Essential Supremum
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
, where
is a measure
space with measure
, the essential
supremum is the smallest number
such that the
set
has measure zero. If no such number exists, as in the case of
on
, then the
essential supremum is
.
The essential supremum of the absolute value of a function
is usually denoted
, and this serves as the norm
for L-infty-space.
beta distribution