  The classical Hausdorff dimension of finite or countable sets is zero. We
define an analog for finite sets, called finite Hausdorff dimension which is
non-trivial. It turns out that a finite bound for the finite Hausdorff
dimension guarantees that every point of the set has "nearby" neighbors. This
property is important for many computer algorithms of great practical value,
that obtain solutions by finding nearest neighbors. We also define an analog
for finite sets of the classical box-counting dimension, and compute examples.
The main result of the paper is a Convergence Theorem. It gives conditions
under which, if a sequence of finite sets converges to a compact set
(convergence of compact subsets of Euclidean space under the Hausdorff metric),
then the finite Hausdorff dimension of the finite sets will converge to the
classical Hausdorff dimension of the compact set.
