Hausdorff Measure

Lucı́a Osorio
November 2019

1 Introduction
The Hausdorff Measure was first introduced by Felix Hausdorff with the aim to
relate the notion of the Lebesgue outer Measure with an outer measure that can
be extended to be a measure in a metric space and namely, in Borel sets. As
an illustration of the theory right below we recall the Cantor set C in [0, 1] and
that it has zero Lebesgue measure, this statement express the fact that C has
one-dimensional mass or length equal to zero. However it is possible to see that
C has a well defined fractional Hausdorff dimension of log 2/ log 3, and that the
corresponding Hausdorff measure of the Cantor set is positive and finite.
The aim of this document is to introduce the Hausdorff measure as well as
the Hausdorff dimension, expose some of its properties and give some examples
which will illustrate the behaviour of the Hausdorff measure.
This document is based in [1].

2 Preliminaries
We begin with the notion of an outer measure and an important result which
we will be concerned when working with the Hausdorff measure.
Definition 2.1. Let X be a set. An outer measure µ∗ on X is a function
µ∗ : P(X) → [0, ∞] that satisfies the following properties:
(i) µ∗ (∅) = 0.
(ii) If E1 ⊂ E2 , then µ∗ (E1 ) ≤ µ∗ (E2 ).
(iii) If E1 , E2 , ... is a countable family of sets in X, then
∞
[  X∞
µ∗ Ej ≤ µ∗ (Ej ).
j=1 j=1

Theorem 2.1. Let µ∗ be an outer measure and X a metric space, then the
Borel sets in X are µ∗ -measurable. Hence µ∗ restricted to BX is a measure.
For a proof of the previous Theorem refer to [1].

1
3 Hausdorff Measure
We first consider the relevant outer measure, defined in terms of coverings,
whose restriction to Borel sets for Theorem (2.1) is a measure, namely the
desired Hausdorff measure.
Definition 3.1. Let E ⊂ Rd , we define the outer α-dimensional Hausdorff
measure of E by
∞
( )
X [
∗ α
mα (E) := lim inf (diam Fk ) : E ⊂ Fk , diam Fk ≤ δ, ∀k ,
δ→0
k k=1

where diam S denotes the diameter of the set S, that is,

diam S = sup {|x − y| : x, y ∈ S} .

We note that the series in the Definition right above may or may not con-
verge, if it is the case when E is a compact subset of Rd or E is an open set
contained in a compact set then it is possible to consider finite Fk and therefore
we would have a convergent series. Also we have that the quantity
∞
( )
X [
Hα (E) := inf
δ α
(diam Fk ) : E ⊂ Fk , diam Fk ≤ δ, ∀k ,
k k=1

is increasing as δ decreases, so that the limit

m∗α (E) = lim Hα

δ
(E),
δ→0

exists, although m∗α (E) could be infinite. We begin with a list of properties
satisfied by the Hausdorff outer measure.

Property 1 (Monotonicity): If E1 ⊂ E2 , then m∗α (E1 ) ≤ m∗α (E2 ).

Proof. It follows straightforward, since there will be more covers for E1 than
for E2 (due to the fact that any cover of E2 is also a cover of E1 ), therefore,
the infimum for E1 is smaller, i.e., Hαδ
(E1 ) ≤ Hαδ
(E2 ) and finally taking the
∗ ∗
limit δ → 0 we have mα (E1 ) ≤ mα (E2 ).
S 
∞ P∞
Property 2 (Sub-Additivity): m∗α j=1 Ej ≤ j=1 m∗α (Ej ), for any
countable family of sets in Rd .

S∞
Proof. Let E = j=1 Ej and fix δ, then for characterization of the infimum of
∞
a set for all  > 0 there exists j such that the family {Fj,k }j=1 is a cover for Ej

2
by sets of diameter less than δ with k (diam Fj,k )α ≤ Hα δ
(Ej ) + \2j . Then
P
S
j,k Fj,k is a cover for E by sets of diameter less than δ. We have for all δ ≥ 0
that Hα (Ej ) ≤ mα (Ej ) and Hα (E) ≤
∗
δ δ
P ∗
mα (Ej ) holds (making  → 0), then

Hα
δ
(E) ≤ Hα
δ
(Ej ) +
2j
∞
X
≤ Hα
δ
(Ej ) + 
j=1
∞
X
≤ m∗α (Ej ) + .
j=1

Finally taking the limit δ → 0 we obtain the sub-additivity of m∗α .

With this two last properties, we just have shown that m∗α is an outer mea-
sure in Rd , this adding the fact that m∗α (∅) = 0.
Property 3 : If d(E1 , E2 ) > 0, then m∗α (E1 ∪ E2 ) = m∗α (E1 ) + m∗α (E2 ).

Proof. It suffices to show that m∗α (E1 ∪E2 ) ≥ m∗α (E1 )+m∗α (E2 ) since for Prop-
erty 2 the reverse inequality is guaranteed. Fix  > 0 with  < d(E1 , E2 ).
Given any cover of E1 ∪ E2 with sets F1 , F2 , ..., of diameter less than δ, where
δ < , consider
Fj0 := E1 ∩ Fj and Fj00 := E2 ∩ Fj .
We note that Fj0 and Fj00 are covers for E1 and E2 , respectively, and are
 

disjoint (since d(E1 , E2 ) > 0). Hence,

X X X
(diam Fj0 )α + (diam Fi00 )α ≤ (diam Fk )α .
j i k

Taking the infimum over the coverings, and then letting δ → 0 yields the
desired inequality.

From now on, we will write mα (E) instead of m∗α (E) when we restrict ourselves
to Borel sets in Rd . The measure mα is called the α-dimensional Hausdorff
measure.

S∞ 4 : If {Ej } is a countable family of disjoint Borel sets, and we have

Property
E = j=1 Ej , then
X∞
mα (E) = mα (Ej ).
j=1

Property 5 : Hausdorff measure is invariant under translations

mα (E + h) = mα (E),

3
and rotations
mα (rE) = mα (E),
where r is a rotation in Rd . Moreover, it scales as follows:

mα (sE) = sα mα (E) for all s > 0.

Property 6 : The quantity m0 (E) counts the number of points in E, while

m1 (E) = λ(E) for all Borel sets E ⊂ R, where λ stands for the Lebesgue
measure in R.
Indeed, in one dimension every set of diameter δ is contained in an interval of
length δ and for an interval its length equals its Lebesgue measure.
In general, the d-dimensional Hausdorff measure in Rd is, up to a constant
factor, equal to Lebesgue measure, but the proof of this fact requires the so
called iso-diametric inequality, which states that among all sets of a given
diameter, the unit ball has largest volume, so we prefer to prove the following
similar property:
Property 7 : If E is a Borel subset of Rd and λ(E) is its Lebesgue measure,
then md (E) ≈ λ(E), in the sense that

cd md (E) ≤ λ(E) ≤ 2d cd md (E).

Proof. By a previous exercise it is possible to find P

for every , δ > 0, a covering
of E by balls {Bj }, such that diam Bj < δ, while j λ(Bj ) ≤ λ(E)0 . Now,
X
Hdδ ≤ (diam Bj )d
j
X
= c−1
d λ(Bj )
j

≤ c−1
d (λ(E) + ).

Letting δ → 0,  → 0, we get md (E) ≤ c−1 d λ(E).

P On the other hand, by
∞
definition there exists {Fj }j=1 covering for E with j (diam Fj )d ≤ md (E) + .
Let Bj be a closed ball centered at a point P of Fj so that Fj ⊂ S Bj and such
that diam Bj = 2 diam Fj . Also, λ(E) ≤ j λ(Bj ), since E ⊂ j Bj , and the
last sum equals
X X
cd (diam Bj )d = 2d cd (diam Fj )d ≤ 2d cd (md (E) + ).

Letting  → 0 we obtain λ(E) ≤ 2d cd md (E).

Property 8 : If m∗α (E) < ∞ and β > α, then m∗β (E) = 0. Also, if m∗α (E) > 0
and β < α, then m∗β (E) = ∞.

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 Proof. For the case β > α, if diam F ≤ δ, then

(diam F )β = (diam F )β−α (diam F )α ≤ δ β−α (diam F )α .

Thus
Hβδ (E) ≤ δ β−α Hα
δ
(E) ≤ δ β−α m∗α (E).
We have m∗α (E) < ∞ and β − α > 0, we find taking the limit δ → 0 that
m∗α (E) = 0.
For the case β < α by contrapositive, m∗β (E) < ∞ givesm∗β (E) = ∞ whenever
m∗α (E) > 0 and β < α.

4 Hausdorff Dimension
Given a Borel subset E of Rd , Property 8 proved just right above suggest
the following definition:
Definition 4.1. There exists a unique α such that
(
∞ if β < α,
mβ (E) =
0 if α < β.

In other words, α is given by

α = sup {β : mβ (E) = ∞} = inf {β : mβ (E) = 0} .

We say E has Hausdorff Dimension α. We shall write α = dim E.

4.1 The Cantor set

For this first example we recall the Cantor set C, which was constructed by
successively removing the middle third intervals in [0, 1]. First of all we will
check the following inequality:

mα (C) ≤ 1.

We recall that C =k , where Ck is a finite union of 2k intervals of length 3−k

and we note that for all k, C ⊂ Ck , i.e., Ck covers C. Given δ > 0, we choose
K large enough so that 3−K < δ, then by definition we must have

Hα
δ
(C) ≤ 2K (3−K )α .

However, α satisfies 3α = 2, hence 2K (3−K ) = 1, and therefore taking the limit

δ → 0 we obtain mα (C) ≤ 1.
A function f defined on a subset E of Rd satisfies a Lipschitz condition on
E if there exists M > 0 such that

|f (x) − f (y)| ≤ m|x − y| for all x, y ∈ E.

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More generally, a function f is Hölder Continuous if there exists M, γ > 0
such that
|f (x) − f (y)| ≤ M |x − y|γ for all x, y ∈ E.
The only interesting happen when 0 < γ ≤ 1.
Lemma 4.1. Suppose a function f defined on a compact set E is Hölder Con-
tinuous with exponent γ. Then
(i) mβ (f (E)) ≤ M β mα (E) if β = α\γ.
1
(ii) dim f (E) ≤ γ dim(E).

Proof. Suppose {Fk } is countable family of sets that covers E. Then {f (E ∩ Fk )}

covers f (E) and, moreover, we have

diam f (E ∩ Fk ) = sup {|f (x) − f (y)| : x, y ∈ E ∩ Fk }

≤ sup {M |x − y|γ : x, y ∈ E ∩ Fk }
= M sup {|x − y|γ : x, y ∈ E ∩ Fk }
≤ M sup {|x − y|γ : x, y ∈ Fk }
= M (diam Fk )γ .

Therefore X X
(diam f (E ∩ Fk ))α\γ ≤ M α\γ (diam Fk )α ,
k k

and part (i) follows. This result implies part (ii), that is, if β = α\γ,

dim f (E) = sup {β : mβ (f (E)) = ∞}

≤ sup β : M β mα (E) = ∞


1
= sup α : M β mα (E) = ∞

γ
1
= dim E.
γ

Lemma 4.2. The Cantor-Lebesgue function F on C is Hölder Continuous with

exponent γ = log 2\log 3.
Proof. The function F was constructed previously as the limit of a sequence
{Fn } of piece wise linear functions. The function Fn increases by at most 2−n
on each interval of length 3−n . So the slope of Fn is always bounded by (3\2)n ,
and hence  n
3
|Fn (x) − Fn (y)| ≤ |x − y|.
2

6
 1
Moreover, the approximating sequence also satisfies |F (x)−Fn (x)| ≤ 2n . Mixing
this two inequalities and the triangular inequality we obtain

|F (x) − F (y)| ≤ |Fn (x) − Fn (y)| + |F (x) − Fn (x)| + |F (y) − Fn (y)|

 n
3 2
≤ |x − y| + n .
2 2

Having fixed x and y, we then minimize the right hand by choosing n so that
both terms have the same order of magnitude. This is achieved by taking n so
that 3n |x − y| is between 1 and 3. Then, we see that

|F (x) − F (y)|2−n = c(3−n )γ ≤ M |x − y|γ ,

since 3γ = 2 and 3−n is not greater than |x − y|.

With E = C, f the Cantor-Lebesgue function, and α = γ = log 2\log 3, the

two lemmas give
m1 ([0, 1]) ≤ M β mα (C).
Thus mα (C > 0), and we find that = log 2\log 3

Theorem 4.1. The Cantor set C has strict Hausdorff dimension α = log 2\log 3.

7
References
[1] Rami Shakarchi and Elias M. Stein, Real Analysis, Measure Theory, Integration and
Hilbert Spaces, Princeton University, October, 2007.