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Essential Supremum


EssentialSupremum

The essential supremum is the proper generalization to measurable functions of the maximum. The technical difference is that the values of a function on a set of measure zero don't affect the essential supremum.

Given a measurable function f:X->R, where X is a measure space with measure mu, the essential supremum is the infimum, in the affinely extended real numbers, of all real numbers alpha such that the set

 {x:f(x)>alpha}

has measure zero. If there are no such numbers, as for f(x)=1/x on (0,1) with Lebesgue measure, the essential supremum is infty. If every real number qualifies, as on a space of measure zero, the essential supremum is -infty.

When mu(X)>0, the essential supremum of the absolute value |f| of a function gives the norm of f when f belongs to L∞-space. This is denoted ||f||_infty. For any measurable function, the quantity ||f||_infty is defined as the infimum of the nonnegative real bounds alpha for which {x:|f(x)|>alpha} has measure zero, with value infty if there are no such bounds. This convention gives ||f||_infty=0 on a space of measure zero.


See also

L∞-Space, Lp-Space, Measurable Function, Measure, Measure Space, Supremum

Portions of this entry contributed by Todd Rowland

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Cite this as:

Weisstein, Eric W., with contributions by Todd Rowland. "Essential Supremum." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/EssentialSupremum.html

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