B.2 SUPREMUM AND INFIMUM

Definition: Supremum The supremum of set inline is the least upper bound: it is the smallest real number that is ≥ all elements in E.

The supremum is useful when working with intervals because

(B.21) Numbered Display Equation

The maximum is not defined for E = [a, b) because it must be an element of the set; b is not in this set, and for any inline for inline, we can always find an element of E that is greater. The maximum is also called the greatest element. If a set has a greatest element, then the supremum and maximum are identical.

Definition: Infimum The infimum of set inline is the greatest lower bound: it is the largest real number that is ≤ all elements in E.

Thus

(B.22) Numbered Display Equation

The minimum of a set is called the least element and is not defined for semi-open intervals such as (a, b]. If a set has a least element, then the infimum and minimum are identical.

Get Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.