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A sequentially compact metric space is compact

To prove this result we need a lemma Lebesgue Lemma. Let E be a sequentially compact metric space. If {O : I } is an an open cover of E , then there exists a positive number such that for every x E the open ball B (x, ) is contained in some O . Proof. Let {O : I } be an an open cover of E . Suppose that the number does not exist. Then for every > 0 there is some x E (depending on x) such that the open ball B (x, ) is not contained in any of the O s. For each positive integer n, let n = 1/n. Then there is some xn E such that the open ball B (xn , 1/n) is not contained in any of the O s. Since E is sequentially compact, the sequence {xn } contains a convergent subsequence {xnk }. Suppose that x0 E is the limit of the subsequence {xnk }. Since {O : I } is an an open cover of E , there exists 0 I such that x0 O0 . Since O0 is open, there is a positive number r0 > 0 such that the open ball B (x0 , r0 ) O0 . Since {xnk } converges to x0 , there exists a positive integer N1 such that d(xnk , x0 ) < r0 /2 for all k N1 . There exists another positive integer N2 such that 1/nk < r0 /2 for all k N2 . Let N = max{N1 , N2 }. Then we have B (xnk , 1/nk ) B (x0 , r0 ) O0 for all k N , since if y B (xnk , 1/nk ), then d(y, x0 ) d(y, xnk ) + d(xnk , x0 ) < 1/nk + r0 /2 < r0 /2 + r0 /2 = r0 for all n N . This contradicts the fact that B (xnk , 1/nk ) is not contained in any of the O s. The proof is complete. Theorem. A sequentially compact metric space is compact. Proof. Let E be a sequentially compact metric space First we prove that for any > 0 there exists a nite collection of -balls whose union is E . Once again, we prove this by contradiction. Suppose that there exists > 0 such that E cannot be covered by a nite number of -balls. Construct a sequence {xn } as follows: rst, choose any x1 E . Since E cannot be cover by B (x1 , ), there exits x2 in E but not in B (x1 , ). In general, given x1 , x2 , , xn , since the -balls B (x1 , ), B (x2 , ), , B (xn , ) do not cover E , there exists xn+1 in E but not in the union
n

B ( xi , ) .
i=1

By induction, we have constructed the sequence {xn }. Since d(xn+1 , xi ) for all i = 1, 2, , n, we have d(xm , xn ) for all m > n. This implies that no subsequence of {xn } can be a Cauchy sequence, in particular, no subsequence is a convergent sequence. This contradicts the assumption that E is sequentially compact. We now prove that E is compact. Let {O : I } be any open cover of E . It follows from the lemma above that there exists a positive number such that for every x E the open ball B (x, ) is contained in some O . It follows from the above that E can be covered by a nite number of -balls, say B (x1 , ), B (x2 , ), , B (xn , ). By Lebesgue Lemma, each of these -balls is contained in some O , say B (xi , ) Oi . Then {O1 , O2 , , On } form a nite subcover. So E is compact.