An introduction to Geometric Measure TheoryPart 2: Hausdorff measure
Toby O’Neil, 10 October 2016
TCON (Open University) An introduction to GMT, part 2 10 October 2016 1 / 40
Last week. . .
• Discussed several motivating examples• Defined box dimension• Introduced Hausdorff measure and dimension
TCON (Open University) An introduction to GMT, part 2 10 October 2016 2 / 40
Today
1 Determine the Hausdorff dimension of a ‘simple’ set2 Look at properties of Hausdorff measure. (Prove that it’s a
measure. . . )3 Find some useful alternative characterisations of Hausdorff
dimension4 Discuss an application
TCON (Open University) An introduction to GMT, part 2 10 October 2016 3 / 40
Recall: covers
Definition (r -covers)Let r > 0. A countable collection of sets {Ui : i 2 N} in Rn is anr -cover of E ✓ Rn if
1 E ✓ Si2N Ui
2 diam(Ui) r for each i 2 N.
TCON (Open University) An introduction to GMT, part 2 10 October 2016 4 / 40
notation
For a set A and s � 0, we define
|A|s =
8><
>:
0 if A= ;,1 if A 6= ; and s = 0,diam(A)s otherwise.
TCON (Open University) An introduction to GMT, part 2 10 October 2016 5 / 40
Hausdorff measures
Definition (s-dimensional Hausdorff measure)Suppose that F is a subset of Rn and s � 0. For any r > 0, wedefine
Hsr (F ) = inf
( 1X
i=1
|Ui |s : {Ui} is an r -cover of F
).
The s-dimensional Hausdorff measure is then given by
Hs(F ) = limr&0
Hsr (F ).
TCON (Open University) An introduction to GMT, part 2 10 October 2016 6 / 40
Easy properties of Hausdorff measure
1 If s < t and Hs(F ) < 1, then Ht(F ) = 0. (So for t > n,Ht(Rn) = 0.)
2 If s is a non-negative integer, then Hs is a constant multipleof the usual s-dimensional volume. (counting measure,length measure, area, volume etc.) — we shall not provethis.
TCON (Open University) An introduction to GMT, part 2 10 October 2016 7 / 40
More easy properties of Hausdorff measure
1 If 0 < r < inf{d(x , y) : x 2 E , y 2 F}, then
Hsr (E [ F ) = Hs
r (E) +Hsr (F )
and so, if inf{d(x , y) : x 2 E , y 2 F} > 0, then
Hs(E [ F ) = Hs(E) +Hs(F ).
2 Let F ✓ Rn and suppose that f : F ! Rm is such that forsome fixed constants c and ↵
|f (x)� f (y)| c|x � y |↵ whenever x , y 2 F .
Then for each s, Hs/↵(f (F )) cs/↵Hs(F ).
TCON (Open University) An introduction to GMT, part 2 10 October 2016 8 / 40
Hausdorff dimension
Definition (Hausdorff dimension)For a set F , we define the Hausdorff dimension of F by
dimH(F ) = inf{s � 0 : Hs(F ) = 0} = sup{s : Hs(F ) = 1}.
Observations1 Hausdorff dimension is defined for any set F (unlike box
dimension).2 dimH(;) = 03 If A is a countable set, then dimH(A) = 0. In particular, Q
has Hausdorff dimension 0.
TCON (Open University) An introduction to GMT, part 2 10 October 2016 9 / 40
Properties of Hausdorff dimension
1 If A ✓ B, then dimH(A) dimH(B).2 If F1,F2,F3, . . . is a (countable) sequence of sets, then
dimH
1[
i=1
Fi
!= sup{dimH(Fi) : 1 i 1}.
3 for bounded sets F , dimH(F ) dimB(F ).
TCON (Open University) An introduction to GMT, part 2 10 October 2016 10 / 40
Calculating Hausdorff dimension
(14 ⇥ 1
4)-Cantor set
TCON (Open University) An introduction to GMT, part 2 10 October 2016 11 / 40
Heuristic for finding what the dimension could beAssume that F has positive and finite s-dimensional Hausdorffmeasure when s = dimH(F ) and then represent F as a finitedisjoint union of scaled copies of F , Fi , say where Fi is a copy ofF scaled by �i . Then
Hs(F ) = Hs
[
i
Fi
!=X
i
Hs(Fi) =X
i
�si Hs(F ).
Dividing through by Hs(F ) then gives
1 =X
i
�si .
For (14 ⇥ 1
4)-Cantor set obtain 1.
TCON (Open University) An introduction to GMT, part 2 10 October 2016 12 / 40
Covers provide an upper bound
If set is bounded, then can use box dimension to find an upperbound, since in this case
dimH(F ) dimB(F ).
TCON (Open University) An introduction to GMT, part 2 10 October 2016 13 / 40
Upper bound for our example.
TCON (Open University) An introduction to GMT, part 2 10 October 2016 14 / 40
TCON (Open University) An introduction to GMT, part 2 10 October 2016 15 / 40
Lower bound for our example
TCON (Open University) An introduction to GMT, part 2 10 October 2016 16 / 40
TCON (Open University) An introduction to GMT, part 2 10 October 2016 17 / 40
Digression: some measure theory(X , d), a metric space. (Usually complete and separable)
Definition: (outer) measuresA set function µ : {A : A ✓ X} ! [0,1] is a measure if
1 µ(;) = 02 if A ✓ B, then µ(A) µ(B)3 µ (
S1i=1 Ai)
P1i=1 µ(Ai)
Definition: measurable setA ✓ X is measurable if
µ(E) = µ(E \ A) + µ(E \ A) for each E ✓ X
TCON (Open University) An introduction to GMT, part 2 10 October 2016 18 / 40
Basic results
TheoremIf µ is a measure and M is the µ-measurable sets, then
1 M is a �-algebra. [; 2 M, closed under complements andcountable unions]
2 if µ(A) = 0, then A 2 M3 if A1,A2, . . . 2 M are pairwise disjoint, then
µ (S
Ai) =P1
i=1 µ(Ai)4 if A1,A2, . . . 2 M, then
1 µ (S
Ai) = limi!1 µ(Ai), provided A1 ✓ A2 ✓ · · ·2 µ (
TAi) = limi!1 µ(Ai), provided A1 ◆ A2 ◆ · · · and
µ(A1) < 1
TCON (Open University) An introduction to GMT, part 2 10 October 2016 19 / 40
Regular measuresµ is a regular measure if for each A ✓ X , there is aµ-measurable set B with A ✓ B and µ(A) = µ(B).
LemmaSuppose that µ is a regular measure.If A1 ✓ A2 ✓ · · · , then
µ
1[
i=1
Ai
!= lim
i!1µ(Ai).
TCON (Open University) An introduction to GMT, part 2 10 October 2016 20 / 40
Identifying measurable sets
DefinitionThe family of Borel sets in a metric space X is the smallest�-algebra that contains the open subsets of X .
DefinitionA measure µ is:
1 a Borel measure if the Borel sets are µ-measurable2 Borel regular if it is a Borel measure and for each A ✓ X ,
there is a Borel set B with A ✓ B and µ(A) = µ(B).
TCON (Open University) An introduction to GMT, part 2 10 October 2016 21 / 40
TheoremLet µ be a measure on X. Then µ is a Borel measure if, andonly if,
µ(A [ B) = µ(A) + µ(B),
whenever inf{d(x , y) : x 2 A, y 2 B} > 0.
TheoremHs is a Borel regular measure for each s � 0.
TCON (Open University) An introduction to GMT, part 2 10 October 2016 22 / 40
Definition (support)The support of a Borel measure µ is defined to be the smallestclosed set F for which µ(X \ F ) = 0.spt(µ) = X \S{U : U is open and µ(U) = 0}.
Definition (Mass distribution)A Borel measure µ is a mass distribution on the set F if thesupport of µ is contained in F and 0 < µ(F ) < 1.
TCON (Open University) An introduction to GMT, part 2 10 October 2016 23 / 40
Mass distribution principleSuppose that µ is a mass distribution on a set F and for somereal number s, there are c > 0 and r0 > 0 so that
µ(U) c|U|s if diam(U) r0.
Then Hs(F ) � µ(F )/c > 0 and so dimH(F ) � s.
TCON (Open University) An introduction to GMT, part 2 10 October 2016 24 / 40
Cantor set revisited
TCON (Open University) An introduction to GMT, part 2 10 October 2016 25 / 40
TCON (Open University) An introduction to GMT, part 2 10 October 2016 26 / 40
Approximating sets
TheoremLet µ be a Borel regular measure on X, let A be a µ-measurableset and let ✏ > 0.
1 If µ(A) < 1, then there is a closed set C ✓ A for whichµ(A \ C) < ✏.
2 If there are open sets V1,V2, . . . with A ✓ S1i=1 and
µ(Vi) < 1 for each i, then there is an open set V withA ✓ V and µ(V \ A) < ✏.
TCON (Open University) An introduction to GMT, part 2 10 October 2016 27 / 40
Radon measuresDefinitionA Borel measure µ is a Radon measure on X if
1 all compact subsets of X have finite µ-measure2 for open sets V ,
µ(V ) = sup{µ(K ) : K ✓ V is compact}3 for each set A ✓ X ,
µ(A) = inf{µ(V ) : V is open and A ✓ V}.
CorollaryA measure µ on Rn is a Radon measure if and only if it is locallyfinite and Borel regular.
TCON (Open University) An introduction to GMT, part 2 10 October 2016 28 / 40
Energies
DefinitionFor A ✓ Rn, let M(A) denote the set of all compactly supportedRadon measures µ with 0 < µ(A) < 1 and with supportcontained in A.
Definition (t-energy)For a Radon measure µ on Rn and t � 0, we define the t-energyof µ by
It(µ) =ZZ
1|x � y |t dµ(x)dµ(y).
(This may be infinite.)
TCON (Open University) An introduction to GMT, part 2 10 October 2016 29 / 40
Aside: integration
Theorem (Fubini)Let X and Y be separable metric spaces with µ and ⌫ locallyfinite Borel measures on X and Y , respectively.If f is a non-negative Borel function on X ⇥ Y, then
ZZf (x , y) dµ(x)d⌫(y) =
ZZf (x , y) d⌫(y)dµ(x).
In particular, if f is the characteristic function of a Borel set, thenZ
µ({x : (x , y) 2 A}) d⌫(y) =Z
⌫({y : (x , y) 2 A}) dµ(x).
TCON (Open University) An introduction to GMT, part 2 10 October 2016 30 / 40
More integration: a useful equation
TheoremLet µ be a Borel measure and f a non-negative Borel functionon a separable metric space X. Then
Zf dµ =
Z 1
0µ({x 2 X : f (x) � t}) dt .
TCON (Open University) An introduction to GMT, part 2 10 October 2016 31 / 40
Another view of It(µ)
It(µ) = tZ 1
0r�t�1µ(B(x , r)) dr
TCON (Open University) An introduction to GMT, part 2 10 October 2016 32 / 40
A useful characterisation of dimH
TheoremIf A is a Borel set in Rn, then
dimH(A) = sup{t : There is µ 2 A with It(µ) < 1}.(Finer results are available. . . )
TCON (Open University) An introduction to GMT, part 2 10 October 2016 33 / 40