A fractal dimension for measures via persistent homology

Abstract: We use persistent homology in order to define a family of fractal dimensions, denoted $\mathrm{dim}{\mathrm{PH}}^i(\mu)$ for each homological dimension $i\ge 0$, assigned to a probability measure $\mu$ on a metric space. The case of $0$-dimensional homology ($i=0$) relates to work by Michael J Steele (1988) studying the total length of a minimal spanning tree on a random sampling of points. Indeed, if $\mu$ is supported on a compact subset of Euclidean space $\mathbb{R}^m$ for $m\ge2$, then Steele's work implies that $\mathrm{dim}{\mathrm{PH}}^0(\mu)=m$ if the absolutely continuous part of $\mu$ has positive mass, and otherwise $\mathrm{dim}_{\mathrm{PH}}^0(\mu)<m$. Experiments suggest that similar results may be true for higher-dimensional homology $0<i<m$, though this is an open question. Our fractal dimension is defined by considering a limit, as the number of points $n$ goes to infinity, of the total sum of the $i$-dimensional persistent homology interval lengths for $n$ random points selected from $\mu$ in an i.i.d. fashion. To some measures $\mu,$ we are able to assign a finer invariant, a curve measuring the limiting distribution of persistent homology interval lengths as the number of points goes to infinity. We prove this limiting curve exists in the case of $0$-dimensional homology when $\mu$ is the uniform distribution over the unit interval, and conjecture that it exists when $\mu$ is the rescaled probability measure for a compact set in Euclidean space with positive Lebesgue measure.