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# Notes on Metrics, Measures, and Dimensions

## Preface

In this monograph various notions related to metric spaces are considered, including Hausdorff-type measures and dimensions, Lipschitz mappings, and the Hausdorff distance between nonempty closed and bounded subsets of a metric space. Some familiarity with basic topics in analysis such as Riemann integrals, open and closed sets, and continuous functions is assumed, as in , for instance. There is no attempt to be exhaustive in any way, and more information in a variety of directions can be found in the bibliography.

## Chapter 1 Metric spaces

### 1.1 Real numbers

Let us begin by reviewing some aspects of the real numbers. As usual, we write $`𝐑`$ for the real numbers, and $`𝐑^n`$ for the $`n`$-tuples of real numbers, where $`n`$ is a positive integer. We also write $`𝐙`$ for the integers, and $`𝐙_+`$ for the positive integers.

If $`a`$, $`b`$ are real numbers with $`a<b`$, then the intervals $`(a,b)`$, $`[a,b)`$, $`(a,b]`$, and $`[a,b]`$ can be defined as the sets of real numbers $`x`$ which satisfy $`a<x<b`$, $`ax<b`$, $`a<xb`$, and $`axb`$, respectively. For $`[a,b]`$ we also allow $`a=b`$, in which case $`[a,b]`$ consists of the one point. These intervals are all *bounded*, and their *lengths* are defined to be $`ba`$. It can sometimes be convenient to consider unbounded intervals of the form $`(\mathrm{},b)`$, $`(\mathrm{},b]`$, $`(a,\mathrm{})`$, $`[a,\mathrm{})`$, and $`(infty,\mathrm{})=𝐑`$, whose lengths are defined to be $`+\mathrm{}`$.

If $`J`$ denotes an interval in the real line, then we may write $`|J|`$ for the length of $`J`$.

Let $`A`$ be a subset of $`𝐑`$. A real number $`b`$ is said to be an *upper bound* if $`ab`$ for all $`aA`$. A real number $`c`$ is said to be the *least upper bound*, or *supremum*, if it is an upper bound for $`A`$, and if $`cb`$ for every other upper bound $`b`$ of $`A`$. It is easy to see from the definition that the supremum is unique if it exists. A basic property of the real numbers is completeness for the ordering, which means that every nonempty subset $`A`$ of $`𝐑`$ which has an upper bound has a least upper bound. If $`A`$ is a nonempty subset of $`𝐑`$ which has no upper bound in the real numbers, then we shall make the convention of saying that the supremum is equal to $`+\mathrm{}`$. The supremum of $`A`$ is denoted $`supA`$.

Similarly, if $`A`$ is a subset of $`𝐑`$ and $`d`$ is a real number, then $`d`$ is said to be a *lower bound* of $`A`$ if $`da`$ for all $`a`$ in $`A`$. A real number $`h`$ is said to be the *greatest lower bound*, or *infimum*, of $`A`$ if it is a lower bound for $`A`$, and if $`dh`$ for all other lower bounds of $`A`$. Again, it is easy to see from the definition that the infimum is unique if it exists. From the completeness property of the real numbers described in the previous paragraph, one can show that a nonempty subset of $`𝐑`$ with a lower bound has an infimum. One way to do this is to show that the infimum of $`A`$ is equal to the supremum of $`A=\{a:aA\}`$, where $`A`$ is nonempty and has an upper bound because $`A`$ is nonempty and has a lower bound. Another approach is to obtain the infimum of $`A`$ as the supremum of the set of lower bounds of $`A`$. This second argument has the nice feature that it applies to any linearly-ordered set. Compare with .

If $`A`$ is a nonempty subset of $`𝐑`$ which does not have a lower bound, then we shall make the convention that the infimum is equal to $`\mathrm{}`$. The infimum of $`A`$ is denoted $`infA`$ in either case. Often in these notes we shall be concerned with infima and suprema of nonempty sets of nonnegative real numbers, so that the infimum exists as a real number, but the supremum might be $`+\mathrm{}`$.

The real numbers together with $`\mathrm{}`$, $`+\mathrm{}`$ are called the *extended real numbers*, as in . The usual ordering on the real numbers extends to the extended real numbers, and to some extent the arithmetic operations do too. For instance, if $`x`$ is a real number, then $`x+\mathrm{}`$ is defined to be $`+\mathrm{}`$, $`x\mathrm{}`$ is defined to be $`\mathrm{}`$, while $`\mathrm{}\mathrm{}`$ is normally left undefined. If $`A`$ is a nonempty set of extended real numbers, the infimum and supremum of $`A`$ can be defined for $`A`$ in the same way as above, as extended real numbers.

Let $`I`$ be a nonempty set, and suppose that to each element $`i`$ of $`I`$ is associated a nonnegative real number $`a_i`$. Consider the sum

(1.1)
$$\underset{iI}{}a_i.$$

If $`I`$ is finite, then this sum is defined in the usual way. If $`I`$ is infinite, then we can define this sum to be the supremum of

(1.2)
$$\underset{iF}{}a_i,$$

where $`F`$ runs through all finite subsets of $`I`$. Thus the sum may be equal to $`+\mathrm{}`$. Sometimes the terms $`a_i`$ may be allowed to be nonnegative extended real numbers, and the whole sum is automatically equal to $`+\mathrm{}`$ if any one of the terms is equal to $`+\mathrm{}`$.

If the sum (1.1), then for each $`ϵ>0`$ the number of $`iI`$ such that $`a_iϵ`$ is at most $`1/ϵ`$ times the sum (1.1). In particular, the number of such $`iI`$ is finite. As a consequence, if the sum (1.1) is finite, then the set of $`iI`$ such that $`a_i>0`$ is at most countable. In these notes, we shall only be concerned with situations in which $`I`$ is at most countable anyway.

The *absolute value* $`|x|`$ of a real number $`x`$ is defined to be equal to $`x`$ when $`x0`$ and to $`x`$ when $`x0`$. Thus the absolute value of $`x`$ is always a nonnegative real number, and one can check that $`|x+y||x|+|y|`$ for all real numbers $`x`$, $`y`$. Also, the absolute value of a product of two real numbers is equal to the product of their absolute values.

Let $`n`$ be a positive integer. If $`x`$, $`y`$ are elements of $`𝐑^n`$ and $`t`$ is a real number, then we can define $`x+y`$ and $`tx`$ as elements of $`𝐑^n`$ by adding the coordinates of $`x`$ and $`y`$ in the first case, and multiplying the coordinates of $`x`$ by $`t`$ in the second. For each $`x`$ in $`𝐑^n`$, we define $`|x|`$, the standard Euclidean norm of $`x`$, by

(1.3)
$$|x|=\left(\underset{j=1}{\overset{n}{}}x_j^2\right)^{1/2}.$$

It is easy to see that $`|tx|=|t||x|`$ for all $`x𝐑^n`$ and all $`t𝐑`$, and it is well-known that

(1.4)
$$|x+y||x|+|y|$$

for all $`x,y𝐑^n`$.

If $`X`$ is a set and $`E`$ is a subset of $`X`$, then the *indicator function on $`X`$ associated to $`E`$* is denoted $`\mathrm{𝟏}_E`$ and defined by $`\mathrm{𝟏}_E(x)=0`$ when $`xX\backslash E`$, $`\mathrm{𝟏}_E(x)=1`$ when $`xE`$.

### 1.2 Some basic notions and results

Let $`(M,d(x,y))`$ be a metric space. For the record, this means that $`M`$ is a nonempty set, and that $`d(x,y)`$ is a nonnegative real-valued function on $`M\times M`$ such that $`d(x,y)=0`$ if and only if $`x=y`$, $`d(x,y)=d(y,x)`$ for all $`x,yM`$, and

(1.5)
$$d(x,z)d(x,y)+d(y,z)$$

for all $`x,y,zM`$. For each positive integer $`n`$, $`𝐑^n`$ equipped with the standard Euclidean metric $`|xy|`$ defines a metric space. Of course every nonempty subset of $`M`$ can be viewed as a metric space itself, just by restricting the metric on $`M`$ to $`Y`$.

If $`x`$ is an element of $`M`$ and $`r`$ is a positive real number, then we write $`B(x,r)`$ for the open ball in $`M`$ with center $`x`$ and radius $`r`$, defined by

(1.6)
$$B(x,r)=\{yM:d(x,y)<r\}.$$

Similarly, the closed ball with center $`x`$ and radius $`r`$ is denoted $`\overline{B}(x,r)`$ and defined by

(1.7)
$$\overline{B}(x,r)=\{yM:d(x,y)r\}.$$

#### 1.2.1 Open and closed subsets and normality of metric spaces

If $`E`$ is a subset of $`M`$ and $`p`$ is an element of $`M`$, then $`p`$ is said to be a limit point of $`E`$ if for every $`ϵ>0`$ there is a point $`x`$ in $`E`$ such that $`xp`$ and $`d(x,p)<ϵ`$. If every limit point of $`E`$ is also an element of $`E`$, then $`E`$ is said to be a closed subset of $`M`$. This is the same as saying that a point $`p`$ in $`M`$ lies in $`E`$ if for every $`ϵ>0`$ there is a point $`x`$ in $`E`$ such that $`d(x,p)<ϵ`$. A closed ball $`\overline{B}(x,r)`$ as in (1.7) is always a closed subset of $`M`$, and the empty set and $`M`$ itself are closed subsets of $`M`$.

For any subset $`E`$, the *closure* is denoted $`\overline{E}`$ and is defined to be the union of $`E`$ and the set of limit points of $`E`$. Equivalently, a point $`p`$ lies in $`\overline{E}`$ if for every $`ϵ>0`$ there is an $`x`$ in $`E`$ such that $`d(p,x)<ϵ`$. It is not difficult to show that the closure of $`E`$ is always a closed subset of $`M`$. Thus $`\overline{E}=E`$ if and only if $`E`$ is closed, and the closure of $`E`$ can be described as the smallest closed subset of $`M`$ that contains $`E`$. If $`D`$ is a subset of $`M`$, then $`D`$ is *dense* in $`M`$ if the closure of $`D`$ is equal to $`M`$.

A subset $`U`$ of $`M`$ is said to be *open* if for every $`x`$ in $`U`$ there is an $`r>0`$ so that $`B(x,r)`$ is contained in $`U`$. An open ball $`B(x,r)`$ as in (1.6) is always an open subset of $`M`$, as are the empty set and $`M`$ itself. A basic fact is that $`U`$ is open if and only if $`M\backslash U`$ is a closed subset of $`M`$. For any subset $`E`$ of $`M`$, the *interior* $`E^{}`$ of $`E`$ is the set of points $`x`$ in $`E`$ for which there is an $`r>0`$ so that $`B(x,r)`$ is contained in $`E`$. One can check that $`E^{}`$ is always an open subset of $`E`$, $`E^{}=E`$ if and only if $`E`$ is an open set, and $`E^{}`$ is the largest open subset of $`E`$.

Notice that the interior of $`E`$ is the same as the complement in $`M`$ of the closure of the complement of $`E`$, i.e.,

(1.8)
$$E^{}=M\backslash \overline{(M\backslash E)}.$$

If $`E_1`$, $`E_2`$ are subsets of $`M`$, then it is not difficult to show that

(1.9)
$$\overline{(E_1E_2)}=\overline{E_1}\overline{E_2},\overline{(E_1E_2)}\overline{E_1}\overline{E_2}$$

and

(1.10)
$$E_1^{}E_2^{}(E_1E_2)^{},E_1^{}E_2^{}=(E_1E_2)^{}.$$

The *boundary* of a subset $`E`$ of $`M`$ is denoted $`E`$ and defined by

(1.11)
$$E=\overline{E}\backslash E^{}.$$

This is equivalent to

(1.12)
$$E=\overline{E}\overline{(M\backslash E)},$$

and in particular

(1.13)
$$E=(M\backslash E).$$

The empty set and $`M`$ itself have empty boundary in $`M`$. Observe that if $`E_1`$, $`E_2`$ are subsets of $`M`$, then

(1.14)
$$(E_1E_2)E_1E_2$$

and

(1.15)
$$(E_1E_2)E_1E_2.$$

As a metric space, $`M`$ enjoys the Hausdorff property that for every pair of distinct elements $`x`$, $`y`$ in $`M`$ there are open sets $`U_1`$, $`U_2`$ such that $`xU_1`$, $`yU_2`$, and $`U_1U_2=\mathrm{}`$. For this one can simply take $`U_1`$, $`U_2`$ to be the balls $`B(x,d(x,y)/2)`$, $`B(y,d(x,y)/2)`$. A stronger version of this is called “regularity” and says that if $`x`$ is an element of $`M`$ and $`F`$ is a nonempty closed subset of $`M`$ which does not contain $`x`$ as an element, then there are open subsets $`V_1`$, $`V_2`$ of $`M`$ such that $`xV_1`$, $`FV_2`$, and $`V_1V_2=\mathrm{}`$. To see that this holds, choose $`r>0`$ so that $`B(x,r)F=\mathrm{}`$, and then choose $`V_1`$ to be $`B(x,r/2)`$, and $`V_2`$ to be the set of $`z`$ in $`M`$ such that $`d(x,z)>r/2`$. An even stronger separation property is called normality and states that if $`F_1`$ and $`F_2`$ are nonempty closed subsets of $`M`$ such that $`F_1F_2=\mathrm{}`$, then there are open subsets $`W_1`$, $`W_2`$ of $`M`$ such that $`F_1W_1`$, $`F_2W_2`$, and $`W_1W_2=\mathrm{}`$. To find such a pair $`W_1`$, $`W_2`$, choose for each $`x`$ in $`F_1`$ a positive real number $`r_1(x)`$ so that $`B(x,r_1(x))F_2=\mathrm{}`$, and choose for each $`y`$ in $`F_2`$ a positive real number $`r_2(y)`$ so that $`B(y,r_2(y))F_1=\mathrm{}`$. Define $`W_1`$, $`W_2`$ by

(1.16)
$$W_1=\underset{xF_1}{}B(x,r_1(x)/2),W_2=\underset{yF_2}{}B(y,r_2(y)/2).$$

Clearly $`W_1`$, $`W_2`$ are open subsets of $`M`$ which contain $`F_1`$, $`F_2`$, respectively, as subsets. It is not difficult to show that $`W_1W_2=\mathrm{}`$. One can strengthen this a bit further by saying that there are open subsets $`\stackrel{~}{W}_1`$, $`\stackrel{~}{W}_2`$ of $`M`$ such that $`F_1\stackrel{~}{W}_1`$, $`F_2\stackrel{~}{W}_2`$, and the closures of $`\stackrel{~}{W}_1`$ and $`\stackrel{~}{W}_2`$ are disjoint. In fact, this can be obtained as a consequence of the previous normality property, by first using normality to find disjoint open subsets $`W_1`$, $`W_2`$ of $`M`$ such that $`F_1W_1`$, $`F_2W_2`$, and then using normality again to find open subsets $`\stackrel{~}{W}_1`$, $`\stackrel{~}{W}_2`$ of $`M`$ such that $`F_1\stackrel{~}{W}_1`$, $`F_2\stackrel{~}{W}_2`$ and the closures of $`\stackrel{~}{W}_1`$, $`\stackrel{~}{W}_2`$ are contained in $`W_1`$, $`W_2`$, respectively.

#### 1.2.2 Bounded, compact, and totally bounded sets

A subset of $`M`$ is said to be *bounded* if it is contained in a ball. If $`A`$ is a bounded subset of $`M`$, then the *diameter* $`diamA`$ of $`A`$ is defined by

(1.17)
$$diamA=sup\{d(x,y):x,yA\}.$$

In this case the diameter of $`A`$ is a finite real number. If $`A`$ is an unbounded subset of $`M`$, then the diameter of $`A`$ is defined to be $`+\mathrm{}`$. We make the convention that the diameter of the empty set is equal to $`0`$.

A sequence $`\{p_j\}_{j=1}^{\mathrm{}}`$ in $`M`$ is said to converge to a point $`p`$ in $`M`$ if for every $`ϵ>0`$ there is a positive integer $`N`$ such that

(1.18)
$$d(p_j,p)<ϵ\text{for all }jN.$$

In this case we write

(1.19)
$$\underset{j\mathrm{}}{lim}p_j=p,$$

and one can check that the limit $`p`$ is unique. A sequence $`\{p_j\}_{j=1}^{\mathrm{}}`$ in $`M`$ is said to be a *Cauchy sequence* if for every $`ϵ>0`$ there is a positive integer $`N`$ so that

(1.20)
$$d(p_j,p_k)<ϵ\text{for all }j,kN.$$

It is easy to see that a convergent sequence is a Cauchy sequence. A metric space in which every Cauchy sequence is a convergent sequence is said to be *complete*. A well-known fact is that the Euclidean spaces $`𝐑^n`$ with their standard metrics are complete metric spaces. Also, any metric space can be embedded isometrically into a complete metric space, where the image of the first metric space is dense in the second one, and this “completion” is unique up to isometric equivalence.

A subset $`E`$ of $`M`$ is closed if and only if every sequence of points in $`E`$ which converges in $`M`$ has its limit in $`E`$. For any subset $`E`$ of $`M`$, the closure $`\overline{E}`$ of $`E`$ is equal to the set of points in $`M`$ which occur as limits of sequences of points in $`E`$. This includes constant sequences $`\{p_j\}_{j=1}^{\mathrm{}}`$, in which all the $`p_j`$’s are the same, so that the elements of $`E`$ are limits of sequences of points in $`E`$. A subset $`D`$ of $`M`$ is dense in $`M`$ if and only if every element of $`M`$ occurs as the limit of a sequence of points in $`D`$.

If $`\{x_j\}_{j=1}^{\mathrm{}}`$ is a sequence of points in some set $`X`$, and if $`\{j_l\}_{l=1}^{\mathrm{}}`$ is a strictly increasing sequence of positive integers, so that

(1.21)
$$j_1<j_2<j_3<\mathrm{},$$

then the sequence $`\{x_{j_l}\}_{l=1}^{\mathrm{}}`$ obtained by restricting the $`\{x_j\}_{j=1}^{\mathrm{}}`$ to $`\{j_l\}_{l=1}^{\mathrm{}}`$ is called a *subsequence* of $`\{x_j\}_{j=1}^{\mathrm{}}`$. In particular, $`\{x_j\}_{j=1}^{\mathrm{}}`$ is a subsequence of itself, by taking $`j_l=l`$ for all $`l`$. Note that a Cauchy sequence in a metric space converges as soon as it has a convergent subsequence.

In these notes we shall often be concerned with subsets of metric spaces which are *compact*. As usual, compactness can be characterized in a number of equivalent ways. In brief, a subset $`K`$ of $`M`$ is compact if (a) every for every covering of $`K`$ by open subsets of $`M`$ there is a subcovering of $`K`$ from this covering with only finitely many elements, or (b) every infinite subset of $`K`$ has a limit point in $`K`$, or (c) every sequence of points in $`K`$ has a subsequence which converges. If $`Y`$ is a nonempty subset of $`M`$ and $`K`$ is contained in $`Y`$, then $`K`$ is compact as a subset of $`M`$ if and only if $`K`$ is compact as a subset of $`Y`$, viewed as a metric space itself, with the restriction of the metric from $`M`$. In particular, if $`K`$ is nonempty, we can take $`Y=K`$, so that $`K`$ is compact as a subset of $`M`$ if and only if $`K`$ is compact as a subset of itself, viewed as a metric space on its own, with the restriction of the metric from $`M`$. This is quite different from the properties of being open or closed.

In the case of a Euclidean space $`𝐑^n`$, the compact subsets are exactly the closed and bounded subsets, by the Heine–Borel theorem.

A subset $`A`$ of $`M`$ is said to be *totally bounded* if for every $`ϵ>0`$ there is a finite collection of balls in $`M`$ with radius $`ϵ`$ whose union contains $`A`$ as a subset. Compact sets are totally bounded, and subsets of totally bounded sets are totally bounded. As with compactness, a subset $`A`$ of $`M`$ is totally bounded as a subset of $`M`$ if and only if it is totally bounded as a subset of itself, viewed as a metric space on its own, with the restriction of the metric from $`M`$.

A well-known theorem states that a metric space is compact if and only if it is totally bounded and complete. This is equivalent to saying that a subset of a complete metric space is compact if and only if it is closed and totally bounded. Another way to look at this is that a subset $`A`$ of $`M`$ is totally bounded if and only if every sequence of points in $`A`$ has a subsequence which is a Cauchy sequence. Roughly speaking, these results can be treated in much the same way as classical results about compactness properties of closed and bounded subsets of $`𝐑^n`$.

#### 1.2.3 Separable metric spaces

Recall that $`M`$ is said to be *separable* if there is a subset $`D`$ of $`M`$ which is dense and at most countable. In this survey we shall be primarily interested in separable metric spaces. For example, the Euclidean spaces $`𝐑^n`$ with their standard metrics are separable, because the set of points in $`𝐑^n`$ with rational coordinates is countable and dense.

A metric space which is totally bounded is also separable. In fact, a metric space $`M`$ is separable if and only if for each $`ϵ>0`$ there is a subset $`D_ϵ`$ of $`M`$ which is at most countable and such that for each $`xM`$ there is a $`yD_ϵ`$ that satisfies $`d(x,y)<ϵ`$. The property of being totally bounded is the same as saying that one can do this with $`D_ϵ`$ being finite for each $`ϵ>0`$.

If $`M`$ is a metric space, a collection $``$ of open subsets of $`M`$ is said to be a *basis for the topology* if every open subset of $`M`$ can be expressed as a union of subsets of $`M`$ which are elements of $``$. This is equivalent to saying that for each $`x`$ in $`M`$ and each positive real number $`r`$ there is an open set $`U`$ which is an element of $``$ such that $`x`$ is an element of $`U`$ and $`U`$ is a subset of $`B(x,r)`$. Separability of $`M`$ can be characterized by the existence of a basis $``$ for the topology of $`M`$ which has at most countably-many elements. For if $`D`$ is a dense subset of $`M`$ which is at most countable, then the collection of balls of the form $`B(y,1/n)`$, where $`y`$ runs through the elements of $`D`$ and $`n`$ runs through the positive integers, is a basis for the topology of $`M`$ which is at most countable. Conversely, if $``$ is a basis for the topology of $`M`$ which is at most countable, then one can get a subset $`D`$ of $`M`$ which is dense and at most countable by choosing a point in each element of $``$ and putting it into $`D`$.

A basic fact about separable metric spaces is that every subset $`E`$ of a separable metric space $`M`$ contains a subset which is dense in $`E`$ and at most countable. In other words, every nonempty subset of $`M`$ defines a separable metric space itself, with the restriction of the metric from $`M`$. This is not difficult to show, but notice that a particular dense subset of $`M`$ may not have any elements in any particular subset $`E`$ of $`M`$.

A subset of a metric space is said to be *countably compact* if for every open covering of the set there is a subcovering with at most countably many elements. Clearly a compact set is countably compact. A well-known result states that a metric space $`M`$ is countably compact if and only if it is separable. Indeed, if $`M`$ is countably compact, then for every $`r>0`$ there is a family of balls of radius $`r`$ with at most countably many elements which covers $`M`$, and this implies that $`M`$ is separable. Conversely, suppose that $`M`$ is separable, and that $`\{U_\alpha \}_{\alpha A}`$ is an open covering of $`M`$. Let $``$ be a basis for the topology of $`M`$ which is at most countable. Define $`_1`$ to be the subset of $``$ consisting of those open subsets $`V`$ of $`M`$ in $``$ which are contained in a $`U_\alpha `$ for some $`\alpha A`$. Since $``$ is a basis for the topology of $`M`$, each $`U_\alpha `$ is a union of elements of $``$. Hence

(1.22)
$$\underset{V_1}{}V=\underset{\alpha A}{}U_\alpha =M.$$

For each $`V`$ in $`_1`$, choose an $`\alpha (V)A`$ such that $`VU_{\alpha (V)}`$. Then

(1.23)
$$\underset{V_1}{}U_{\alpha (V)}=M,$$

and $`\{U_{\alpha (V)}:V_1\}`$ is a subcovering of $`M`$ from the covering $`\{U_\alpha \}_{\alpha A}`$ which has at most countably many elements.

### 1.3 The Baire category theorem

Let $`(M,d(x,y))`$ be a metric space. If $`U`$, $`V`$ are dense open subsets of $`M`$, then the intersection $`UV`$ is also a dense open subset of $`M`$. This is not difficult to verify. More precisely, if $`U`$ is a dense open subset of $`M`$ and $`D`$ is a dense subset of $`M`$, then the intersection $`UD`$ is a dense subset of $`M`$. Of course the intersection of two dense sets in general can be dense.

Now suppose that $`\{U_j\}_{j=1}^{\mathrm{}}`$ is a sequence of dense open subsets of $`M`$. In general, the intersection of all of the $`U_j`$’s might be the empty set. This occurs when $`M`$ is the set of rational numbers, equipped with the usual metric, for instance. The Baire category theorem states that if $`M`$ is a complete metric space, then in fact $`_{j=1}^{\mathrm{}}U_j`$ is a dense subset of $`M`$.

Let us briefly review the proof. Let $`B_0`$ be any closed ball in $`M`$. It suffices to show that $`B_0`$ contains an element of $`_{j=1}^{\mathrm{}}U_j`$. Since $`U_1`$ is a dense open subset of $`M`$, there is a closed ball $`B_1`$ in $`M`$ such that $`B_1B_0`$, $`B_1U_1`$, and the radius of $`B_1`$ is less than $`1`$. Similarly, because $`U_2`$ is a dense open subset of $`M`$, there is a closed ball $`B_2`$ in $`M`$ such that $`B_2B_1`$, $`B_2U_2`$, and the radius of $`B_2`$ is less than $`1/2`$. Proceeding in this manner, for each positive integer $`j`$ there is a closed ball $`B_n`$ such that $`B_jB_{j1}`$, $`B_jU_j`$, and the radius of $`B_j`$ is less then $`1/j`$. It follows that the sequence of centers of the $`B_j`$’s is a Cauchy sequence, and so the assumption that $`M`$ is complete implies that this sequence converges to a point $`p`$ in $`M`$. One can check that $`p`$ lies in each $`B_j`$, and hence in each $`U_j`$, as well as the given ball $`B_0`$.

There is a complementary picture for closed sets with empty interior. In any metric space $`M`$, if $`E`$ and $`F`$ are closed sets with empty interior, then $`EF`$ is also a closed set with empty interior. This does not work without the assumption that the sets be closed, since the real line is the union of the sets of rational and irrational numbers, each of which has empty interior. In a complete metric space the union of sequence of closed sets with empty interior also has empty interior, although this union is not a closed set in general.

If $`F`$ is any nonempty closed subset of $`M`$ and $`j`$ is a positive integer, consider the set $`U_j`$ which is the union of the balls $`B(x,1/j)`$ with $`xF`$. This is an open subset of $`M`$ which contains $`F`$ as a subset. It is not difficult to check that

(1.24)
$$F=\underset{j=1}{\overset{\mathrm{}}{}}U_j.$$

Thus every closed subset of a metric space can be expressed as the intersection of a sequence of open sets. By passing to complements one obtains that every open subset of a metric space can be expressed as the union of a sequence of closed subsets.

### 1.4 Continuous mappings

Let $`(M,d(x,y))`$ and $`(N,\rho (u,v))`$ be metric spaces, and let $`E`$ be a nonempty subset of $`M`$. A mapping $`f`$ from $`E`$ to $`N`$ is said to be *continuous* if for every $`x`$ in $`E`$ and every $`ϵ>0`$ there is a $`\delta >0`$ so that

(1.25)
$$\rho (f(x),f(y))<ϵ\text{for all }yE\text{ such that }d(y,x)<\delta .$$

The mapping $`f`$ is said to be *uniformly continuous* if for every $`ϵ>0`$ there is a $`\delta >0`$ such that

(1.26)
$$\rho (f(x),f(y))<ϵ\text{for all }x,yE\text{ such that }d(y,x)<\delta .$$

A basic result states that if $`E`$ is compact and $`f:EN`$ is continuous, then $`f`$ is also uniformly continuous.

Let us assume for simplicity that $`E=M`$, to which one can reduce anyway. Another basic result states that $`f:MN`$ is continuous if and only if $`f^1(U)`$ is an open subset of $`M`$ for all open subsets $`U`$ of $`N`$. This is equivalent to saying that $`f:MN`$ is continuous if and only if $`f^1(A)`$ is a closed subset of $`M`$ whenever $`A`$ is a closed subset of $`N`$. An alternate characterization states that $`f:MN`$ is continuous if and only if for every sequence $`\{x_j\}_{j=1}^{\mathrm{}}`$ of points in $`M`$ which converges to some point $`x`$, the sequence $`\{f(x_j)\}_{j=1}^{\mathrm{}}`$ converges in $`N`$ to $`f(x)`$.

If $`M_1`$, $`M_2`$, $`M_3`$ are metric spaces and $`h_1:M_1M_2`$, $`h_2:M_2M_3`$ are continuous mappings, then the composition $`h_2h_1`$, defined by $`(h_2h_1)(x)=h_2(h_1(x))`$, is a continuous mapping from $`M_1`$ to $`M_3`$. If $`h_1:M_1M_2`$, $`h_2:M_2M_3`$ are uniformly continuous, then $`h_2h_1`$ is a uniformly continuous mapping from $`M_1`$ to $`M_3`$. These statements are easy to check.

A mapping $`f:MN`$ is said to be *bounded* if the image $`f(M)`$ of $`f`$ is contained in a bounded subset of $`N`$. A basic result states that if $`f:MN`$ is continuous and $`K`$ is a compact subset of $`M`$, then $`f(K)`$ is a compact subset of $`N`$. In particular, $`f`$ is bounded in this case. Also, if $`E`$ is a subset of $`M`$ which is totally bounded and $`f:MN`$ is uniformly continuous, then $`f(E)`$ is totally bounded.

A *homeomorphism* from $`M`$ to $`N`$ is a one-to-one mapping $`f`$ of $`M`$ onto $`N`$ such that $`f:MN`$ and $`f^1:NM`$ are both continuous. If $`f:MN`$ is continuous, $`M`$ is compact, and $`f`$ is a one-to-one mapping of $`M`$ onto $`N`$, then $`f`$ is a homeomorphism of $`M`$ onto $`N`$. For instance, $`f`$ maps closed subsets of $`M`$ to closed subsets of $`N`$ in this case, since closed subsets of $`M`$ are compact.

Suppose that $`f_1`$, $`f_2`$ are continuous mappings from $`M`$ to $`N`$, and that $`E`$ is a dense subset of $`M`$. If $`f_1`$ and $`f_2`$ are equal on $`E`$, then they are equal on all of $`M`$. In other words, a continuous mapping is uniquely determined by its restriction to a dense subset. Conversely, suppose that $`D`$ is a dense subset of $`M`$, and that $`f`$ is a continuous mapping from $`D`$ into $`N`$. In order for there to be a extension of $`f`$ to a continuous mapping from $`M`$ to $`N`$, it is sufficient that $`f`$ be uniformly continuous, and that $`N`$ be complete. In this case the extension will also be uniformly continuous.

#### 1.4.1 Real-valued functions

Of course constant functions are always continuous. If $`f_1(x)`$, $`f_2(x)`$ are real-valued continuous functions on $`M`$, then the sum $`f_1(x)+f_2(x)`$ and the product $`f_1(x)f_2(x)`$ are also continuous functions on $`M`$. The sum of uniformly continuous real-valued functions is uniformly continuous, but this does not work for the product in general. It does work if at least one of the two functions is bounded. If $`f(x)`$ is a continuous real-valued function on $`M`$ and $`E`$ is a subset of $`M`$ such that $`f(x)0`$ for all $`xM`$, then $`1/f(x)`$ is a continuous function on $`E`$. If we assume that $`f(x)`$ is uniformly continuous, then it may not be true that $`1/f(x)`$ is uniformly continuous on $`E`$, but this is the case if there is a positive real number $`c`$ such that $`|f(x)|c`$ for all $`x`$ in $`E`$.

On $`𝐑^n`$, the $`n`$ coordinate functions

(1.27)
$$x=(x_1,\mathrm{},x_n)x_j,$$

$`1jn`$, are continuous, as one can easily verify. As a result, polynomials on $`𝐑^n`$ are continuous functions, and rational functions, which are quotients of polynomials, are continuous on the set where the denominator does not vanish.

###### Lemma 1.28

For each element $`p`$ of $`M`$, $`d(x,p)`$ is uniformly continuous as a real-valued function of $`x`$ on $`M`$.

This follows from the triangle inequality. Namely,

(1.29)
$$d(x,p)d(y,p)+d(x,y)$$

and

(1.30)
$$d(y,p)d(x,p)+d(x,y),$$

so that

(1.31)
$$|d(x,p)d(y,p)|d(x,y).$$

Let $`A`$ be a nonempty subset of $`M`$, and set

(1.32)
$$dist(x,A)=inf\{d(x,z):zA\}$$

for $`x`$ in $`M`$. Note that

(1.33)
$$dist(x,\overline{A})=dist(x,A)$$

for all $`x`$ in $`M`$, and that $`dist(x,A)=0`$ if and only if $`x`$ lies in the closure of $`A`$.

###### Lemma 1.34

As a function of $`x`$ on $`M`$, $`dist(x,A)`$ is uniformly continuous.

For this we use the triangle inequality again. If $`x`$ and $`y`$ are arbitrary elements of $`M`$ and $`z`$ is an arbitrary element of $`A`$, then

(1.35)
$$dist(x,A)d(x,z)d(x,y)+d(y,z).$$

By taking the infimum over $`z`$ it follows that

(1.36)
$$dist(x,A)d(x,y)+dist(y,A).$$

Similarly,

(1.37)
$$dist(y,A)d(x,y)+dist(x,A),$$

so that

(1.38)
$$|dist(x,A)dist(y,A)|d(x,y).$$

Note that for any nonempty subset $`A`$ of $`M`$,

(1.39)
$$dist(x,A)=dist(x,\overline{A})$$

for all $`x`$ in $`M`$, as one can verify from the definitions.

Suppose that $`F_1`$, $`F_2`$ are disjoint nonempty closed subsets of $`M`$. Define a real-valued function $`\varphi (x)`$ on $`M`$ by

(1.40)
$$\varphi (x)=\frac{dist(x,F_1)}{dist(x,F_1)+dist(x,F_2)}.$$

Because $`F_1`$ and $`F_2`$ are disjoint and closed, the denominator in the definition of $`\varphi (x)`$ is never equal to $`0`$. Thus $`\varphi (x)`$ is a continuous function on $`M`$ which takes values in the interval $`[0,1]`$, and it satisfies $`\varphi (x)=0`$ if and only if $`xF_1`$ and $`\varphi (x)=1`$ if and only if $`xF_2`$.

In general this function $`\varphi (x)`$ may not be uniformly continuous. For example, if $`M=𝐑\backslash \{0\}`$, $`F_1=(\mathrm{},0)`$, and $`F_2=(0,\mathrm{})`$, then $`F_1`$, $`F_2`$ are disjoint nonempty closed subsets of $`M`$, $`\varphi (x)`$ is defined completely by $`\varphi (x)=0`$ when $`xF_1`$ and $`\varphi (x)=1`$ when $`xF_2`$, and $`\varphi `$ is clearly not uniformly continuous.

Let us say that a mapping $`f:MN`$ is *locally bounded* if for every $`p`$ in $`M`$ there is an $`r>0`$ so that $`f(B(p,r))`$ is a bounded subset of $`N`$. Thus continuous mappings are automatically locally bounded. Let us say that $`f:MN`$ is *locally uniformly continuous* if for each $`pM`$ there is an $`r>0`$ such that the restriction of $`f`$ to $`B(p,r)`$ is uniformly continuous. Ordinary continuity is already a local condition, and so we do not need to define “local continuity”. For real-valued functions, the sum and product of locally bounded functions is locally bounded, and the sum and product of locally uniformly continuous functions is locally uniformly continuous. If $`f(x)`$ is a real valued function on $`M`$ which is locally uniformly continuous and which satisfies $`f(x)0`$ for all $`xM`$, then $`1/f(x)`$ is locally uniformly continuous on $`M`$.

In particular, the function $`\varphi (x)`$ defined in (1.40) is always locally uniformly continuous, even if it may not be uniformly continuous. If there is an $`ϵ>0`$ so that $`d(y,z)ϵ`$ for all $`yF_1`$ and $`zF_2`$, then $`\varphi (x)`$ is uniformly continuous.

Recall that a metric space is said to be *locally compact* if for every point $`x`$ in the space there is are subsets $`K`$, $`U`$ of the space such that $`K`$ is compact, $`U`$ is open, $`xU`$, and $`UK`$. Thus every continuous mapping from a locally compact metric space to another metric space is locally uniformly continuous.

Let us say that a mapping between two metric spaces is *countably uniformly continuous* if the domain can be expressed as the union of an at most countable family of subsets, on each of which the mapping is uniformly continuous. One can also assume that the mapping is bounded on each of these subsets, by making a further decomposition as necessary. As a basic property of such mappings, if the domain can be expressed as the countable union of totally bounded subsets, then so can the image of the mapping.

The sum or product of two real-valued countably uniformly continuous functions is also countably uniformly continuous. This is not difficult to show, using the observation that if $`\{E_i\}_{iI}`$ and $`\{F_j\}_{jJ}`$ are families of subsets of $`M`$ such that $`I`$, $`J`$ are at most countable and

(1.41)
$$\underset{iI}{}E_i=\underset{jJ}{}F_j=M,$$

then $`\{E_iF_j\}_{(i,j)I\times J}`$ is an at most countable family of subsets of $`M`$ whose union is also equal to $`M`$. Similarly, the reciprocal of a countably uniformly continuous mapping which does not take the value $`0`$ is countably uniformly continuous. A locally uniformly continuous mapping between two metric spaces is countably uniformly continuous if the domain is separable, since that implies countable compactness.

A subset $`E`$ of $`M`$ is said to be *$`\sigma `$-compact* if it can be expressed as the union of at most countably many compact sets. If $`M`$ is $`\sigma `$-compact, then every continuous mapping from $`M`$ into $`N`$ is countably uniformly continuous. If $`M`$ is separable and locally compact, then $`M`$ is $`\sigma `$-compact. If $`M`$ is $`\sigma `$-compact, then every open subset of $`M`$ is $`\sigma `$-compact as well, since every open subset of a metric space can be expressed as the union of a sequence of closed sets.

#### 1.4.2 Spaces of continuous mappings

We shall write $`C(M,N)`$ for the space of continuous mappings from $`M`$ to $`N`$. A mapping $`f:MN`$ is said to be *bounded* if its image is contained in a bounded subset of $`N`$, and we write $`C_b(M,N)`$ for the space of bounded continuous mappings from $`M`$ to $`N`$. Note that $`C(M,N)=C_b(M,N)`$ if $`M`$ is compact. If $`f_1`$, $`f_2`$ are two bounded continuous mappings from $`M`$ to $`N`$, then we set

(1.42)
$$\theta (f_1,f_2)=sup\{\rho (f_1(x),f_2(x)):xM\}.$$

It is not difficult to verify that this defines a metric on $`C_b(M,N)`$. The constant mappings from $`M`$ to $`N`$, which take all of $`M`$ to a single point in $`N`$, are obviously bounded and continuous, and in this way we get a natural embedding of $`N`$ in $`C_b(M,N)`$. This is an isometric embedding, which is to say that the given metric $`\rho (,)`$ on $`N`$ agrees with the metric $`\theta (,)`$ applied to the constant mappings.

If $`\{f_j\}_{j=1}^{\mathrm{}}`$ is a sequence of mappings from $`M`$ to $`N`$, and if $`f`$ is another mapping from $`M`$ to $`N`$, then we say that $`\{f_j\}_{j=1}^{\mathrm{}}`$ *converges pointwise* if

(1.43)
$$\underset{j\mathrm{}}{lim}f_j(x)=f(x)\text{in }N$$

for all $`x`$ in $`M`$. We say that $`\{f_j\}_{j=1}^{\mathrm{}}`$ converges to $`f`$ *uniformly* if for every $`ϵ>0`$ there is an integer $`L`$ so that

(1.44)
$$\rho (f_j(x),f(x))<ϵ\text{for all }jL.$$

Thus uniform convergence implies pointwise convergence.

A well-known result states that if $`\{f_j\}_{j=1}^{\mathrm{}}`$ is a sequence of mappings from $`M`$ to $`N`$ which converges uniformly to a mapping $`f`$ from $`M`$ to $`N`$, and if each $`f_j`$ is continuous, then $`f`$ is continuous as well. This does not work in general under the assumption of pointwise convergence instead of uniform convergence. Note that a sequence $`\{f_j\}_{j=1}^{\mathrm{}}`$ in $`C_b(M,N)`$ converges to a function $`f`$ in $`C_b(M,N)`$ with respect to the metric $`\theta `$ defined above if and only if $`\{f_j\}_{j=1}^{\mathrm{}}`$ converges uniformly to $`f`$. If $`\{f_j\}_{j=1}^{\mathrm{}}`$ converges uniformly to $`f`$ and each $`f_j`$ is uniformly continuous, then $`f`$ is uniformly continuous as well.

If $`N`$ is complete as a metric space, then $`C_b(M,N)`$ is complete as a metric space. In other words, if $`\{f_j\}_{j=1}^{\mathrm{}}`$ is a Cauchy sequence in $`C_b(M,N)`$ with respect to the metric $`\theta `$ and $`N`$ is complete as metric space, then there is a function $`f`$ in $`C_b(M,N)`$ to which $`\{f_j\}_{j=1}^{\mathrm{}}`$ converges uniformly. To show this, one can first use the assumption that $`\{f_j\}_{j=1}^{\mathrm{}}`$ is a Cauchy sequence in $`C_b(M,N)`$ to obtain that $`\{f_j(x)\}_{j=1}^{\mathrm{}}`$ is a Cauchy sequence in $`N`$ for all $`x`$ in $`M`$. Hence $`\{f_j\}_{j=1}^{\mathrm{}}`$ converges pointwise to some mapping $`f`$ from $`M`$ to $`N`$, since $`N`$ is complete. Using the assumption that $`\{f_j\}_{j=1}^{\mathrm{}}`$ is a Cauchy sequence with respect to the metric $`\theta `$, one can check that $`\{f_j\}_{j=1}^{\mathrm{}}`$ converges to $`f`$ uniformly. As a consequence, $`f`$ is continuous, and one can also verify that $`f`$ is bounded in this case.

Let us write $`C(M)`$ for the space of continuous real-valued functions on $`M`$, and $`C_b(M)`$ for the space of bounded continuous real-valued functions on $`M`$. Thus $`C(M)`$ and $`C_b(M)`$ are vector spaces over the real numbers, and on $`C_b(M)`$ we have the norm

(1.45)
$$f_{sup}=sup\{|f(x)|:xM\}.$$

That is, $`f_{sup}`$ is a nonnegative real number which is equal to $`0`$ exactly when $`f`$ is identically equal to $`0`$, $`tf_{sup}=|t|f_{sup}`$ for all real numbers $`t`$ and all $`f`$ in $`C_b(M)`$, and the triangle inequality for norms holds, namely

(1.46)
$$f_1+f_2_{sup}f_1_{sup}+f_2_{sup}$$

for all $`f_1`$, $`f_2`$ in $`C_b(M)`$. These properties are not difficult to verify. The metric $`\theta (,)`$ defined in general above is the same as the metric associated to the norm $`_{sup}`$ on $`C_b(M)`$, which is to say that

(1.47)
$$\theta (f_1,f_2)=f_1f_2_{sup}$$

for all $`f_1`$, $`f_2`$ in $`C_b(M)`$. The completeness of $`C_b(M)`$ as a metric space implies that $`C_b(M)`$ equipped with the norm $`_{sup}`$ is a *Banach space*. In fact it is a *Banach algebra* with respect to the additional operation of multiplication of functions, which means that

(1.48)
$$f_1f_2_{sup}f_1_{sup}f_2_{sup}$$

for all $`f_1`$, $`f_2`$ in $`C_b(M)`$.

There is a natural mapping from $`M`$ to $`C(M)`$, in which a point $`p`$ in $`M`$ is associated to the continuous function $`f_p(x)=d(x,p)`$. If $`M`$ is bounded, then this defines a mapping from $`M`$ into $`C_b(M)`$, and one can show that this mapping is an isometric embedding with respect to the metric $`\theta (,)`$ on $`C_b(M)`$. In other words,

(1.49)
$$sup\{|f_p(x)f_q(x)|:xM\}=d(p,q)$$

for all $`p`$, $`q`$ in $`M`$, as one can check. If $`M`$ is unbounded, then one can adjust this as follows. Fix an element $`w`$ of $`M`$, which will serve as a base point. To each point $`p`$ in $`M`$ we can associate the function $`f_p(x)f_w(x)`$. It is not hard to see that this is a bounded continuous function on $`M`$, and that the distance between $`f_pf_w`$ and $`f_qf_w`$ is equal to $`d(p,q)`$, so that we again get an isometric embedding of $`M`$ into $`C_b(M)`$.

Let us write $`UC(M,N)`$ for the space of uniformly continuous mappings from $`M`$ to $`N`$, and $`UC_b(M,N)`$ for the space of bounded uniformly continuous mappings from $`M`$ to $`N`$. As before, for $`N=𝐑`$ we may simply write $`UC(M)`$, $`UC_b(M)`$, respectively. Of course

(1.50)
$$C(M,N)=C_b(M,N)=UC(M,N)=UC_b(M,N)$$

when $`M`$ is compact. If $`M`$ is totally bounded, then $`UC(M,N)=UC_b(M,N)`$, since $`f(M)`$ is then totally bounded and hence bounded in $`N`$ for every uniformly continuous mapping $`f`$ from $`M`$ to $`N`$.

If $`M`$ is totally bounded and $`N`$ is separable, then $`UC(M,N)`$ is also separable as a metric space equipped with the supremum metric $`\theta (f_1,f_2)`$. In particular, $`C(M,N)`$ is separable if $`M`$ is compact and $`N`$ is separable. Let us indicate some of the ingredients in the proof of this. Let $`ϵ>0`$ be given. For each positive integer $`l`$, let $`𝒰𝒞_{ϵ,l}(M,N)`$ be the set of functions $`f`$ in $`UC(M,N)`$ such that

(1.51)
$$\rho (f(x),f(y))<ϵ\text{when}x,yM,d(x,y)<\frac{1}{l}.$$

Thus

(1.52)
$$UC(M,N)=\underset{l=1}{\overset{\mathrm{}}{}}𝒰𝒞_{ϵ,l}(M,N),$$

by uniform continuity. Since $`M`$ is totally bounded, for each positive integer $`l`$ there is a finite subset $`F_l`$ of $`M`$ such that

(1.53)
$$M=\underset{zF}{}B(z,1/l).$$

If $`f_1`$, $`f_2`$ are elements of $`𝒰𝒞_{ϵ,l}(M,N)`$ such that

(1.54)
$$\rho (f_1(z),f_2(z))<ϵ\text{when}zF_l,$$

then

(1.55)
$$\rho (f_1(w),f_2(w))<3ϵ\text{when}wM.$$

Thus an element of $`𝒰𝒞_{ϵ,l}(M,N)`$ is approximately determined by its values on $`F_l`$, and one can use this and the separability of $`N`$ to get the separability of $`UC(M,N)`$.

#### 1.4.3 Upper and lower semicontinuous functions

A real-valued function $`f`$ on $`M`$ is said to be *upper semicontinuous* if for every $`x`$ in $`M`$ and every $`ϵ>0`$ there is a $`\delta >0`$ such that

(1.56)
$$f(y)<f(x)+ϵ\text{for all }yM\text{ such that }d(x,y)<\delta .$$

A real-valued function $`f`$ on $`M`$ is said to be *lower semicontinuous* if for every $`x`$ in $`M`$ and every $`ϵ>0`$ there is a $`\delta >0`$ so that

(1.57)
$$f(y)>f(x)ϵ\text{for all }yM\text{ such that }d(x,y)<\delta .$$

Clearly a real-valued function on $`M`$ is continuous if and only if it is both upper and lower semicontinuous.

Alternatively, $`f`$ is upper semi-continuous if and only if for each real number $`a`$ the set $`\{xM:f(x)<a\}`$ is an open subset of $`M`$. This is equivalent to saying that $`\{xM:f(x)a\}`$ is a closed subset of $`M`$ for all real numbers $`a`$. Similarly, $`f`$ is lower semicontinuous if for each real number $`a`$ the set $`\{xM:f(x)>a\}`$ is an open subset of $`M`$, and this is equivalent to saying that $`\{xM:f(x)a\}`$ is a closed subset of $`M`$ for each real number $`a`$.

In terms of sequences, $`f`$ is upper semicontinuous if and only if for every sequence $`\{x_j\}_{j=1}^{\mathrm{}}`$ in $`M`$ which converges to some point $`x`$ in $`M`$ one has that

(1.58)
$$\underset{j\mathrm{}}{lim\; sup}f(x_j)f(x),$$

and $`f`$ is lower semicontinuous if and only if

(1.59)
$$f(x)\underset{j\mathrm{}}{lim\; inf}f(x_j)$$

for every sequence $`\{x_j\}_{j=1}^{\mathrm{}}`$ in $`M`$ which converges to a point $`x`$ in $`M`$. These statements are not too hard to check, just from the definitions, in much the same way as for their counterparts for continuous functions.

A basic result about semicontinuous functions is that if $`M`$ is compact and $`f`$ is an upper semicontinuous function on $`M`$, then there is a point $`p`$ in $`M`$ such that $`f(x)f(p)`$ for all $`x`$ in $`M`$. If $`f`$ is a lower semicontinuous function on $`M`$ and $`M`$ is compact, then there is a $`q`$ in $`M`$ such that $`f(q)f(y)`$ for all $`y`$ in $`M`$. Just as for real-valued continuous functions, these assertions can be verified either using open coverings of $`M`$ or sequences and subsequences.

If $`f_1`$, $`f_2`$ are upper semicontinuous functions on $`M`$, then the sum $`f_1+f_2`$ is upper semicontinuous, while if $`f_1`$, $`f_2`$ are both lower semicontinuous, then $`f_1+f_2`$ is lower semicontinuous. If $`f`$ is an upper semicontinuous function on $`M`$ and $`a`$ is a nonengative real number, then $`af`$ is an upper semicontinuous function on $`M`$, and if instead $`f`$ is a lower semicontinuous function on $`M`$ and $`a`$ is a nonnegative real number, then $`af`$ is lower semicontinuous. A real valued function $`f`$ on $`M`$ is upper semicontinuous if and only if $`f`$ is lower semicontinuous.

The product of two nonnegative upper semicontinuous functions is upper semicontinuous, and the product of two nonnegative lower semicontinuous functions is lower semicontinuous. More generally, the product of a nonnegative continuous function with a function which is upper or lower semicontinuous is also upper or lower semicontinuous, respectively.

Suppose that $`\varphi (t)`$ is a real-valued function on the real line which is monotone increasing. As is well known, the left and right hand limits automatically exist at every point in the real line in this case, and satisfy

(1.60)
$$\underset{xt}{lim}\varphi (x)\varphi (t)\underset{xt+}{lim}\varphi (x).$$

The function $`\varphi `$ is continuous on $`𝐑`$ if and only if the inequalities in (1.60) are equalities for all $`t𝐑`$. One can check that $`\varphi `$ is upper semicontinuous on $`𝐑`$ if and only if the second inequality in (1.60) is an equality for all $`t𝐑`$, and $`\varphi `$ is lower semicontinuous on $`𝐑`$ if and only if the first inequality in (1.60) is an equality for all $`t𝐑`$.

If $`f`$ is an upper semicontinuous real-valued function on $`M`$ and $`\varphi `$ is a monotone increase real-valued function on $`𝐑`$ which is upper semicontinuous, then $`\varphi f`$ is an upper semicontinuous function on $`M`$. Similarly, if $`f`$ is a lower semicontinuous real-valued function on $`𝐑`$ and $`\varphi `$ is a monotone increasing real-valued function on $`𝐑`$ which is lower semicontinuous, then $`\varphi f`$ is a lower semicontinuous function on $`M`$.

### 1.5 Connectedness

Let $`(M,d(x,y))`$ be a metric space. Two subsets $`A`$, $`B`$ of $`M`$ are said to be *separated* if

(1.61)
$$\overline{A}B=\mathrm{},A\overline{B}=\mathrm{}.$$

A subset $`E`$ of $`M`$ is said to be *connected* if it cannot be written as the union of two separated sets.

If $`E`$, $`Y`$ are subsets of $`M`$ with $`Y`$ nonempty and $`EY`$, then $`E`$ is connected as a subset of $`M`$ if and only if $`E`$ is connected as a subset of $`Y`$, viewed as a metric itself, with the restriction of the metric from $`M`$. This is not difficult to verify, just from the definition. In particular, $`E`$ is connected as a subset of $`M`$ if and only if $`E`$ is connected as a subset of itself, viewed as a metric space, with the restriction of the metric from $`M`$.

The empty set and sets with only one element are automatically connected. It is well-known that the connected subsets of the real line are the empty set and the subsets which are intervals, which may be open, closed, or mixed, and which may be bounded or unbounded. This includes the real line itself.

The connectedness of $`M`$ itself is equivalent to saying that $`M`$ cannot be written as the disjoint union of two nonempty open subsets, or that $`M`$ cannot be written as the disjoint union of two nonempty closed subsets.

The closure of a connected set is always connected. The union of two connected sets is connected as long as they have nonempty intersection. More generally, the union of two nonempty connected sets is connected if and only if they are not separated.

Let $`E`$ be a subset of $`M`$, and suppose that for every pair of points $`p`$, $`q`$ in $`E`$ there is a subset $`E_{p,q}`$ of $`E`$ which is connected and which contains $`p`$, $`q`$. Then $`E`$ is connected.

A set which contains no connected subset with more than one element is said to be *totally disconnected*. This terminology will be convenient, but it has the feature that the empty set and sets with one element are called connected and totally disconnected.

In general, we can define a relation $``$ on a metric space $`M`$ by saying that $`xy`$ when $`x`$ and $`y`$ are contained in a connected subset of $`M`$. This relation is clearly reflexive and symmetric, and it is also transitive, because of the earlier remark about the union of two connected sets being connected when they contain a common element.

Thus $``$ defines an equivalence relation on $`M`$. The corresponding equivalence classes are called the *connected components* of $`M`$. It is not hard to see that the connected components of $`M`$ are indeed connected subsets of $`M`$, and in fact they are the maximal connected subsets of $`M`$. The connected components of $`M`$ are also closed sets, since the closure of a connected set is always connected.

If $`(M_1,d_1(x,y))`$ and $`(M_2,d_2(u,v))`$ are two metric spaces and $`f`$ is a continuous mapping from $`M_1`$ to $`M_2`$, and if $`E`$ is a connected subset of $`M_1`$, then $`f(E)`$ is a connected subset of $`M_2`$. As a special case of this, suppose that $`a`$, $`b`$ are real numbers with $`ab`$, and that $`p(t)`$ is a continuous mapping from $`[a,b]`$ into $`M`$. We call $`p(t)`$ a *path* in $`M`$. The image of a path is always a connected set, since it is the image of a connected set under a continuous mapping.

A subset $`E`$ of $`M`$ is said to be *pathwise connected* if for each $`x`$, $`y`$ in $`E`$ there is a continuous path $`p(t)`$ defined on an interval $`[a,b]`$ and taking values in $`E`$ such that $`p(a)=x`$ and $`p(b)=y`$. Because the image of the path is a connected set, it follows that every pair of points in $`E`$ is contained in a connected subset of $`E`$, so that $`E`$ is itself connected.

Let us define a relation $``$ on $`M`$ by saying that $`xy`$ if there is a path in $`M`$ from $`x`$ to $`y`$, i.e., if there is a closed interval $`[a,b]`$ in the real line and a continuous mapping $`p(t)`$ from $`[a,b]`$ into $`M`$ such that $`p(a)=x`$, $`p(b)=y`$. Note that $`xy`$ implies $`xy`$. One can check that $``$ defines an equivalence relation on $`M`$. The equivalence classes associated to the relation $``$ are pathwise connected subsets of $`M`$, and they are called the pathwise-connected components of $`M`$. The pathwise-connected components of $`M`$ are the maximal pathwise-connected subsets of $`M`$, and they are contained in the ordinary connected components of $`M`$.

Connected subsets of the real line are clearly pathwise connected. Now fix a positive integer $`n`$, and suppose that $`M`$ is an open subset of $`𝐑^n`$, equipped with the standard metric. It is not difficult to show that the pathwise connected components of $`M`$ are then open subsets of $`M`$. In fact the pathwise-connected components are the same as the connected components, and $`M`$ is pathwise-connected if it is connected. This works more generally under local connectedness conditions for $`M`$, which hold in a very simple way for open subsets of $`𝐑^n`$, just using paths along line segments locally.

Fix a positive real number $`ϵ`$. By an *$`ϵ`$-chain* in $`M`$ we mean a finite sequence $`z_1,\mathrm{},z_k`$ of points in $`M`$ such that $`d(z_j,z_{j+1})<ϵ`$ when $`1jk1`$. This condition is considered to hold automatically when $`k=1`$, so that a single point defines an $`ϵ`$-chain. A subset $`E`$ of $`M`$ is said to be *$`ϵ`$-connected* if for every pair of points $`x`$, $`y`$ in $`E`$ there is an $`ϵ`$-chain $`z_1,\mathrm{},z_k`$ in $`E`$ such that $`z_1=x`$ and $`z_k=y`$.

Let us again assume that $`E=M`$ for simplicity. Define a relation $`_ϵ`$ on $`M`$ by saying that $`x_ϵy`$ if there is an $`ϵ`$-chain $`z_1,\mathrm{},z_k`$ in $`M`$ such that $`z_1=x`$ and $`z_k=y`$. It is easy to see that $`_ϵ`$ defines an equivalence relation on $`M`$, and that the corresponding equivalence classes are the maximal $`ϵ`$-connected subsets of $`M`$. By construction, two points in different equivalence classes associated to $`_ϵ`$ have distance at least $`ϵ`$ from each other. Using this, one can show that if $`M`$ is connected in the ordinary sense, then $`M`$ is $`ϵ`$-connected for all $`ϵ>0`$.

Conversely, if $`M`$ is compact and $`ϵ`$-connected for each $`ϵ>0`$, then $`M`$ is connected. Note that the set of rational numbers, equipped with the usual metric, is $`ϵ`$-connected for each $`ϵ>0`$, but not connected in the usual sense.

## Chapter 2 Some measure functionals and dimensions

If $`M`$ is a set, then by a *measure functional on subsets of $`M`$* we mean a function $`\mu `$ which takes subsets of $`M`$ to nonnegative real numbers or $`+\mathrm{}`$ and which satisfies $`\mu (\mathrm{})=0`$ and $`\mu (A)\mu (B)`$ whenever $`A,BM`$ and $`AB`$. In many cases the measure functional satisfies additional nice properties, at least for some reaonably-large class of subsets of $`M`$.

### 2.1 Basic notions

Let $`(M,d(x,y))`$ be a metric space, and let $`E`$ be a subset of $`M`$. Define $`𝒰_{con}(E)`$ to be the collection of finite or countably-infinite families $`\{A_i\}_i`$ of subsets of $`M`$ such that $`E`$ is contained in the union $`_iA_i`$. For each nonnegative real number $`\alpha `$, define the $`\alpha `$-dimensional Hausdorff content of $`E`$, denoted $`H_{con}^\alpha (E)`$, to be the infimum of the sums

(2.1)
$$\underset{i}{}(diamA_i)^\alpha $$

over all coverings $`\{A_i\}_i`$ of $`E`$ in $`𝒰_{con}(E)`$. If some $`A_i`$ is unbounded, so that $`diamA_i=+\mathrm{}`$, then we interpret $`(diamA_i)^\alpha `$ to be $`+\mathrm{}`$ as well, for all $`\alpha 0`$. If $`A_i`$ is bounded and $`\alpha =0`$, then we interpret $`(diamA_i)^\alpha `$ as being $`1`$ when $`A_i`$ is not empty, and we interpret it as being $`0`$ if $`A_i`$ is the empty set. In particular, the $`\alpha `$-dimensional Hausdorff content of the empty set is taken to be $`0`$. Technically, one might also say that for the empty set the empty covering is admissible, and that the corresponding empty sum is automatically equal to $`0`$.

A simple estimate is

(2.2)
$$H_{con}^\alpha (E)(diamE)^\alpha .$$

For $`\alpha =0`$ we have that $`H_{con}^0(E)`$ is equal to $`0`$ when $`E`$ is the empty set, to $`1`$ when $`E`$ is nonempty and bounded, and to $`+\mathrm{}`$ when $`E`$ is unbounded.

Now suppose that $`\delta `$ is an extended real number such that $`0<\delta \mathrm{}`$, and that $`\alpha `$ is a nonnegative real number. If $`E`$ is a subset of $`M`$, we define $`𝒰_\delta (E)`$ to be the collection of finite or countably-infinite families $`\{A_i\}_i`$ of subsets of $`M`$ such that $`E`$ is contained in the union $`_iA_i`$ and $`diamA_i<\delta `$ for all $`i`$. We then define $`H_\delta ^\alpha (E)`$ to be the infimum of the same sum (2.1) over all $`\{A_i\}_i`$ in $`𝒰_\delta (E)`$ assuming that $`𝒰_\delta (E)`$ is nonempty, and otherwise we define $`H_\delta ^\alpha (E)`$ to be $`+\mathrm{}`$. If $`M`$ is separable, then one can check that $`𝒰_\delta (E)`$ is always nonempty. In that situation $`M`$ can be covered by a family of at most countably many balls of radius $`r`$ for any fixed $`r>0`$, for instance. In fact, $`𝒰_\delta (E)`$ is nonempty for all $`\delta >0`$ if and only if $`E`$ contains a countable dense subset. By contrast, $`𝒰_{\mathrm{}}(E)`$ is automatically nonempty, because for any fixed $`p`$ in $`M`$, $`E`$ can be covered by the family of balls $`B(p,n)`$, where $`n`$ runs over all positive integers.

It is easy to see that

(2.3)
$$H_{\delta _1}^\alpha (E)H_{\delta _2}^\alpha (E)$$

whenever $`0<\delta _1\delta _2+\mathrm{}`$. This is because

(2.4)
$$𝒰_{\delta _1}(E)𝒰_{\delta _2}(E),$$

while the sums involved in the definitions of $`H_{\delta _1}^\alpha (E)`$, $`H_{\delta _2}^\alpha (E)`$ are identical. In other words, $`H_{\delta _1}^\alpha (E)`$ and $`H_{\delta _2}^\alpha (E)`$ are defined as the infima of the same expressions, but with different collections of coverings, with the coverings for $`H_{\delta _1}^\alpha (E)`$ being more restricted than the coverings for $`H_{\delta _2}^\alpha (E)`$. Notice also that

(2.5)
$$H_{\mathrm{}}^\alpha (E)=H_{con}^\alpha (E).$$

Again the sums being used are the same, and the coverings of $`E`$ in $`𝒰_{\mathrm{}}(E)`$ are included in $`𝒰_{con}(E)`$. The converse does not quite hold, but if $`\{A_i\}_i`$ lies in $`𝒰_{con}(E)`$ and $`_i(diamA_i)^\alpha <\mathrm{}`$, then $`diamA_i<\mathrm{}`$ for all $`i`$, and $`\{A_i\}_i`$ lies in $`𝒰_{\mathrm{}}(E)`$. It is easy to use this to obtain (2.5).

When $`\alpha =0`$ we are reduced to the following. If $`E`$ is the empty set, then $`H_\delta ^0(E)=0`$, and otherwise $`H_\delta ^0(E)`$ is equal to the smallest number of sets of diameter less than $`\delta `$ needed to cover $`E`$, where this is interpreted as being $`+\mathrm{}`$ if no finite covering of $`E`$ by sets with diameter less than $`\delta `$ exists.

The *$`\alpha `$-dimensional Hausdorff measure* of $`E`$ is denoted $`H^\alpha (E)`$ and defined by

(2.6)
$$H^\alpha (E)=sup\{H_\delta ^\alpha (E):\delta >0\}.$$

Because of the monotonicity property (2.3), this is the same as the limit as $`\delta 0`$ of $`H_\delta ^\alpha (E)`$. By definition,

(2.7)
$$H_{con}^\alpha (E)H_\delta ^\alpha (E)H^\alpha (E)$$

for $`0<\delta \mathrm{}`$.

If $`\alpha =0`$, then one can check that Hausdorff measure reduces to counting measure. That is to say, $`H^0(E)`$ is equal to the number of elements of $`E`$ when $`E`$ is finite, and to $`+\mathrm{}`$ when $`E`$ is infinite.

Observe that $`H_{con}^\alpha `$, $`H_\delta ^\alpha `$, and $`H^\alpha `$ are all measure functionals on subsets of $`M`$ in the sense described at the beginning of the chapter. Also, for each $`\alpha 0`$, $`H_{con}^\alpha (E)=0`$ implies that $`H_\delta ^\alpha (E)=0`$ for all $`\delta >0`$, and hence that $`H^\alpha (E)=0`$. Thus for a fixed $`\alpha `$, the measure functionals $`H_{con}^\alpha `$, $`H_\delta ^\alpha `$, and $`H^\alpha `$ vanish on the same subsets of $`M`$.

We can make analogous definitions using finite coverings. Namely, for a subset $`E`$ of $`M`$, let $`𝒰_{con}^f(E)`$ denote the collection of finite families $`\{A_i\}_i`$ of subsets of $`M`$ such that $`E`$ is contained in $`_iA_i`$. For each nonnegative real number $`\alpha `$, define $`HF_{con}^\alpha (E)`$ to be the infimum of

(2.8)
$$\underset{i}{}(diamA_i)^\alpha $$

over all finite coverings $`\{A_i\}_i`$ of $`E`$ in $`M`$. Thus we have the simple inequality

(2.9)
$$HF_{con}^\alpha (E)(diamE)^\alpha .$$

For $`0<\delta \mathrm{}`$, define $`𝒰_\delta ^f(E)`$ to be the collection of finite families $`\{A_i\}_i`$ of subsets of $`M`$ such that $`E_iA_i`$ and $`diamA_i<\delta `$ for each $`i`$. We define $`HF_\delta ^\alpha (E)`$ to be the infimum of (2.8) over all $`\{A_i\}_i`$ in $`𝒰_\delta ^f(E)`$ if $`𝒰_\delta ^f(E)`$ is not empty, and otherwise to be $`+\mathrm{}`$. Observe that $`E`$ is totally bounded if and only if $`𝒰_\delta ^f(E)`$ is finite for all $`\delta >0`$, which is also equivalent to saying that $`HF_\delta ^\alpha (E)`$ is finite for all $`\delta >0`$. If $`E`$ is unbounded, then $`HF_{con}^\alpha (E)`$ and $`HF_\delta ^\alpha (E)`$ are equal to $`+\mathrm{}`$ for all $`\alpha `$, $`\delta `$.

As before, $`𝒰_{\delta _1}^f(E)𝒰_{\delta _2}^f(E)`$ when $`\delta _1\delta _2`$, and hence

(2.10)
$$HF_{\delta _2}^\alpha (E)HF_{\delta _1}^\alpha (E)$$

in this case. Also,

(2.11)
$$HF_{\mathrm{}}^\alpha (E)=HF_{con}^\alpha (E),$$

almost by definition. We define $`HF^\alpha (E)`$ by

(2.12)
$$HF^\alpha (E)=sup\{HF_\delta ^\alpha (E):\delta >0\},$$

which is the same as $`lim_{\delta 0}HF_\delta ^\alpha (E)`$, by monotonicity. Thus

(2.13)
$$HF_{con}^\alpha (E)HF_\delta ^\alpha (E)HF^\alpha (E)$$

for $`0<\delta \mathrm{}`$.

When $`\alpha =0`$, these quantities are the same as their counterparts described before, i.e., $`HF_{con}^0(E)=H_{con}^0(E)`$, $`HF_\delta ^0(E)=H_\delta ^0(E)`$ for $`0<\delta \mathrm{}`$, and $`HF^0(E)=H^0(E)`$. For each $`\alpha `$ and $`\delta `$, $`HF_{con}^\alpha `$, $`HF_\delta ^\alpha `$, and $`HF^\alpha `$ define measure functionals on subsets of $`M`$. If $`\alpha `$ is fixed, then $`HF_{con}^\alpha `$, $`HF_\delta ^\alpha `$, and $`HF^\alpha `$ are equal to $`0`$ on the same subsets of $`M`$.

Because $`𝒰^f(E)𝒰(E)`$ and $`𝒰_\delta ^f(E)𝒰_\delta (E)`$ for all $`\delta `$, we have that

(2.14)
$$H_{con}^\alpha (E)HF_{con}^\alpha (E),H_\delta ^\alpha (E)HF_\delta ^\alpha (E),H^\alpha (E)HF^\alpha (E).$$

We shall see cases when these inequalities are strict, and cases where equality holds.

There are a number of variations of these definitions, in which one might restrict the sets $`A_i`$ used in the coverings, or use other measurements of the sizes of the $`A_i`$’s, etc. These matters are related to well-known work of Carathéodory, Jordan, and Minkowski, for instance.

Note that if $`Y`$ is a nonempty subset of $`M`$ and $`E`$ is a subset of $`Y`$, then $`H_{con}^\alpha (E)`$, $`HF_{con}^\alpha (E)`$, $`H_\delta ^\alpha (E)`$, $`HF_\delta ^\alpha (E)`$, $`H^\alpha (E)`$, and $`HF^\alpha (E)`$ are the same for $`E`$ as a subset of $`M`$ as they are for $`E`$ as a subset of $`Y`$, viewed as metric space itself, with the restriction of the metric $`d(x,y)`$ from $`M`$.

### 2.2 Coverings by open and closed subsets

Let $`(M,d(x,y))`$ continue to be some metric space.

###### Lemma 2.15

If $`A`$ is a subset of $`M`$, then $`diam\overline{A}=diamA`$.

This is easy to check. As a result, for the definitions of the various measures of a set $`E`$ in Section 2.1, one may as well use coverings by families $`\{A_i\}_i`$ of *closed* subsets of $`M`$. In other words, if one starts with a covering $`\{A_i\}_i`$ of some subset $`E`$ of $`M`$ by arbitrary subsets of $`M`$, then one can replace this with the family $`\{\overline{A}_i\}_i`$, and the latter is still be a covering of $`E`$. This new covering also satisfies the same side conditions as the initial covering used in Section 2.1, and does not change the value of sums of the form $`_i(diamA_i)^\alpha `$.

###### Lemma 2.16

If $`E`$ is a subset of $`M`$, then $`HF_{con}^\alpha (E)=HF_{con}^\alpha (\overline{E})`$, $`HF_\delta ^\alpha (E)=HF_\delta ^\alpha (E)`$, and $`HF^\alpha (E)=HF^\alpha (\overline{E})`$ for all $`\alpha 0`$ and all $`0<\delta \mathrm{}`$.

This follows easily from the remarks preceding the statement of the lemma.

###### Lemma 2.17

Let $`A`$ be a subset of $`M`$, and let $`r`$ be a positive real number. Define $`A_r`$ by

(2.18)
$$A_r=\{B(a,r):aA\}.$$

Then $`A_r`$ is an open subset of $`M`$ such that $`AA_r`$ and $`diamA_rdiamA+2r`$.

This is easy to see. As a consequence, if one restricts oneself to coverings by open subsets in Section 2.1, then the resulting values of the various measures of a set $`E`$ are the same.

###### Lemma 2.19

If $`E`$ is a compact subset of $`M`$, then $`H_{con}^\alpha (E)=HF_{con}^\alpha (E)`$, $`H_\delta ^\alpha (E)=HF_\delta ^\alpha (E)`$, and $`H^\alpha (E)=HF^\alpha (E)`$ for all $`\alpha 0`$ and $`0<\delta \mathrm{}`$.

Indeed, one can use coverings of $`E`$ by open sets, and then reduce to finite subcoverings by compactness.

###### Lemma 2.20

Let $`E`$ be a subset of $`M`$. For each $`\alpha 0`$ there is a subset $`E_1`$ of $`M`$ such that $`EE_1`$, $`E_1`$ can be written as the intersection of a sequence of open subsets of $`M`$, and $`H_{con}^\alpha (E_1)=H_{con}^\alpha (E)`$. The analogous statements for $`H_\delta ^\alpha `$ and $`H^\alpha `$ also hold for all $`\alpha 0`$ and $`0<\delta \mathrm{}`$.

This is not difficult to show. Fix $`\alpha >0`$, and consider $`H_{con}^\alpha (E)`$. If $`H_{con}^\alpha (E)=\mathrm{}`$, then we can simply take $`E_1=M`$. Otherwise, for each positive integer $`n`$, let $`\{A_i(n)\}_i`$ be a covering of $`E`$ by open subsets of $`M`$ such that

(2.21)
$$\underset{i}{}(diamA_i(n))^\alpha <H_{con}^\alpha (E)+\frac{1}{n}.$$

Put

(2.22)
$$E_1=\underset{n=1}{\overset{\mathrm{}}{}}\underset{i}{}A_i(n).$$

Then $`EE_1`$ and $`E_1`$ is the intersection of a sequence of open sets by construction, and it is not difficult to see that $`H_{con}^\alpha (E_1)=H_{con}^\alpha (E)`$. Indeed, $`H_{con}^\alpha (E)H_{con}^\alpha (E_1)`$ because $`EE_1`$, while $`H_{con}^\alpha (E_1)H_{con}^\alpha (E)`$ because $`\{A_i(n)\}_i`$ is a covering of $`E_1`$ for all $`n`$. The argument for $`H_\delta ^\alpha (E)`$ is quite similar, except that one should also ask that $`diamA_i(n)<\delta `$ for all $`i`$ and $`n`$, while for $`H^\alpha (E)`$ one should ask that $`diamA_i(n)<1/n`$ for all $`i`$ and $`n`$.

### 2.3 Subadditivity properties

Let $`M`$ be a set. A measure functional $`\mu `$ on subsets of $`M`$ is said to be *finitely subadditive* if

(2.23)
$$\mu (E_1E_2)\mu (E_1)+\mu (E_2)$$

for all subsets $`E_1`$, $`E_2`$ of $`M`$. If

(2.24)
$$\mu \left(\underset{j}{}E_j\right)\underset{j}{}\mu (E_j)$$

for any at-most-countable family $`\{E_j\}_j`$ of subsets of $`M`$, then $`\mu `$ is said to be *countably subadditive*.

For the rest of this section, we assume that $`(M,d(x,y))`$ is a metric space.

###### Lemma 2.25

For each $`\alpha 0`$ and $`0<\delta \mathrm{}`$, $`HF_{con}^\alpha `$, $`HF_\delta ^\alpha `$, and $`HF^\alpha `$ are finitely subadditive, and $`H_{con}^\alpha `$, $`H_\delta ^\alpha `$, and $`H^\alpha `$ are countably subadditive.

This is an easy consequence of the definitions. In particular, if $`E`$ is a finite subset of $`M`$ and $`\alpha >0`$, then $`HF^\alpha (E)=0`$, and if $`EM`$ is at most countable and $`\alpha >0`$ then $`H^\alpha (E)=0`$.

If $`E`$ is a bounded subset of $`𝐑^n`$, then it is not difficult to check that $`H^\alpha (E)=HF^\alpha (E)=0`$ for all $`\alpha >0`$. Using the countable subadditivity of $`H^\alpha `$, it follows that $`H^\alpha (𝐑^n)=0`$ for all $`\alpha >n`$.

Let us say that two subsets $`E_1`$, $`E_2`$ are $`\eta `$-separated, where $`\eta `$ is a positive real number, if $`d(x,y)\eta `$ for all $`x`$ in $`E_1`$ and all $`y`$ in $`E_2`$.

###### Lemma 2.26

Let $`E_1`$, $`E_2`$ be a pair of $`\eta `$-separated subsets of $`M`$. For all $`\alpha 0`$ and $`\delta (0,\eta ]`$ we have that

(2.27)
$$HF_\delta ^\alpha (E_1E_2)HF_\delta ^\alpha (E_1)+HF_\delta ^\alpha (E_2)$$

and

(2.28)
$$H_\delta ^\alpha (E_1E_2)H_\delta ^\alpha (E_1)+H_\delta ^\alpha (E_2).$$

As a result,

(2.29)
$$HF^\alpha (E_1E_2)HF^\alpha (E_1)+HF^\alpha (E_2)$$

and

(2.30)
$$H^\alpha (E_1E_2)H^\alpha (E_1)+H^\alpha (E_2).$$

This is not too difficult to verify.

### 2.4 Dimensions

Let $`(M,d(x,y))`$ be a metric space.

###### Lemma 2.31

Let $`\alpha `$, $`\beta `$ be nonnegative real numbers such that $`\alpha \beta `$, and let $`E`$ be a subset of $`M`$. For $`0<\delta <\mathrm{}`$ we have that

(2.32)
$$H_\delta ^\beta (E)\delta ^{\beta \alpha }H_\delta ^\alpha (E)$$

and

(2.33)
$$HF_\delta ^\beta (E)\delta ^{\beta \alpha }HF_\delta ^\alpha (E).$$

In particular, $`H_\delta ^\beta (E)H_\delta ^\alpha (E)`$ and $`HF_\delta ^\beta (E)HF_\delta ^\alpha (E)`$ when $`0<\delta 1`$. As a result, $`H^\beta (E)H^\alpha (E)`$, $`HF^\beta (E)HF^\alpha (E)`$, $`H_{con}^\alpha (E)=0`$ implies that $`H_{con}^\beta (E)=0`$, and $`HF_{con}^\alpha (E)=0`$ implies that $`HF_{con}^\beta (E)=0`$. Furthermore, if $`\alpha <\beta `$, then $`H^\alpha (E)<\mathrm{}`$ implies that $`H^\beta (E)=0`$, and $`HF^\alpha (E)<\mathrm{}`$ implies that $`HF^\beta (E)=0`$.

This is easy to check, using the fact that $`r^\beta \delta ^{\beta \alpha }r^\alpha `$ when $`0r<\delta `$.

The *Hausdorff dimension*, or *$`H`$-dimension*, of a subset $`E`$ of $`M`$ is denoted $`dim_H(E)`$ and defined to be the infimum of the set

(2.34)
$$\{\alpha 0:H^\alpha (E)=0\}$$

when this set is nonempty, and $`+\mathrm{}`$ otherwise. Similarly, the *$`HF`$-dimension* of $`E`$ is denoted $`dim_{HF}(E)`$ and defined to be the infimum of the set

(2.35)
$$\{\alpha 0:HF^\alpha (E)=0\}$$

when this set is nonempty, and $`+\mathrm{}`$ otherwise. As a variant of the $`HF`$-dimension, the *$`HF^{}`$-dimension* of $`E`$ is denoted $`dim_{HF^{}}(E)`$ and defined to be the supremum of the $`HF`$ dimensions of $`EB(p,n)`$ over all positive integers $`n`$, where $`p`$ is any fixed point in $`M`$. One can easily check that this does not depend on the choice of $`p`$. Of course the $`HF^{}`$-dimension of $`E`$ is automatically equal to the $`HF`$-dimension of $`E`$ when $`E`$ is bounded. If $`E`$ is unbounded, then the $`HF`$-dimension of $`E`$ is $`+\mathrm{}`$, while the $`HF^{}`$-dimension of $`E`$ can be finite. Note that the empty set has dimension $`0`$ in each of these senses.

###### Lemma 2.36

If $`E_1`$, $`E_2`$ are subsets of $`M`$ such that $`E_1E_2`$, then the Hausdorff dimension of $`E_1`$ is less than or equal to the Hausdorff dimension of $`E_2`$, the $`HF`$-dimension of $`E_1`$ is less than or equal to the $`HF`$-dimension of $`E_2`$, and the $`HF^{}`$-dimension of $`E_1`$ is less than or equal to the $`HF^{}`$-dimension of $`E_2`$.

This is an easy consequence of the definitions.

###### Lemma 2.37

If $`E`$ is a compact subset of $`M`$, then the Hausdorff and $`HF`$-dimensions of $`E`$ are equal.

This follows from the fact that the Hausdorff and $`HF`$-measures are equal for compact sets.

###### Lemma 2.38

If $`E`$ is a closed subset of $`M`$ such that closed and bounded subsets of $`E`$ are compact, then the Hausdorff and $`HF^{}`$ dimensions of $`E`$ are equal.

This is not difficult to verify.

###### Lemma 2.39

Let $`E_1`$, $`E_2`$ be two subsets of $`M`$. The $`HF`$-dimension of $`E_1E_2`$ is equal to maximum of the $`HF`$-dimensions of $`E_1`$ and $`E_2`$, and the $`HF^{}`$-dimension of $`E_1E_2`$ is equal to the maximum of the $`HF^{}`$ dimensions of $`E_1`$ and $`E_2`$.

Indeed, one equality can be obtained from Lemma 2.36, while the other uses the subadditivity of the $`HF`$ measures.

###### Lemma 2.40

Let $`\{E_j\}_{j=1}^{\mathrm{}}`$ be a sequence of subsets of $`M`$. The Hausdorff dimension of $`_{j=1}^{\mathrm{}}E_j`$ is equal to the supremum of the Hausdorff dimensions of the $`E_j`$’s, $`j𝐙_+`$.

Again, one inequality follows from Lemma 2.36, and the other can be derived from countable subaddivity of the Hausdorff measures.

### 2.5 Snowflake transforms

###### Lemma 2.41

Let $`a`$ be a real number such that $`0<a1`$. If $`r_1`$, $`r_2`$ are nonnegative real numbers, then $`(r_1+r_2)^ar_1^a+r_2^a`$.

To see this, observe first that

(2.42)
$$r_1+r_2\mathrm{max}(r_1,r_2)^{1a}(r_1^a+r_2^a).$$

Also, $`\mathrm{max}(r_1,r_2)^ar_1^a+r_2^a`$, and therefore

(2.43)
$$r_1+r_2(r_1^a+r_2^a)^{((1a)/a)+1}=(r_1^a+r_2^a)^{1/a}.$$

This implies the inequality stated in the lemma.

Let $`(M,d(x,y))`$ be a metric space, and let $`a`$ be a real number such that $`0<a1`$. It is not hard to check that $`(M,d(x,y)^a)`$ is then also a metric space, using the lemma for the triangle inequality. We call $`(M,d(x,y)^a)`$ the *snowflake transform of order $`a`$* of the metric space $`(M,d(x,y))`$. Observe that the metrics $`d(x,y)`$ and $`d(x,y)^a`$ determine the same topology on $`M`$, which is the same as saying that the identity mapping on $`M`$ is a homemorphism as a map between the metric spaces $`(M,d(x,y))`$ and $`(M,d(x,y)^a)`$. Also, a subset of $`M`$ is bounded with respect to $`d(x,y)`$ if and only if it is bounded with respect to $`d(x,y)^a`$.

If $`A`$ is a subset of $`M`$, then the diameter of $`A`$ with respect to $`d(x,y)^a`$ is the same as the diameter of $`A`$ with respect to $`d(x,y)`$ to the $`a`$th power. For each nonnegative real number $`\alpha `$, one can use this to check that $`H_{con}^\alpha (A)`$ and $`HF_{con}^\alpha (A)`$ with respect to $`d(x,y)`$ are the same as $`H_{con}^{\alpha /a}(A)`$ and $`HF_{con}^{\alpha /a}(A)`$ with respect to $`d(x,y)^a`$. Similarly, for each $`\delta >0`$, $`H_\delta ^\alpha (A)`$ and $`HF_\delta ^\alpha (A)`$ with respect to $`d(x,y)`$ are the same as $`H_{\delta ^a}^{\alpha /a}(A)`$ and $`HF_{\delta ^a}^{\alpha /a}(A)`$ with respect to $`d(x,y)^a`$. Taking the supremum over $`\delta `$, we obtain that $`H^\alpha (A)`$ and $`HF^\alpha (A)`$ with respect to $`d(x,y)`$ is the same as $`H^{\alpha /a}(A)`$ and $`HF^{\alpha /a}(A)`$ with respect to $`d(x,y)^a`$. The Hausdorff, $`HF`$, and $`HF^{}`$-dimensions of $`A`$ with respect to $`d(x,y)`$ are equal to the Hausdorff, $`HF`$, and $`HF^{}`$-dimensions of $`A`$ with respect to $`d(x,y)^a`$ divided by $`a`$.

## Chapter 3 Miscellaneous, 1

### 3.1 The real line

If $`A`$ is any subset of the real line, then there is an interval $`J`$ contained in the real line such that $`AJ`$ and $`diamJ=diamA`$. Here one should allow unbounded intervals $`J`$ to deal with the case where $`A`$ is unbounded, and it is convenient to consider the empty set as a kind of degenerate interval, to be compatible with some of our conventions. As a result of this simple observation, it follows that for subsets of the real line, if one defines the measure functionals $`H_{con}^\alpha `$, $`H_\delta ^\alpha `$, $`H^\alpha `$, $`HF_{con}^\alpha `$, $`HF_\delta ^\alpha `$, and $`HF^\alpha `$ in the same manner as in Section 2.1, except for using coverings by families of intervals, then one gets the same answers as for the earlier definitions using coverings by families of general sets.

Now let us specialize to the case of $`\alpha =1`$.

###### Lemma 3.1

Let $`E`$ be a subset of the real line. For $`0<\delta \mathrm{}`$ we have that $`H_{con}^1(E)=H_\delta ^1(E)=H^1(E)`$ and $`HF_{con}^1(E)=HF_\delta ^1(E)=HF^1(E)`$.

Indeed, if $`A`$ is any subset of the real line, and $`\delta >0`$, then there is a covering of $`A`$ by intervals with diameter less than $`\delta `$ such that the sum of their lengths is equal to the diameter of $`A`$. If $`A`$ is bounded, then a finite collection of intervals can be used in the covering. This permits one to replace a given covering of $`E`$ by sets of smaller diameter, while keeping the sums of the diameters of the sets in the covering fixed.

###### Lemma 3.2

If $`J=[a,b]`$ is a closed and bounded interval in the real line, then $`H^1(J)`$ and $`HF^1(J)`$ are both equal to the length $`|ba|`$ of the interval.

We already know from Lemma 2.19 that $`H^1(J)=HF^1(J)`$, since $`J`$ is compact. It is easy to see that $`HF^1(J)|ba|`$, through explicit coverings of $`J`$. This follows from (2.9) and Lemma 3.1 as well. The remaining point is that $`HF^1(J)|ba|`$, and we leave this as an exercise.

###### Lemma 3.3

If $`E`$ is a bounded subset of $`𝐑`$ and $`\alpha >1`$, then $`H^\alpha (E)=HF^\alpha (E)=0`$. For any subset $`E`$ of $`𝐑`$ and $`\alpha >1`$, $`H^\alpha (E)=0`$.

The first statement can be verified using simple choices of coverings of $`E`$, while the second follows from countable subadditivity of $`H^\alpha `$.

As a consequence of these two lemmas, $`𝐑`$ has Hausdorff and $`HF^{}`$-dimensions equal to $`1`$, and the Hausdorff, $`HF`$, and $`HF^{}`$-dimensions of a closed and bounded interval $`J=[a,b]`$ with $`a<b`$ are equal to $`1`$.

Let us now explain how a subset of the real line might be equal to the intersection of a sequence of dense open sets, and also have Hausdorff dimension $`0`$. For each positive integer $`n`$, let $`\{r_j(n)\}_{j=1}^{\mathrm{}}`$ be a sequence of positive real numbers such that $`r_j(n)<1/(2n)`$ for all $`n`$ and $`j`$, and

(3.4)
$$\underset{j=1}{\overset{\mathrm{}}{}}(2r_j)^{1/n}<\frac{1}{n}.$$

For instance, one can take $`r_j(n)=(j+m_n)^{2n}`$ for sufficiently-large choices of $`m_n`$. Next, let $`\{x_j\}_{j=1}^{\mathrm{}}`$ be an enumeration of the rational numbers. For each $`n`$, put

(3.5)
$$U_n=\underset{j=1}{\overset{\mathrm{}}{}}(x_jr_j(n),x_j+r_j(n)).$$

Thus $`U_n`$ is a dense open subset of $`𝐑`$, and

(3.6)
$$H_{1/n}^{1/n}(U_n)\underset{j=1}{\overset{\mathrm{}}{}}(2r_j)^{1/n}<\frac{1}{n}.$$

If $`E=_{n=1}^{\mathrm{}}U_n`$, then $`E`$ is the intersection of a sequence of dense open subsets of the real line, and one can check that $`H^\alpha (E)=0`$ for all $`\alpha >0`$.

### 3.2 $`𝐑^n`$ for general $`n`$

Fix a positive integer $`n`$. Recall that a subset $`E`$ of $`𝐑^n`$ is said to be *convex* if for every pair of points $`v`$, $`w`$ in $`E`$ and every real number $`t`$ with $`0t1`$ we have that $`tv+(1t)w`$ also lies in $`E`$. For example, open and closed balls in $`𝐑^n`$ are convex sets.

If $`l`$ is a positive integer and $`y_1,\mathrm{},y_l`$ are points in $`𝐑^n`$, then a *convex combination* is a point in $`𝐑^n`$ of the form

(3.7)
$$\underset{j=1}{\overset{l}{}}\lambda _jy_j,$$

where $`\lambda _1,\mathrm{},\lambda _l`$ are nonnegative real numbers such that

(3.8)
$$\underset{j=1}{\overset{l}{}}\lambda _j=1.$$

If $`A`$ is a subset of $`𝐑^n`$, then the *convex hull* is the set consisting of all points in $`𝐑^n`$ which are convex combinations of points in $`A`$. The convex hull of $`A`$ is the smallest convex subset of $`𝐑^n`$ which contains $`A`$.

The closure of a convex set is also convex, as one can easily verify. The closure of the convex hull of a subset $`A`$ of $`𝐑^n`$ can be described as the smallest closed convex subset of $`𝐑^n`$ that contains $`A`$. Let us mention the classical fact that the convex hull of a compact subset of $`𝐑^n`$ is compact. This can be established by first showing that every element of the convex hull of a subset $`A`$ of $`𝐑^n`$ can be written as a convex combination of less than or equal to $`n+1`$ elements of $`A`$.

If $`A`$ is a subset of $`𝐑^n`$, then the diameter of the closure of the convex hull of $`A`$ is equal to the diameter of $`A`$. This simple fact implies that for the measure functionals on $`𝐑^n`$ described in Section 2.1, i.e., the various Hausdorff measures and contents and so on, one can restrict to coverings by closed convex sets and get the same values as before. This works as well in any normed vector space. When $`n=1`$, this corresponds to the remark in the previous section that one can restrict to coverings by intervals and get the same values for the Hausdorff measures and contents, etc.

Observe that if $`A`$ is a subset of $`𝐑^n`$, then the diameter of $`A`$ is equal to the diameter of the image of $`A`$ under a translation or orthogonal transformation on $`𝐑^n`$. As a result, the measure functionals described in Section 2.1 applied to a subset $`E`$ of $`𝐑^n`$ have the same value as when they are applied to the image of $`E`$ under a translation or orthogonal transformation. A similar remark works in any metric space, concerning sets which are isometrically-equivalent; Euclidean spaces happen to have a lot of such symmetries.

Now let us specialize to the case where $`\alpha =n`$ for the measure functionals in Section 2.1.

###### Lemma 3.9

For each positive integer $`n`$ there is a positive real number $`C(n)`$ such that $`HF^n(E)HF_{con}^n(E)`$ and $`H^n(E)H_{con}^n(E)`$ for any subset $`E`$ of $`𝐑^n`$.

This follows from the geometric fact that if $`A`$ is a bounded subset of $`𝐑^n`$ and $`\delta `$ is a positive real number such that $`\delta <diamA`$, then $`A`$ can be covered by $`C(n)\delta ^n(diamA)^n`$ subsets of $`𝐑^n`$ with diameter less than $`\delta `$.

If $`K`$ is a compact subset of $`𝐑^n`$ which is the closure of a region with reasonably-nice boundary, then the classical way to measure the volume of $`K`$ is by approximating $`K`$ by a finite union of cubes of the same size. For reasonably-nice compact sets, approximations of $`K`$ by unions of cubes contained in $`K`$ and with disjoint interiors and approximations by unions of cubes which contain $`K`$ as a subset give nearly the same estimate of the volume, and the volume of $`K`$ is defined to be the limit of these approximations as the mesh size tends to $`0`$.

Using this, it is not too difficult to show that the $`n`$-dimensional Hausdorff measure of $`K`$ is equal to the classical volume of $`K`$ times the $`n`$-dimensional Hausdorff measure of the unit cube $`Q_0=\{x𝐑^n:0x_j1\text{ for }j=1,\mathrm{},n\}`$. One can also show that $`0<H^n(Q_0)<\mathrm{}`$.

More generally, if $`m`$ is a positive integer less than $`n`$, and if $`M`$ is a compact $`C^1`$ submanifold of $`𝐑^n`$ perhaps with boundary, say, then the $`m`$-dimensional Hausdorff measure of $`M`$ is the same as the classical $`m`$-dimensional volume of $`M`$ times the $`m`$-dimensional Hausdorff measure of an $`m`$-dimensional cube with sidelength equal to $`1`$.

### 3.3 Cantor sets

Let $`\{\alpha _j\}_{j=1}^{\mathrm{}}`$ be a sequence of positive real numbers such that $`0<\alpha _j<1/2`$ for all $`j`$. We shall sometimes denote this sequence simply as $`A`$. For each nonnegative integer $`j`$ let us define a family $`_j(A)`$ of $`2^j`$ disjoint closed subintervals of the unit interval $`[0,1]`$ as follows. When $`j=0`$ this family consists of only the unit interval $`[0,1]`$ itself. If $`_j(A)`$ has already been defined, and $`I`$ is an element of $`_j(A)`$, then we consider the two closed subintervals of $`I`$ which have length equal to $`\alpha _{j+1}`$ times the length of $`I`$ and which each contain one of the two endpoints of $`I`$. We let $`_{j+1}(A)`$ be the family of closed subintervals of intervals in $`_j(A)`$ obtained in this manner.

It is easy to see that number of intervals in $`_j(A)`$ is $`2^j`$, and that they each have length equal to

(3.10)
$$\underset{i=1}{\overset{j}{}}\alpha _i$$

when $`j1`$. Also, the intervals in $`_j(A)`$ are pairwise disjoint, as one can verify using induction. Put

(3.11)
$$E_j(A)=\underset{I_j(A)}{}I,$$

and observe that

(3.12)
$$E_{j+1}(A)E_j(A)$$

for all $`j0`$. Of course each $`E_j(A)`$ is a nonempty closed subset of $`[0,1]`$.

Define $`E(A)`$, the Cantor set associated to the sequence $`A=\{\alpha _j\}_{j=1}^{\mathrm{}}`$, by

(3.13)
$$E(A)=\underset{j=1}{\overset{\mathrm{}}{}}E_j(A).$$

Notice that any point in $`[0,1]`$ which occurs as an endpoint of an interval in $`_j(A)`$ for some $`j`$ also occurs as an endpoint of an interval in $`_k(A)`$ for all $`kj`$, as one can check using induction. Thus these points all lie in $`E(A)`$, and it is not difficult to show that the set of these points is dense in $`E(A)`$. In particular, $`0`$ and $`1`$ are elements of $`E(A)`$.

If $`\alpha _j=1/3`$ for all $`j`$, then $`E(A)`$ is the classical middle-thirds Cantor set. For each $`A`$, $`E(A)`$ is a nonempty closed subset of $`[0,1]`$ such that each element of $`E(A)`$ is a limit point of $`E(A)`$, but $`E(A)`$ does not contain any segment of positive length. These more general “Cantor sets” can be interesting examples for various questions.

Suppose now that $`A^{}=\{\alpha _j^{}\}_{j=1}^{\mathrm{}}`$ is another sequence of positive real numbers such that $`\alpha _j^{}<1/2`$ for all $`j`$. Thus $`_j(A^{})`$, $`E_j(A^{})`$, and $`E(A^{})`$ can be defined just as before. For each nonnegative integer $`j`$, there is a unique increasing homeomorphism $`h_j`$ from $`[0,1]`$ onto itself with the property that $`h_j`$ maps each interval in $`_j(A)`$ onto an interval in $`_j(A^{})`$, $`h_j`$ maps each open subinterval of $`[0,1]`$ which is a component of $`[0,1]\backslash E_j(A)`$ onto an open interval in $`[0,1]`$ which is a component of $`[0,1]\backslash E_j(A^{})`$, and the restriction of $`h_j`$ to any of these intervals in the domain is an affine function, i.e., a function of the form $`ax+b`$ for some positive real number $`a`$ and real number $`b`$. In other words, one can think of $`_j(A)`$ and $`_j(A^{})`$ as corresponding to partitions of $`[0,1]`$ with the same number of pieces, and $`h_j`$ is the unique increasing piecewise-linear mapping from $`[0,1]`$ onto itself that maps the partition associated to $`_j(A)`$ to the partition associated to $`_j(A^{})`$.

In fact, if $`i`$ is a nonnegative integer less than or equal to $`j`$, then $`h_j`$ maps each interval in $`_i(A)`$ onto an interval in $`_i(A^{})`$, and $`h_j(E_i(A))=E_i(A^{})`$. However, the restriction of $`h_j`$ to an interval in $`_i(A)`$ is not affine in general. We also have that $`h_j`$ maps each open subinterval of $`[0,1]`$ which is a component of $`[0,1]\backslash E_i(A)`$ to an open subinterval of $`[0,1]`$ which is a component of $`[0,1]\backslash E_i(A^{})`$, and that the restriction of $`h_j`$ to such an open interval is affine. To be more precise, $`h_j=h_i`$ on $`[0,1]\backslash E_i(A)`$ when $`i<j`$. Of course $`h_l(0)=0`$ and $`h_l(1)=1`$ for all $`l`$. It is not difficult to show that $`\{h_j\}_{j=1}^{\mathrm{}}`$ converges uniformly on $`[0,1]`$ to an increasing homeomorphism $`h`$ from $`[0,1]`$ onto itself such that $`h=h_j`$ on $`[0,1]\backslash E_j(A)`$ and $`h(E_j(A))=E_j(A^{})`$ for all $`j`$, and $`h(E(A))=E(A^{})`$.

Let us return now to the situation of a single sequence $`A=\{\alpha _j\}_{j=1}^{\mathrm{}}`$ and the corresponding Cantor set $`E(A)`$. There is a natural “Riemann integral” for continuous functions on $`E(A)`$, which is defined in terms of limits of Riemann sums in the usual way. Indeed, let $`f(x)`$ be a real-valued continuous function on $`E(A)`$. Since $`E(A)`$ is compact, $`f(x)`$ is uniformly continuous. For each $`j0`$ and interval $`I_j(A)`$, pick a point $`x(I)`$ in $`I`$ which also lies in $`E(A)`$, such as one of the endpoints of $`I`$. Define the $`j`$th Riemann sum of $`f(x)`$ on $`E(A)`$ to be

(3.14)
$$2^j\underset{I_j(A)}{}f(x(I)).$$

Using the uniform continuity of $`f`$ on $`E(A)`$, it is not too difficult to show that the sequence of these Riemann sums forms a Cauchy sequence of real numbers. Hence it converges, and the limit is our Riemann integral of $`f`$ on $`E(A)`$.

### 3.4 Monotone increasing functions on $`𝐑`$

Let $`f(x)`$ be a monotone increasing real-valued function on $`𝐑`$. Thus

(3.15)
$$f(x)f(y)\text{ when }xy.$$

Observe that the sum of two monotone increasing functions is monotone increasing, that the product of a monotone increasing function with a nonnegative real number is monotone increasing, and that the product of two nonnegative monotone increasing functions is monotone increasing.

If $`x`$ is a real number, then the left and right limits of $`f`$ at $`x`$ exist, and are given by

(3.16)
$$\underset{yx}{lim}f(y)=sup\{f(y):y<x\}$$

and

(3.17)
$$\underset{yx+}{lim}f(y)=inf\{f(y):y>x\}.$$

Thus

(3.18)
$$\underset{yx}{lim}f(y)f(x)\underset{yx+}{lim}f(y),$$

and $`f`$ is continuous at $`x`$ if and only if these three quantities are equal. Notice that if $`x_1<x_2`$, then

(3.19)
$$\underset{yx_1+}{lim}f(y)\underset{yx_2}{lim}f(y).$$

If $`D`$ denotes the set of points in $`𝐑`$ at which $`f`$ is discontinuous, then it is well-known that $`D`$ is at most countable. Indeed, if $`xD`$, then we can associate to $`x`$ the open interval

(3.20)
$$J_x=(\underset{yx}{lim}f(y),\underset{yx+}{lim}f(y)).$$

It is not difficult to see that $`J_{x_1}J_{x_2}=\mathrm{}`$ when $`x_1,x_2D`$. For each $`xD`$, one can choose a rational number in $`J_x`$, and this is a one-to-one mapping from $`D`$ into the set of rational numbers. It follows that $`D`$ is at most countable, since the set of rational numbers is a countable set.

If $`a`$, $`b`$ are real numbers such that $`a<b`$, then

(3.21)
$$\underset{xD(a,b)}{}\left(\underset{yx+}{lim}f(y)\underset{yx}{lim}f(y)\right)f(b)f(a).$$

To see this it suffices to show that the analogous inequality holds when we sum over $`x`$ in any finite subset of $`D(a,b)`$. This is not difficult to do, just from the definitions. Notice also that for $`xD(a,b)`$, the intervals $`J_x`$ are contained in $`(f(a),f(b))`$, and the inequality states that the sum of the lengths of these $`J_x`$’s is less than or equal to the length of the interval $`(f(a),f(b))`$. If $`f`$ is bounded, with $`Af(x)B`$ for some real numbers $`A`$, $`B`$ and all $`x𝐑`$, then we get that

(3.22)
$$\underset{xD}{}\left(\underset{yx+}{lim}f(y)\underset{yx}{lim}f(y)\right)BA.$$

Let $`a`$, $`b`$ be real numbers with $`ab`$ again, and suppose that $`h(x)`$ is a real-valued function on $`[a,b]`$. A partition of $`[a,b]`$ can be given by a finite sequence $`\{t_j\}_{j=0}^n`$ of real numbers such that

(3.23)
$$a=t_0<\mathrm{}<t_n=b.$$

If $`P=\{t_j\}_{j=1}^n`$ is a partition of $`[a,b]`$, then the variation of $`h`$ associated to this partition is denoted $`V_P(h)`$ and defined by

(3.24)
$$V_P(h)=\underset{j=1}{\overset{n}{}}|h(t_j)h(t_{j1})|.$$

Notice that

(3.25)
$$V_P(h)\left|\underset{j=1}{\overset{n}{}}(h(t_j)h(t_{j1}))\right|=|h(b)h(a)|.$$

The total variation of $`h`$ on $`[a,b]`$ is denoted $`V_a^b(h)`$ and is defined to be the supremum of $`V_P(h)`$ over all partitions $`P`$ of $`[a,b]`$. This may be $`+\mathrm{}`$, and $`h`$ is said to be of bounded variation on $`[a,b]`$ if $`V_a^b(h)<\mathrm{}`$.

For any two real-valued functions $`h_1`$, $`h_2`$ on $`[a,b]`$, we have that

(3.26)
$$V_a^b(h_1+h_2)V_a^b(h_1)+V_a^b(h_2).$$

This is easy to check just from the definitions. Also, if $`h`$ is a real-valued function on $`[a,b]`$ and $`\alpha `$ is a real number, then

(3.27)
$$V_a^b(\alpha h)=|\alpha |V_a^b(h),$$

where the right side is interpreted as being $`0`$ is $`\alpha =0`$, even if $`V_a^b(h)`$ is infinite. Thus linear combinations of functions of bounded variation are of bounded variation.

Here are two basic classes of functions of bounded variation. First, if $`h`$ is monotone increasing on $`[a,b]`$, then $`h`$ is of bounded variation, and

(3.28)
$$V_a^b(h)=h(b)h(a).$$

This is simply because $`V_P(h)=h(b)h(a)`$ for all partitions $`P`$ of $`[a,b]`$. Second, if $`h`$ is a $`C`$-Lipschitz function on $`[a,b]`$ for some nonnegative real number $`C`$, then it is easy to see that

(3.29)
$$V_a^b(h)C(ba).$$

Suppose that $`c`$ is a real number such that $`a<c<b`$, and that $`h`$ is a real-valued function on $`[a,b]`$. Let us check that

(3.30)
$$V_a^b(h)=V_a^c(h)+V_c^b(h).$$

If $`P`$ is any partition of $`[a,b]`$, then one can add $`c`$ to $`P`$ if $`c`$ is not alreay in $`P`$, and this will only increase the variation of $`h`$ on the partition, or keep it the same. Once one has a partition that contains $`c`$, one can split it into two partitions, one of $`[a,c]`$ and the other of $`[c,b]`$. The variation of $`h`$ associated to the whole partition is the equal to the sum of the variations associated to the two smaller partitions. This permits one to show that $`V_a^b(h)V_a^c(h)+V_c^b(h)`$. Conversely, any pair of partitions of $`[a,c]`$ and $`[c,b]`$ can be combined to give a partition of $`[a,b]`$, and the other inequality $`V_a^b(h)V_a^c(h)+V_c^b(h)`$ follows from this.

If $`h`$ is a function of bounded variation on $`[a,b]`$, then one can write $`h(x)`$ as

(3.31)
$$h(x)=V_a^x(h)(V_a^x(h)h(x)).$$

It is not too difficult to show that $`V_a^x(h)`$ and $`V_a^x(h)h(x)`$ are both monotone increasing functions on $`[a,b]`$. Thus a function $`h`$ on $`[a,b]`$ has bounded variation if and only if it can be expressed as the difference of two monotone increasing functions on $`[a,b]`$.

Now suppose that $`E`$ is a dense subset of $`𝐑`$ and that $`f_1`$, $`f_2`$ are monotone increasing functions on $`𝐑`$ which are equal on $`E`$. Then $`f_1`$, $`f_2`$ are equal at any point in $`𝐑`$ at which they are both continuous. Using monotonicity one can go a bit further and show that $`f_1`$, $`f_2`$ are continuous at the same points in $`𝐑`$. In fact, the set of discontinuities is determined by the common restriction of $`f_1`$, $`f_2`$ to $`E`$.

If $`E`$ is any nonempty subset of $`𝐑`$ and $`f(x)`$ is a monotone increasing real-valued function on $`E`$ which is bounded on bounded subsets of $`E`$, then we can extend $`f`$ to a monotone increasing function on all of $`𝐑`$, e.g., by setting

(3.32)
$$F(x)=sup\{f(y):yE,yx\}$$

when $`E(\mathrm{},x]=\mathrm{}`$. If $`E(\mathrm{},x]=\mathrm{}`$ for some $`x`$’s, then we can simply set $`F(x)=inf\{f(y):yE\}`$ for these $`x`$’s.

Let $`\{f_j\}_{j=1}^{\mathrm{}}`$ be a sequence of monotone increasing real-valued functions on $`𝐑`$, and assume that $`E`$ is a dense subset of $`𝐑`$ such that $`\{f_j(x)\}_{j=1}^{\mathrm{}}`$ converges as a sequence of real numbers for each $`x`$ in $`E`$. Let us write $`f(x)`$ for the limit when $`xE`$. It is easy to see that $`f(x)`$ is monotone increasing on $`E`$, and $`f(x)`$ is bounded on bounded subsets of $`E`$ because of monotonicity and the denseness of $`E`$.

Let $`F(x)`$ be a monotone increasing function on $`𝐑`$ which is equal to $`f(x)`$ when $`xE`$. Because $`E`$ is dense in $`𝐑`$, $`F(x)`$ is uniquely determined by $`f(x)`$ except at an at most countable set of discontinuities, and the set of discontinuities is determined by $`f`$ on $`E`$. It is not difficult to check that if $`x`$ is a point in $`𝐑`$ at which $`F`$ is continuous, then $`\{f_j\}_{j=1}^{\mathrm{}}`$ converges in $`𝐑`$ to $`F(x)`$.

Suppose that $`\{f_j\}_{j=1}^{\mathrm{}}`$ is a sequence of monotone increasing real-valued functions such that $`\{f_j(x)\}_{j=1}^{\mathrm{}}`$ is a bounded sequence of real numbers for every $`x𝐑`$. Because of monotonicity, this implies that the $`f_j`$’s are uniformly bounded on each bounded subset of $`𝐑`$. The compactness of closed and bounded subsets of $`𝐑`$ implies that for each $`x𝐑`$ there is a subsequence of $`\{f_j\}_{j=1}^{\mathrm{}}`$ which converges in $`𝐑`$. By standard arguments about subsequences, if $`E`$ is any subset of $`𝐑`$ which is at most countable, then there is a single subsequence $`\{f_{j_k}\}_{k=1}^{\mathrm{}}`$ of $`\{f_j\}_{j=1}^{\mathrm{}}`$ such that $`\{f_{j_k}(x)\}_{k=1}^{\mathrm{}}`$ is a convergent sequence of real numbers for all $`xE`$. We may as well choose $`E`$ to be a dense subset of $`𝐑`$, such as the set of rational numbers. By the arguments in the preceding paragraphs, it follows that $`\{f_{j_k}(x)\}_{k=1}^{\mathrm{}}`$ is a convergent sequence of real numbers for all but at most a countable set of $`x`$’s in $`𝐑`$. By passing to a subsequence of $`\{f_{j_k}\}_{k=1}^{\mathrm{}}`$, we can get a subsequence of $`\{f_j\}_{j=1}^{\mathrm{}}`$ which converges pointwise everywhere on $`𝐑`$.

### 3.5 Some mappings between some $`C(M)`$’s

Let $`E`$ be a nonempty closed subset of $`[0,1]`$, and suppose that $`f(x)`$ is a real-valued continuous function on $`E`$. There is a standard way to define an extension $`\widehat{f}(x)`$ of $`f(x)`$ to $`[0,1]`$, as follows. One can express $`[0,1]\backslash E`$ as a union of three types of intervals. The first type, which is the “generic” case, are intervals of the form $`(a,b)`$, where $`a`$, $`b`$ are elements of $`E`$. Thus $`f(a)`$, $`f(b)`$ are already defined, and one defines $`\widehat{f}(x)`$ on $`(a,b)`$ by $`\widehat{f}(x)=A(x)`$, where $`A(x)=\alpha x+\beta `$ is the affine function such that $`A(a)=f(a)`$, $`A(b)=f(b)`$. The second type of interval is of the form $`[0,c)`$, where $`c`$ is an element of $`E`$. On this interval we define $`\widehat{f}(x)`$ to be constant and equal to $`f(c)`$. The third type of interval is of the form $`(d,1]`$, where $`d`$ is an element of $`E`$. On this interval we again define $`\widehat{f}(x)`$ to be constant, and equal to $`f(d)`$. Depending on $`E`$, any of these three types of intervals may or may not occur. If the first type occurs, it may occur finitely or countably many times. The second and third types can occur at most once each.

It is well-known and not difficult to show that $`\widehat{f}(x)`$ as defined in this manner is a continuous function on $`[0,1]`$, using the continuity of $`f(x)`$ on $`E`$. Also, by construction we have that

(3.33)
$$sup\{|\widehat{f}(x)|:x[0,1]\}=sup\{|f(x)|:xE\}.$$

Clearly the mapping $`f\widehat{f}`$ is a linear mapping from $`C(E)`$ into $`C([0,1])`$, and (3.33) says that this is an isometric embedding with respect to the standard supremum norms and metrics.

In the other direction, one has the linear mapping from $`C([0,1])`$ into $`C(E)`$ which takes a continuous function on $`[0,1]`$ and simply restricts it to a continuous function on $`E`$. The norm of the restriction is automatically less than or equal to the norm of the original function. Of course if one starts with a continuous function $`f(x)`$ on $`E`$, extends it to the continuous function $`\widehat{f}(x)`$ on $`[0,1]`$ as above, and then restricts that back to $`E`$, then one gets $`f(x)`$ back again. In other words, the composition of the mapping $`f\widehat{f}`$ from $`C(E)`$ into $`C([0,1])`$ with the restriction mapping from $`C([0,1])`$ into $`C(E)`$ is equal to the identity mapping on $`C(E)`$.

Let $`n`$ be a positive integer with $`n2`$, and let us write $`[0,1]^n`$ for the Cartesian product of $`n`$ copies of $`[0,1]`$. In other words, this is the unit cube in $`𝐑^n`$, consisting of $`x`$ in $`𝐑^n`$ such that $`0x_j1`$ for $`j=1,2,\mathrm{},n`$. There is a very simple mapping from $`C([0,1])`$ into $`C([0,1]^n)`$, in which a function of one variable is viewed as a function of $`n`$ variables that only depends on the first variable. One can also look at this as an extension mapping from functions on an interval to functions on a cube containing the interval. This is a linear mapping that preserves the supremum norm. In the other direction, one can define a restriction mapping from $`C([0,1]^n)`$ to $`C([0,1])`$ by taking a function on $`[0,1]^n`$ and restricting it to a function on $`[0,1]`$ by setting all but the first coordinate equal to $`0`$. This is a linear mapping for which the supremum norm of the intial function on $`[0,1]^n`$ is automatically greater than or equal to the supremum norm of the restricted function on $`[0,1]`$. The composition of the extension mapping from $`C([0,1])`$ into $`C([0,1]^n)`$ with the restriction mapping from $`C([0,1]^n)`$ into $`C([0,1])`$ is equal to the identity mapping on $`C([0,1])`$.

Here is another kind of mapping from $`C([0,1]^n)`$ into $`C([0,1])`$. Let $`\varphi (t)`$ be a continuous function from $`[0,1]`$ onto $`[0,1]^n`$. Thus $`\varphi (t)`$ should be a “space-filling curve”. Recall that such a mapping cannot be one-to-one, because then it would be a homeomorphism between $`[0,1]`$ and $`[0,1]^n`$, and this is not possible because $`[0,1]`$ with a point removed may not be connected, while $`[0,1]^n`$ with a point removed is always connected when $`n2`$. For the mapping from $`C([0,1]^n)`$ into $`C([0,1])`$, we simply compose a continuous real-valued function on $`[0,1]^n`$ with $`\varphi (t)`$ to get a continuous real-valued function on $`[0,1]`$. This defines a linear mapping from $`C([0,1]^n)`$ into $`C([0,1])`$ which preserves the supremum norm, because $`\varphi (t)`$ maps $`[0,1]`$ onto $`[0,1]^n`$.

## Chapter 4 More on metric spaces

### 4.1 Lipschitz mappings

Throughout this section we let $`(M,d(x,y))`$ and $`(N,\rho (u,v))`$ be metric spaces. A mapping $`f:MN`$ is said to be *Lipschitz* if there is a nonnegative real number $`C`$ such that

(4.1)
$$\rho (f(x),f(y))Cd(x,y)$$

for all $`x,yM`$. We also say that $`f`$ is $`C`$-Lipschitz in this case, to mention the constant $`C`$ explicitly. Lipschitz mappings are clearly continuous, and even uniformly continuous.

The space of Lipschitz mappings from $`M`$ to $`N`$ is denoted $`Lip(M,N)`$, and the space of $`C`$-Lipschitz mappings from $`M`$ to $`N`$ is denoted $`Lip_C(M,N)`$. We write $`Lip(M)`$ for the space of Lipschitz real-valued functions on $`M`$, and $`Lip_C(M)`$ for the space of $`C`$-Lipschitz real-valued functions on $`M`$.

In the case of real-valued functions on Euclidean spaces which are continuously differentiable, the Lipschitz condition is equivalent to the norm of the gradient being bounded, and the supremum of the norm of the gradient is equal to the smallest choice of the constant in the Lipschitz condition. As a special case of this, if $`v`$ is a vector in $`𝐑^n`$, then the linear function on $`𝐑^n`$ which maps a point $`x`$ in $`𝐑^n`$ to the inner product of $`x`$ with $`v`$ is Lipschitz with constant equal to the norm of $`v`$. The orthogonal projection of $`𝐑^n`$ onto any linear subspace is Lipschitz.

###### Remark 4.2

If $`\alpha `$ is a positive real number, then a mapping $`f:MN`$ is said to be Lipschitz of order $`\alpha `$ if there is a nonnegative real number $`C`$ such that

(4.3)
$$\rho (f(x),f(y))Cd(x,y)^\alpha $$

for all $`x,yM`$. Thus $`f`$ is a Lipschitz mapping in the sense defined before if and only if it is Lipschitz of order $`1`$. When $`0<\alpha <1`$, a mapping $`f:MN`$ is Lipschitz of order $`\alpha `$ if and only if it is Lipschitz of order $`1`$ with respect to the snowflake metric $`d(x,y)^\alpha `$ on $`M`$ and still using the metric $`\rho (u,v)`$ on $`N`$. When $`\alpha >1`$, a mapping $`f:MN`$ is Lipschitz of order $`\alpha `$ if and only if it is Lipschitz of order $`1`$ with respect to $`d(x,y)`$ on $`M`$ and the snowflake metric $`\rho (u,v)^{1/\alpha }`$ on $`N`$. If $`M`$ is $`𝐑^n`$ with the usual metric and $`\alpha >1`$, then the only real-valued functions which are Lipschitz of order $`\alpha `$ are the constant functions, because such a function would have first derivatives equal to $`0`$ everywhere.

The sum of two real-valued Lipschitz functions on $`M`$ is a Lipschitz function, as is the product of a real-valued Lipschitz function and a constant. In general, the product of two real-valued Lipschitz functions is not necessarily Lipschitz, but this is the case if at least one of the two functions is bounded. If $`f(x)`$ is a real-valued Lipschitz function on $`M`$ and there is a positive real number $`c`$ such that $`|f(x)|c`$ for all $`x`$ in $`M`$, then $`1/f(x)`$ is also a Lipschitz function on $`M`$.

###### Lemma 4.4

If $`p`$ is an element of $`M`$, then $`d(x,p)`$ is $`1`$-Lipschitz as a real-valued function of $`x`$ on $`M`$. If $`A`$ is a nonempty subset of $`M`$, then $`dist(X,A)`$, as defined in (1.32) in Section 1.4, is a $`1`$-Lipschitz function on $`M`$.

This follows from the proofs of Lemmas 1.28 and 1.34 in Section 1.4.

Let us say that a mapping $`f:MN`$ is *locally Lipschitz* if for every $`xM`$ there is an $`r>0`$ so that the restriction of $`f`$ to $`B(x,r)`$ is Lipschitz. One can check that the sum and product of real-valued locally Lipschitz functions on $`M`$ are also locally Lipschitz, and that if $`f(x)`$ is a real-valued locally Lipschitz function on $`M`$ such that $`f(x)0`$ for all $`x`$ in $`M`$, then $`1/f(x)`$ is a locally Lipschitz function on $`M`$.

A mapping $`f:MN`$ is said to be *countably Lipschitz* if $`M`$ can be expressed as the union of at most countably-many subsets on which $`f`$ is Lipschitz. If $`f:MN`$ is locally Lipschitz and $`M`$ is separable, then $`f`$ is countably Lipschitz. This follows from the countable compactness of $`M`$.

If $`f:MN`$ is countably Lipschitz, then $`M`$ can be expressed as the union of at most countably-many subsets on which $`f`$ is both Lipschitz and bounded. This is easy to check, by simply decomposing further the subsets of $`M`$ on which $`f`$ is already Lipschitz. Furthermore, the sum and product of real-valued countably Lipschitz functions is countably Lipschitz, as is the reciprocal of a nonzero real-valued countably Lipschitz function.

#### 4.1.1 Diameters, measure functionals, and dimensions

Let us write $`diam_MA`$ and $`diam_NB`$ for the diameters of subsets $`A`$ and $`B`$ of $`M`$ and $`N`$, respectively.

###### Lemma 4.5

If $`A`$ is a subset of $`M`$ and $`f:MN`$ is a $`C`$-Lipschitz mapping, then $`diam_Nf(A)Cdiam_MA`$.

This is easy to check from the definitions.

###### Proposition 4.6

Let $`E`$ be a subset of $`M`$, $`\alpha `$ a nonegative real number, and $`f:MN`$ a $`C`$-Lipschitz mapping. Under these conditions, we have that

(4.7)
$$H_{con}^\alpha (f(E))C^\alpha H_{con}^\alpha (E)$$

and

(4.8)
$$HF_{con}^\alpha (f(E))C^\alpha HF_{con}^\alpha (E).$$

Similarly, for each $`\delta `$, $`0<\delta \mathrm{}`$,

(4.9)
$$H_{C\delta }^\alpha (f(E))C^\alpha H_\delta ^\alpha (f(E))$$

and

(4.10)
$$HF_{C\delta }^\alpha (f(E))C^\alpha HF_\delta ^\alpha (f(E)).$$

Taking the supremum over $`\delta `$ it follows that

(4.11)
$$H^\alpha (f(E))C^\alpha H^\alpha (E)$$

and

(4.12)
$$HF^\alpha (f(E))C^\alpha HF^\alpha (E).$$

In particular,

(4.13) $`\underset{H}{dim}(f(E))`$ $``$ $`\underset{H}{dim}(E),`$
(4.14) $`\underset{HF}{dim}(f(E))`$ $``$ $`\underset{HF}{dim}(E),`$
(4.15) $`\underset{HF^{}}{dim}(f(E))`$ $``$ $`\underset{HF^{}}{dim}(E).`$
Note that the various measure functionals and dimensions of $`f(E)`$ are for subsets of $`N`$, using the metric $`\rho (u,v)`$, while the various measure functionals and dimensions for $`E`$ are for subsets of $`M`$, using the metric $`d(x,y)`$.

The proposition can be shown in a straightforward manner using Lemma 4.5 and the various definitions. When $`\alpha =0`$, one can take $`C^\alpha =1`$, and the conditions on $`f`$ can be weakened. For instance, the inequalities $`H^0(f(E))H^0(E)`$ and $`HF^0(f(E))H^0(E)`$ just say that the number of elements of $`f(E)`$ is less than or equal to the number of elements of $`E`$, and this is true for any mapping $`f:MN`$.

###### Corollary 4.16

Suppose that $`f:MN`$ is countably-Lipschitz. If $`E`$ is a subset of $`M`$ and $`\alpha `$ is a nonnegative real number such that $`H_{con}^\alpha (E)=0`$, then $`H_{con}^\alpha (f(E))=0`$. As a consequence, $`dim_H(f(E))dim_H(E)`$.

#### 4.1.2 Some approximations and extensions

###### Proposition 4.17

Let $`f(x)`$ be a bounded uniformly continuous real-valued function on $`M`$. There exists a sequence $`\{f_j\}_{j=1}^{\mathrm{}}`$ of real-valued Lipschitz functions on $`M`$ which converges to $`f`$ uniformly.

For this one can take

(4.18)
$$f_j(x)=inf\{f(y)+jd(x,y):yM\}.$$

By definition, $`f_j(x)f(x)`$ for all $`x`$ in $`M`$ and $`j1`$, and it is not difficult to use the boundedness of $`f`$ to show that the infimum is always finite. More precisely, if $`a`$ is a real number such that $`f(x)a`$ for all $`x`$ in $`M`$, then $`f_j(x)a`$ for all $`x`$ in $`M`$ and $`j1`$.

If $`x`$, $`x^{}`$, and $`y`$ are arbitrary elements of $`M`$, then

(4.19)
$$f_j(x)f(y)+jd(x,y)f(y)+jd(x^{},y)+jd(x,x^{}).$$

As a result,

(4.20)
$$f_j(x)f_j(x^{})+jd(x,x^{}).$$

From this it follows that $`f_j`$ is $`j`$-Lipschitz. Let us also point out that $`f_j(x)=f(x)`$ for all $`x`$ in $`M`$ when $`f`$ is $`j`$-Lipschitz.

Using the boundedness of $`f`$, it is not difficult to show that in fact one only needs to consider $`yM`$ with $`d(x,y)`$ bounded by a constant times $`1/j`$ in the infimum in the definition of $`f_j(x)`$. One can then check that $`f_j(x)`$ converges to $`f(x)`$ uniformly when $`f`$ is uniformly continuous. We leave the details as an exercise.

###### Proposition 4.21

Let $`E`$ be a nonempty subset of $`M`$, let $`C`$ be a nonnegative real number, and let $`h`$ be a real-valued $`C`$-Lipschitz function on $`E`$. There exists a $`C`$-Lipschitz real-valued function $`\widehat{h}`$ on $`M`$ such that $`\widehat{h}(x)=h(x)`$ when $`xE`$.

In this case we set

(4.22)
$$\widehat{h}(x)=inf\{h(y)+Cd(x,y):yM\}.$$

Thus

(4.23)
$$\widehat{h}(x)h(z)+Cd(x,z)$$

for all $`x`$ in $`M`$ and $`z`$ in $`E`$ by definition. Next, let us check that

(4.24)
$$\widehat{h}(x)h(w)Cd(x,w)$$

for all $`xM`$ and $`wE`$, and in particular that the infimum in the definition of $`\widehat{h}(x)`$ is finite. For this it is enough to show that

(4.25)
$$h(w)Cd(x,w)h(y)+Cd(x,y)$$

for all $`y`$ in $`E`$, which is the same as

(4.26)
$$h(w)h(y)+Cd(x,w)+Cd(x,y).$$

This holds because

(4.27)
$$h(w)h(y)+Cd(w,y)h(y)+Cd(x,w)+Cd(x,y),$$

by the hypothesis that $`h`$ is $`C`$-Lipschitz on $`E`$ and the triangle inequality.

It follows in particular from (4.23) and (4.24) that $`\widehat{h}(x)=h(x)`$ when $`xE`$. If $`x`$, $`x^{}`$ are arbitrary elements of $`M`$ and $`y`$ is any element of $`E`$, then

(4.28)
$$\widehat{h}(x)h(y)+Cd(x,y)h(y)+Cd(x^{},y)+Cd(x,x^{}),$$

and hence

(4.29)
$$\widehat{h}(x)\widehat{h}(x^{})+Cd(x,x^{}).$$

This shows that $`\widehat{h}`$ is $`C`$-Lipschitz, and the lemma follows.

#### 4.1.3 Spaces of Lipschitz mappings

For the rest of the section we assume that $`C`$ is a fixed nonnegative real number, and we consider the collection $`Lip_C(M,N)`$ of all $`C`$-Lipschitz mappings from $`M`$ to $`N`$. In particular, if $`M`$ is bounded, then each Lipschitz mapping from $`M`$ to $`N`$ is bounded, and we can consider $`Lip_C(M,N)`$ as a subset of the space $`C_b(M,N)`$ of bounded continuous mappings from $`M`$ to $`N`$. As in Section 1.4, we view this space as a metric space equipped with the metric $`\theta (f_1,f_2)=sup\{\rho (f_1(x),f_2(x)):xM\}`$. Recall that $`C_b(M,N)`$ is a complete metric space with respect to this metric when $`N`$ is complete, and notice that $`C_b(M,N)`$ is bounded if $`N`$ is bounded.

###### Lemma 4.30

If $`\{f_j\}_{j=1}^{\mathrm{}}`$ is a sequence in $`Lip_C(M,N)`$ which converges pointwise to a mapping $`f`$ from $`M`$ to $`N`$, then $`f`$ is also an element of $`Lip_C(M,N)`$.

This is easy to verify from the definitions.

###### Lemma 4.31

If $`M`$ and $`N`$ are totally bounded, then $`Lip_C(M,N)`$ is totally bounded as a subset of $`C_b(M,N)`$.

Exercise.

###### Lemma 4.32

Suppose that $`M`$ is separable and $`N`$ has the property that closed and bounded subsets of it are compact. Let $`\{f_j\}_{j=1}^{\mathrm{}}`$ be a sequence of mappings in $`Lip_C(M,N)`$ such that $`\{f_j(p)\}_{j=1}^{\mathrm{}}`$ is a bounded subset of $`N`$ for some $`p`$ in $`M`$. Then there is a subsequence $`\{f_{j_k}\}_{k=1}^{\mathrm{}}`$ of $`\{f_j\}_{j=1}^{\mathrm{}}`$ which converges pointwise on $`M`$, i.e., $`\{f_{j_k}(x)\}_{k=1}^{\mathrm{}}`$ is a convergent sequence in $`M`$ for every $`x`$ in $`M`$.

Because the $`f_j`$’s are Lipschitz with bounded constant, the assumption that $`\{f_j(p)\}_{j=1}^{\mathrm{}}`$ is a bounded sequence in $`N`$ for some $`p`$ in $`M`$ implies that this holds for all $`p`$ in $`M`$. The assumption that closed and bounded subsets of $`N`$ are compact then implies that for each $`x`$ in $`M`$ there is a subsequence of $`\{f_j(x)\}_{j=1}^{\mathrm{}}`$ that converges in $`M`$. By the separability of $`M`$ there is a sequence $`\{x_i\}_{i=1}^{\mathrm{}}`$ of points in $`M`$ which is dense in $`M`$. Standard diagonalization arguments about subsequences imply that there is a single subsequence $`\{f_{j_k}\}_{k=1}^{\mathrm{}}`$ of $`\{f_j\}_{j=1}^{\mathrm{}}`$ such that $`\{f_{j_k}(x_i)\}_{k=1}^{\mathrm{}}`$ is a convergent sequence in $`N`$ for each $`i`$. Once one has that $`\{f_{j_k}\}_{k=1}^{\mathrm{}}`$ converges pointwise on a dense subset of $`M`$, it is not difficult to show that it converges pointwise on all of $`M`$.

###### Lemma 4.33

Suppose that $`M`$ is totally bounded, $`N`$ is complete, $`E`$ is a dense subset of $`M`$, and $`\{f_j\}_{j=1}^{\mathrm{}}`$ is a sequence of mappings in $`Lip_C(M,N)`$ which converges pointwise on $`E`$. Under these conditions, $`\{f_j\}_{j=1}^{\mathrm{}}`$ converges in $`C_b(M,N)`$ to an element of $`Lip_C(M,N)`$.

This is not difficult to verify.

###### Proposition 4.34

Suppose that $`M`$ is totally bounded and $`N`$ is compact. As a subset of $`C_b(M,N)`$, $`Lip_C(M,N)`$ is then compact.

This is a version of the famous Arzela–Ascoli theorem. One way to look at it is to use Lemmas 4.30 and 4.31 to say that $`Lip_C(M,N)`$ is closed and totally bounded as a subset of $`C_b(M,N)`$, which is complete as a metric space since $`N`$ is. Alternatively, Lemmas 4.32 and 4.33 can be applied to show that every sequence in $`Lip_C(M,N)`$ has a subsequence which converges to an element of $`Lip_C(M,N)`$.

### 4.2 The Hausdorff metric

Let $`(M,d(x,y))`$ be a metric space. As in Lemma 2.17, if $`A`$ is a subset of $`M`$ and $`r`$ is a positive real number, then

(4.35)
$$A_r=\{B(a,r):aA\}.$$

is an open subset of $`M`$ that contains $`A`$ and has diameter $`diamA+2r`$.

Let $`\alpha `$ be a nonnegative real number, and let $`E`$ be a subset of $`M`$ such that such that $`H_{con}^\alpha (E)<\mathrm{}`$. For every $`ϵ>0`$ there is an $`\eta >0`$ so that

(4.36)
$$HF_{con}^\alpha (E_\eta )<HF_{con}^\alpha (E)+ϵ.$$

More generally, if $`0<\delta \mathrm{}`$, $`H_\delta ^\alpha (E)<\mathrm{}`$, and $`ϵ>0`$, then there is an $`\eta >0`$ so that

(4.37)
$$HF_\delta ^\alpha (E_\eta )<HF_\delta ^\alpha (E)+ϵ.$$

That is, any covering of $`E`$ by finitely many subsets of $`M`$ can be enlarged slightly to get a covering of $`E_\eta `$, and one can use this estimate $`HF_{con}^\alpha (E_\eta )`$, $`HF_\delta ^\alpha (E_\eta )`$. This type of argument does not work in general for $`HF^\alpha `$ itself, as one can see by considering the case where $`E`$ contains a single point.

If $`E_1`$, $`E_2`$ are nonempty subsets of $`M`$ and $`t`$ is a positive real number, then we say that $`E_1`$ and $`E_2`$ are *$`t`$-close* if

(4.38)
$$\text{for every }xE_1\text{ there is a }yE_2\text{ such that }d(x,y)<t$$

and

(4.39)
$$\text{for every }yE_2\text{ there is an }xE_1\text{ such that }d(x,y)<t.$$

This is equivalent to saying that

(4.40)
$$E_1(E_2)_t,E_2(E_1)_t.$$

Notice that if $`E_1`$, $`E_2`$ are bounded nonempty subsets of $`M`$ which are $`t`$-close for some $`t>0`$, then

(4.41)
$$|diamE_1diamE_2|2t.$$

###### Lemma 4.42

Suppose that $`E_1`$, $`E_2`$, and $`E_3`$ are nonempty subsets of $`M`$ and $`t`$, $`u`$ are positive real numbers such that $`E_1`$, $`E_2`$ are $`t`$-close and $`E_2`$, $`E_3`$ are $`u`$-close. Then $`E_1`$, $`E_3`$ are $`(t+u)`$-close.

This is easy to verify.

###### Lemma 4.43

A subset $`A`$ of $`M`$ is totally bounded if and only if for every $`t>0`$, $`A`$ is $`t`$-close to a finite subset of $`M`$. Moreover, $`M`$ is separable if and only if for every $`t>0`$, $`M`$ is $`t`$-close to a subset of $`M`$ which is at most countable.

This is a straightforward consequence of the definitions.

###### Lemma 4.44

Suppose that $`E`$, $`F`$ are nonempty subsets of $`M`$ which are $`t`$-close for some $`t>0`$, and that $`E`$ is $`ϵ`$-connected for some $`ϵ>0`$. Then $`F`$ is $`(ϵ+2t)`$-connected.

In other words, any two elements of $`E`$ can be connected by an $`ϵ`$-chain, and because $`E`$ and $`F`$ are $`t`$-close, it is easy to see that any two elements of $`F`$ are connected by an $`(ϵ+2t)`$-chain.

#### 4.2.1 The space of closed and bounded subsets of $`M`$

Let us write $`𝒮(M)`$ for the collection of all nonempty closed and bounded subsets of $`M`$. If $`E_1`$, $`E_2`$ are two elements of $`𝒮(M)`$, define the *Hausdorff distance* $`D(E_1,E_2)`$ between $`E_1`$ and $`E_2`$ by

(4.45)
$$D(E_1,E_2)=inf\{t>0:E_1,E_2\text{ are }t\text{-close}\}.$$

The boundedness of $`E_1`$ and $`E_2`$ ensures that the set of $`t>0`$ such that $`E_1`$, $`E_2`$ are $`t`$-close is nonempty. The restriction to closed sets implies that $`D(E_1,E_2)=0`$ if and only if $`E_1=E_2`$.

###### Lemma 4.46

The Hausdorff distance $`D(E_1,E_2)`$ defines a metric on $`𝒮(M)`$.

This is easy to check, using Lemma 4.42 to show that the Hausdorff distance satisfies the triangle inequality.

###### Lemma 4.47

If $`A`$ is a totally bounded subset of $`M`$, then $`𝒜=\{E𝒮(M):EA\}`$ is a totally bounded subset of $`𝒮(M)`$. Hence if $`M`$ is totally bounded, then $`𝒮(M)`$ is totally bounded, and separable in particular.

The main point for this lemma is that total boundedness of $`A`$ implies that $`A`$ can be approximated by finite sets, and as a result subsets of $`A`$ can be approximated by finite subsets of a fixed finite set for each fixed degree of approximation.

###### Lemma 4.48

Suppose that $`\{E_j\}_{j=1}^{\mathrm{}}`$ is a sequence of nonempty closed and bounded subsets of $`M`$ which converges to a nonempty closed and bounded subset $`E`$ of $`M`$ in the Hausdorff metric. If each $`E_j`$ it totally bounded, then so is $`E`$.

This can be derived fairly directly from the definitions.

###### Lemma 4.49

Suppose that $`\{E_j\}_{j=1}^{\mathrm{}}`$ is a sequence of nonempty closed and bounded subsets of $`M`$ which converges to a nonempty closed and bounded subset $`E`$ of $`M`$. For each $`x`$ in $`E`$, there is a sequence $`\{x_j\}_{j=1}^{\mathrm{}}`$ of points in $`M`$ such that $`x_jE_j`$ for all $`j`$ and $`lim_j\mathrm{}x_j=x`$. Conversely, if $`\{j_l\}_{l=1}^{\mathrm{}}`$ is a strictly increasing sequence of positive integers, $`x_{j_l}E_{j_l}`$ for each $`l`$, and $`\{x_{j_l}\}_{l=1}^{\mathrm{}}`$ converges in $`M`$ to a point $`x`$, then $`xE`$.

This characterization of limits of sequences in $`𝒮(M)`$ is a straightforward consequence of the definitions.

#### 4.2.2 Subsets, functions, and embeddings

There is a natural embedding of $`M`$ into $`𝒮(M)`$, in which a point $`p`$ in $`M`$ is associated to the subset $`\{p\}`$ of $`M`$. This is an isometric embedding, which is to say that

(4.50)
$$D(\{p\},\{q\})=d(p,q)$$

for all $`p`$, $`q`$ in $`M`$.

If $`E`$ is a nonempty subset of $`M`$, let us write $`f_E(x)`$ for the function $`dist(x,E)`$. Thus $`f_E(x)`$ is a continuous real-valued function on $`M`$ which is $`1`$-Lipschitz. We may as well restrict our attention to nonempty closed subsets $`E`$ of $`M`$ here, since $`f_E(x)=f_{\overline{E}}(x)`$ for all $`x`$ in $`M`$.

Assume for the moment that $`M`$ is bounded. Then the mapping $`Ef_E`$ defines a mapping from $`𝒮(M)`$ into the space $`C_b(M)`$ of bounded continuous real-valued functions on $`M`$. In fact this is an isometric embedding of $`𝒮(M)`$ into $`C_b(M)`$, with respect to the supremum distance on $`C_b(M)`$. Explicitly, if $`E_1`$, $`E_2`$ are elements of $`𝒮(M)`$, then

(4.51)
$$D(E_1,E_2)=sup\{|f_{E_1}(x)f_{E_2}(x)|:xM\}.$$

This is not too difficult to verify.

If $`M`$ is not bounded, then we can use a basepoint to get an embedding of $`𝒮(M)`$ into $`C_b(M)`$. That is, we fix an element $`w`$ of $`M`$, and associate to each nonempty subset $`E`$ of $`M`$ the continuous real-valued function $`f_E(x)f_{\{w\}}(x)`$ on $`M`$. It is easy to see that this is a bounded function on $`M`$ when $`E`$ is a bounded nonempty subset of $`M`$. One can also check that this leads to an isometric embedding of $`𝒮(M)`$ into $`C_b(M)`$, whether or not $`M`$ is bounded.

#### 4.2.3 Compactness

###### Lemma 4.52

Suppose that $`\{K_j\}_{j=1}^{\mathrm{}}`$ is a sequence of nonempty compact subsets of $`M`$ such that $`K_{j+1}K_j`$ for all $`j1`$, and put $`K=_{j=1}^{\mathrm{}}K_j`$. Under these conditions, $`\{K_j\}_{j=1}^{\mathrm{}}`$ converges to $`K`$ with respect to the Hausdorff metric.

Note that $`K`$ is a nonempty compact subset of $`M`$ in this case, by a well-known result. To prove the lemma, we use essentially the same type of argument as for that result. It suffices to show that for each $`ϵ>0`$ there is a positive integer $`N`$ such that $`K_jK(ϵ)`$ for all $`jN`$, where $`K(ϵ)`$ denotes the set of $`xM`$ such that $`dist(x,K)<ϵ`$. This is the same as $`K_ϵ`$ in the sense of (4.35), but we write $`K(ϵ)`$ now to avoid confusion with $`K_j`$. Let $`ϵ>0`$ be given. Because $`K(ϵ)`$ is an open subset of $`M`$, and the union of $`K(ϵ)`$ with the complements of the $`K_j`$’s is equal to all of $`M`$, it follows from the compactness of $`K_1`$ that a finite collection of these open sets are enough to cover $`K_1`$. The monotonicity property of the $`K_j`$’s implies more precisely that $`K_1`$ is contained in $`(M\backslash K_N)K(ϵ)`$ for some positive integer $`N`$. Hence $`K_jK(ϵ)`$ when $`jN`$, as desired.

###### Lemma 4.53

If $`M`$ is compact, then $`𝒮(M)`$ is complete as a metric space with respect to the Hausdorff metric.

In this case $`𝒮(M)`$ consists simply of the nonempty compact subsets of $`M`$. Let $`\{E_j\}_{j=1}^{\mathrm{}}`$ be a Cauchy sequence in $`𝒮(M)`$, which we would like to show converges in $`𝒮(M)`$. By passing to a subsequence we may assume that

(4.54)
$$D(E_j,E_{j+1})<2^j$$

for all $`j1`$. This uses the fact that a Cauchy sequence converges if any of its subsequences converge.

For each $`j`$, set

(4.55)
$$\stackrel{~}{E}_j=\{xM:dist(x,E_j)2^j\}.$$

Each $`\stackrel{~}{E}_j`$ is a closed subset of $`M`$, and hence compact. Also, $`D(\stackrel{~}{E}_j,E_j)2^j`$, and so if $`\{\stackrel{~}{E}_j\}_{j=1}^{\mathrm{}}`$ converges, then so does $`\{E_j\}_{j=1}^{\mathrm{}}`$, and they have the same limit. Thus it suffices to show that $`\{\stackrel{~}{E}_j\}_{j=1}^{\mathrm{}}`$ converges.

A key point now is that

(4.56)
$$\stackrel{~}{E}_{j+1}\stackrel{~}{E}_j$$

for all $`j`$. This follows from (4.54) and the definition of $`\stackrel{~}{E}_j`$. Therefore $`\{\stackrel{~}{E}_j\}_{j=1}^{\mathrm{}}`$ converges in $`𝒮(M)`$ to $`_{j=1}^{\mathrm{}}\stackrel{~}{E}_j`$, as in Lemma 4.52.

Note that Lemma 4.53 also works when closed and bounded subsets of $`M`$ are compact, even if $`M`$ itself might be unbounded. This is because any Cauchy sequence $`\{E_j\}_{j=1}^{\mathrm{}}`$ in $`𝒮(M)`$ has all of the $`E_j`$’s contained in a compact subset of $`M`$.

###### Proposition 4.57

If $`M`$ is compact, then $`𝒮(M)`$ is compact, with respect to the Hausdorff metric.

This follows from Lemmas 4.47 and 4.53, which imply that $`𝒮(M)`$ is totally bounded and complete when $`M`$ is compact.

###### Lemma 4.58

If $`M`$ is compact, and $`\{A_j\}_{j=1}^{\mathrm{}}`$ is a sequence in $`𝒮(M)`$ which converges in the Hausdorff metric to a nonempty compact subset $`A`$ of $`M`$, and each $`A_j`$ is connected, then $`A`$ is connected.

Assume for the sake of a contradiction that $`A`$ is not connected. This implies that $`A`$ can be expressed as the union of two nonempty disjoint closed subsets $`A^1`$, $`A^2`$. Because of compactness, there is an $`ϵ>0`$ so that $`d(x,y)ϵ`$ for all $`xA^1`$ and $`yA^2`$. The convergence of $`\{A_j\}_{j=1}^{\mathrm{}}`$ to $`A`$ in the Hausdorff metric would then imply that $`A_j`$ admits a similar decomposition for $`j`$ large enough, in contradiction to hypothesis. This proves the lemma.

###### Lemma 4.59

Suppose that $`M`$ is compact and totally disconnected, i.e., that $`M`$ does not contain a connected subset with at least two elements. Then for every $`\eta >0`$ there is a $`\delta >0`$ so that a $`\delta `$-connected subset of $`M`$ has diameter less than or equal to $`\eta `$.

Indeed, suppose for the sake of a contradiction that there is an $`\eta >0`$ so that for each positive integer $`n`$ there is a $`(1/n)`$-connected subset $`E_n`$ of $`M`$ with diameter at least $`\eta `$. We may as well assume that each $`E_n`$ is a closed subset of $`M`$, since this can be arranged by taking the closure. Since $`M`$ is compact, there is a subsequence of the $`E_n`$’s which converges in the Hausdorff metric to a nonempty closed subset $`E`$. One can check that $`E`$ is connected and has diameter at least $`\eta `$, contradicting the assumption that $`M`$ is totally disconnected.

### 4.3 General forms of integration

Let $`(M,d(x,y))`$ be a metric space. We make the standing assumption in this section that closed and bounded subsets of $`M`$ are compact. If $`f`$ is a real-valued continuous function on $`M`$, then we define the support of $`f`$ to be the closure of the set of $`xM`$ such that $`f(x)0`$, and we denote this by $`suppf`$. Thus the support of $`f`$ is a closed subset of $`M`$ by definition, which is empty exactly when $`f`$ is identically equal to $`0`$.

The vector space of real-valued continuous functions on $`M`$ with bounded support is denoted $`C_{00}(M)`$. We write $`C_0(M)`$ for the vector space of real-valued continuous functions $`f`$ on $`M`$ which “tend to $`0`$ at infinity”, in the sense that for each $`ϵ>0`$ there is a ball $`B`$ in $`M`$ such that $`|f(x)|<ϵ`$ for all $`xM\backslash B`$. Thus

(4.60)
$$C_{00}(M)C_0(M),$$

and of course $`C_{00}(M)=C_0(M)=C(M)`$, the space of all real-valued continuous functions on $`M`$, when $`M`$ is compact. Because of our standing assumptions on $`M`$, functions in $`C_{00}(M)`$ are bounded and uniformly continuous, and indeed the same is true for functions in $`C_0(M)`$.

Recall that $`C_b(M)`$ denotes the vector space of bounded real-valued continuous functions on $`M`$. If $`f`$ is an element of $`C_b(M)`$, then the supremum norm of $`f`$ is defined by

(4.61)
$$f_{sup}=\underset{xM}{sup}|f(x)|.$$

The supremum metric on $`C_b(M)`$ is defined by $`f_1f_2_{sup}`$, and $`C_b(M)`$ is complete as a metric space when equipped with this metric.

It is not difficult to show that $`C_0(M)`$ is a closed subset of $`C_b(M)`$ with respect to the supremum metric, so that $`C_0(M)`$ is also a complete metric space when equipped with this metric. In fact, $`C_0(M)`$ is equal to the closure of $`C_{00}(M)`$ in $`C_b(M)`$. We leave it as an exercise to the reader to check that $`C_0(M)`$ is separable as a metric space. Of course this is very similar to the separability of $`C(N)`$ when $`N`$ is a compact metric space.

If $`\{\varphi _j\}_{j=1}^{\mathrm{}}`$ is a sequence of functions in $`C_{00}(M)`$ and $`\varphi `$ is another function in $`C_{00}(M)`$, then we define *restricted convergence of $`\{\varphi _j\}_{j=1}^{\mathrm{}}`$ to $`\varphi `$* to mean that there is a compact subset $`K`$ of $`M`$ such that the support of $`\varphi _j`$ is contained in $`K`$ for all $`j`$ and $`\{\varphi _j\}_{j=1}^{\mathrm{}}`$ converges to $`\varphi `$ uniformly. In this case the support of $`\varphi `$ is also contained in $`K`$. A subset $``$ is $`C_{00}(M)`$ is said to be *dense in $`C_{00}(M)`$ with respect to restricted convergence* if for every function $`\varphi `$ in $`C_{00}(M)`$ there is a sequence of functions $`\{\varphi _j\}_{j=1}^{\mathrm{}}`$ in $``$ with restricted convergence to $`\varphi `$. One can check that $`C_{00}(M)`$ has a subset which is at most countable and dense with respect to restricted convergence.

#### 4.3.1 Nonnegative linear functionals on $`C_{00}(M)`$

Let $`\lambda `$ be a nonnegative linear functional on $`C_{00}(M)`$. In other words, $`\lambda `$ is a linear mapping from the vector space $`C_{00}(M)`$ to the real numbers such that $`\lambda (f)0`$ whenever $`f`$ is a function on $`M`$ in $`C_{00}(M)`$ which is nonnegative, which is to say that $`f(x)0`$ for all $`xM`$.

###### Examples 4.62

(i) If $`M=𝐑^n`$, then $`\lambda (f)`$ equal to the ordinary Riemann integral of $`f`$ defines a nonnegative linear functional on $`C_{00}(𝐑^n)`$.

(ii) The “Riemann integrals” associated to Cantor sets $`E(A)`$ as in Section 3.3 define nonnegative linear functionals on $`C_{00}(𝐑)`$.

(iii) In $`𝐑^n`$ when $`n2`$ one can take the integral of a function over a compact submanifold of dimension $`k<n`$, with respect to the element of $`k`$-dimensional volume.

(iv) For any $`M`$ one has the nonnegative linear functionals corresponding to “Dirac masses”, in which one chooses a point $`pM`$ and defines $`\lambda (f)`$ to simply be $`f(p)`$.

Notice that if $`\lambda _1`$, $`\lambda _2`$ are nonnegative linear functionals on $`C_{00}(M)`$ and $`a_1`$, $`a_2`$ are nonnegative real numbers, then $`a_1\lambda _1+a_2\lambda _2`$ is a nonnegative linear functional on $`C_{00}(M)`$.

###### Remark 4.63

If $`f(x)`$ is a real-valued function on $`M`$, define $`f_+(x)`$ and $`f_{}(x)`$ by

(4.64)
$$f_+(x)=\mathrm{max}(f(x),0),f_{}(x)=\mathrm{max}(f(x),0).$$

Thus $`f_+(x)`$, $`f_{}(x)`$ are nonnegative functions on $`M`$ and $`f(x)=f_+(x)f_{}(x)`$. If $`f(x)`$ is continuous, then so are $`f_+(x)`$, $`f_{}(x)`$. Of course the supports of $`f_+(x)`$, $`f_{}(x)`$ are contained in the support of $`f(x)`$, and $`f_+(x)`$, $`f_{}(x)`$ are bounded functions on $`M`$ if $`f(x)`$ is.

Suppose that $`f`$, $`h`$ are functions in $`C_{00}(M)`$ such that $`h`$ is nonnegative and $`|f(x)|h(x)`$ for all $`x`$ in $`M`$. Then $`h+f`$ and $`hf`$ are nonnegative functions, so that $`\lambda (h+f)`$ and $`\lambda (hf)`$ are nonnegative real numbers. This implies that

(4.65)
$$|\lambda (f)|\lambda (h).$$

As an application of this, suppose that $`B`$ is a nonempty closed and bounded subset of $`M`$, and let $`\varphi _B(x)`$ be a function in $`C_{00}(M)`$ such that $`0\varphi _B(x)1`$ for all $`xM`$ and $`\varphi _B(x)=1`$ when $`xB`$. For instance, one can take $`\varphi _B(x)`$ to be a simple piecewise-linear function of $`dist(x,B)`$. If $`f`$ is a function in $`C_{00}(M)`$ with support contained in $`B`$, then

(4.66)
$$|\lambda (f)|\lambda (\varphi _B)f_{sup}.$$

Indeed, it is enough to check this when $`|f(x)|1`$ for all $`xB`$, since one can reduce to this case by multiplying $`f`$ by a positive real number. In this case, $`|f(x)|\varphi _B(x)`$ for all $`xM`$, and (4.66) follows from (4.65).

The inequality (4.66) implies that $`\lambda `$ is *continuous with respect to restricted convergence*, in the sense that if $`\{f_j\}_{j=1}^{\mathrm{}}`$ is a sequence in $`C_{00}(M)`$ and $`f`$ is a function in $`C_{00}(M)`$ with restricted convergence of $`\{f_j\}_{j=1}^{\mathrm{}}`$ to $`f`$, then

(4.67)
$$\underset{j\mathrm{}}{lim}\lambda (f_j)=f.$$

As a consequence of this, if $`\lambda _1`$, $`\lambda _2`$ are two nonnegative linear functionals on $`C_{00}(M)`$ which are equal on a dense subset $``$ of $`C_{00}(M)`$ with respect to restricted convergence, then $`\lambda _1`$, $`\lambda _2`$ are equal on all of $`C_{00}(M)`$.

We say that $`\lambda `$ is a *bounded nonnegative linear functional on $`C_{00}(M)`$* if there is a nonnegative real number $`C`$ such that

(4.68)
$$|\lambda (f)|Cf_{sup}$$

for all $`f`$ in $`C_{00}(M)`$. If $`M`$ is compact, then this holds automatically with $`C=\lambda (\mathrm{𝟏})`$, where $`\mathrm{𝟏}`$ denotes the constant function on $`M`$ equal to $`1`$.

If $`\lambda `$ is bounded, then $`\lambda `$ defines a uniformly continuous and in fact Lipschitz mapping from $`C_{00}(M)`$ to the real numbers with respect to the supremum metric on $`C_{00}(M)`$, and hence extends to a continuous mapping from $`C_0(M)`$ to the real numbers which is also linear and satisfies (4.68). Using linearity and nonnegativity, we can extend $`\lambda `$ in a natural manner to all of $`C_b(M)`$, as follows.

Fix a basepoint $`p`$ in $`M`$. For each positive integer $`j`$, define $`\varphi _jC_{00}(M)`$ by $`\varphi _j(x)=1`$ when $`d(x,p)j`$, $`\varphi _j(x)=d(x,p)j`$ when $`jd(x,p)j+1`$, and $`\varphi _j(x)=0`$ when $`d(x,p)j+1`$. Thus $`\varphi _j(x)`$ is a continuous piecewise-linear function of $`d(x,p)`$, $`0\varphi _j(x)1`$ for all $`j1`$ and $`xM`$, and $`\varphi _j(x)\varphi _{j+1}(x)`$ for all $`j`$ and $`x`$. As a result,

(4.69)
$$0\lambda (\varphi _j)\lambda (\varphi _{j+1})C$$

for all $`j`$, and therefore the sequence $`\{\lambda (\varphi _j)\}_{j=1}^{\mathrm{}}`$ converges. In particular, for each $`ϵ>0`$ there is a positive integer $`L`$ such that

(4.70)
$$0\lambda (\varphi _k\varphi _j)<ϵ\text{when }kjL.$$

Now let $`f`$ be any bounded real-valued continuous function on $`M`$. Clearly

(4.71)
$$|f(x)(\varphi _k(x)\varphi _j(x))|f_{sup}(\varphi _k(x)\varphi _j(x))$$

for all $`xM`$ when $`kj`$, and hence

(4.72)
$$|\lambda (f(\varphi _k\varphi _j))|f_{sup}\lambda (\varphi _k\varphi _j).$$

Thus $`\{\lambda (\varphi _jf)\}_{j=1}^{\mathrm{}}`$ is a Cauchy sequence of real numbers, and therefore a convergent sequence. One can define $`\lambda (f)`$ to be the limit of this sequence, and this extends $`\lambda `$ to a nonnegative linear functional on $`C_b(M)`$.

It is easy to see that this extension of $`\lambda `$ to $`C_b(M)`$ is also bounded in the sense that (4.68) for all $`f`$ in $`C_b(M)`$, and with the same constant $`C`$ as on $`C_{00}(M)`$. This implies that the extension of $`\lambda `$ to $`C_b(M)`$ is continuous as a mapping from $`C_b(M)`$ to $`𝐑`$, with respect to the supremum metric. There is a stronger continuity condition that this extension of $`\lambda `$ to $`C_b(M)`$ satisfies, which is that if $`\{f_j\}_{j=1}^{\mathrm{}}`$ is a sequence of functions in $`C_b(M)`$ and $`f`$ is another function in $`C_b(M)`$, if the supremum norms $`f_j_{sup}`$, $`j𝐙_+`$, are bounded, and if for each bounded subset $`B`$ of $`M`$ the restriction of the $`f_j`$’s to $`B`$ converges uniformly to the restriction of $`f`$ to $`B`$, then

(4.73)
$$\underset{j\mathrm{}}{lim}\lambda (f_j)=\lambda (f).$$

To put it a bit differently, the boundedness of $`\lambda `$ implies that (4.73) holds when $`\{f_j\}_{j=1}^{\mathrm{}}`$ converges to $`f`$ uniformly, and in fact we have that (4.73) also holds under the more general convergence conditions described above. This is not too hard to check, using the same kind of considerations as before.

Another nice feature of this extension of $`\lambda `$ to $`C_b(M)`$ is that if $`f(x)`$ is a function in $`C_b(M)`$ which is nonnegative, then

(4.74)
$$\lambda (f)=sup\{\lambda (\varphi ):\varphi C_{00}(M),0\varphi (x)f(x)\text{ for all }xM\}.$$

Again, this is not too difficult to check, using the same kind of considerations as in the definition of the extension of $`\lambda `$ to $`C_b(M)`$.

###### Remark 4.75

Let $`M_1`$, $`M_2`$ be metric spaces as in this section, with closed and bounded subsets being compact. Suppose that $`\rho `$ is a continuous mapping from $`M_1`$ to $`M_2`$ which is *proper*, which means that the inverse image of a compact subset of $`M_2`$ under $`\rho `$ is a compact subset of $`M_1`$. If $`\lambda _1`$ is a nonnegative linear functional on $`C_{00}(M_1)`$, then we can get a nonnegative linear functional $`\lambda _2`$ on $`C_{00}(M_2)`$ using $`\rho `$ by the formula

(4.76)
$$\lambda _2(f)=\lambda _1(f\rho )$$

for $`f`$ in $`C_{00}(M_2)`$. That is, $`f\rho `$ is an element of $`C_{00}(M_1)`$ when $`f`$ is an element of $`C_{00}(M_2)`$, under the assumption that $`\rho :M_1M_2`$ is continuous and proper. If $`\lambda _1`$ is also bounded, then the assumption that $`\rho `$ is proper is not really needed, because $`f\rho `$ is a bounded continuous function on $`M_1`$ whenever $`f`$ is a bounded continuous function on $`M_2`$ and $`\rho :M_1M_2`$ is continuous. Of course $`\lambda _2`$ is then bounded as well.

#### 4.3.2 Supports of nonnegative linear functionals

Let us return to the situation where $`\lambda `$ is a nonnegative linear functional on $`C_{00}(M)`$, which may or may not be bounded. If $`U`$ is an open subset of $`M`$, then we say that $`\lambda `$ vanishes on $`U`$ if $`\lambda (f)=0`$ whenever $`fC_{00}(M)`$ has support contained in $`U`$. For example, if $`\varphi `$ is a nonnegative function in $`C_{00}(M)`$ and $`\lambda (\varphi )=0`$, then $`\lambda `$ vanishes on the open set $`\{xM:\varphi (x)>0\}`$.

Suppose that $`U_1`$, $`U_2`$ are open subsets of $`M`$ such that $`\lambda `$ vanishes on $`U_1`$, $`U_2`$, and let us show that $`\lambda `$ vanishes on the union $`U_1U_2`$ as well. Let $`f`$ be any function in $`C_{00}(M)`$ such that the support of $`f`$ is contained in $`U_1U_2`$. Define functions $`f_1`$, $`f_2`$ by

(4.77)
$$f_i(x)=f(x)\frac{dist(x,M\backslash U_{3i})}{dist(x,M\backslash U_1)+dist(x,M\backslash U_2)},i=1,2,$$

where this is interpreted as being $`0`$ when $`xM\backslash (U_1U_2)`$. It is not difficult to see that $`f_1`$, $`f_2`$ are elements of $`C_{00}(M)`$ with support contained in $`U_1`$, $`U_2`$, respectively, and which satisfy $`f_1+f_2=f`$. Thus

(4.78)
$$\lambda (f)=\lambda (f_1)+\lambda (f_2)=0,$$

because $`\lambda `$ vanishes on $`U_1`$, $`U_2`$. This shows that $`\lambda `$ vanishes on $`U_1U_2`$.

More generally, suppose that $`\{U_i\}_{iI}`$ is an arbitrary family of open subsets of $`M`$ on which $`\lambda `$ vanishes. Then $`\lambda `$ vanishes on the union of all the $`U_i`$’s. Indeed, let $`f`$ be a function in $`C_{00}(M)`$ with support contained in the union of the $`U_i`$’s. Since the support of $`f`$ is compact, it is contained in the union of finitely many $`U_i`$’s. This permits one to apply the result of the preceding paragraph.

As a consequence, there is an open subset $`U`$ of $`M`$ on which $`\lambda `$ vanishes, and which contains any open subset of $`M`$ on which $`\lambda `$ vanishes. Put $`E=M\backslash U`$. This is a closed subset of $`M`$, and it is called the support of $`\lambda `$.

Suppose that $`f`$ is a function in $`C_{00}(M)`$ such that $`f(x)=0`$ for all $`xE`$. For each positive integer $`j`$, let $`\psi _j`$ be the real-valued continuous function on $`M`$ such that $`\psi _j(x)=0`$ when $`dist(x,F)1/j`$, $`\psi _j(x)=jdist(x,F)1`$ when $`1/jdist(x,F)2/j`$, and $`\psi _j(x)=1`$ when $`dist(x,F)2/j`$. Thus $`\psi _j`$ is a continuous piecewise-linear function of $`dist(x,F)`$. It is not difficult to see that the functions $`\psi _j(x)f(x)`$ converge uniformly to $`f(x)`$ as $`j\mathrm{}`$, and that the support of $`\psi _jf`$ is contained in the support of $`f`$ and in $`M\backslash U`$ for each $`j`$. Hence $`\lambda (\psi _jf)=0`$ for all $`j`$, and $`\lambda (\psi _jf)`$ converges to $`\lambda (f)`$ as $`j\mathrm{}`$. Thus $`\lambda (f)=0`$.

If the support of $`\lambda `$ is a compact subset of $`M`$, and if $`\varphi `$ is a nonnegative function in $`C_{00}(M)`$ such that $`\varphi (x)=1`$ for all $`x`$ in the support of $`\lambda `$, then we have that

(4.79)
$$\lambda (f)=\lambda (\varphi f)$$

for all $`f`$ in $`C_{00}(M)`$. Because $`|\varphi (x)f(x)|f_{sup}\varphi (x)`$ for all $`xM`$, we get that

(4.80)
$$|\lambda (f)|\lambda (\varphi )f_{sup}$$

for all $`f`$ in $`C_{00}(M)`$. Thus $`\lambda `$ is bounded when it has compact support.

#### 4.3.3 Weak convergence

Let $`\{\lambda _j\}_{j=1}^{\mathrm{}}`$ be a sequence of nonnegative linear functionals on $`C_{00}(M)`$. We say that $`\{\lambda _j\}_{j=1}^{\mathrm{}}`$ is *uniformly bounded on bounded subsets of $`M`$* if for each bounded subset $`B`$ of $`M`$ there is a nonnegative real number $`C_B`$ such that

(4.81)
$$|\lambda _j(f)|C_Bf_{sup}$$

for all $`f`$ in $`C_{00}(M)`$ with support contained in $`B`$ and for all $`j`$. This condition clearly implies that $`\{\lambda _j(f)\}_{j=1}^{\mathrm{}}`$ is a bounded sequence of real numbers for each $`f`$ in $`C_{00}(M)`$. This converse also works, as one can show using (4.66).

We say that $`\{\lambda _j\}_{j=1}^{\mathrm{}}`$ is *uniformly bounded* if there is a nonnegative real number $`C`$ such that

(4.82)
$$|\lambda _j(f)|Cf_{sup}$$

for all $`f`$ in $`C_{00}(M)`$ and all $`j`$. In particular, each $`\lambda _j`$ should be a bounded nonnegative linear functional on $`C_{00}(M)`$ for this condition to hold.

Now suppose that $`\{\lambda _j\}_{j=1}^{\mathrm{}}`$ is a sequence of nonnegative linear functionals on $`C_{00}(M)`$, and that $`\lambda `$ is another nonnegative linear functional on $`C_{00}(M)`$. We say that $`\{\lambda _j\}_{j=1}^{\mathrm{}}`$ *converges weakly to $`\lambda `$* if

(4.83)
$$\underset{j\mathrm{}}{lim}\lambda _j(f)=\lambda (f)$$

for all $`f`$ in $`C_{00}(M)`$. Sometimes this is referred to as *$`weak^{}`$ convergence*, but we shall use “weak convergence” for simplicity. If $`\{\lambda _j\}_{j=1}^{\mathrm{}}`$ converges weakly to $`\lambda `$, then $`\{\lambda _j(f)\}_{j=1}^{\mathrm{}}`$ is a bounded sequence of real numbers for every $`f`$ in $`C_{00}(M)`$, and hence $`\{\lambda _j\}_{j=1}^{\mathrm{}}`$ is uniformly bounded on bounded subsets of $`M`$.

Notice that if $`\{\lambda _j\}_{j=1}^{\mathrm{}}`$ is a uniformly bounded sequence of nonnegative linear functionals on $`C_{00}(M)`$ which converges weakly to $`\lambda `$, then $`\lambda `$ is a bounded nonnegative linear functional.

As a basic example, suppose that $`\{p_j\}_{j=1}^{\mathrm{}}`$ is a sequence of points in $`M`$ and that $`p`$ is another point in $`M`$, and define linear functionals $`\lambda _j`$, $`\lambda `$ on $`C_{00}(M)`$ by $`\lambda _j(f)=f(p_j)`$, $`\lambda (f)=f(p)`$. Then $`\{\lambda _j\}_{j=1}^{\mathrm{}}`$ converges weakly to $`\lambda `$ if and only if $`\{p_j\}_{j=1}^{\mathrm{}}`$ converges to $`p`$ in $`M`$.

Let $`\{\lambda _j\}_{j=1}^{\mathrm{}}`$ be a sequence of nonnegative linear functionals on $`C_{00}(M)`$ which is uniformly bounded on bounded subsets of $`M`$, and let $``$ be a dense subset of $`C_{00}(M)`$ with respect to restricted convergence. Assume that for every $`f`$ in $``$, $`\{\lambda _j(f)\}_{j=1}^{\mathrm{}}`$ is a convergent sequence of real numbers. Using the uniform boundedness of $`\{\lambda _j\}_{j=1}^{\mathrm{}}`$ on bounded subsets of $`M`$, one can check that $`\{\lambda _j(f)\}_{j=1}^{\mathrm{}}`$ is a convergent sequence of real numbers for every $`f`$ in $``$. Denoting the limit as $`\lambda (f)`$, one can also check that $`\lambda (f)`$ is a nonnegative linear functional on $`C_{00}(M)`$. Thus $`\{\lambda _j\}_{j=1}^{\mathrm{}}`$ converges weakly to $`\lambda `$ in the sense described above.

Suppose that $`\{\lambda _j\}_{j=1}^{\mathrm{}}`$ is a sequence of nonnegative linear functionals on $`C_{00}(M)`$ which is uniformly bounded on bounded subsets of $`M`$, and that $``$ is a dense subset of $`C_{00}(M)`$ with respect to restricted convergence which is at most countable as well. For any function $`f`$ in $`C_{00}(M)`$, the sequence $`\{\lambda _j(f)\}_{j=1}^{\mathrm{}}`$ is a bounded sequence of real numbers, and hence has a subsequence that converges. By standard arguments, there is a subsequence $`\{\lambda _{j_l}\}_{l=1}^{\mathrm{}}`$ of $`\{\lambda _j\}_{j=1}^{\mathrm{}}`$ such that $`\{\lambda _{j_l}(f)\}_{l=1}^{\mathrm{}}`$ is a convergent sequence of real numbers for every $`f`$ in $``$. As in the remarks in the preceding paragraph, $`\{\lambda _{j_l}\}_{l=1}^{\mathrm{}}`$ converges weakly to a nonnegative linear functional on $`C_{00}(M)`$.

### 4.4 A few basic inequalities

Let $`J_1,\mathrm{},J_n`$ be a collection of bounded intervals in the real line, and let $`a_1,\mathrm{},a_m`$ be positive real numbers. Consider the function

(4.84)
$$\varphi (x)=\underset{p=1}{\overset{m}{}}a_p\mathbf{\hspace{0.17em}1}_{J_p}(x)$$

on $`𝐑`$, and the associated quantity

(4.85)
$$\underset{p=1}{\overset{m}{}}a_p|J_p|,$$

which is the total integral of $`\varphi `$.

If $`L_1,\mathrm{},L_n`$ are disjoint intervals in $`𝐑`$, then

(4.86)
$$\underset{q=1}{\overset{n}{}}|JL_q||J|$$

for every interval $`J`$ in $`𝐑`$. As a result,

(4.87)
$$\underset{q=1}{\overset{n}{}}\underset{p=1}{\overset{m}{}}a_p|J_pL_q|\underset{p=1}{\overset{m}{}}a_p|J_p|.$$

If $`t`$ is a positive real number and $`L`$ is an interval in $`𝐑`$ such that $`\varphi (x)>t`$ for all $`xL`$, then

(4.88)
$$|L|t^1\underset{p=1}{\overset{m}{}}a_p|J_pL|.$$

Using this one can check that

(4.89)
$$HF_{con}^1(\{x𝐑:\varphi (x)>t\})t^1\underset{p=1}{\overset{m}{}}a_p|J_p|.$$

It may be that $`\varphi (x)t`$ for all $`x𝐑`$, so that the left side of (4.89) is equal to $`0`$, and the inequality holds automatically. If $`\{x𝐑:\varphi (x)>t\}\mathrm{}`$, then $`\{x𝐑:\varphi (x)>t\}`$ can be expressed as a finite union of bounded disjoint intervals, and the $`1`$-dimensional $`HF`$-content of this set is less than or equal to the sum of the lengths of these intervals. This permits one to derive (4.89) from (4.88).

Now suppose that $`A`$ is a nonempty set which is at most countable, and that $`\{J_p\}_{pA}`$ is a family of bounded open intervals in $`𝐑`$ indexed by $`A`$. Also let $`\{a_p\}_{pA}`$ be a family of positive real numbers indexed by $`p`$. As before, set

(4.90)
$$\varphi (x)=\underset{pA}{}a_p\mathbf{\hspace{0.17em}1}_{J_p}(x)$$

for $`x`$ in $`𝐑`$, and consider the associated quantity

(4.91)
$$\underset{pA}{}a_p|J_p|.$$

The restriction to open intervals here is not too serious, and one can always enlarge intervals slightly to get open intervals, without increasing the sum above too much.

It may be that $`\varphi (x)=+\mathrm{}`$ for some $`x`$’s, so that $`\varphi (x)`$ may be an extended real-valued function in this case. We shall be concerned with the situation where $`_{iI}a_i|J_i|`$ is finite, and we shall see that the set where $`\varphi (x)`$ is infinite is small in a reasonable sense.

Observe that for each positive real number $`t`$ and each $`x𝐑`$ such that $`\varphi (x)>t`$, there is a finite subset $`A_1`$ of $`A`$ such that

(4.92)
$$\underset{pA_1}{}a_p𝐉_p(x)>t.$$

Because the $`J_p`$’s are assumed to be open intervals, it is not difficult to check that

(4.93)
$$\{x𝐑:\varphi (x)>t\}$$

is an open subset of $`𝐑`$. In other words, $`\varphi (x)`$ is lower semicontinuous.

As before, notice that if $`L_1,\mathrm{},L_n`$ are disjoint intervals in $`𝐑`$, then

(4.94)
$$\underset{q=1}{\overset{n}{}}\underset{pA}{}a_p|J_pL_q|\underset{pA}{}a_p|J_p|.$$

This is again basically just a matter of rearranging sums.

If $`t`$ is a positive real number and $`L`$ is a closed and bounded interval in $`𝐑`$ such that $`\varphi (x)>t`$ for all $`x`$ in $`L`$, then

(4.95)
$$|L|t^1\underset{pA}{}a_p|J_pL|.$$

Indeed, because $`L`$ is compact, one can verify that there is a finite subset $`A_1`$ of $`A`$ such that

(4.96)
$$\underset{pA_1}{}a_p\mathbf{\hspace{0.17em}1}_{J_p}(x)>t\text{for all }xL,$$

so that (4.88) may be applied. Once one has (4.95) for closed and bounded intervals, the same inequality follows for arbitrary intervals, by approximating an arbitrary interval by closed and bounded subintervals.

If $`t`$ is a positive real number, then let us check that

(4.97)
$$H_{con}^1(\{x𝐑:\varphi (x)>t\})t^1\underset{pA}{}a_p|J_p|.$$

We may as well assume that there is at least one $`x𝐑`$ such that $`\varphi (x)>t`$, since otherwise the left side of the inequality is equal to $`0`$, and the inequality holds automatically. Because $`\{x𝐑:\varphi (x)>t\}`$ is an open subset of $`𝐑`$, it can be expressed as the union of a family $`\{L_q\}_{qB}`$ of disjoint open intervals in $`𝐑`$, where $`B`$ is a nonempty set which is at most countable. Thus it suffices to show that

(4.98)
$$\underset{qB}{}|L_q|t^1\underset{pA}{}a_p|J_p|.$$

To get this it is enough to show that for each finite subset $`B^{}`$ of $`B`$ and closed and bounded intervals $`L_q^{}L_q`$, $`qB^{}`$, we have that

(4.99)
$$\underset{qB^{}}{}|L_q^{}|t^1\underset{pA}{}a_p|J_p|.$$

By compactness, there is a finite subset $`A_1`$ of $`A`$ such that

(4.100)
$$\underset{pA_1}{}a_p\mathbf{\hspace{0.17em}1}_{J_p}(x)>t\text{for all }x\underset{qB^{}}{}L_q^{},$$

and it is enough to show that

(4.101)
$$\underset{qB^{}}{}|L_q^{}|t^1\underset{pA_1}{}a_p|J_p|.$$

This inequality can be derived from (4.88).

As a consequence of (4.97), notice that

(4.102)
$$H_{con}^1(\{x𝐑:\varphi (x)=+\mathrm{}\})=0$$

when $`_{pA}a_p|J_p|<\mathrm{}`$.

Now suppose that $`(M,d(x,y))`$ is a metric space, $`\alpha `$ is a real number such that $`\alpha 1`$, and $`f`$ is a $`C`$-Lipschitz real-valued function on $`M`$ for some $`C>0`$. Also let $`E`$ be a nonempty bounded subset of $`M`$, and let $`ϵ>0`$ be given. Because $`E`$ is assumed to be bounded, $`HF_{con}^\alpha (E)`$ is finite, and there is a finite collection of nonempty subsets $`V_1,\mathrm{},V_k`$ of $`M`$ such that $`E_{i=1}^kV_i`$ and

(4.103)
$$\underset{i=1}{\overset{k}{}}(diamV_i)^\alpha <HF_{con}^\alpha (E)+ϵ.$$

For $`i=1,\mathrm{},k`$, let $`J_i`$ be a closed and bounded interval in the real line such that $`f(V_i)J_i`$ and

(4.104)
$$diamJ_i=diamf(V_i)CdiamV_i.$$

Consider the function

(4.105)
$$\varphi (x)=\underset{i=1}{\overset{k}{}}(diamV_i)^{\alpha 1}\mathbf{\hspace{0.17em}1}_{J_i}(x)$$

for $`x𝐑`$. For each $`x𝐑`$, $`Ef^1(x)`$ is a subset of $`M`$ which is contained in the union of the $`V_i`$’s such that $`xJ_i`$. Hence

(4.106)
$$HF_{con}^{\alpha 1}(Ef^1(x))\varphi (x)$$

for each $`x𝐑`$. The analogue of (4.85) in this case is

$`{\displaystyle \underset{i=1}{\overset{k}{}}}(diamV_i)^{\alpha 1}|J_i|`$ $``$ $`C{\displaystyle \underset{i=1}{\overset{k}{}}}(diamV_i)^\alpha `$
$`<`$ $`CHF_{con}^\alpha (E)+Cϵ.`$
From (4.89) it follows that for each $`t>0`$,

$`HF_{con}^1(\{x𝐑:HF_{con}^{\alpha 1}(Ef^1(x))>t\})`$
$`t^1(CHF_{con}^\alpha (E)+Cϵ).`$
Since this is true for each $`ϵ>0`$, we get that

$`HF_{con}^1(\{x𝐑:HF_{con}^{\alpha 1}(Ef^1(x))>t\})`$
$`Ct^1HF_{con}^\alpha (E).`$
Similarly, suppose that $`E`$ is a nonempty subset of $`M`$ such that $`H_{con}^\alpha (E)<\mathrm{}`$, and let $`ϵ>0`$ be given. There is an at most countable collection $`\{V_i\}_{iI}`$ of nonempty subsets of $`M`$ such that $`E_{iI}V_i`$ and

(4.110)
$$\underset{iI}{}(diamV_i)^\alpha <H_{con}^\alpha (E)+ϵ.$$

Of course

(4.111)
$$diamf(V_i)CdiamV_i$$

for each $`iI`$. Choose a bounded open interval $`J_i`$ in $`𝐑`$ for each $`iI`$ so that $`f(V_i)J_i`$ and

(4.112)
$$\underset{iI}{}(diamV_i)^{\alpha 1}|J_i|<CH_{con}^\alpha (E)+Cϵ.$$

In other words, the length of $`J_i`$ may have to be strictly larger than $`diamf(V_i)`$ in order for $`J_i`$ to be an open interval which contains $`f(V_i)`$, and we ask that it be only a little bit larger in this way. Consider the function

(4.113)
$$\varphi (x)=\underset{iI}{}(diamV_i)^{\alpha 1}\mathbf{\hspace{0.17em}1}_{J_i}(x)$$

for $`x𝐑`$. As before, if $`x𝐑`$, then $`Ef^1(x)`$ is contained in the union of the $`V_i`$’s such that $`xJ_i`$, and thus

(4.114)
$$H_{con}^{\alpha 1}(Ef^1(x))\varphi (x).$$

Using (4.97) and (4.112) we get that

$`H_{con}^1(\{x𝐑:H_{con}^{\alpha 1}(Ef^1(x))>t\})`$
$`t^1(CH_{con}^\alpha (E)+Cϵ).`$
Because this holds for all $`ϵ>0`$, we obtain

$`H_{con}^1(\{x𝐑:H_{con}^{\alpha 1}(Ef^1(x))>t\})`$
$`Ct^1H_{con}^\alpha (E).`$
### 4.5 Topological and Hausdorff dimensions

Two general references are .

Let $`(M,d(x,y))`$ be a metric space. A subset $`W`$ of $`M`$ is said to be *clopen* if $`W`$ is both open and closed. Thus the empty set and $`M`$ itself are both clopen subsets of $`M`$, and $`M`$ has a nonempty proper subset which is clopen if and only if $`M`$ is not connected. Observe that finite unions and intersections of clopen sets are clopen.

We say that $`M`$ has topological dimension $`0`$ if for each $`x`$ in $`M`$ and $`ϵ>0`$ there is a clopen subset $`W`$ of $`M`$ such that $`x`$ is an element of $`W`$ and $`W`$ is a subset of $`B(x,ϵ)`$. Clearly, if two metric spaces are homeomorphic to each other and one of them has topological dimension $`0`$, then so does the other.

If $`E`$ is a nonempty subset of $`M`$, then we say that $`E`$ has topological dimension $`0`$ if it has topological dimension $`0`$ when viewed as a metric space in its own right, using the restriction of the metric $`d(x,y)`$ to $`E`$. It is convenient to say that the empty set has topological dimension equal to $`1`$. Notice that if a nonempty subset $`E`$ of $`M`$ has topological dimension $`0`$ and $`E_1`$ is a nonempty subset of $`E`$, then $`E_1`$ also has topological dimension $`0`$. As a basic class of examples, a nonempty subset of the real line has topological dimension $`0`$ if and only if it does not contain an interval of positive length.

It is easy to see that if $`M`$ has topological dimension $`0`$, then $`M`$ is totally disconnected, i.e., $`M`$ does not contain a connected subset with at least two elements. The converse holds when $`M`$ is compact, or merely locally compact. This can be derived from Lemma 4.59. It is known that there are nonempty bounded subsets of the plane which are totally disconnected and which become connected after the addition of a single point. Such a set does not have topological dimension $`0`$, as can be shown using results described later in this section.

Suppose that $`E`$ is a nonempty closed subset of $`M`$. In this case, $`E`$ has topological dimension $`0`$ if and only if for every $`x`$ in $`E`$ and every $`ϵ>0`$ there are closed subsets $`F_1`$, $`F_2`$ of $`E`$ such that $`x`$ is an element of $`F_1`$, $`F_1`$ is a subset of $`B(x,ϵ)`$, $`F_1F_2=\mathrm{}`$, and $`F_1F_2=E`$.

###### Lemma 4.117

Let $`(M,d(x,y))`$ be a metric space with topological dimension $`0`$. Suppose that $`K`$ is a compact subset of $`M`$ and that $`U`$ is an open subset of $`M`$ such that $`KU`$. Then there is a clopen subset $`W`$ of $`M`$ such that $`KWU`$.

Indeed, the assumption that $`M`$ has topological dimension $`0`$ implies that for each point $`p`$ in $`K`$ there is a clopen subset $`W(p)`$ of $`M`$ such that $`pW(p)`$ and $`W(p)U`$. Because $`K`$ is compact, there exist a finite collection $`p_1,\mathrm{},p_n`$ of points in $`K`$ such that $`K_{i=1}^nW(p_i)`$. If we take $`W=_{i=1}^nW(p_i)`$, then $`W`$ is clopen and $`KWU`$, as desired.

###### Proposition 4.118

Let $`(M,d(x,y))`$ be a separable metric space with topological dimension $`0`$. If $`F_1`$, $`F_2`$ are disjoint closed subsets of $`M`$, then there are clopen subsets $`V_1`$, $`V_2`$ of $`M`$ such that $`F_1V_1`$, $`F_2V_2`$, $`V_1V_2=\mathrm{}`$, and $`V_1V_2=M`$.

Notice that if $`F_1`$ or $`F_2`$ is compact, then this follows from Lemma 4.117.

Because $`M`$ has topological dimension $`0`$, one can choose for each $`p`$ in $`M`$ a clopen subset $`U(p)`$ of $`M`$ such that $`p`$ is an element of $`U(p)`$ and either $`U(p)F_1=\mathrm{}`$ or $`U(p)F_2=\mathrm{}`$. The assumption that $`M`$ be separable implies that $`M`$ is countably compact, and hence there is a sequence $`\{p_j\}_{j=1}^{\mathrm{}}`$ of points in $`M`$ such that $`M=_{j=1}^{\mathrm{}}U(p_j)`$.

Define subsets $`W_j`$ of $`M`$ for $`j1`$ by $`W_1=U(p_1)`$, $`W_j`$ is equal to $`U(p_j)`$ minus the union of the $`U(p_i)`$’s for $`1i<j`$. Thus for each $`j`$ we have that $`W_j`$ is a clopen subset of $`M`$, $`W_jU(p_j)`$,

(4.119)
$$\underset{i=1}{\overset{j}{}}W_i=\underset{i=1}{\overset{j}{}}U(p_i),$$

and therefore

(4.120)
$$\underset{i=1}{\overset{\mathrm{}}{}}W_i=M.$$

The $`W_j`$’s are also pairwise disjoint, by construction. Let $`V_1`$ be the union of the $`W_i`$’s which intersect $`F_1`$, and let $`V_2`$ be the union of all the other $`W_i`$’s. Then $`V_1V_2=\mathrm{}`$, $`V_1V_2=M`$, $`F_1V_1`$, and $`F_2V_2`$. Because the $`W_i`$’s are all clopen, $`V_1`$ and $`V_2`$ are both open sets, and hence they are closed sets as well. This proves the proposition.

Let us reformulate the proposition for closed subsets of a metric space as follows. If $`(M,d(x,y))`$ is a separable metric space and $`E`$ is a nonempty closed subset of $`M`$ with topological dimension $`0`$, and if $`F_1`$, $`F_2`$ are disjoint closed subsets of $`E`$, then there are disjoint closed subsets $`\widehat{F}_1`$, $`\widehat{F}_2`$ of $`M`$ such that $`F_1\widehat{F}_1`$, $`F_2\widehat{F}_2`$, and $`\widehat{F}_1\widehat{F}_2=E`$.

Here is another formulation which is sometimes more convenient. Suppose that $`(M,d(x,y))`$ is a separable metric space, $`E`$ is a nonempty closed subset of $`M`$ with topological dimension $`0`$, and that $`F_1`$, $`F_2`$ are disjoint closed subsets of $`M`$. Then there are disjoint closed subsets $`\stackrel{~}{F}_1`$, $`\stackrel{~}{F}_2`$ of $`M`$ such that $`F_1\stackrel{~}{F}_1`$, $`F_2\stackrel{~}{F}_2`$, and $`E\stackrel{~}{F}_1\stackrel{~}{F}_2`$.

Now suppose that $`(M,d(x,y))`$ is a separable metric space, and that $`E_1`$, $`E_2`$ are two nonempty closed subsets of $`M`$ with topological dimension $`0`$. Let us check that the union $`E_1E_2`$ has topological dimension $`0`$ too. Let $`A`$, $`B`$ be disjoint closed subsets of $`E_1E_2`$. Using the result mentioned in the previous paragraph, one can get disjoint closed subsets of $`M`$ which contain $`A`$, $`B`$, respectively, and whose union contains $`E_1E_2`$. More precisely, one first enlarges $`A`$, $`B`$ to disjoint closed subsets $`A_1`$, $`B_1`$ of $`M`$ such that $`AA_1`$, $`BB_1`$, and $`E_1A_1B_1`$. Then one enlarges $`A_1`$, $`B_1`$ to get disjoint closed subsets $`A_2`$, $`B_2`$ of $`M`$ such that $`A_1A_2`$, $`B_1B_2`$, and $`E_2A_2B_2`$. Thus $`A_2`$, $`B_2`$ are disjoint closed subsets of $`M`$ which satisfy $`AA_2`$, $`BB_2`$, and $`E_1E_2A_2B_2`$. From this it follows that $`E_1E_2`$ has topological dimension $`0`$.

In fact there is a version of this for sequences of closed sets with topological dimension $`0`$. Specifically, let $`(M,d(x,y))`$ be a separable metric space, and let $`\{E_j\}_{j=1}^{\mathrm{}}`$ be a sequence of nonempty closed subsets of $`M`$ with topological dimension $`0`$. Under these conditions, $`_{j=1}^{\mathrm{}}E_j`$ has topological dimension $`0`$ as well. Without loss of generality, we may assume that $`M=_{j=1}^{\mathrm{}}E_j`$. Let $`A`$, $`B`$ be disjoint closed subsets of $`M`$. We would like to show that there are disjoint closed subsets of $`M`$ which contain $`A`$, $`B`$, respectively, and whose union is equal to $`M`$.

Basically, we would like to repeat the process as before, but now it is not clear that the union over all $`j1`$ leads to closed subsets of $`M`$. This can be fixed using normality of $`M`$. Because $`E_1`$ has topological dimension $`0`$, there are disjoint closed subsets $`A_1`$, $`B_1`$ of $`M`$ such that $`AA_1`$, $`BB_1`$, and $`E_1A_1B_1`$. By the normality of $`M`$, there are disjoint closed subsets $`\stackrel{~}{A}_1`$, $`\stackrel{~}{B}_1`$ of $`M`$ such that $`A_1`$ is contained in the interior of $`\stackrel{~}{A}_1`$ and $`B_1`$ is contained in the interior of $`\stackrel{~}{B}_1`$. Next, one uses the hypothesis that $`E_2`$ has topological dimension $`0`$ to obtain disjoint closed subsets $`A_2`$, $`B_2`$ of $`M`$ such that $`\stackrel{~}{A}_1A_2`$, $`\stackrel{~}{B}_1B_2`$, and $`E_2A_2B_2`$. Again normality can be applied to get disjoint closed subsets of $`M`$ which contain $`A_2`$, $`B_2`$ in their interiors. Repeating the process we obtain for each $`j`$ closed subsets $`A_j`$, $`B_j`$, $`\stackrel{~}{A}_j`$, $`\stackrel{~}{B}_j`$ such that $`A_jB_j=\mathrm{}`$, $`\stackrel{~}{A}_j\stackrel{~}{B}_j=\mathrm{}`$, and $`E_jA_jB_j`$ for all $`j`$, $`A_j`$, $`B_j`$ are contained in the interiors of $`\stackrel{~}{A}_j`$, $`\stackrel{~}{B}_j`$, respectively, $`\stackrel{~}{A}_jA_{j+1}`$ and $`\stackrel{~}{B}_jB_{j+1}`$, and $`AA_1`$, $`BB_1`$. Thus

(4.121)
$$\underset{j=1}{\overset{\mathrm{}}{}}A_j=\underset{j=1}{\overset{\mathrm{}}{}}\stackrel{~}{A}_j,\underset{j=1}{\overset{\mathrm{}}{}}B_j=\underset{j=1}{\overset{\mathrm{}}{}}\stackrel{~}{B}_j.$$

If we set $`U=_{j=1}^{\mathrm{}}A_j`$ and $`V=_{j=1}^{\mathrm{}}B_j`$, then we have that $`AU`$, $`BV`$, $`UV=\mathrm{}`$, $`UV=M`$, and $`U`$, $`V`$ are both open subsets of $`M`$. Hence they are also closed, and it follows that $`M`$ has topological dimension $`0`$.

A nice consequence of this is that if $`E_1`$, $`E_2`$ are nonempty subsets of $`M`$ with topological dimension $`0`$ and $`E_1E_2=M`$, and if $`E_1`$ is closed, then $`M`$ has topological dimension $`0`$. We already saw an argument for this when both $`E_1`$ and $`E_2`$ are closed, and it does not work for arbitrary subsets of $`M`$, since the real line is the union of the rationals and irrationals, each of which have topological dimension $`0`$. If $`E_1`$ is closed, then $`M\backslash E_1`$ is open, and it also has topological dimension $`0`$, since it is a subset of $`E_2`$. An open set can be expressed as the union of a sequence of closed sets, and it follows that $`M`$ can be expressed as the union of a sequence of closed subsets with topological dimension $`0`$, and hence has topological dimension $`0`$ itself.

Now suppose that $`M`$ has $`1`$-dimensional Hausdorff content equal to $`0`$. By countable subadditivity, this holds if $`M`$ can be expressed as the union of a sequence of subsets with $`1`$-dimensional Hausdorff content equal to $`0`$. If $`f`$ is a real-valued function on $`M`$ which is Lipschitz, or countably-Lipschitz, then $`f(M)`$ is a subset of the real line with $`1`$-dimensional Hausdorff content equal to $`0`$, and in particular $`f(M)`$ does not contain an interval of positive length. By choosing $`f(x)`$ to be of the form $`d(p,x)`$, where $`p`$ is any element of $`M`$, it follows that there are plenty of balls in $`M`$ which are clopen sets, and hence that $`M`$ has topological dimension $`0`$. One can also use this to find plenty of disjoint closed sets whose union is equal to $`M`$ and which contain a given pair of disjoint closed subsets of $`M`$.

If $`n`$ is a positive integer, then $`M`$ is said to have topological dimension $`n`$ if for every point $`x`$ in $`M`$ and every $`ϵ>0`$ there is an open subset $`U`$ of $`M`$ such that $`xU`$, $`UB(x,ϵ)`$, and $`U`$ has topological dimension $`n1`$, as a metric space itself. In other words, the property of having topological dimension $`n`$ is defined inductively on $`n`$.

Suppose that $`M`$ has $`(n+1)`$-dimensional Hausdorff content equal to $`0`$, and that $`f:MN`$ is Lipschitz, or countably Lipschitz. Then $`f^1(t)`$ has $`n`$-dimensional Hausdorff content equal to $`0`$ for all $`t𝐑`$ except for a set of $`1`$-dimensional Hausdorff content equal to $`0`$. In particular, this holds for a dense set of $`t`$’s. Using this it is easy to see that $`M`$ has topological dimension $`n`$ in this case.

## Chapter 5 Miscellaneous, 2

### 5.1 Some geometry and analysis on the real line

Let $``$ be a nonempty finite collection of intervals in the real line. Now, if $`J_1`$, $`J_2`$, and $`J_3`$ are intervals in $`𝐑`$ which contain at least one point in common, then it is easy to see that one of these three intervals is contained in the other two. Using this simple observation, it follows that there is a subcollection $`_1`$ of $``$ such that

(5.1)
$$\underset{J_1}{}J=\underset{J}{}J$$

and any element of $`𝐑`$ is contained in at most $`2`$ intervals in $``$.

Now suppose that $`\mu (x)`$ is a monotone increasing function on the real line which is bounded, and set

(5.2)
$$A=\underset{x𝐑}{inf}\mu (x),B=\underset{x𝐑}{sup}\mu (x).$$

Because $`\mu `$ is monotone increasing, we have that $`\mu (x)A`$ as $`x\mathrm{}`$ and $`\mu (x)B`$ as $`x+\mathrm{}`$. Thus, for each $`ϵ>0`$, there are real numbers $`L`$, $`N`$ such that

(5.3)
$$\mu (x)A+ϵ$$

when $`xL`$ and

(5.4)
$$\mu (x)Bϵ$$

when $`xN`$. For each $`x𝐑`$, put

(5.5)
$$\mu (x)=\underset{yx}{lim}\mu (y),\mu (x+)=\underset{yx+}{lim}\mu (x+).$$

It will be convenient to set $`\mu (\mathrm{})=A`$ and $`\mu (+\mathrm{})=B`$.

Let $`J`$ be an interval in $`𝐑`$, and let us define the $`\mu `$-length of $`J`$, denoted $`\mu (J)`$, as follows. First, if $`J`$ is of the form $`(u,v)`$, then we set

(5.6)
$$\mu (J)=\mu (v)\mu (u+).$$

Second, if $`J`$ is of the form $`[u,v)`$, then we set

(5.7)
$$\mu (J)=\mu (v)\mu (u).$$

Third, if $`J`$ is of the form $`(u,v]`$, then we set

(5.8)
$$\mu (J)=\mu (v+)\mu (u+).$$

Fourth, if $`J`$ is of the form $`[u,v]`$, then we set

(5.9)
$$\mu (J)=\mu (v+)\mu (u).$$

In this case it may be that $`u=v`$, so that $`J`$ consists of a single point. When $`J`$ consists of a single point, $`\mu (J)=0`$ if and only if $`\mu `$ is continuous at that point.

Notice that

(5.10)
$$\mu (𝐑)=BA.$$

If $`J_1,\mathrm{},J_l`$ are disjoint intervals in $`𝐑`$, then it is not hard to check that

(5.11)
$$\underset{i=1}{\overset{l}{}}\mu (J_i)BA.$$

If instead $`J_1,\mathrm{},J_l`$ are intervals in $`𝐑`$ such that each point in $`𝐑`$ is contained in at most two of the $`J_i`$’s, then

(5.12)
$$\underset{i=1}{\overset{l}{}}\mu (J_i)2(BA).$$

Again, this is not too difficult to verify.

Fix a real number $`\alpha `$ such that $`0<\alpha 1`$, and define a function $`\mu _\alpha ^{}(x)`$ on $`𝐑`$ by

$`\mu _\alpha ^{}(x)=`$
$`sup\{{\displaystyle \frac{\mu (J)}{|J|^\alpha }}:J\text{ is a bounded open interval in }𝐑\text{ such that }xJ\},`$
where $`|J|`$ denotes the ordinary length of $`J`$, as usual. Thus $`\mu _\alpha ^{}(x)0`$, and $`\mu _\alpha ^{}(x)=+\mathrm{}`$ is possible, although it does not happen too much, as we shall see.

If $`\mu (x)`$ is constant, then $`\mu (J)=0`$ for all intervals $`J`$ in $`𝐑`$, and $`\mu _\alpha ^{}(x)=0`$ for all $`x`$. Let us assume that $`\mu (x)`$ is not constant, which implies that $`\mu _\alpha ^{}(x)>0`$ for all $`x𝐑`$.

Fix a positive real number $`t`$, and consider the set

(5.14)
$$\{x𝐑:\mu _\alpha ^{}(x)>t\}.$$

If $`\mu _\alpha ^{}(x)>t`$, then there is a bounded open interval $`J`$ in $`𝐑`$ such that $`xJ`$ and

(5.15)
$$\frac{\mu (J)}{|J|^\alpha }>t.$$

Thus $`\mu _\alpha ^{}(y)>t`$ for all $`yJ`$ in these circumstances, so that $`J`$ is contained in the set (5.14). This shows that (5.14) is an open subset of $`𝐑`$. Also,

(5.16)
$$\frac{\mu (J)}{|J|^\alpha }>t\text{ implies that }|J|t^{1/\alpha }(BA)^\alpha .$$

Suppose that $`K`$ is a compact subset of (5.14). Thus each element of $`K`$ is contained in a bounded open interval $`J`$ such that $`|J|^\alpha <t^1\mu (J)`$. Because of compactness, $`K`$ is contained in the union of finitely many such intervals. Using the remark at the beginning of the section, there are finitely many bounded open intervals $`J_1,\mathrm{},J_l`$ in $`𝐑`$ such that

(5.17)
$$K\underset{i=1}{\overset{l}{}}J_i,$$

each point in $`𝐑`$ is contained in at most two of the $`J_i`$’s, and

(5.18)
$$|J_i|^\alpha <t^1\mu (J_i)$$

for each $`i`$. Thus

(5.19)
$$HF_{con}^\alpha (K)\underset{i=1}{\overset{l}{}}|J_i|^\alpha <\underset{i=1}{\overset{l}{}}t^1\mu (J_i)2t^1(BA).$$

Suppose that $`\alpha =1`$, and let us check that

(5.20)
$$H^1(\{x𝐑:\mu _1^{}(x)>t\})2t^1(BA).$$

We know that (5.14) is an open subset of the real line, so that it is either empty or it can be expressed as the union of an at most countable family of disjoint open intervals in $`𝐑`$, and to show (5.20) it is enough to show that the sum of the lengths of these intervals is less than or equal to $`2t^1(BA)`$. It suffices to show that the sum of the lengths of any finite collection of these open intervals is less than or equal to $`2t^1(BA)`$, and to get this it is enough to show that the sum of the lengths of any finite collection of pairwise disjoint closed and bounded intervals contained in (5.14) is less than or equal to $`2t^1(BA)`$. This last assertion follows from (5.19) with $`\alpha =1`$.

Let $`E`$ be the set of $`x𝐑`$ such that

(5.21) $`\underset{yx}{lim\; inf}{\displaystyle \frac{\mu (x)\mu (y)}{xy}},\underset{yx}{lim\; sup}{\displaystyle \frac{\mu (x)\mu (y)}{xy}},`$
$`\underset{yx+}{lim\; inf}{\displaystyle \frac{\mu (y)\mu (x)}{yx}},\underset{yx+}{lim\; sup}{\displaystyle \frac{\mu (y)\mu (x)}{yx}}`$
are finite and equal to each other. One can show that

(5.22)
$$H_{con}^1(E)=0.$$

In other words, $`\mu `$ is differentiable almost everywhere on $`𝐑`$, in the sense that the set of exceptions has $`1`$-dimensional Hausdorff content equal to $`0`$.

### 5.2 Products of nonnegative linear functionals

Let $`(M_1,d_1(,)`$ and $`(M_2,d_2(,))`$ be metric spaces. Consider the metric space which is the Cartesian product $`M_1\times M_2`$, consisting of ordered pairs $`(x,y)`$ with $`xM_1`$ and $`yM_2`$, equipped with the metric

(5.23)
$$\rho ((x,y),(x^{},y^{}))=d_1(x,x^{})+d_2(y,y^{}).$$

There are other natural choices for the metric on $`M_1\times M_2`$, such as the maximum of $`d_1(x,x^{})`$, $`d_2(y,y^{})`$, and which are equivalent in terms of the topology that they determine.

Notice that if $`U_1`$, $`U_2`$ are open subsets of $`M_1`$, $`M_2`$, respectively, then $`U_1\times U_2`$ is an open subset of $`M_1\times M_2`$. In fact these subsets of $`M_1\times M_2`$ form a basis for the topology of $`M_1\times M_2`$. Similarly, the Cartesian product of two closed subsets of $`M_1`$, $`M_2`$ is a closed subset of $`M_1\times M_2`$. If $`\{(x_j,y_j)\}_{j=1}^{\mathrm{}}`$ is a sequence of points in $`M_1\times M_2`$ and $`(x,y)`$ is another point in $`M_1\times M_2`$, then $`\{(x_j,y_j)\}_{j=1}^{\mathrm{}}`$ converges to $`(x,y)`$ in $`M_1\times M_2`$ if and only if $`\{x_j\}_{j=1}^{\mathrm{}}`$ converges to $`x`$ in $`M_1`$ and $`\{y_j\}_{j=1}^{\mathrm{}}`$ converges to $`y`$ in $`M_2`$. If $`K_1`$, $`K_2`$ are compact subsets of $`M_1`$, $`M_2`$, respectively, then $`K_1\times K_2`$ is a compact subset of $`M_1\times M_2`$.

As in Section 4.3, let us assume that closed and bounded subsets of $`M_1`$ and $`M_2`$ are compact. This implies that closed and bounded subsets of $`M_1\times M_2`$ are compact as well. Suppose that $`\lambda _1`$, $`\lambda _2`$ are nonnegative linear functionals on $`C_{00}(M_1)`$, $`C_{00}(M_2)`$, respectively. We want to define a corresponding nonnegative linear functional $`\lambda _1\times \lambda _2`$ on $`C_{00}(M_1\times M_2)`$.

What should $`\lambda _1\times \lambda _2`$ be like? A basic property is that if $`\varphi _1`$, $`\varphi _2`$ are functions in $`C_{00}(M_1)`$, $`C_{00}(M_2)`$, respectively, then $`\varphi (x,y)=\varphi _1(x)\varphi _2(y)`$ is a function in $`C_{00}(M_1\times M_2)`$, and we would like to have

(5.24)
$$(\lambda _1\times \lambda _2)(\varphi )=\lambda _1(\varphi _1)\lambda _2(\varphi _2).$$

In fact this property characterizes $`\lambda _1\times \lambda _2`$ uniquely, because linear combinations of functions of the form

(5.25)
$$\varphi (x,y)=\varphi _1(x)\varphi _2(y),\varphi _1C_{00}(M_1),\varphi _2C_{00}(M_2),$$

are dense in $`C_{00}(M_1\times M_2)`$ with respect to restricted convergence.

We can define $`\lambda _1\times \lambda _2`$ in a more direct manner as follows. Suppose that $`\varphi (x,y)`$ is any function in $`C_{00}(M_1\times M_2)`$. For each $`yM_2`$, we can consider $`\varphi (x,y)`$ as a function of $`x`$ on $`M_1`$, which is an element of $`C_{00}(M_1)`$. Let us write this as $`\varphi _{1,y}(x)`$. Thus

(5.26)
$$\lambda _1(\varphi _{1,y})$$

is a real number for each $`yM_2`$, and it is not hard to see that this defines a function on $`M_2`$ which lies in $`C_{00}(M_2)`$. Therefore, we can apply $`\lambda _2`$ to this function to get a real number, and we can define $`(\lambda _1\times \lambda _2)(\varphi )`$ to be this number. One can easily verify that this defines a nonnegative linear functional on $`C_{00}(M_1\times M_2)`$ which satisfies the condition (5.24).

We can just as well do this in the other order. If $`\varphi (x,y)`$ is a function in $`C_{00}(M_1\times M_2)`$, then $`\varphi _{2,x}(y)=\varphi (x,y)`$ is a function in $`C_{00}(M_2)`$ for each $`xM_1`$. As a result, we can apply $`\lambda _2`$ to this function for each $`xM_1`$ to obtain a real number $`\lambda _2(\varphi _{2,x})`$, and this defines a function in $`C_{00}(M_1)`$. We can apply $`\lambda _1`$ to this function to get a real number, which provides an alternate approach to defining $`(\lambda _1\times \lambda _2)(\varphi )`$.

The approaches to defining $`\lambda _1\times \lambda _2`$ described in the preceding two paragraphs give the same answer, because they both define nonnegative linear functionals on $`C_{00}(M_1\times M_2)`$ which agree on linear combinations of functions of the form (5.25). This statement is analogous to the familiar fact in advanced calculus that double integrals can be given in terms of iterated integrals in either order.

Note that if $`\lambda _1`$, $`\lambda _2`$ are bounded nonnegative linear functionals on $`C_{00}(M_1)`$, $`C_{00}(M_2)`$, respectively, then the product $`\lambda _1\times \lambda _2`$ is a bounded nonnegative linear functional on $`C_{00}(M_1\times M_2)`$. More precisely, if $`C_1`$, $`C_2`$ are nonnegative real numbers such that

(5.27)
$$|\lambda _1(\varphi _1)|C_1\varphi _1_{sup,M_1}$$

for all $`\varphi _1`$ in $`C_{00}(M_1)`$, and

(5.28)
$$|\lambda _2(\varphi _2)|C_2\varphi _2_{sup,M_2}$$

for all $`\varphi _2`$ in $`C_{00}(M_2)`$, then

(5.29)
$$|(\lambda _1\times \lambda _2)(\varphi )|C_1C_2\varphi _{sup,M_1\times M_2}$$

for all $`\varphi `$ in $`C_{00}(M_1\times M_2)`$. Here we write $`f_{sup,M}`$ for the supremum norm of a real-valued function $`f`$ on a metric space $`M`$.

If $`\lambda _1`$, $`\lambda _2`$ are bounded, so that $`\lambda _1\times \lambda _2`$ is also bounded, then $`\lambda _1`$, $`\lambda _2`$, and $`\lambda _1\times \lambda _2`$ have natural extensions to bounded nonnegative linear functionals on $`C_b(M_1)`$, $`C_b(M_2)`$, and $`C_b(M_1\times M_2)`$, respectively, as in Section 4.3. For these extensions we continue to have that

(5.30)
$$(\lambda _1\times \lambda _2)(\varphi )=\lambda _1(\varphi _1)\lambda _2(\varphi _2)$$

for $`\varphi _1`$ in $`C_b(M_1)`$ and $`\varphi _2`$ in $`C_b(M_2)`$, where $`\varphi (x,y)=\varphi _1(x)\varphi _2(y)`$.

Suppose that $`\lambda _1`$, $`\lambda _2`$ are nonnegative linear functionals on $`C_{00}(M_1)`$, $`C_{00}(M_2)`$, with supports equal to $`F_1M_1`$, $`F_2M_2`$, respectively. One can check that the support of $`\lambda _1\times \lambda _2`$ in $`M_1\times M_2`$ is equal to $`F_1\times F_2`$. In particular, if $`\lambda _1`$, $`\lambda _2`$ have compact supports in $`M_1`$, $`M_2`$, then $`\lambda _1\times \lambda _2`$ has compact support in $`M_1\times M_2`$.

### 5.3 Some harmonic analysis

Fix a positive integer $`n`$, and let us consider $`𝐑^n`$ with its usual metric.

Let $`\lambda `$ be a nonnegative linear functional on $`C_{00}(𝐑^n)`$, and let $`f`$ be a function in $`C_{00}(𝐑^n)`$. For each $`y𝐑^n`$, put

(5.31)
$$f_y(x)=f(yx).$$

Consider $`\lambda (f_y)`$, as a real-valued function of $`y`$ on $`𝐑^n`$. This function is called the *convolution of $`\lambda `$ and $`f`$*, and we shall denote it $`(\lambda f)(y)`$. It is not difficult to show that $`\lambda (f_y)`$ is continuous as a function of $`y`$.

If $`\lambda `$ has compact support in $`𝐑^n`$, then the convolution $`(\lambda f)(y)`$ can be defined for any continuous real-valued function $`f`$ on $`𝐑^n`$, and one can check that $`(\lambda f)(y)`$ is again continuous. If both $`\lambda `$ and $`f`$ have compact support in $`𝐑^n`$, then the convolution $`\lambda f`$ has compact support in $`𝐑^n`$.

When $`\lambda `$ is a bounded nonnegative linear functional on $`C_{00}(𝐑^n)`$, we have a natural extension of $`\lambda `$ to a bounded nonnegative linear functional on $`C_b(𝐑^n)`$, as in Section 4.3. In this case the convolution $`(\lambda f)(y)`$ can be defined for all bounded continuous real-valued functions $`f`$ on $`𝐑^n`$, and one can check that the convolution is again a bounded continuous function on $`𝐑^n`$. More precisely, if $`\lambda `$ is bounded with constant $`C0`$, then

(5.32)
$$\lambda f_{sup}Cf_{sup}.$$

Let $`\lambda `$ be a bounded nonnegative linear functional on $`C_{00}(𝐑^n)`$, with its natural extension to a bounded nonnegative linear functional on $`C_b(𝐑^n)`$. We can extend $`\lambda `$ to a functional defined on complex-valued functions on $`M`$, by setting

(5.33)
$$\lambda (f_1+if_2)=\lambda (f_1)+i\lambda (f_2)$$

when $`f_1`$, $`f_2`$ are real-valued functions on $`M`$. For each $`w𝐑^n`$, let $`E^w(x)`$ be the complex exponential function on $`𝐑^n`$ defined by

(5.34)
$$E^w(x)=\mathrm{exp}(2\pi ixw),$$

where $`xw`$ is the usual inner product on $`𝐑^n`$,

(5.35)
$$xw=\underset{j=1}{\overset{n}{}}x_jw_j.$$

Recall that

(5.36)
$$|E^w(x)|=1\text{ and }\overline{E^w(x)}=E^w(x)$$

for all $`x𝐑^n`$, where $`\overline{a}`$ denotes the complex conjugate of a complex number $`a`$, and

(5.37)
$$E^w(x+y)=E^w(x)E^w(y)$$

for all $`x,y𝐑^n`$. Define the *Fourier transform* of $`\lambda `$ to be the function $`\widehat{\lambda }(w)`$ on $`𝐑^n`$ given by

(5.38)
$$\widehat{\lambda }(w)=\lambda (E^w).$$

One can check that $`\widehat{\lambda }`$ is a bounded continuous function on $`𝐑^n`$, and more precisely that if $`\lambda `$ is a bounded nonnegative linear functional with constant $`C`$, then

(5.39)
$$\widehat{\lambda }_{sup}C.$$

It is easy to see from the definitions that

(5.40)
$$\lambda E^w(y)=\widehat{\lambda }(w)E^w(y).$$

In other words, $`E^w`$ is an eigenfunction for the linear operator

(5.41)
$$f\lambda f$$

on $`C_b(𝐑^n)`$, with eigenvalue $`\widehat{\lambda }(w)`$.

If $`\lambda _1`$, $`\lambda _2`$ are nonnegative linear functionals on $`C_{00}(𝐑^n)`$, then we can try to define the convolution $`\lambda _1\lambda _2`$, as a nonnegative linear functional on $`C_{00}(𝐑^n)`$, by

(5.42)
$$(\lambda _1\lambda _2)(f)=(\lambda _1\times \lambda _2)(F),F(x,y)=f(x+y).$$

This makes sense if $`\lambda _1`$, $`\lambda _2`$ are both bounded, in which case $`\lambda _1\lambda _2`$ is also a bounded nonnegative linear functional on $`C_{00}(𝐑^n)`$, and in fact one can let $`f`$ be a bounded continuous real-valued function on $`𝐑^n`$. To be more precise, if $`\lambda _1`$, $`\lambda _2`$ are bounded with constants $`C_1`$, $`C_2`$, then $`\lambda _1\lambda _2`$ is bounded with constant $`C_1C_2`$. If at least one of $`\lambda _1`$, $`\lambda _2`$ has compact support, and $`f`$ is a continuous real-valued function on $`𝐑^n`$ with compact support, then one can show that the definition of $`(\lambda _1\lambda _2)(f)`$ also makes sense. Observe that when both $`\lambda _1`$, $`\lambda _2`$ have compact support, the convolution $`\lambda _1\lambda _2`$ has compact support as well, and one can use any continuous real-valued function $`f`$ on $`𝐑^n`$ in the formula above.

This notion of convolution is compatible with the previous one in the sense that

(5.43)
$$(\lambda _1\lambda _2)f=\lambda _1(\lambda _2f)$$

in the situations where the convolutions are defined, as one can verify. It is clear from the definition of $`\lambda _1\lambda _2`$ that

(5.44)
$$\lambda _1\lambda _2=\lambda _2\lambda _1.$$

If $`\lambda _1`$, $`\lambda _2`$ are bounded nonnegative linear functionals on $`C_{00}(𝐑^n)`$, then

(5.45)
$$(\lambda _1\lambda _2)^\widehat{}(w)=\widehat{\lambda _1}(w)\widehat{\lambda _2}(w)$$

for all $`w𝐑^n`$.

These notions also apply to the case of the $`n`$-dimensional torus $`𝐓^n=𝐑^n/𝐙^n`$. Because $`𝐓^n`$ is compact, $`C(𝐓^n)=C_{00}(𝐓^n)`$, and a nonnegative linear functional $`\lambda `$ on $`C(𝐙^n)`$ is automatically bounded with constant $`C=\lambda (1)`$. If $`f`$ is any continuous function on $`𝐓^n`$, then $`\lambda f`$ can be defined as before, and is a continuous function on $`𝐓^n`$. When $`w𝐙^n`$, the complex exponential function $`E^w`$ can be viewed as a function on $`𝐓^n`$, since it is periodic, and we define the Fourier transform $`\widehat{\lambda }`$ of $`\lambda `$ to be the function on $`𝐙^n`$ given by $`\widehat{\lambda }(w)=\lambda (E^w)`$. As before, $`\lambda E^w(y)=\widehat{\lambda }(w)E^w(y)`$. If $`\lambda _1`$, $`\lambda _2`$ are two nonnegative linear functionals on $`C(𝐓^n)`$, then the convolution $`\lambda _1\lambda _2`$ can be defined in the same way as before, to give another nonnegative linear functional on $`C(𝐓^n)`$. Again we have that $`\lambda _1\lambda _2=\lambda _2\lambda _1`$, $`(\lambda _1\lambda _2)f=\lambda _1(\lambda _2f)`$ for any continuous function $`f`$ on $`𝐓^n`$, and $`(\lambda _1\lambda _2)^\widehat{}(w)=\widehat{\lambda }_1(w)\widehat{\lambda }_2(w)`$ for all $`w𝐙^n`$.

Similarly, these notions can be applied to $`𝐙^n`$ as well. Every function on $`𝐙^n`$ is continuous, and $`C_{00}(𝐙^n)`$, $`C_b(𝐙^n)`$ simply consist of the functions on $`𝐙^n`$ which have finite support or which are bounded, respectively. The convolution $`\lambda f`$ can be defined as before when $`\lambda `$ is a nonnegative linear functional on $`C_{00}(𝐙^n)`$ and $`f`$ is a function on $`𝐙^n`$ with finite support, or when $`\lambda `$ is a bounded nonnegative linear functional on $`C_{00}(𝐙^n)`$ and $`f`$ is a bounded function on $`𝐙^n`$, or when $`\lambda `$ is a nonnegative linear functional on $`C_{00}(𝐙^n)`$ with finite support and $`f`$ is any function on $`𝐙^n`$. When $`\lambda `$ and $`f`$ are bounded, so is the convolution $`\lambda f`$. In this case we can view the complex exponential $`E^w(x)`$ as defining a function of $`x`$ on $`𝐙^n`$ for all $`w𝐓^n`$. This is because $`E^{w_1}`$ and $`E^{w_2}`$ define the same function on $`𝐙^n`$ when $`w_1w_2𝐙^n`$, so that we can think of $`E^w(x)`$ for $`x𝐙^n`$ as being defined for each $`w𝐓^n=𝐑^n/𝐙^n`$. If $`\lambda `$ is a bounded nonnegative linear functional on $`C_{00}(𝐙^n)`$, then the Fourier transform $`\widehat{\lambda }(w)`$ is now viewed as a function on $`𝐓^n`$, defined as before by $`\widehat{\lambda }(w)=\lambda (E^w)`$, and one can check that it is continuous. Once again we have that $`\lambda E^w=\widehat{\lambda }(w)E^w`$ when $`\lambda `$ is a bounded nonnegative linear functional on $`C_{00}(𝐙^n)`$ and $`w𝐓^n`$. If $`\lambda _1`$, $`\lambda _2`$ are nonnegative linear functionals on $`C_{00}(𝐙^n)`$, then we can define the convolution $`\lambda _1\lambda _2`$ as a nonnegative linear functional on $`𝐙^n`$ if at least one of $`\lambda _1`$, $`\lambda _2`$ has finite support, or if both $`\lambda _1`$, $`\lambda _2`$ are bounded. If both $`\lambda _1`$, $`\lambda _2`$ are bounded nonnegative linear functionals on $`C_{00}(𝐙^n)`$, then the convolution $`\lambda _1\lambda _2`$ is a bounded nonnegative linear functional on $`C_{00}(𝐙^n)`$ too. If $`\lambda _1`$, $`\lambda _2`$ both have finite support, then the convolution $`\lambda _1\lambda _2`$ has finite support. We also have that $`\lambda _1\lambda _2=\lambda _2\lambda _1`$ and $`(\lambda _1\lambda _2)f=\lambda _1(\lambda _2f)`$ in the cases where these are defined. If $`\lambda _1`$, $`\lambda _2`$ are bounded nonnegative linear functionals on $`C_{00}(𝐙^n)`$, then $`(\lambda _1\lambda _2)^\widehat{}(w)=\widehat{\lambda }_1(w)\widehat{\lambda }_2(w)`$ for all $`w𝐓^n`$.

### 5.4 Riemann–Stieltjes integrals

Let $`a`$, $`b`$ be real numbers with $`a<b`$, and let $`\mu (x)`$ be a monotone increasing function on the interval $`[a,b]`$. Thus we have

(5.46)
$$\mu (a)\mu (x)\mu (b)$$

for all $`x[a,b]`$.

Suppose that $`f(x)`$ is a continuous real-valued function on $`[a,b]`$. If $`P=\{t_j\}_{j=0}^n`$ is a partition of $`[a,b]`$, so that

(5.47)
$$a=t_0<\mathrm{}<t_n=b,$$

then we define the *mesh* of $`P`$ to be the maximum of $`t_jt_{j1}`$, $`1jn`$. To such a partition $`P`$ and the functions $`f`$, $`\mu `$, we associate the sum

(5.48)
$$\underset{j=1}{\overset{n}{}}f(t_j)(\mu (t_j)\mu (t_{j1})).$$

Using the uniform continuity of $`f`$ on $`[a,b]`$ and the completeness of the real numbers one can show that there is a real number $`A`$ such that for every $`ϵ>0`$ there is a $`\delta >0`$ so that the absolute value of the sum above minus $`A`$ is less than $`ϵ`$ whenever the mesh of the partition $`P`$ is less than $`\delta `$. This number $`A`$ is called the Riemann–Stieltjes integral of $`f`$ with respect to $`\mu `$ on $`[a,b]`$, and it is denoted

(5.49)
$$_a^bf(x)𝑑\mu (x).$$

Now suppose that $`\mu (x)`$ is a monotone increasing real-valued function on the whole real line. Of course if one starts with $`\mu (x)`$ defined on a closed interval $`[a,b]`$ as before, then we can easily extend $`\mu (x)`$ to a monotone increasing function on the whole real line by setting $`\mu (x)=\mu (a)`$ when $`x<a`$, $`\mu (x)=\mu (b)`$ when $`x>b`$. If $`f(x)`$ is an element of $`C_{00}(𝐑)`$, then we obtain the Riemann–Stieltjes integral

(5.50)
$$_𝐑f(x)𝑑\mu (x)$$

of $`f`$ with respect to $`\mu `$ on the whole real line simply by taking the integral $`_a^bf(x)𝑑\mu (x)`$ for some $`a`$, $`b`$ such that the support of $`f`$ is contained in the interval $`[a,b]`$.

The integral of $`f(x)`$ with respect to $`\mu `$ on $`𝐑`$ defines a nonnegative linear functional on $`C_{00}(M)`$. It is not difficult to see that this nonnegative linear functional is bounded if and only if $`\mu `$ is bounded, and more precisely it is bounded with constant equal to

(5.51)
$$\underset{xR}{sup}\mu (x)\underset{xR}{inf}\mu (x)$$

when $`\mu `$ is bounded.

It can be shown that every nonnegative linear functional on $`C_{00}(𝐑)`$ arises in this manner, i.e., as a Riemann–Stieltjes integral with respect to a monotone increasing function $`\mu (x)`$ on $`𝐑`$.

### 5.5 Some geometry and analysis on metric spaces

Let $`(M,d(x,y))`$ be a metric space. Suppose that $`A`$ is a nonempty finite set, and that for each $`aA`$ we have a nonempty bounded subset $`E_a`$ of $`M`$. Define $`\widehat{E}_a`$ by

(5.52)
$$\widehat{E}_a=\{xM:dist(x,E_a)diamE_a\}.$$

Thus

(5.53)
$$diam\widehat{E}_a3diamE_a.$$

Let us define a subset $`A_1`$ of $`A`$ as follows. First choose an $`a_1A`$ such that $`diamE_{a_1}`$ is as large as possible. There may be more than one such $`a_1`$, and one simply picks one. Next, choose an $`a_2A`$ such that $`E_{a_2}`$ is disjoint from $`E_{a_1}`$ and $`diamE_{a_2}`$ is as large as possible. In general, if $`a_1,\mathrm{},a_l`$ have been chosen, then one chooses $`a_{l+1}A`$ so that $`E_{a_{l+1}}`$ is disjoint from $`E_{a_j}`$, $`1jl`$, and $`diamE_{a_{l+1}}`$ is as large as possible. If there are no $`a`$’s in $`A`$ such that $`E_a`$ is disjoint from $`E_{a_j}`$, $`1jl`$, then we simply stop the process. We take $`A_1`$ to be the set of $`a_j`$’s in $`A`$ chosen in this manner.

By construction,

(5.54)
$$E_aE_b=\mathrm{}\text{when }a,bA_1,ab.$$

Furthermore,

(5.55)
$$\underset{aA}{}E_a\underset{bA_1}{}\widehat{E}_b.$$

To see this, let $`aA`$ be given. If $`aA_1`$, then $`E_a`$ is certainly contained in the right side of (5.55), and so we assume that $`aA\backslash A_1`$. From the construction of $`A_1`$ it follows that there is a $`bA_1`$ such that

(5.56)
$$diamE_adiamE_b\text{and}E_aE_b\mathrm{}.$$

This implies that $`E_a\widehat{E}_b`$ for this choice of $`b`$.

Now let us assume that closed and bounded subsets of $`M`$ are compact, and that $`\lambda `$ is a nonnegative linear functional on $`M`$. Let us assume also that $`\lambda `$ is bounded with constant $`C`$, so that

(5.57)
$$|\lambda (f)|Cf_{sup}$$

for all $`f`$ in $`C_{00}(M)`$. Note that if one starts with a nonnegative linear functional $`\lambda _1`$ on $`C_{00}(M)`$ which is not bounded, then one can get a bounded nonnegative linear functional $`\lambda `$ on $`C_{00}(M)`$ by setting $`\lambda (f)=\lambda _1(\varphi f)`$, where $`\varphi `$ is any nonnegative function in $`C_{00}(M)`$.

For each $`xM`$, define $`𝒜_x`$ to be the set of ordered pairs $`(U,\varphi )`$, where $`U`$ is an open subset of $`M`$ such that $`xU`$ and $`diamU>0`$, and $`\varphi `$ is a function in $`C_{00}(M)`$ such that $`supp\varphi U`$ and $`0\varphi (x)1`$ for all $`xM`$. Fix a positive real number $`\alpha `$, and define $`\lambda _\alpha ^{}(x)`$ for $`xM`$ by

(5.58)
$$\lambda _\alpha ^{}(x)=sup\{\frac{\lambda (\varphi )}{(diamU)^\alpha }:(U,\varphi )𝒜_x\}.$$

Thus $`\lambda _\alpha ^{}(x)0`$, and $`\lambda _\alpha ^{}(x)=+\mathrm{}`$ is possible.

Let $`t`$ be a positive real number, and consider the set

(5.59)
$$\{xM:\lambda _\alpha ^{}(x)>t\}.$$

If $`x`$ is in this set, then there is a pair $`(U,\varphi )𝒜_x`$ such that

(5.60)
$$\frac{\lambda (\varphi )}{(diamU)^\alpha }>t.$$

This implies that $`\lambda _\alpha ^{}(y)>t`$ for all $`yU`$, and hence that (5.59) is an open subset of $`M`$.

Suppose that $`K`$ is a compact subset of the open set (5.59). For each $`xK`$, there is a $`(U_x,\varphi _x)𝒜_x`$ such that

(5.61)
$$\frac{\lambda (\varphi _x)}{(diamU_x)^\alpha }>t.$$

By compactness there is a finite subset $`F`$ of $`K`$ such that

(5.62)
$$K\underset{xF}{}U_x.$$

The remarks at the beginning of the section imply that there is a subset $`F_1`$ of $`F`$ such that the $`U_x`$’s for $`xF_1`$ are pairwise-disjoint and

(5.63)
$$K\underset{xF}{}U_x\underset{yF_1}{}\widehat{U}_y,$$

where $`\widehat{U}_y`$ is as defined before. Hence

$`HF_{con}^\alpha (K)`$ $``$ $`{\displaystyle \underset{yF_1}{}}(diam\widehat{U}_y)^\alpha `$
$``$ $`{\displaystyle \underset{yF_1}{}}3^\alpha (diamU_y)^\alpha `$
$``$ $`{\displaystyle \underset{yF_1}{}}3^\alpha t^1\lambda (\varphi _y)`$
$``$ $`3^\alpha t^1C,`$
where $`C`$ is as in (5.57). This uses (5.61) and the fact that

(5.65)
$$0\underset{yF_1}{}\varphi _y(w)1$$

for all $`zM`$, since $`0\varphi _y(w)1`$ for all $`wM`$, and $`supp\varphi _yU_y`$ and the $`U_y`$’s, $`yF_1`$, are pairwise-disjoint.

## Index

* absolute value of a real number §1.1
* Baire category theorem §1.3
* Banach space $`C_b(M)`$ §1.4.2
* basis for the topology of a metric space §1.2.3
* boundary of a subset of a metric space §1.2.1
* bounded mapping between two metric spaces §1.4
* bounded mapping from one metric space to another §1.4.2
* bounded nonnegative linear functional on $`C_{00}(M)`$ §4.3.1
* bounded subset of a metric space §1.2.2
* Cantor sets §3.3
* Cauchy sequence in a metric space §1.2.2
* $`ϵ`$-chain in a metric space §1.5
* clopen subset of a metric space §4.5
* close subsets of a metric space §4.2
* closed subset of a metric space §1.2.1
* closure of a subset of a metric space §1.2.1
* compact subsets of a metric space §1.2.2
* complete metric spaces §1.2.2
* completeness of the real numbers in terms of the existence of suprema §1.1
* connected components of a metric space §1.5
* connected subsets of a metric space §1.5
* continuity of a nonnegative linear functional on $`C_{00}(M)`$ with respect to restrcied convergence §4.3.1
* continuous mappings between metric spaces §1.4
* convex combination of a finite collection of points in $`𝐑^n`$ §3.2
* convex hull of a subset of $`𝐑^n`$ §3.2
* convex subsets of $`𝐑^n`$ §3.2
* convolutions §5.3, §5.3
* countable compactness §1.2.3
* countably Lipschitz mappings between metric spaces §4.1
* countably subadditive measure functionals on subsets of a set §2.3
* countably uniformly continuous mappings between metric spaces §1.4.1
* counting measure §2.1
* dense subsets of a metric space §1.2.1
* dense subsets of $`C_{00}(M)`$ with respect to restricted convergence §4.3
* diameter of a subset of a metric space §1.2.2
* Dirac masses Examples 4.62
* extended real numbers §1.1
* finitely subadditive measure functionals on subsets of a set §2.3
* Fourier transform §5.3
* greatest lower bound of a set of real numbers §1.1
* Hausdorff content of a subset of a metric space §2.1
* Hausdorff dimension of a subset of a metric space §2.4
* Hausdorff distance between subsets of a metric space §4.2.1
* Hausdorff measure of a subset of a metric space §2.1
* homeomorphism between metric spaces §1.4
* indicator function on a set associated to a subset §1.1
* infimum of a set of real numbers §1.1
* interior of a subset of a metric space §1.2.1
* intervals §1.1
* least upper bound of a set of real numbers §1.1
* length of an interval §1.1
* Lipschitz condition for a mapping between two metric spaces §4.1
* locally bounded mappings between metric spaces §1.4.1
* locally compact spaces §1.4.1
* locally Lipschitz mappings between metric spaces §4.1
* locally uniformly continuous mappings between metric spaces §1.4.1
* lower bound of a set of real numbers §1.1
* lower semicontinuous function on a metric space §1.4.3
* measure functional on subsets of a fixed set Chapter 2
* mesh of a partition of an interval §5.4
* metric spaces §1.2
* nonnegative linear functionals on $`C_{00}(M)`$ §4.3.1
* open subsets of a metric space §1.2.1
* path in a metric space §1.5
* pathwise connected subsets of a metric space §1.5
* pathwise-connected components of a metric space §1.5
* pointwise convergence for a sequence of mappings between two metric spaces §1.4.2
* products of nonnegative linear functionals §5.2
* real numbers §1.1
* restricted convergence of a sequence in $`C_{00}(M)`$ §4.3
* Riemann–Stieltjes integrals §5.4
* separable metric spaces §1.2.3
* separated subsets of a metric space §1.5
* snowflake transform of a metric space §2.5
* standard Euclidean metric on $`𝐑^n`$ §1.2
* subsequence of a sequence §1.2.2
* supremum of a set of real numbers §1.1
* totally bounded subsets of a metric space §1.2.2
* totally disconnected subsets of a metric space §1.5
* triangle inequality 1.5
* uniform convergence of a sequence of mappings between two metric spaces §1.4.2
* uniformly bounded on a metric space $`M`$, for a sequence of nonnegative linear functionals on $`C_{00}(M)`$ §4.3.3
* uniformly bounded on bounded subsets on a metric space $`M`$, for a sequence of nonnegative linear functionals on $`C_{00}(M)`$ §4.3.3
* uniformly continuous mappings between metric spaces §1.4
* upper bound for a set of real numbers §1.1
* upper semicontinuous function on a metric space §1.4.3
* weak convergence of a sequence of nonnegative linear functionals on $`C_{00}(M)`$ to another nonnegative linear functional on $`C_{00}(M)`$ §4.3.3