I'm reading about Hausdorff dimesion. Could you confirm if my understanding (through the proof of the proposition) is correct?
Let $(E, \rho)$ be a metric space. Let $d \in [0, +\infty)$ and $\delta>0$. $$ H_{\delta}^{d}(S) := \inf \left\{ \sum_{i=1}^{\infty}\left(\operatorname{diam} U_{i}\right)^{d} \,\middle\vert\, \bigcup_{i=1}^{\infty} U_{i} \supseteq S, \operatorname{diam} U_{i}<\delta\right\} \quad \forall S \subseteq E. $$
Then the $d$-dimensional Hausdorff measure is defined by $$ H^d(S) := \lim_{\delta \to 0^{+}} H_{\delta}^{d}(S) = \sup \{ H_{\delta}^{d}(S) \mid \delta > 0 \} \quad \forall S \subseteq E. $$
The Hausdorff dimension of $S \subseteq E$ is defined by $$ \dim_H (S) := \inf \{d \in [0, +\infty) \mid H^d (S) = 0\}. $$
In above formula, we adopt the usual convention that $\inf \emptyset = +\infty$.
I post my proof separately as below answer. This allows me to subsequently remove this question from unanswered list.