If I define |f|L∞=lim. How can I prove that this limit is esssup |f|?
Answer
The main reason to choose \text{ess}\sup\vert f\vert over \sup \vert f\vert is that "functions" in L^p are in fact equivalence classes of functions: f\sim g if \{x:f(x)\neq g(x)\} has measure zero. By construction of the Lebesgue integral, for all 1\leq p<\infty we have \|f\|_p=\|g\|_p if f\sim g; we would like \|f\|_\infty to have the same property. \sup\vert f\vert won't work because we can have f\sim g but \sup\vert f\vert \neq \sup\vert g\vert, i.e. two functions in the same equivalence class will have different norm. Since \text{ess}\sup\vert f\vert "ignores" sets of measure zero, we will have \text{ess}\sup\vert f\vert=\text{ess}\sup\vert g\vert if f\sim g and hence the norm \|\cdot\|_\infty will be well defined on our equivalence classes.
Edit: I guess the question changed as I was writing this. This is more the reason for \text{ess}\sup rather than the proof requested.
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