Let $F\subset [0,1]$ be a closed set, $G = [0,1]\setminus F$, $\alpha \in(1,2)$. Is there a simple condition on $F$ under which the integral $$ \int_F\int_G \frac{dx\,dy}{|x-y|^{\alpha}} $$ is finite?
I suspect that if the fractal dimension of $\partial F$ is small, then this is the case.