Abstract
In this note we introduce the concept of local average dimension of a measure µ, at x∈ℝn as the unique exponent where the lower average density of µ, at x jumps from zero to infinity. Taking the essential infimum or supremum over x we obtain the lower and upper average dimensions of µ, respectively. The average dimension of an analytic set E is defined as the supremum over the upper average dimensions of all measures supported by E. These average dimensions lie between the corresponding Hausdorff and packing dimensions and the inequalities can be strict. We prove that the local Hausdorff dimensions and the local average dimensions of µ at almost all x are invariant under orthogonal projections onto almost all m- dimensional linear subspaces of higher dimension. The corresponding global results for µ and E (which are known for Hausdorff dimension) follow immediately.
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