TITLE: Hausdorff Dimension of Set of Measure Zero
QUESTION [8 upvotes]: It's clear that every $A \subset \mathbb R^n $ with $\dim_H(A) < n$ we have $\mathcal H^n(A) = 0$. Is there any $A \subset \mathbb R^n $ with $\mathcal H^n(A) = 0$ but $\dim_H(A) = n$? Thank you.

REPLY [2 votes]: You can get a concrete example of such a set for the case $n=1$ by making a slight modification to the construction of the ternary Cantor set.
Instead of taking away $\frac13$ of every interval at each step, remove 
$\frac{1}{k+1}$ in step $k$.
We can calculate the $d$-dimensional Hausdorff measure as follows. After $k$ steps
we are left with $2^k$ intervals with a total length of
$$
  \frac12 \cdot \frac23 \cdot \frac34 \cdots \frac{k}{k+1} = \frac{1}{k+1}
$$
With some hand-waving we can then find the measure as
$$
\mathcal{H}^d(A) = \lim_{k\to\infty} 2^k \left(\frac{1}{(k+1)2^k}\right)^d
 = \lim_{k\to\infty} 2^{(1-d)k}(k+1)^{-d}
$$
It is clear that for $1-d > 0$ the exponential beats the power function, 
making the measure infinite, but at $d=1$ the limit is $0$.
Note that this doesn't mean you can't get a nontrivial Hausdorff
measure on this set. You just need to use a test function other than $x^d$.
In this case I think $-x \log_2 x$ will work.