Abstract
An important theorem of geometric measure theory (first proved by Besicovitch and Davies for Euclidean space) says that every analytic set of non-zero -dimensional Hausdorff measure contains a closed subset of non-zero (and indeed finite) -measure. We investigate the question how hard it is to find such a set, in terms of the index set complexity, and in terms of the complexity of the parameter needed to define such a closed set. Among other results, we show that given a (lightface) set of reals in Cantor space, there is always a subset on non-zero -measure definable from Kleene's . On the other hand, there are sets of reals where no hyperarithmetic real can define a closed subset of non-zero measure.
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