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HAUSDORFF DIMENSION

ADAM MORGAN

1. Dimension on

Rn

The main aim of these notes is to dene the Hausdor dimension on

every

subset

of

, a real number, the Hausdor dimension of

Rn .

U.

This allows us to assign, to

It is worth pausing to consider

what properties we might want this notion of dimension to have. There are a number of subsets of

Rn

for which everyone would agree on what their dimension should be. The linear subspaces of

Rn

are the most obvious ones, and the dimension of these should be their dimension as a vector space.

1 and planes dimension 2. Secondly we have curves and


1 and 2 respectively since they look like lines and planes. This
mdimensional manifold and curves and surfaces will be 1 and 2

For example, lines should have dimension


surfaces, whose dimension should be
is formalized by the notion of an
dimensional sub-manifolds of

Rn

respectively. If these curves and planes are cut out by polynomial

equations then we can give them the Zariski topology and there is a notion of dimension here which
again gives the same answer. It would certainly be nice to dene a notion of dimension that agrees
with these existing (and intuitive) notions where both are dened. What is perhaps more important,
however, is that our notion of dimension has the properties that we might want. These could include:

V U then dimV dimU


"monotonicity"

U
)
=
max{dim(V ), dim(U )}
"stability"
S
dim ( i=1 Ui ) = sup {dim (Ui )}
"countable stability"
If U is countable then dim(U ) = 0
n
If U is open then dim(U ) = dim(R )
If

dim (V

Our dimension should transform nicely under e.g.

translation, rotation (homeomorphism?

dieomorphism?)
We might also ask that our dimension is easy to compute as one of the things we classically use
dimension for is as a quick test to see if two spaces can be related in some way.

2. Minkowski/Box-Counting Dimension

Perhaps the most intuitive notion of dimension for arbitrary bounded subsets of

Rn

is that of box-

U R and divide R into boxes of edge length


1
and let Nm (U ) be the number of boxes that intersect U . If U is a line segment then we expect that
m
Nm (U ) will grow like m as m becomes large, whilst if U is a disk, say, we expect Nm (U ) will grow
2
n
like m for m large. In general, for subsets U of R whose dimension we think should be d, we expect
d
that Nm (U ) should grow like m for large m. This suggests that the quantity
counting dimension. Suppose we take a bounded set

log (Nm (U ))
log (m)
dimension of U .
lim

might be a reasonable denition of the

More precisely, given a bounded subset


length

6= U Rn ,

x

> 0

and divide

Rn

into boxes of edge

(with a vertex of one box at the origin and sides directed along the co-ordinate axes, say)

HAUSDORFF DIMENSION

and dene

N (U )

to be the number of boxes that intersect

box-counting dimensions of U

0
and

upper and lower

log (N (U ))
log()
log (N (U ))
log()

dimB (U ) := lim inf


0

Minkowski or box-counting dimension

respectively. If these values agree, then we dene the

Remark:

We then dene the

to be the quantities

dimB (U ) := lim sup

U , dimB (U ),

U.

of

to be their common value.

The box-counting dimension, if it exists, need not be an integer.

Properties of, and problems with, box-counting dimension


Lemma 2.1: Let U, V
(i)
(ii)

Rn

and suppose that dimB (U ) and dimB (V ) both exist. Then

If V U then dimB (V ) dimB (U )


dimB (U V ) = max {dimB (U ), dimB (V )}

Proof.

(i) follows from the fact that

N (V ) N (U )

for all

> 0.

(ii) follows from the inequality

max {N (U ), N (V )} N (U V ) 2 max {N (U ), N (V )}

This shows that the box-counting dimension has a number of the properties we want. Moreover, it

dimB (U ) exists and is equal to m when U is a compact, smooth, mdimensional


Rn , so this notion is consistent with the usual notion of dimension. However, the

can be shown that


sub-manifold of

box-counting dimension has a serious drawback in that it fails to be countably stable.

U := Q [0, 1] R.

N (U ) =
and so

dimB (U )

Indeed, let

Then

 
1

exists and is equal to one. However, it is immediate that a nite set has zero box-

counting dimension. This is clearly not what we want; not only does countable stability fail, but a set
which clearly ought to have dimension zero turns out to have dimension one. This limits the utility
of box-counting dimension (although it is easy to calculate) and forces us to look for new notions of
dimension on

Rn .
3. Hausdorff Measure and Hausdorff Dimension on

Rn

(Have in mind that this generalizes to arbitrary metric spaces)


Consider a line segment

in

R2 .

Then with the Lebesgue measure,

if one identies the line containing


positive measure.
measure on

R3 ,

with

has measure zero. However,

and uses the Lebesgue measure here,

Similarly, if we take a disc in

R3

has nite and

then this has zero measure with the Lebesgue

but non-zero and positive measure when we identify the plane containing the disc as

and use the Lebesgue measure here. This suggests that the correct measure to use on a set that

should have dimension


Hausdor measures on
subsets of

Rn .

d is the
Rn allow

Lebesgue measure on

provided we can make sense of this. The

d R0 and all
U Rn is then the value of d such that the measure
measure U with. We now make this discussion precise.

us to rigorously give meaning to this idea for all

The Hausdor dimension of a set

corresponding to

Rd ,

is the correct one to

HAUSDORFF DIMENSION

Recall that we dened the Lebesgue (outer) measure on R by:

Given U R, let CU be the collection of (innite) sequences {(ai , bi )}i=1


S

i=1 (ai , bi ). Then dene the Lebesgue outer measure of U by


(
)
X

?
(U ) := inf
(bi ai ) | {(ai , bi )}i=1 CU

such that

i=1
The denition of the Hausdor (outer) measure is similar.

diameter of U
s0

Now let

First, given

6= U Rn ,

dene the

to be

and

|U | := sup {|x y| : x, y U }
> 0. We dene, for U Rn ,
(
X

s
H (U ) := inf
|Ui |s : {Ui }i=1 is a cover

)
of

i=0
where

{Ui }i=1

is said to be a

cover

of

if

S
U i=1 Ui
|Ui | for all i

(i)
(ii)

Hs (U ) are non-decreasing as & 0 as fewer


sdimensional Hausdor (outer) measure of U to be

Note that the

covers become admissible. We dene the

Hs (U ) := lim0 Hs (U ) = sup Hs (U )
>0

which may be (and often is as we shall see)

Rn

or

It can be checked that this does indeed dene

algebra, containing
s = n is a positive integer then (as is highly plausible) it
n
n
can be checked that H on R is just a constant multiple of n , the ndimensional Lebesgue measure.
However, it is the possibility of s not being an integer that leads to the denition of Hausdor dimension.

an outer measure on

B(R ),

on which

t > s and < 1.


cover of U then

Suppose
a

and, as with the Lebesgue measure, we can dene a

honestly is a measure. If

Then clearly

Ht (U ) Hs (U )

|Ui |t =

i=1

whence

|Ui |ts+s ts

i=1

Ht (U ) Hs (U ).

In fact, if

{Ui }i=1

is

|Ui |s

i=1

and so, in particular,

Ht (U ) ts Hs (U )
s
t
If H (U ) is nite then we see that H (U ) = 0 for all t > s and so there is
s
that H (U ) is innite for t < s and zero for t > s. From this, we dene the
U to be
s
dimH (U ) := sup {s : H (U ) = }
At

s=

dimH (U ), we may have

case we say that

is an

sset.

Hs (U )

equal to

or

or we may have

a critical value of

such

Hausdor dimension of
0 < Hs (U ) < ,

in which

HAUSDORFF DIMENSION

Properties of Hausdor dimension


Proposition 3.1: The Hausdor dimension on

stable).
Proof.

For monotonicity, if

V U Rn

Rn

is both monotonic and countably stable (hence

then by virtue of being an outer measure we have

Hs (V ) Hs (U )

s 0, from which the result follows. Now suppose that S


{Um }m=1 is a sequence of subsets

R and x s 0. By monotonicity, we have dimH (Ui ) dimH ( m=1 Um ) for all i, whence
!

[
sup (dimH (Um )) dimH
Um
for all

of

m1
On the other hand, suppose

m=1

t > supm1 (dimH (Um )).

Ht

Then since

is countably sub-additive, we

have

!
Um

Ht (Um ) = 0

m=1

m=1
whence

dimH

!
Um

m=1

sup (dimH (Um ))


m1

Corollary 3.2: The Hausdor dimension of any countable set is zero. Moreover, the Hausdor
dimension of Rn is n and any (non-empty) open subset of Rn has Hausdor dimension n as well.
Proof.

It is immediate that the Hausdor dimension of a single point is zero, whence the same is

true for countable sets by countable stability. Now let

Um

m inside Rn .
0 < H (Um ) < whence

be the open ball of radius

Um has nite and non-zero Lebesgue measure, it follows that


dimH (Um ) = n. Countable stability gives the same result for Rn . Finally, given an arbitrary open set
6= U Rn , U has Hausdor dimension at least n since it contains an open ball, and at most n since
n
it is contained in R .

Then since

Remark:
dimension

It can also be shown that any smooth

mdimensional

sub-manifold of

Rn

has Hausdor

m.

The Hausdor dimension also satises the following invariance property.

Lemma 3.3: Let U Rn and let f : U Rm be a bi-Lipschitz map, i.e. for all x, y U ,
c1 |x y| |f (x) f (y)| c2 |x y|

for some 0 < c1 c2 < . Then dimH (U ) = dimH (f (U )).


Proof.

This follows easily from the denition of Hausdor dimension. For the details see [1].

HAUSDORFF DIMENSION

Finally, we make our lives easier by showing that we can compute Hausdor dimension by restricting
to covers consisting of open balls.

Lemma 3.4: Let U Rn and dene Bs (U ) identically to Hs (U ), save with the added restriction that

the covers consist only of open balls, and B s (U ) similarly. Then we have
Hs (U ) B s (U ) 4s Hs (U )

In particular, B s (U ) is zero or innity if and only if Hs (U ) is.


Proof.

cover of U by arbitrary sets {Ui }i=1 , dene Wi to be the open ball of radius 2|Ui |

and centre any point of Ui (which we can assume to be of non-zero diameter). Then {Wi }i=1 is a cover
of U by open balls and |Wi | = 4|Ui |. This yields
Given any

s
s
H4
(U ) B4
(U ) 4s Hs (U )

whence the result.

Remark:

In the case of

R,

we can dispense with the

4s

with a little more eort.

4. The Middle-Third Cantor Set

We will illustrate the concept of Hausdor dimension by computing the Hausdor dimension of the
middle third Cantor set, a set of independent interest.

Denition 4.1:

Let

C0 := [0, 1].

For

n 0,

dene

Cn

[0, 19 ] [ 29 , 39 ] [ 69 , 79 ] [ 89 , 1]

Cn1 with the (open)


C1 = [0, 31 ] [ 23 , 1] and C2 =

inductively to be

middle third of each constituent interval removed, so that

etc. The picture (courtesy of [2]) is

middle-third) Cantor set to be

Then dene the (

C :=

Cn

n=0
It is easy to see that if

x [0, 1]

is written in base

x=

as

an 3n

n=1
for

ai {0, 1, 2}

then

On the other hand,

is in

if and only if no

an

2n 3n 0
as

n .

C is
Cn is

is equal to one. In particular,

has Lebesgue measure zero since the Lebesgue measure of

uncountable.

HAUSDORFF DIMENSION

Proposition 4.2: The Hausdor dimension of the middle third Cantor set is s:= log(2)
log(3) . Moreover,
1
Hs (C) 1
2

Proof.

Fix

U1 , ..., U2n .

n 0

and take as a cover of

Then for each

t0

the intervals comprising

2
X

n nt

|Ui | = 2 3


=

i=1
For

t>

log(2)
log(3) this gives

Cn .

Denote these intervals by

we have

Hs (C) = 0

whence

dimH (C) s

2
3t

n

whilst for

t=s

we get

Hs (C) 1
dimH (C) we use the remark after lemma 3.4 and restrict our covers to open
C is compact, we can restrict to nite coverings. Fix < 1 and let {Ui } be a covering
ki
of C . For each Ui , let ki be the largest integer such that |Ui | < 3
. Note that ki s log2 (|Ui |) 1.
ki
. Moreover,
Then Ui intersects at most one interval in Cki , since they are separated by at least 3
jki
for any j ki , Ui intersects at most 2
intervals of Cj . Since the cover is nite, we can pick
j max {ki } whence this last statementSis true for all i . However, of the 2j intervals comprising Cj ,
each one has its endpoints in C and so
i Ui must intersect each of these intervals. In particular, we

To nd a lower bound on


intervals. Since

must have

2j

2jki

i
and so

1 X ki 1 X

|Ui |s
2
i
i
Taking the inmum over all covers and the limit as

shows that

1
2

Hs (C)

which concludes the

proof.

Remark:

Hs (C) = 1.

In fact, it can be shown that

5. A systematic Approach to Computing Hausdorff Dimension; Frostman's Lemma

As we saw in the previous section it can be hard to compute lower bounds on


to compute the Hausdor dimension of

Denition 5.1:

Let

U.

be a measure on

Hs (U ),

Rn .

That is,

is an outer measure on

Rn for which all Borel


(Rn \X) = 0. We say

support of is the smallest closed set X such that


is a measure on U Rn if U contains the support of . If is a measure
U Rn and 0 < (Rn ) < we call a mass distribution.

sets are measurable. The


that

Lemma 5.2 (Frostman): Let

making it hard

Frostman's lemma gives a general approach to doing this.

on a bounded set

be a bounded subset of Rn and a mass distribution on U . Fix


s > 0 and suppose that there are positive constants c and such that
U

(V ) c|V |s

for all sets V with |V | . Then Hs (U ) (U )/c > 0, whence dimH (U ) s.

HAUSDORFF DIMENSION

Proof.

If

{Ui }i=1

is any

cover

of

then

0 < (U )

Ui

i=1

(Ui ) c

i=1

|Ui |s

i=1


The following lemma serves to provide us with suitable mass distributions.

Lemma 5.3: Let E Rn be a bounded Borel set and E0 consist of the set E . For k 1, let Ek be a

collection of disjoint Borel subsets of E such that each set U Ek is contained in precisely one set of
Ek1 and itself contains a nite number of sets in Ek+1 . Suppose further that the maximum diameter
of sets in Ek tends to zero as k tends to innity. Dene (E) = 1 and (inductively)
P if U1 , ..., Um are
the sets in Ek contained in some set U Ek1 , dene (Ui ) in such a way that m
i=1 (Ui ) = (U ).
For each k, let Ek be the union of all sets in Ek . Dene (Rn \Ek ) = 0.
Then (is well
and) can be extended to a measure on Rn . Moreover, the support of is
T dened

contained in k=1 Ek .
Proof.

Corollary 5.4:
Proof.

Let

be the middle third Cantor set and

By lemma 5.3 we can dene a mass distribution on

has measure

2n .

|V |

then

that

Omitted. See [1]for details.

Let

<1

and

k0

2k

intervals

2|V |s

intersects at most one of the

(C) = 1

log(2)
log(3) . Then

Hs (C)

1
2.

Cn
< 3k . If V is a set such
comprising Ck . In particular we have
such that each interval comprising

be the largest integer such that

(V ) 2
On the other hand,

s :=

whence Frostman's lemma gives the result.

References

[1]
[2]

K. Falconer, Fractal Geometry: mathematical foundations and applications, John Wiley & Sons Ltd. 1990
http://pearlsatrandomstrung.blogspot.co.uk

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