A proof of the Heine-Borel Theorem
Theorem (Heine-Borel Theorem). A subset S of
R is compact if and only if S is closed and bounded.
Proof. First we suppose that S is compact. To see that S is bounded is fairly simple: Let In = (n, n). Then
In = R.
n=1
Therefore S is covered by the collection of {In }. Hence, since S is compact, nitely many will suce. S (In1 Ink ) = Im , where m = max{n1 , . . . , nk }. Therefore |x| m for all x S , and S is bounded. Now we will show that S is closed. Suppose not. Then there is some point p (cl S ) \ S . For each n, dene the neighborhood around p of radius 1/n, Nn = N (p, 1/n). Take the complement of the closure of Nn , Un = R \ cl Nn . Then Un is open (since its complement is closed), and we have
Un = R \
cl Nn = R \ {p} S.
n=1
n=1
Therefore, {Un } is an open cover for S . Since S is compact, there is a nite subcover {Un1 , , Unk } for S . Furthermore, by the way they are constructed, Ui Uj if i j . It follows that S Um where m = max{n1 , . . . , nk }. But then S N (p, 1/m) = ?, which contradicts our choice of p (cl S ) \ S . be an open Conversely, we want to show that if S is closed and bounded, then S is compact. Let cover for S . For each x R, dene the set
Sx = S (, x], and let B = {x : Sx is covered by a nite subcover of
F }. F
Since S is closed and bounded, our lemma tells us that S has both a maximum and a minimum. Let d = min S . Then Sd = {d} and this is certainly covered by a nite subcover of . Therefore, d B and B is nonempty. If we can show that B is not bounded above, then it will contain a number p greater than max S . But then, Sp = S so we can conclude that S is covered by a nite subcover, and is therefore compact. Toward this end, suppose that B is bounded above and let m = sup B . We shall show that m S and m / S both lead to contradictions. If m S , then since is an open cover of S , there exists F0 in such that m F0 . Since F0 is open, there exists an interval [x1 , x2 ] in F0 such that
x1 < m < x2 . Since x1 < m and m = supB , there exists F1 , . . . , Fk in that cover Sx1 . But then F0 , F1 , . . . , Fk cover Sx2 , so that x2 B . But this contradicts m = sup B . If m / S , then since S is closed there exists > 0 such that N (m, ) S = ?. But then S m = S m + . Since m B we have m + B , which again contradicts m = sup B . Therefore, either way, if B is bounded above, we get a contradiction. We conclude that B is not bounded above, and S must be compact.