Why does one take $\inf ||x-a||$ for $d(x,A)$?

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Why does one take $\inf ||x-a||$ for $d(x,A)$?

Why not just take exactly $||x-a||$? Or $\sup ||x-a||$ (this would not offer measurability though, because it could "explode" to a very big number)?

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I think that you are mixing two concepts here. If $x$ is a point in a normed vector space:

  • the distance from $x$ to a point $a$ is $\|x-a\|$;
  • the distance from $x$ to a set $A$ is $\inf\{\|x-a\|\,|\,a\in A\}$.