New fractal dimensions of measures and decompositions of singularly continuous measures

By introducing a novel expression for the Hausdorff and packing measures with respect to gauge functions, we establish a connection between different approaches to defining the exact Hausdorff and packing dimensions of measures. Furthermore, we define the upper and lower Hausdorff and packing dimensions of a Borel probability measure and demonstrate that these dimensions can be represented using an entropy formula. This paper also addresses an intriguing question raised multiple times regarding the structural representation of singular probability measures. We provide an affirmative response to this question by utilizing characteristic measures.