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Let $\mu $ be a positive Borel measure on $% %TCIMACRO{\U{211d} }% %BeginExpansion \mathbb{R} %EndExpansion ^{d}$ such that $\mu \left( B\left( a,r\right) \right) \leq Cr^{n}$ for some $n\in (0,d]$ and for any ball $B\left( a,r\right) $ in $% %TCIMACRO{\U{211d} }% %BeginExpansion \mathbb{R} %EndExpansion ^{d}$. Could you help me to prove that $\int_{% %TCIMACRO{\U{211d} }% %BeginExpansion \mathbb{R} %EndExpansion ^{d}}\frac{1}{\left\vert x\right\vert ^{n}}d\mu \left( x\right) =\infty $?

My effort: $\int_{% %TCIMACRO{\U{211d} }% %BeginExpansion \mathbb{R} %EndExpansion ^{d}}\frac{1}{\left\vert x\right\vert ^{n}}d\mu \left( x\right) \geq \int_{% %TCIMACRO{\U{211d} }% %BeginExpansion \mathbb{R} %EndExpansion ^{d}\backslash B\left( 0,1\right) }\frac{1}{\left\vert x\right\vert ^{n}}% d\mu \left( x\right) =\sum_{k=0}^{\infty }\int_{B\left( 0,2^{k+1}\right) \backslash B\left( 0,2^{k}\right) }\frac{1}{\left\vert x\right\vert ^{n}}% d\mu \left( x\right) \geq \sum_{k=0}^{\infty }\frac{1}{\left( 2^{k+1}\right) ^{n}}\mu \left( B\left( 0,2^{k+1}\right) \backslash B\left( 0,2^{k}\right) \right) $.

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    @beginner: I think your inequality for the measure needs to be reversed. That is, I think you need $\mu(B(a,r))\geq Cr^n$. To see why we need this, if it were not the case we could take the trivial measure $\mu=0$.2013-01-01

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For every positive $r$ and $n$, $ \frac1{r^n}=\int_r^{+\infty}n\frac{\mathrm ds}{s^{1+n}}, $ hence Tonelli theorem yields $ \int_{\mathbb R^d}\frac1{\|x\|^n}\mathrm d\mu(x)=\int_{\mathbb R^d}\int_{\|x\|}^{+\infty}n\frac{\mathrm ds}{s^{1+n}}\,\mathrm d\mu(x)=n\int_0^{+\infty}m(s)\frac{\mathrm ds}{s^{1+n}}=(*), $ where, for every nonnegative $s$, $ m(s)=\mu(B(O,s)). $ From this point, it is up to you to select some hypotheses on the function $m$ ensuring that, for the value of $n$ which interests you, the integral $(*)$ converges or that it diverges. As mentioned in the comments, the current hypothesis cannot work.

To make the integral $(*)$ converge at $0$, the control $m(s)\leqslant Cs^a$ when $s\to0$, for some $a\gt n$, is enough. To make the integral $(*)$ converge at infinity, the control $m(s)\leqslant Cs^b$ when $s\to\infty$, for some $b\lt n$, is enough.

On the other hand, if $m(s)\geqslant Cs^n$ when $s\to0$ or when $s\to\infty$, then $(*)$ diverges. This might be the result you had in mind. Note finally that the hypothesis $n\leqslant d$ is irrelevant but that $n$ must be positive.

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    @EricNaslund I agree that everything points to this--but this is the OP's job to clear the hypothesis up.2013-01-01