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Hausdorff measure

From Wikipedia, the free encyclopedia
Fractal measurement

Inmathematics,Hausdorff measure is a generalization of the traditional notions ofarea andvolume to non-integer dimensions, specificallyfractals and theirHausdorff dimensions. It is a type ofouter measure, named forFelix Hausdorff, that assigns a number in [0,∞] to each set inRn{\displaystyle \mathbb {R} ^{n}} or, more generally, in anymetric space.

The zero-dimensional Hausdorff measure is the number of points in the set (if the set is finite) or ∞ if the set is infinite. Likewise, the one-dimensional Hausdorff measure of asimple curve inRn{\displaystyle \mathbb {R} ^{n}} is equal to the length of the curve, and the two-dimensional Hausdorff measure of aLebesgue-measurable subset ofR2{\displaystyle \mathbb {R} ^{2}} is proportional to the area of the set. Thus, the concept of the Hausdorff measure generalizes theLebesgue measure and its notions of counting, length, and area. It also generalizes volume. In fact, there ared-dimensional Hausdorff measures for anyd ≥ 0, which is not necessarily an integer. These measures are fundamental ingeometric measure theory. They appear naturally inharmonic analysis orpotential theory.

Definition

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Let(X,ρ){\displaystyle (X,\rho )} be ametric space. For any subsetUX{\displaystyle U\subset X}, letdiamU{\displaystyle \operatorname {diam} U} denote its diameter, that is

diamU:=sup{ρ(x,y):x,yU},diam:=0.{\displaystyle \operatorname {diam} U:=\sup\{\rho (x,y):x,y\in U\},\quad \operatorname {diam} \emptyset :=0.}

LetS{\displaystyle S} be any subset ofX,{\displaystyle X,} andδ>0{\displaystyle \delta >0} a real number. Define

Hδd(S)=inf{i=1(diamUi)d:i=1UiS,diamUi<δ},{\displaystyle H_{\delta }^{d}(S)=\inf \left\{\sum _{i=1}^{\infty }(\operatorname {diam} U_{i})^{d}:\bigcup _{i=1}^{\infty }U_{i}\supseteq S,\operatorname {diam} U_{i}<\delta \right\},}

where the infimum is over all countable covers ofS{\displaystyle S} by setsUiX{\displaystyle U_{i}\subset X} satisfyingdiamUi<δ{\displaystyle \operatorname {diam} U_{i}<\delta }.

Note thatHδd(S){\displaystyle H_{\delta }^{d}(S)} is monotone nonincreasing inδ{\displaystyle \delta } since the largerδ{\displaystyle \delta } is, the more collections of sets are permitted, making the infimum not larger. Thus,limδ0Hδd(S){\displaystyle \lim _{\delta \to 0}H_{\delta }^{d}(S)} exists but may be infinite. Let

Hd(S):=supδ>0Hδd(S)=limδ0Hδd(S).{\displaystyle H^{d}(S):=\sup _{\delta >0}H_{\delta }^{d}(S)=\lim _{\delta \to 0}H_{\delta }^{d}(S).}

It can be seen thatHd(S){\displaystyle H^{d}(S)} is anouter measure (more precisely, it is ametric outer measure). ByCarathéodory's extension theorem, its restriction to the σ-field ofCarathéodory-measurable sets is a measure. It is called thed{\displaystyle d}-dimensional Hausdorff measure ofS{\displaystyle S}. Due to themetric outer measure property, allBorel subsets ofX{\displaystyle X} areHd{\displaystyle H^{d}} measurable.

In the above definition the sets in the covering are arbitrary. However, we can require the covering sets to be open or closed, or innormed spaces even convex, that will yield the sameHδd(S){\displaystyle H_{\delta }^{d}(S)} numbers, hence the same measure. InRn{\displaystyle \mathbb {R} ^{n}} restricting the covering sets to be balls may change the measures but does not change the dimension of the measured sets.

Properties of Hausdorff measures

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Note that ifd is a positive integer, thed-dimensional Hausdorff measure ofRd{\displaystyle \mathbb {R} ^{d}} is a rescaling of the usuald-dimensionalLebesgue measureλd{\displaystyle \lambda _{d}}, which is normalized so that the Lebesgue measure of the unit cube [0,1]d is 1. In fact, for any Borel setE,

λd(E)=2dαdHd(E),{\displaystyle \lambda _{d}(E)=2^{-d}\alpha _{d}H^{d}(E),}

where2d{\displaystyle 2^{-d}} scales diameter to radius; whileαd{\displaystyle \alpha _{d}} is thevolume of the unitd-ball withradius one, which can be expressed usingEuler's gamma function

αd=Γ(12)dΓ(d2+1)=πd/2Γ(d2+1).{\displaystyle \alpha _{d}={\frac {\Gamma \left({\frac {1}{2}}\right)^{d}}{\Gamma \left({\frac {d}{2}}+1\right)}}={\frac {\pi ^{d/2}}{\Gamma \left({\frac {d}{2}}+1\right)}}.}

This is

λd(E)=βdHd(E){\displaystyle \lambda _{d}(E)=\beta _{d}H^{d}(E)},

whereβd=2dαd{\displaystyle \beta _{d}=2^{-d}\alpha _{d}} is the volume of thed-ball withdiameter one.

Scaled Hausdorff measure

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Some authors (e.g. Evans & Gariepy (2015), chapters 2,3) adopt a definition of Hausdorff measure slightly different from the one chosen here, the difference being that the valueHd(E){\displaystyle H^{d}(E)} defined above is multiplied by the factorβd{\displaystyle \beta _{d}}, so that the scaled Hausdorffd-dimensional measure coincides exactly with Lebesgue measure in the case of Euclidean space. In this article we adopt the notation forscaled Hausdorff measure:

H¯d(E)=βdHd(E){\displaystyle {\bar {H}}^{d}(E)=\beta _{d}H^{d}(E)}

Further examples of the agreement of this scaled measure with Lebesgue measure include:

Relation with Hausdorff dimension

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Main article:Hausdorff dimension

It turns out thatHd(S){\displaystyle H^{d}(S)} may have a finite, nonzero value for at most oned{\displaystyle d}. That is, the Hausdorff Measure is zero for any value above a certain dimension and infinity below a certain dimension, analogous to the idea that the area of a line is zero and the length of a 2D shape is in some sense infinity. This leads to one of several possible equivalent definitions of the Hausdorff dimension:

dimHaus(S)=inf{d0:Hd(S)=0}=sup{d0:Hd(S)=},{\displaystyle \dim _{\mathrm {Haus} }(S)=\inf\{d\geq 0:H^{d}(S)=0\}=\sup\{d\geq 0:H^{d}(S)=\infty \},}

where we takeinf=+{\displaystyle \inf \emptyset =+\infty }andsup=0{\displaystyle \sup \emptyset =0}.

Note that it is not guaranteed that the Hausdorff measure must be finite and nonzero for somed, and indeed the measure at the Hausdorff dimension may still be zero; in this case, the Hausdorff dimension still acts as a change point between measures of zero and infinity.

Generalizations

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Ingeometric measure theory and related fields, theMinkowski content is often used to measure the size of a subset of a metric measure space. For suitable domains in Euclidean space, the two notions of size coincide, up to overall normalizations depending on conventions. More precisely, a subset ofRn{\displaystyle \mathbb {R} ^{n}} is said to bem{\displaystyle m}-rectifiable if it is the image of abounded set inRm{\displaystyle \mathbb {R} ^{m}} under aLipschitz function. Ifm<n{\displaystyle m<n}, then them{\displaystyle m}-dimensional Minkowski content of a closedm{\displaystyle m}-rectifiable subset ofRn{\displaystyle \mathbb {R} ^{n}} is equal to2mαm{\displaystyle 2^{-m}\alpha _{m}} times them{\displaystyle m}-dimensional Hausdorff measure (Federer 1969, Theorem 3.2.39, pp 275).

Infractal geometry, some fractals with Hausdorff dimensiond{\displaystyle d} have zero or infinited{\displaystyle d}-dimensional Hausdorff measure. For example,almost surely the image of planarBrownian motion has Hausdorff dimension 2 and its two-dimensional Hausdorff measure is zero. In order to "measure" the "size" of such sets, the following variation on the notion of the Hausdorff measure can be considered:

In the definition of the measure(diamUi)d{\displaystyle (\operatorname {diam} U_{i})^{d}} is replaced withϕ(diamUi),{\displaystyle \phi (\operatorname {diam} U_{i}),} whereϕ{\displaystyle \phi } is any monotone increasing function satisfyingϕ(0)=0.{\displaystyle \phi (0)=0.}

This is the Hausdorff measure ofS{\displaystyle S} withgauge functionϕ,{\displaystyle \phi ,} orϕ{\displaystyle \phi }-Hausdorff measure. Ad{\displaystyle d}-dimensional setS{\displaystyle S} may satisfyHd(S)=0,{\displaystyle H^{d}(S)=0,} butHϕ(S)(0,){\displaystyle H^{\phi }(S)\in (0,\infty )} with an appropriateϕ.{\displaystyle \phi .} Examples of gauge functions include

ϕ(t)=t2loglog1torϕ(t)=t2log1tlogloglog1t.{\displaystyle \phi (t)=t^{2}\log \log {\frac {1}{t}}\quad {\text{or}}\quad \phi (t)=t^{2}\log {\frac {1}{t}}\log \log \log {\frac {1}{t}}.}

The former gives almost surely positive andσ{\displaystyle \sigma }-finite measure to the Brownian path inRn{\displaystyle \mathbb {R} ^{n}} whenn>2{\displaystyle n>2}, and the latter whenn=2{\displaystyle n=2}.

See also

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References

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External links

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Basic concepts
Sets
Types ofmeasures
Particular measures
Maps
Main results
Other results
ForLebesgue measure
Applications & related
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