Sets of infinite multifractal measures are awkward to work with, and reducing them to sets of positive finite multifractal measures is a very useful simplification. The aim of this paper is to show that the multifractal Hausdorff measures satisfy the “subset of positive and finite measure” property. We apply our main result to prove that the multifractal function dimension is defined as the supremum over the multifractal dimension of all Borel probability measures.
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