I'm quite new to dynamics, and trying to learn some of the basics with an application to my neck of the woods in mind. I have run across the property in the title a few times, often with little comment (so I suspect it's not terribly deep).
The dynamical systems I have in mind admit Markov partitions, which is used to justify this property in one place (along with 'standard techniques for estimating Hausdorff dimension'). I suppose the problem is that I don't really know how to think about arbitrary closed invariant sets in a system coded by a subshift of finite type.
To ask a pointed question:
Why does a Markov partition ensure this property? (And what are these 'standard techniques for estimating Hausdorff dimension'?)