin in the so-called potential theory (if we work in
R3 then I1 (µ) is just the Newtonian gravitational energy).
The idea of the potential theoretic method is that a mass distribution µ with
Iα (µ) < ∞ must spread the mass so that at each place the concentration is small.
This is only possible on large sets ([5]).
Theorem 4.6. Suppose there is a probability measure µ on E such that Iα (µ) < ∞.
Then Hα (E) = ∞ and, in particular, dimH E ≥ α.

We omit the proof of this theorem. Note that in order to get a lower bound on
the dimension from this method it suffices to show finiteness of a single integral.
This is very convenient for random sets, where it suffices to show that E Iα (µ) < ∞
to get dimH E ≥ α almost surely (see [3]).

4.4. Fourier transform method. We now work on the circle T = R/2πZ and
consider closed sets E ⊂ T. In this setting the α-energy of µ is defined as
ZZ
Iα (µ) = Φα (t − s) dµ(t) dµ(s)

where
1
Φα (t) = α.
sin 2t
An analog of Theorem 4.6 holds in this case.

Φα (t)

−2π −π 0 π 2π

For 0 < α < 1, Φα is an integrable function, hence we may speak of its Fourier
b α (n), n ∈ Z. The fact that Φα is positive, even and convex on (0, 2π)
coefficients Φ
implies that Φb α (n) ≥ 0 for all n (see [4, p. 32]).
For a probability measure µ on T, it is possible to express Iα (µ) in terms of
the Fourier coefficients µb(n) of µ. Indeed, since Iα (µ) = hΦα ∗ µ, µi, well-known
properties of the Fourier transform suggest that
X
(4.1) Iα (µ) = Φ µ(n)|2 .
b α (n) |b
n∈Z

For a proof of this identity see [4, p. 35]. This means that µ has a finite α-energy
if and p
only if µ
b belongs to a certain weighted-l2 space, whose norm is given by
kµk = Iα (µ). One can compute the order of the coefficients Φ b α (n) and show that
8 NIR LEV

b α (n) ∼ |n|α−1 (see [4, pp. 39–40]). Combining with Theorem 4.6, we arrive at
Φ
the following result.
Theorem 4.7. Let E be a closed subset of T. Suppose there is a probability
measure µ on E such that
X
(4.2) |n|α−1 |b
µ(n)|2 < ∞,
n6=0

for some 0 < α < 1. Then dimH E ≥ α.

It is possible to prove a stronger version of this theorem, where µ is a non-zero

complex measure (that is, not necessarily positive) or even a Schwartz distribution
supported on E.
It is interesting to ask what can be said in case µ is supported on E and µb ∈ lq
for some 1 ≤ q < ∞. If q ≤ 2 then µ is absolutely continuous, hence E must have
a positive Lebesgue measure and, in particular, have Hausdorff dimension 1. For
q > 2 it is possible that E would have measure zero. Note, however, that in this
case (4.2) is satisfied for any α < 2/q. Indeed, denote λ = 2/q, then by Hölder’s
inequality
X  X α−1 1−λ  X 2
λ
|n|α−1 |b
µ(n)|2 ≤ |n| 1−λ |b
µ(n)| λ ,
n6=0 n6=0 n6=0

hence (4.2) follows, as

2 1−α
=q and > 1.
λ 1−λ
We therefore arrive at the following corollary.
Corollary 4.8. Let E be a closed subset of T. If there is a probability measure µ
on E (or a non-zero Schwartz distribution µ supported on E) such that µ b ∈ lq for
some q > 2, then dimH E ≥ 2/q.

We mention that this result is sharp, namely for any q > 2 there is a closed set
E ⊂ T and a probability measure µ on E such that µ b ∈ lq and dimH E = 2/q. To
prove this one uses a random construction (see [6], Theorem 5).

References
[1] K. Falconer, Fractal geometry, 2nd ed., Wiley, New York, 2003.
[2] F. Hausdorff, Dimension und äußeres Maß, Math. Ann. 79, 157–179 (1919).
[3] J.-P. Kahane, Some random series of functions, 2nd ed., Cambridge University Press, 1985.
[4] J.-P. Kahane and R. Salem, Ensembles parfaits et séries trigonométriques, 2nd ed., Hermann,
1994.
[5] P. Mörters, Fractal geometry, lecture notes.
[6] J. M. Rosenblatt and K. L. Shuman, Cyclic functions in Lp (R), 1 ≤ p < ∞, J. Fourier Anal.
Appl. 9, 289–300 (2003).
[7] H. v. Weizsäcker, Fractal sets and preparation to geometric measure theory.

School of Mathematical sciences, Tel-Aviv University

E-mail address: levnir@post.tau.ac.il