Let $F$={$0$} $\bigcup$ {$\frac{1}{k}$:$k\ge2$} $\bigcup$ {$\frac{-1}{k}$:$k\ge2$} be a closed subset of $(-1,1)$.
For any $t\in(-1,1)$,define the distance function $\delta(t) = inf_{p\in F}${$|t-p|$}.
For any $\lambda \gt 0$,consider the Marcinkiewicz integral
$$ M_{\lambda}(x)=\int_{-1}^{1} \frac{\delta^{\lambda}(t)}{|x-t|^{1+\lambda}} dt$$
Is $M_{\lambda}(0)$ finite ?
I know that if $x \in F $ then $M_{\lambda}(x)$ is finite almost everywhere.
And if $x \in F$ such that $M_{\lambda}(x)$ is finite , then $F$ is "very dense" near x .
But we dont have the define of "very dense" , we have no way to know $x=0$ whether dense enough in $F$ , and I have no ideal how to calculate $M_{\lambda}(0)$
