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Section Compact Subsets of Rn

The metric space (Rn,dE) is not compact since the open cover {B(0,n)}n∈Z+ has no finite sub-cover. Since we have already shown that (R,dE) is homeomorphic to the topological subspaces (a,b), (βˆ’βˆž,b), and (a,∞) for any a,b∈R, we conclude that no open intervals are compact. Similarly, no half-closed intervals are compact. In fact, we will demonstrate in this section that the compact subsets of (Rn,dE) are exactly the subsets that are closed and bounded. The first step is contained in the next activity.

Activity 17.4.

We have seen that compact sets can be either open or closed. However, in certain situations compact sets must be closed. We investigate that idea in this activity. Let A be a compact subset of a Hausdorff topological space X. We will examine why A must be a closed set.

(a)

To prove that A is a closed set, we consider the set Xβˆ–A. What property of Xβˆ–A will ensure that A is closed? How do we prove that Xβˆ–A has this property?

(b)

Let x∈Xβˆ–A. Assume that A is a nonempty set (why can we make this assumption)? For each a∈A, why must there exist disjoint open sets Oxa and Oa with x∈Oxa and a∈Oa?

(c)

Why must there exist a positive integer n and elements a1, a2, …, an in A such that the sets Oa1, Oa2, …, Oan form an open cover of A?

(d)

Now find an open subset of Xβˆ–A that has x as an element. What does this tell us about A?
The result of Activity 17.4 is summarized in Theorem 17.6.
Theorem 17.6 tells us something about compact subsets of (Rn,dE). Since every metric space is Hausdorff, we can conclude the following corollary.
To classify the compact subsets of (Rn,dE) as closed and bounded, we need to discuss what it means for a set in Rn to be bounded. The basic idea is straightforward β€” a subset of Rn is bounded if it doesn’t go off to infinity in any direction. In other words, a subset A of Rn is bounded if we can construct a box in Rn that is large enough to contain it. Thus, the following definition.

Definition 17.8.

A subset A of Rn is bounded if there exists M>0 such that AβŠ†QMn, where
QMn={(x1,x2,…,xn)βˆ£βˆ’M≀xi≀M for every 1≀i≀n}.
The set QMn in Definition 17.8 is called the standard n-dimensional cube of size M. A standard 3-dimensional cube of size M is shown in Figure 17.9.
Figure 17.9. A standard 3-cube QM3.
An important fact about standard n-cubes is that they are compact subsets of Rn. Compactness is a complicated property β€” it is difficult to prove a result that is true about every open cover. As a result, the proof of Theorem 17.10 is quite technical, but it is a critical step to classifying the compact subsets of Rn.

Proof.

We proceed by contradiction and assume that there is an n∈Z+ and a positive real number M such that QMn is not compact. So there exists an open cover {OΞ±} with Ξ± in some indexing set I of QMn that has no finite sub-cover. Let Q0=QMn so that Q0 is an n-cube with side length 2M. Partition Q0 into 2n uniform sub-cubes of side length M=2M2 (a picture for n=2 is shown at left in Figure 17.11).
Figure 17.11. Left : Q1. Middle: Q2. Right: Labeling the corners.
Let Q0β€² be one of these sub-cubes. The collection {Oα∩Q0β€²}α∈I is an open cover of Q0β€² in the subspace topology. If each of these open covers has a finite sub-cover, then we can take the union of all of the OΞ±s over all of the finite sub-covers to obtain a finite sub-cover of {OΞ±}α∈I for Q0. Since our cover {OΞ±}α∈I for Q0 has no finite sub-cover, we conclude that there is one sub-cube, Q1, for which the open cover {Oα∩Q1}α∈I has no finite sub-cover. Now we repeat the process and partition Q1 into 2n uniform sub-cubes of side length M2=2M22. The same argument we just made tells us that there is a sub-cube Q2 of Q1 for which the open cover {Oα∩Q2}α∈I has no finite sub-cover (an illustration for the n=2 case is shown at middle in Figure 17.11). We proceed inductively to obtain an infinite nested sequence
Q0βŠƒQ1βŠƒQ2βŠƒQ3βŠƒβ‹―βŠƒQkβŠƒβ‹―
of cubes such that for each k∈Z, the lengths of the sides of cube Qk are M2kβˆ’1=2M2k and the open cover {Oα∩Qk}α∈I of Qk has no finite sub-cover. Now we show that β‹‚k=1∞Qkβ‰ βˆ….
For i∈Z+, let Qi=[ai,1,bi,1]Γ—[ai,2,bi,2]Γ—β‹―[ai,n,bi,n]. That is, think of the point (ai,1,ai,2,…,ai,n) as a lower corner of the cube and the point (bi,1,bi,2,…,bi,n) as an upper corner of the n-cube Qi (a labeling for n=2 and i from 1 to 3 is shown at right in Figure 17.11). Let q=(sup{ai,1},sup{ai,2},…,sup{ai,n}). We will show that qβˆˆβ‹‚k=1∞Qk. Fix r∈Z+. We need to demonstrate that
q∈Qr={(x1,x2,…,xn)∣ar,s≀xs≀br,s for each 1≀s≀n}.
For each s between 1 and n we have
(17.1)ar,s≀sup{ai,s}
because sup{ai,s} is an upper bound for all of the ai,s. The fact that our cubes are nested means that
a1,s≀a2,s≀⋯,b1,sβ‰₯b2,sβ‰₯β‹―,(17.2)ai,s≀bi,s
for every i and s. Since sup{ai,s} is the least upper bound of all of the ai,s, property (17.2) shows that sup{ai,s}≀bi,s for every i. Thus, sup{ai,s}≀br,s and so ar,s≀sup{ai,s}≀br,s. This shows that q∈Qk for every k. Consequently, qβˆˆβ‹‚k=1∞Qk and β‹‚k=1∞Qk is not empty. (The fact that the side lengths of our cubes are converging to 0 implies that β‹‚k=1∞Qk={q}, but we only need to know that β‹‚k=1∞Qk is not empty for our proof.)
Since {OΞ±}α∈I is a cover for Q0, there must exist an Ξ±q∈I such that q∈OΞ±q. The set OΞ±q is open, so there exists Ο΅q>0 such that B(q,Ο΅q)βŠ†OΞ±q. The maximum distance between points in Qk is the distance between the corner points (ak,1,ak,2,…,ak,n) and (bk,1,bk,2,…,bk,n), where each length bk,sβˆ’ak,s is M2kβˆ’1. The distance formula tells us that this maximum distance between points in Qk is
Dk=βˆ‘s=1n(M2kβˆ’1)2=n(M2kβˆ’1)2=M2kβˆ’1n.
Now choose K∈Z+ such that DK<Ο΅q. Then if x∈QK we have dE(q,x)<DK and x∈B(q,Ο΅q). So QKβŠ†B(q,Ο΅q). But B(q,Ο΅q)βŠ†OΞ±q. So the collection {OΞ±q∩QK} is a sub-cover of {Oα∩QK}α∈I for QK. But this contradicts the fact this open cover has no finite sub-cover. The assumption that led us to this contradiction was that Q0 was not compact, so we conclude that the standard n-dimensional cube of size M is a compact subset of Rn for any M>0.
One consequence of Theorem 17.10 is that any closed interval [a,b] in R is a compact set. But we can say even more β€” that the compact subsets of Rn are the closed and bounded subsets. This will require one more intermediate result about closed subsets of compact topological spaces.

Activity 17.5.

Let X be a compact topological space and C a closed subset of X. In this activity we will prove that C is compact.

(b)

Use an open cover for C and the fact that C is closed to make an open cover for X.

(c)

Use the fact that X is compact to complete the proof of the following theorem.
Now we can prove a major result, that the compact subsets of (Rn,dE) are the closed and bounded subsets. This result is important enough that it is given a name.

Proof.

Let A be a subset of (Rn,dE). Assume that A is closed and bounded. Since A is bounded, there is a positive number M such that AβŠ†QMn. Theorem 17.10 shows that QMn is compact, and then Theorem 17.12 shows that A is compact.
For the converse, assume that A is a compact subset of Rn. We must show that A is closed and bounded. Now (Rn,dE) is a metric space, and so Hausdorff. Theorem 17.6 then shows that A is closed. To conclude our proof, we need to demonstrate that A is bounded. For each k>0, let
Ok={(x1,x2,…,xn)βˆ£βˆ’k<xi<k for every 1≀i≀n}.
That is, Ok is the open k-cube in Rn. Next let
Uk=Ok∩A
for each k. Since ⋃k>0Ok=Rn, it follows that {Uk}k>0 is an open cover of A. The fact that A is compact means that there is a finite collection Uk1, Uk2, …, Ukm of sets in {Uk}k>0 that cover A. Let K=max{ki∣1≀i≀m}. Then UkiβŠ†UK for each i, and so AβŠ†UKβŠ‚QKm. Thus, A is bounded. This completes the proof that if A is compact in Rn, then A is closed and bounded.
You might wonder whether the Heine-Borel Theorem is true in any metric space.

Activity 17.6.

A subset A of a metric space (X,d) is bounded if there exists a real number M such that d(a1,a2)≀M for all a1,a2∈A. (This is equivalent to our definition of a bounded subset of Rn given earlier, but works in any metric space.) Explain why Z as a subset of (R,d), where d is the discrete metric, is closed and bounded but not compact.