Question 6.T.13: For any set E ⊆ R, the following statements are equivalent: ...

For any set E ⊆ \mathbb{R}, the following statements are equivalent:

(i) E is compact.

(ii) E is closed and bounded.

(iii) Every sequence in E has a subsequence which converges to a point in E.

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The equivalence of (i) and (ii) is the content of Heine-Borel’s theorem, so we need only prove the equivalence of (ii) and (iii). To prove that (ii) implies (iii), let (x_{n}) be a sequence in the closed and bounded set E. Being bounded, the sequence (x_{n}) has a convergent subsequence (x_{n_{k}}) by Theorem 3.14. Since E is closed, \lim x_{n_{k}} lies in E by Theorem 3.20.

In the other direction, suppose statement (iii) is true. If E were unbounded, we would be able to form a sequence (x_{n}) in E such that

|x_{n}| > n  for all n ∈ \mathbb{N}.

But such a sequence would have no convergent subsequence, thereby violating (iii). Hence E is bounded. On the other hand, let (x_{n}) be a sequence in E such that x_{n} → x. (iii) implies (x_{n}) has a subsequence which converges to a point in E. But such a subsequence can only converge to x. Hence x ∈ E and, by Theorem 3.20, E is closed.

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