Connection Between Essential Supremum(Infimum) and Norms for a Random Variable
Na Xu · Journal of Yantai University · 2012
Two new definitions of the essential supremum(infimum) of a random variable are introduced.And their equivalence is proved by use of supremum(infimum) and the properties of probability.Then the connection and representation among the essential supremum(infimum),p-norm and infinite norm of a random variable are studied.