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Extra }, or forgotten $

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WTF is wrong with this line?

\[U_n:=\max{0,r\in\left{1,\dots,n\right}\|\mtext{ there exists }0\leq s_1<t_1<s_2<t_2<\dots<s_r<t_r\leq n\mtext{ such that for all }i\in\left{1,\dots,r\right}\colon X_{s_i}\leq a,X_{t_i}\geq b}\]


Good day.

The main problem seems to be with braces, which are special characters in LaTeX, and must be written as \{ and \} when e.g. delimiting sets.
What follows is a first-step correction, surely needing refining:

> \[U_n:=\max{

max\{

> 0,r\in\left{

\left\{

> 1,\dots,n\right}

\right\{

> \|\mtext{ there
> exists }

\|\exists

> 0\leq s_1<t_1<s_2<t_2<\dots

\ldots

> <s_r<t_r\leq n\mtext{ such that for all }i

n\mid\forall i

> \in\left{

\left\{

> 1,\dots,r\right}

\right\}

> \colon
> X_{s_i}\leq a,X_{t_i}\geq b}\]

b\}\]

Best regards,

Silvio

You want to escape [almost] all of the { and } with backslashes. Also, replace \mtext with \text. Not sure what \mtext is, but it's late and I know \text works.

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