Understanding the weak norm and it's notation

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PhillipKP
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Hello.

I'm trying to grasp the notation for the definition of something called the weak q-norm, defined as

[itex]\|x\|_{q,w}^q = \sup\limits_{\epsilon > 0} \epsilon^q \left| \Big\{i \,|\, |x_i| > \epsilon \Big\} \right|[/itex]

I don't come from a pure math background so I've never seen this notation before but I was wondering if someone knew what the notation inside the "braces" mean:

Specifically what does [itex]\Big\{i \,|\, |x_i| > \epsilon \Big\}[/itex] mean?

I found it in the context of a lecture for a class in compressive sensing:
http://theproofisinthepudding.wordpress.com/2012/01/12/lecture-2/#more-543

Thanks for any help you can provide.
 
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Thank you! That was nice and quick!