Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure.

Hausdorff dimensio

Math212a1412
Constructing outer measures.

Shlomo Sternberg

October 23 , 2014

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

1 Constructing outer measures, Method I.

Metric outer measures.

2 Constructing outer measures, Method II.

3 Hausdorff measure.

4 Hausdorff dimension.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Review: outer measures.

An outer measure on a set X is a map m∗ to [0, ∞] defined on

the collection of all subsets of X which satisfies
m∗ (∅) = 0,
Monotonicity: If A ⊂ B then m∗ (A) ≤ m∗ (B), and
Countable subadditivity: m∗ ( n An ) ≤ n m∗ (An ).
S P

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Measures from outer measures via Caratheordory.

Given an outer measure, m∗ , we defined a set E to be measurable

(relative to m∗ ) if

m∗ (A) = m∗ (A ∩ E ) + m∗ (A ∩ E c )

for all sets A. Then Caratheodory’s theorem that we proved last

time asserts that the collection of measurable sets is a σ-field, and
the restriction of m∗ to the collection of measurable sets is a
measure which we shall usually denote by m.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Countable covers.

Let C be a collection of sets which cover X . For any subset A of X

let
ccc(A)
denote the set of (finite or) countable covers of A by sets
belonging to C. In other words, an element of ccc(A) is a finite or
countable collection of elements of C whose union contains A.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Suppose we are given a function

` : C → [0, ∞].

Theorem
There exists a unique outer measure m∗ on X such that
m∗ (A) ≤ `(A) for all A ∈ C and
If n∗ is any outer measure satisfying the preceding condition
then n∗ (A) ≤ m∗ (A) for all subsets A of X .
This unique outer measure is given by
X
m∗ (A) = inf `(D). (1)
D∈ccc(A)
D∈D

In other words, for each countable cover of A by elements of C we

compute the sum above, and then minimize over all such covers of
A.
Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

1.Uniqueness, 2. m∗ (∅) = 0, 3. monotonicity.

If we had two outer measures satisfying both conditions then each

would have to be ≤ the other, so the uniqueness is obvious.

To check that the m∗ defined by (1) is an outer measure, observe

that for the empty set we may take the empty cover, and the
convention about an empty sum is that it is zero, so m∗ (∅) = 0. If
A ⊂ B then any cover of B is a cover of A, so that
m∗ (A) ≤ m∗ (B).

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Subadditivity.

To check countable subadditivity we use the usual /2n trick: If

m∗ (An ) = ∞ for any An the subadditivity condition is obviously
satisfied. Otherwise, we can find a Dn ∈ ccc(An ) with
X 
`(D) ≤ m∗ (An ) + .
2n
D∈Dn

Then we can collect all the D together into a countable cover of A

so X
m∗ (A) ≤ m∗ (An ) + ,
n

and since this is true for all  > 0 we conclude that m∗ is

countably subadditive.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Checking condition 1: m∗ (A) ≤ `(A) for all A ∈ C.

We have verified that m∗ defined by (1) is an outer measure. We

must check that it satisfies the two conditions in the theorem. If
A ∈ C then the single element collection {A} ∈ ccc(A), so
m∗ (A) ≤ `(A), so the first condition is obvious.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Checking conditions 2: If n∗ is any outer measure satisfying

n∗ (D) ≤ `(D) then n∗ (A) ≤ m∗ (A) for all subsets A of X .
As to condition 2, suppose n∗ is an outer measure with
n∗ (D) ≤ `(D) for all D ∈ C. Then for any set A and any countable
cover D of A by elements of C we have
!
X X [
`(D) ≥ n∗ (D) ≥ n∗ D ≥ n∗ (A),
D∈D D∈D D∈D

where in the second inequality we used the countable subadditivity

of n∗ and in the last inequality we used the monotonicity of n∗ .
Minimizing over all D ∈ ccc(A) shows that m∗ (A) ≥ n∗ (A). 
This argument is basically a repeat of the construction of Lebesgue
measure of the last lecture. However there is some trouble:
Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

A pathological example.

Suppose we take X = R, and let C consist of all half open intervals

of the form [a, b). However, instead of taking ` to be the length of
the interval, we take it to be the square root of the length:
1
`([a, b)) := (b − a) 2 .

I claim that any half open interval (say [0, 1)) of length one has
m∗ ([a, b)) = 1. (Since ` is translation invariant, it does not matter
which interval we choose.)

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Claim: m∗ ([0, 1)) = 1.

Proof.
m∗ ([0, 1)) ≤ 1 by the first condition in the theorem, since
`([0, 1)) = 1. On the other hand, if
[
[0, 1) ⊂ [ai , bi )
i
P
then we know from Heine-Borel that (bi − ai ) ≥ 1, so squaring
gives
1 2
X  X X 1 1
(bi − ai ) 2 = (bi − ai ) + (bi − ai ) 2 (bj − aj ) 2 ≥ 1.
i i6=j

So m∗ ([0, 1)) = 1.
Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

The closed unit interval is not measurable in this example.

On the other hand, consider √ an interval [a, b) of length 2. Since it

covers itself, m∗ ([a, b)) ≤ 2.
Consider the closed interval I = [0, 1]. Then

I ∩ [−1, 1) = [0, 1) and I c ∩ [−1, 1) = [−1, 0)

so
√
m∗ (I ∩ [−1, 1)) + m∗ (I c ∩ [−1, 1)) = 2 > 2 ≥ m∗ ([−1, 1)).

In other words, the closed unit interval is not measurable relative

to the outer measure m∗ determined by the theorem.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

A desiratum.

We would like Borel sets to be measurable, and the above

computation shows that the measure produced by Method I as
above does not have this desirable property. In fact, if we consider
two half open intervals I1 and I2 of length one separated by a small
distance of size , say, then their union I1 ∪ I2 is covered by an
interval of length 2 + , and hence
√
m∗ (I1 ∪ I2 ) ≤ 2 +  < m∗ (I1 ) + m∗ (I2 ).

In other words, m∗ is not additive even on intervals separated by a

finite distance. It turns out that this is the crucial property that is
missing:

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Metric outer measures.

Let X be a metric space. An outer measure on X is called a

metric outer measure if

m∗ (A ∪ B) = m∗ (A) + m∗ (B) whenever d(A, B) > 0. (2)

The condition d(A, B) > 0 means that there is an  > 0

(depending on A and B) so that d(x, y ) >  for all x ∈ A, y ∈ B.
The main result here is due to Caratheodory:

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Metric outer measures.

Caratheodory’s theorem on metric outer measures.

Theorem
If m∗ is a metric outer measure on a metric space X , then all Borel
sets of X are m∗ measurable.
Since the σ-field of Borel sets is generated by the closed sets, it is
enough to prove that every closed set F is measurable in the sense
of Caratheodory, i.e. that for any set A

m∗ (A) ≥ m∗ (A ∩ F ) + m∗ (A \ F )

for any closed set F .

This will require a clever argument due to Caratheodory.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Metric outer measures.

Let
1
Aj := {x ∈ A|d(x, F ) ≥ }.
j
We have d(Aj , A ∩ F ) ≥ 1/j so, since m∗ is a metric outer
measure, we have

m∗ (A ∩ F ) + m∗ (Aj ) = m∗ ((A ∩ F ) ∪ Aj ) ≤ m∗ (A) (3)

since (A ∩ F ) ∪ Aj ⊂ A. Now
[
A\F = Aj

since F is closed, and hence every point of A not belonging to F

must be at a positive distance from F . We would like to be able to
pass to the limit in (3). If the limit on the left is infinite, there is
nothing to prove. So we may assume it is finite.
Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Metric outer measures.

If x ∈ A \ (F ∪ Aj+1 ) there is a z ∈ F with d(x, z) < 1/(j + 1)

while if y ∈ Aj we have d(y , z) ≥ 1/j so

1 1
d(x, y ) ≥ d(y , z) − d(x, z) ≥ − > 0.
j j +1
See the figure in the next slide, where x 6∈ Aj+1 and y ∈ Aj .

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Metric outer measures.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Metric outer measures.

if x ∈ A \ (F ∪ Aj+1 ) there is a z ∈ F with d(x, z) < 1/(j + 1)

while if y ∈ Aj we have d(y , z) ≥ 1/j so

1 1
d(x, y ) ≥ d(y , z) − d(x, z) ≥ − > 0.
j j +1

Let B1 := A1 and B2 := A2 \ A1 , B3 = A3 \ A2 etc. Thus if

i ≥ j + 2, then Bj ⊂ Aj and

Bi ⊂ A \ (F ∪ Ai−1 ) ⊂ A \ (F ∪ Aj+1 )

and so d(Bi , Bj ) > 0. So m∗ is additive on finite unions of even or

odd B’s:
n n n n
! !
[ X [ X
∗ ∗ ∗
m B2k−1 = m (B2k−1 ), m B2k = m∗ (B2k ).
k=1 k=1 k=1 k=1

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Metric outer measures.

n n n n
! !
[ X [ X
∗ ∗ ∗
m B2k−1 = m (B2k−1 ), m B2k = m∗ (B2k ).
k=1 k=1 k=1 k=1

Both of these are ≤ m∗ (A2n ) since the union of the sets involved
are contained in A2n . Since m∗ (A2n ) is increasing, and assumed
bounded, both of the above series converge.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Metric outer measures.

Thus
[ 
m∗ (A/F ) = m∗ Ai
 
[
= m∗ Aj ∪ Bk 
k≥j+1
∞
X
≤ m∗ (Aj ) + m∗ (Bk )
k=j+1
∞
X
∗
≤ lim m (An ) + m∗ (Bk ).
n→∞
k=j+1

But the sum on the right can be made as small as possible by

choosing j large, since the series converges. Hence
m∗ (A/F ) ≤ lim m∗ (An ). 
n→∞

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Comparing the method I construction for two covers.

Let C ⊂ E be two covers, and suppose that ` is defined on E, and

hence, by restriction, on C. In the definition (1) of the outer
∗ associated to ` and C, we are minimizing over a
measure m`,C
smaller collection of covers than in computing the metric outer
∗ using all the sets of E. Hence
measure m`,E
∗ ∗
m`,C (A) ≥ m`,E (A)

for any set A.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Applying this remark: the method II construction.

We want to apply this remark to the case where X is a metric
space, and we have a cover C with the property that for every
x ∈ X and every  > 0 there is a C ∈ C with x ∈ C and
diam(C ) < . In other words, we are assuming that the
C := {C ∈ C| diam (C ) < }
are covers of X for every  > 0. Then for every set A the
∗
m`,C 
(A)
are increasing as  decreases to zero, so we can consider the
function on sets given by
mII∗ (A) := sup m`,C
∗

(A).
→0

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

mII∗ (A) := sup m`,C

∗

(A).
→0

The axioms for an outer measure are preserved by this limit

operation, so mII∗ is an outer measure. If A and B are such that
d(A, B) > 2, then any set of C which intersects A does not
intersect B and vice versa, so throwing away extraneous sets in a
cover of A ∪ B which does not intersect either, we see that
mII∗ (A ∪ B) = mII∗ (A) + mII∗ (B). The method II construction always
yields a metric outer measure.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Binary sequence space.

Let X be the set of all (one sided) infinite sequences of 0’s and 1’s.
So a point of X is an expression of the form

a1 a2 a3 · · ·

where each ai is 0 or 1. For any finite sequence α of 0’s or 1’s, let

[α] denote the set of all sequences which begin with α. We also let
|α| denote the length of α, that is, the number of bits in α.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

The metrics dr on binary sequence space.

For each
0<r <1
we define a metric dr on X by: If

x = αx 0 , y = αy 0

where the first bit in x 0 is different from the first bit in y 0 then

dr (x, y ) := r |α| .

In other words, the distance between two sequences is r k where k

is the length of the longest initial segment where they agree.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Proof that dr is a metric.

Clearly dr (x, y ) ≥ 0 and = 0 if and only if x = y , and

dr (y , x) = dr (x, y ). Also, for three x, y , and z we claim that

dr (x, z) ≤ max{dr (x, y ), dr (y , z)}.

Indeed, if two of the three points are equal this is obvious.

Otherwise, let j denote the length of the longest common prefix of
x and y , and let k denote the length of the longest common prefix
of y and z. Let m = min(j, k). Then the first m bits of x agree
with the first m bits of z and so dr (x, z) ≤ r m = max(r j , r k ). 

A metric with this property (which is much stronger than the

triangle inequality) is called an ultrametric.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

The diameter of [α]. The spaces (X , dr ) are

homeomorphic.

Notice that
diam [α] = r α . (4)

The metrics for different r are different, and we will make use of
this fact shortly. But
Proposition.
The spaces (X , dr ) are all homeomorphic under the identity map.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Proof.
It is enough to show that the identity map is a continuous map
from (X , dr ) to (X , ds ) since it is one to one and we can
interchange the role of r and s. So, given  > 0, we must find a
δ > 0 such that if dr (x, y ) < δ then ds (x, y ) < . So choose k so
that s k < . Then letting δ = r k will do.

So although the metrics are different, the topologies they define

are the same.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

The case r = 12 .
Let C be the collection of all sets of the form [α] and let ` be
defined on C by
1
`([α]) = ( )|α| .
2
We can construct the method II outer measure associated with this
function, which will satisfy

mII∗ ([α]) ≥ mI∗ ([α])

where mI∗ denotes the method I outer measure associated with `.

What is special about the value 12 is that if k = |α| then
 k  k+1  k+1
1 1 1
`([α]) = = + = `([α0]) + `([α1]).
2 2 2

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

1
What is special about the value 2 is that if k = |α| then
 k  k+1  k+1
1 1 1
`([α]) = = + = `([α0]) + `([α1]).
2 2 2

So if we use the metric d 1 , we see, by repeating the above, that

2
every [α] can be written
P as the disjoint union C1 ∪ · · · ∪ Cn of sets
in C with `([α]) = `(Ci ). Thus m`,C ∗ ([α]) ≤ `(α) and so

∗ ([α])(A) ≤ m∗ (A) or m∗ = m∗ .
m`,C  I II I

It also follows from the above computation that

m([α]) = m∗ ([α]) = `([α]).

In particular
m(X ) = 1.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

The case r = 13 .
There is also something special about the value r = 13 : Recall that
one of the definitions of the Cantor set C is that it consists of all
points x ∈ [0, 1] which have a base 3 expansion involving only the
symbols 0 and 2. Let
h:X →C
where h sends the bit 1 into the symbol 2, e.g.

h(011001 . . .) = .022002 . . . .

In other words, for any sequence z

h(z) h(z) + 2
h(0z) = , h(1z) = . (5)
3 3

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

I claim that:
1
d 1 (x, y ) ≤ |h(x) − h(y )| ≤ d 1 (x, y ) (6)
3 3 3

Proof. If x and y start with different bits, say x = 0x 0 and

y = 1y 0 then d 1 (x, y ) = 1 while h(x) lies in the interval [0, 13 ] and
3
h(y ) lies in the interval [ 32 , 1] on the real line. So h(x) and h(y )
are at least a distance 31 and at most a distance 1 apart, which is
what (6) says. So we proceed by induction.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

h(z) h(z) + 2
h(0z) = , h(1z) = . (5)
3 3
1
d 1 (x, y ) ≤ |h(x) − h(y )| ≤ d 1 (x, y ). (6)
3 3 3

Suppose we know that (6) is true when x = αx 0 and y = αy 0 with

x 0 , y 0 starting with different digits, and |α| ≤ n. (The above case
was where |α| = 0.) So if |α| = n + 1 then either α = 0β or
α = 1β and the argument for either case is similar: We know that
(6) holds for βx 0 and βy 0 and

1
d 1 (x, y ) = d 1 (βx 0 , βy 0 )
3 3 3
while |h(x) − h(y )| = 13 |h(βx 0 ) − h(βy 0 )| by (5). Hence (6) holds
by induction. 
Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

In other words, the map h is a Lipschitz map with Lipschitz inverse

from (X , d 1 ) to the Cantor set C.
3

In a short while, after making the appropriate definitions, these two

|α|
computations, one with the measure associated to `([α]) = 12
and the other associated with d 1 will show that the “Hausdorff
3
dimension” of the Cantor set is log 2/ log 3.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Hausdorff measures on a metric space.

Let X be a metric space. Recall that if A is any subset of X , the
diameter of A is defined as diam(A) = supx,y ∈A d(x, y ).
Take C to be the collection of “all” subsets of X , and for any
positive real number s define
`s (A) = diam(A)s
(with 0s = 0). The associated method II outer measure is called
the s-dimensional Hausdorff outer measure, and its restriction
to the associated σ-field of (Caratheodory) measurable sets is
called the s-dimensional Hausdorff measure. We will let ms, ∗

denote the method I outer measure associated to `s and , and let

Hs∗ denote the Hausdorff outer measure of dimension s, so that
Hs∗ (A) = lim ms,
∗
(A).
→0

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

For example, we claim that for X = R, H1∗ is Lebesgue outer

measure, which we will denote here by L∗ . Indeed, if A has
diameter r , then A is contained in a closed interval of length r .
Hence L∗ (A) ≤ r . The Method I construction theorem says that
∗ is the largest outer measure satisfying m∗ (A) ≤ diam A for
m1,
∗ (A) ≥ L∗ (A) for all sets A
sets of diameter less than . Hence m1,
of diameter less than  and this is true for all . So
H1∗ ≥ L∗ .
On the other hand, any bounded half open interval [a, b) can be
broken up into a finite union of half open intervals of length < ,
whose sum of diameters is b − a. So m1, ∗ ([a, b)) ≤ b − a. But the

method I construction theorem says that L∗ is the largest outer

measure satisfying
m∗ ([a, b)) ≤ b − a.
Hence H1∗ ≤ L∗ So they are equal.
Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

In two or more dimensions, the Hausdorff measure Hk on Rk

differs from Lebesgue measure by a constant. This is essentially
because they assign different values to the ball of diameter one. In
two dimensions for example, the Hausdorff measure H2 assigns the
value one to the disk of diameter one, while its Lebesgue measure
is π/4. For this reason, some authors prefer to put this “correction
factor” into the definition of the Hausdorff measure, which would
involve the Gamma function for non-integral s. I am following the
convention that finds it simpler to drop this factor.

Back to the general theory:

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

The main theorem in the theory.

Theorem
Let F ⊂ X be a Borel set. Let 0 < s < t. Then

Hs (F ) < ∞ ⇒ Ht (F ) = 0

and
Ht (F ) > 0 ⇒ Hs (F ) = ∞.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Proof.
If diam A ≤ , then
∗
mt, (A) ≤ (diam A)t ≤ t−s (diam A)s

so by the method I construction theorem we have

∗ ∗
mt, (B) ≤ t−s ms, (B)

for all B. If we take B = F in this equality, then the assumption

Hs (F ) < ∞ implies that the limit of the right hand side tends to 0
as  → 0, so Ht (F ) = 0. The second assertion in the theorem is
the contrapositive of the first.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Definition of the Hausdorff dimension.

This last theorem implies that for any Borel set F , there is a
unique value s0 (which might be 0 or ∞) such that Ht (F ) = ∞
for all t < s0 and Hs (F ) = 0 for all for all s > s0 . This value is
called the Hausdorff dimension of F .
It is one of many competing (and non-equivalent) definitions of
dimension.
Notice that it is a metric invariant, and in fact is the same for two
spaces differing by a Lipschitz homeomorphism with Lipschitz
inverse.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

But it is not a topological invariant. In fact, we shall show that the

space X of all sequences of zeros and one studied above has
Hausdorff dimension 1 relative to the metric d 1 while it has
2
Hausdorff dimension log 2/ log 3 if we use the metric d 1 . Since we
3
have shown that (X , d 1 ) is Lipschitz equivalent to the Cantor set
3
C, this will also prove that C has Hausdorff dimension log 2/ log 3.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

The Hausdorff dimension of (X , d 12 ).

Lemma
If diam(A) > 0, then there is an α such that A ⊂ [α] and
diam([α]) = diam A.

Proof.
Given any set A, it has a “longest common prefix”. Indeed,
consider the set of lengths of common prefixes of elements of A.
This is a finite set of non-negative integers since A has at least two
distinct elements. Let n be the largest of these, and let α be a
common prefix of this length. Then it is clearly the longest
common prefix of A. Hence A ⊂ [α] and diam([α]) = diam A.

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Let C denote the collection of all sets of the form [α] and let ` be
the function on C given by
1
`([α]) = ( )|α| ,
2
and let `∗ be the associated method I outer measure, and m the
associated measure; all these as we introduced above. We have

`∗ (A) ≤ `∗ ([α]) = diam([α]) = diam(A).

∗ is the largest outer
By the method I construction theorem, m1,
∗
measure with the property that n (A) ≤ diam A for sets of
diameter < . Hence `∗ ≤ m1,
∗ , and since this is true for all  > 0,

we conclude that
`∗ ≤ H1∗ .

Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

`∗ ≤ H1∗ .
On the other hand, for any α and any  > 0, there is an n such
that 2−n <  and n ≥ |α|. The set [α] is the disjoint union of all
sets [β] ⊂ [α] with |β| = n, and there are 2n−|α| of these subsets,
each having diameter 2−n . So
∗
m1, ([α]) ≤ 2−|α| .

However `∗ is the largest outer measure satisfying this inequality

∗ ≤ `∗ for all  so H∗ ≤ `∗ . In other words
for all [α]. Hence m1, 1

H1 = m.

But since we computed that m(X ) = 1, we conclude that

The Hausdorff dimension of (X , d 1 ) is 1.

2
Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

The Hausdorff dimension of (X , d 13 ).

The diameter diam 1 relative to the metric d 1 and the diameter
2 2
diam 1 relative to the metric d 1 are given by
3 3

 k  k
1 1
diam 1 ([α]) = , diam 1 ([α]) = , k = |α|.
2 2 3 3

If we choose s so that 2−k = (3−k )s then

diam 1 ([α]) = (diam 1 ([α]))s .

2 3

This says that relative to the metric d 1 , the previous computation

3
yields
Hs (X ) = 1.
Hence log 2/ log 3 is the Hausdorff dimension of the Cantor set.
Shlomo Sternberg
Math212a1412 Constructing outer measures.
Outline Constructing outer measures, Method I. Constructing outer measures, Method II. Hausdorff measure. Hausdorff dimensio

Shlomo Sternberg
Math212a1412 Constructing outer measures.