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By definition we know that

$$\|f\|_{L^\infty(\Omega)}=\inf\{M:\mu \{ x: |f(x)|>M \}=0\}.$$

We note that for each pair $(\lambda, M)$ such that $\mu\{x:|f(x)|>M\}=0$ and $\mu\{x:|f(x)|>\lambda\}>0$ we have $\lambda < M$. Suppose the contrary, then $\lambda \geq M$. Therefore, $$\{x:|f(x)|>\lambda \} \subset \{x:|f(x)|>M \},$$ which implies that $$0<\mu \{x:|f(x)|>\lambda \} \leq\mu \{x:|f(x)|>M \}=0,$$ which is a contradiction. Thus, $$\sup \{\lambda: \mu \{x:|f(x)|>\lambda\}>0\} \leq \inf\{M:\mu\{x:|f(x)|>M\}=0\}.$$

My question: How to prove the other inequality, that is, how to show that $$\sup \{\lambda: \mu \{x:|f(x)|>\lambda\}>0\} \geq \inf\{M:\mu\{x:|f(x)|>M\}=0\}?$$

My attempt: Let $K$ be defined by $K=\sup \{\lambda: \mu \{x:|f(x)|>\lambda\}>0\}$. Suppose that $M \in (K,\infty)$ then $\mu\{x:|f(x)|>M\}=0$. Indeed, if we had $M>K$ with $\mu\{x:|f(x)|>M\}>0$ this would be a contradiction with the definition of upper bound. Hence, $$(K,\infty) \subset \{M:\mu\{x:|f(x)|>M\}=0\}$$ which implies that $$\inf\{M:\mu\{x:|f(x)|>M\}=0\} \leq \inf (K,\infty)= K=\sup \{\lambda: \mu \{x:|f(x)|>\lambda\}>0\}.$$

Is this proof correct?

Math
  • 2,473
  • To spice things up a little, I would like to mention that there is another definition of infinity norm defined as $|f|^*_\infty=\inf{M>0: \mu(A\cap{|f|>M})=0,\qquad \forall ,A,\text{with},\mu(A)<\infty}$. This is a "local" essential supremum. When the space $X$ is $\sigma$-finite, both notions of norm coincide. – Mittens Apr 04 '22 at 20:41
  • @OliverDiaz Is it easy to prove this equivalence? – Math Apr 04 '22 at 20:44
  • It is not complicated. Start by writing $X=\bigcup_nA_n$ where $A_n$ are integrable sets of finite positive measure (If $X$ has finite measure there is nothing to do). Here is a posting that discusses this a little. But let's not deviate from your main question in the OP. Have you manage to solve the issues you had? – Mittens Apr 04 '22 at 20:47
  • I believe I managed to solve the problem, thanks for the reference. – Math Apr 04 '22 at 20:51

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