ProofComplete

Proof: Heine-Borel Theorem (Detailed)

This is a comprehensive proof of the Heine-Borel Theorem, one of the most important results in real analysis. We establish both directions: compact implies closed and bounded, and closed and bounded implies compact. The proof for the latter direction uses completeness of R\mathbb{R} in a fundamental way.


Statement

Theorem3.1Heine-Borel Theorem

A subset K⊆RK \subseteq \mathbb{R} is compact if and only if KK is closed and bounded.


Proof: Compact implies closed and bounded

ProofPart 1: K compact ⇒ K bounded

Suppose KK is compact. Consider the open cover

U={(−n,n)∣n∈N}.\mathcal{U} = \{(-n, n) \mid n \in \mathbb{N}\}.

Each (−n,n)(-n, n) is an open interval, and ⋃n=1∞(−n,n)=R⊇K\bigcup_{n=1}^\infty (-n, n) = \mathbb{R} \supseteq K, so U\mathcal{U} is an open cover of KK.

By compactness, there exist finitely many n1,…,nk∈Nn_1, \ldots, n_k \in \mathbb{N} such that

K⊆(−n1,n1)∪⋯∪(−nk,nk)=(−N,N),K \subseteq (-n_1, n_1) \cup \cdots \cup (-n_k, n_k) = (-N, N),

where N=max⁡(n1,…,nk)N = \max(n_1, \ldots, n_k). Thus KK is bounded.

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ProofPart 2: K compact ⇒ K closed

We show R∖K\mathbb{R} \setminus K is open. Let x∈R∖Kx \in \mathbb{R} \setminus K. For each y∈Ky \in K, define

Uy=(−∞,x+y2)andVy=(x+y2,∞).U_y = \left(-\infty, \frac{x + y}{2}\right) \quad \text{and} \quad V_y = \left(\frac{x + y}{2}, \infty\right).

Then UyU_y and VyV_y are open, y∈Uyy \in U_y, and x∈Vyx \in V_y. Note that Uy∩Vy=∅U_y \cap V_y = \varnothing.

The collection {Uy∣y∈K}\{U_y \mid y \in K\} is an open cover of KK. By compactness, finitely many cover KK:

K⊆Uy1∪⋯∪Uym.K \subseteq U_{y_1} \cup \cdots \cup U_{y_m}.

Define V=Vy1∩⋯∩VymV = V_{y_1} \cap \cdots \cap V_{y_m} (a finite intersection of open sets, hence open). Then x∈Vx \in V (since x∈Vyix \in V_{y_i} for all ii).

Claim: V∩K=∅V \cap K = \varnothing.

If z∈V∩Kz \in V \cap K, then z∈Vz \in V and z∈Kz \in K. Since K⊆Uy1∪⋯∪UymK \subseteq U_{y_1} \cup \cdots \cup U_{y_m}, we have z∈Uyjz \in U_{y_j} for some jj. But V⊆VyjV \subseteq V_{y_j}, so z∈Vyjz \in V_{y_j}. This contradicts Uyj∩Vyj=∅U_{y_j} \cap V_{y_j} = \varnothing.

Thus VV is an open neighborhood of xx contained in R∖K\mathbb{R} \setminus K. Hence R∖K\mathbb{R} \setminus K is open, so KK is closed.

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Proof: Closed and bounded implies compact

This direction is more subtle and uses completeness.

Proof

Suppose KK is closed and bounded. Since KK is bounded, K⊆[a,b]K \subseteq [a, b] for some closed interval [a,b][a, b].

Lemma: [a,b][a, b] is compact.

Proof of Lemma: Let {Uα}α∈I\{U_\alpha\}_{\alpha \in I} be an open cover of [a,b][a, b]. Define

S={x∈[a,b]∣[a,x] can be covered by finitely many Uα}.S = \{x \in [a, b] \mid [a, x] \text{ can be covered by finitely many } U_\alpha\}.

We show b∈Sb \in S, which proves the lemma.

Step 1: S≠∅S \neq \varnothing. Since a∈[a,b]a \in [a, b], there exists α0\alpha_0 such that a∈Uα0a \in U_{\alpha_0}. Since Uα0U_{\alpha_0} is open, there exists ϵ>0\epsilon > 0 such that (a−ϵ,a+ϵ)⊆Uα0(a - \epsilon, a + \epsilon) \subseteq U_{\alpha_0}. Thus [a,min⁡(a+ϵ/2,b)]⊆Uα0[a, \min(a + \epsilon/2, b)] \subseteq U_{\alpha_0}, so min⁡(a+ϵ/2,b)∈S\min(a + \epsilon/2, b) \in S. Hence S≠∅S \neq \varnothing.

Step 2: SS is bounded above (by bb), so c=sup⁡Sc = \sup S exists by completeness.

Step 3: c∈Sc \in S. Since c∈[a,b]c \in [a, b], there exists α1\alpha_1 such that c∈Uα1c \in U_{\alpha_1}. Since Uα1U_{\alpha_1} is open, there exists δ>0\delta > 0 such that (c−δ,c+δ)⊆Uα1(c - \delta, c + \delta) \subseteq U_{\alpha_1}.

Since c=sup⁡Sc = \sup S, there exists x∈Sx \in S with c−δ<x≤cc - \delta < x \leq c. By definition of SS, [a,x][a, x] can be covered by finitely many UαU_\alpha, say Uα2,…,UαnU_{\alpha_2}, \ldots, U_{\alpha_n}. Then

[a,c]⊆[a,x]∪(c−δ,c+δ)⊆Uα2∪⋯∪Uαn∪Uα1.[a, c] \subseteq [a, x] \cup (c - \delta, c + \delta) \subseteq U_{\alpha_2} \cup \cdots \cup U_{\alpha_n} \cup U_{\alpha_1}.

Thus c∈Sc \in S.

Step 4: c=bc = b. Suppose c<bc < b. By Step 3, [a,c][a, c] can be covered by finitely many UαU_\alpha. Since c∈Uα1c \in U_{\alpha_1} and Uα1U_{\alpha_1} is open with (c−δ,c+δ)⊆Uα1(c - \delta, c + \delta) \subseteq U_{\alpha_1}, we have

[a,min⁡(c+δ/2,b)]⊆[a,c]∪(c,c+δ/2)⊆Uα2∪⋯∪Uαn∪Uα1.[a, \min(c + \delta/2, b)] \subseteq [a, c] \cup (c, c + \delta/2) \subseteq U_{\alpha_2} \cup \cdots \cup U_{\alpha_n} \cup U_{\alpha_1}.

Thus min⁡(c+δ/2,b)∈S\min(c + \delta/2, b) \in S. Since c<min⁡(c+δ/2,b)c < \min(c + \delta/2, b), this contradicts c=sup⁡Sc = \sup S. Hence c=bc = b.

Conclusion: b∈Sb \in S, so [a,b][a, b] can be covered by finitely many UαU_\alpha. Thus [a,b][a, b] is compact. □\square

Back to the main proof: We've shown [a,b][a, b] is compact. Since K⊆[a,b]K \subseteq [a, b] and KK is closed, KK is a closed subset of a compact set, hence compact.

(Fact: Closed subsets of compact sets are compact. Proof: If K⊆[a,b]K \subseteq [a, b] is closed and {Uα}\{U_\alpha\} is an open cover of KK, then {Uα}∪{R∖K}\{U_\alpha\} \cup \{\mathbb{R} \setminus K\} is an open cover of [a,b][a, b]. Extract a finite subcover; removing R∖K\mathbb{R} \setminus K if necessary gives a finite subcover of KK.)

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Summary

The Heine-Borel theorem is proved in two parts:

  1. Compact ⇒\Rightarrow closed and bounded: Uses definition of compactness directly.
  2. Closed and bounded ⇒\Rightarrow compact: Uses completeness to show [a,b][a, b] is compact, then observes KK is a closed subset.

This proof is fundamental in analysis and relies crucially on the completeness of R\mathbb{R}. See Compactness for applications.