1.2 Closed Sets

Definition 1.2.1. A set \(A\) of real numbers is said to be a closed subset of \(\mathbb {R}\) if whenever a convergent sequence has all of it’s terms in \(A\), the limit of the sequence must also lie in \(A\).
i.e \(A\) is a closed set in \(\mathbb {R}\) if for every \(\big \{ x_n \}^{\infty }_{n = 1}\,\) with \(\, x_n \in A\,\) and \(\, x_n \longrightarrow x\,\) , then \(\, x \in A\).

By convention, the empty set \(\emptyset \) is a closed set.

Example 1.2.2.

1.
\(\mathbb {R}\) is a closed set since every convergent sequence \(\, \big \{x_n\big \}^{\infty }_{n=1}\, \) in \(\mathbb {R}\) converges to a point \(x\in \mathbb {R}\).
2.
Every singleton set \(\{a\},\, (a\in \mathbb {R})\) is closed , since the constant sequence \(x_n = a\) converges to \(a\in \big \{a\big \}\).
3.
For every real number \(c\), the intervals \(\, \big [c, +\infty \big )\,\) and \(\, \big (-\infty ,c\big ]\,\) are closed sets in \(\mathbb {R}\). For example if \(\, x_n \longrightarrow x\,\) and \(\, x_n \geq c\hspace {0.2cm} \forall \, n \in \mathbb {N}\,\) then \(\, x\geq c,\,\) and hence \(\, x\in \big [ c,+\infty \big )\).

Note. that \([c,+\infty )\) and \((-\infty , c]\) are closed sets and they are intervals, but they are not closed intervals. The term closed interval is reserved for \([a,b],\, a,\, b\in \mathbb {R}\).

Lemma 1.2.3. If \(A\) is a closed subset of \(\mathbb {R}\), \(\, x_n \longrightarrow x \, \) in \(\mathbb {R}\) and \(x_n \in A\) frequently, then \(x\in A\).

Proof. Suppose \(x\notin A\). Since \(A\) is closed, \(A^{C}\) is open, so there is \(\varepsilon >0\) with \(\left (x-\varepsilon ,\,x+\varepsilon \right )\subseteq A^{C}\). But \(x_n\rightarrow x\) means \(x_n\) lies in that interval for all large \(n\), so \(x_n\notin A\) for all large \(n\) — contradicting that \(x_n\in A\) frequently, which puts terms of \(A\) arbitrarily far along the sequence. Hence \(x\in A\). □

Note. “Frequently” is weaker than “eventually” and is all that is needed: the argument only requires some term beyond each stage to lie in \(A\). The theorem is the sequential characterisation of closedness, and it is usually the easiest way to prove a set closed.

Theorem 1.2.4.

1.
\(\emptyset \) and \(\mathbb {R}\) are closed sets.
2.
If \(A\) and \(B\) are closed sets in \(\mathbb {R}\), then so is their union \(A\cup B\).
3.
If \(\Omega = \big \{ S_i : \, i \in I\big \}\,\) is any of closed sets \(S_i\) in \(\mathbb {R}\), then their intersection \(\,\displaystyle { S = \bigcap _{i\in I} S_i}\,\) is also closed. i.e the intersection of an arbitrary family of closed sets is closed.

Proof. Each part is the complement of the corresponding statement about open sets.

(i)

\(\emptyset \) is closed because its complement \(\mathbb {R}\) is open, and \(\mathbb {R}\) is closed because its complement \(\emptyset \) is open.

(ii)

If \(A\) and \(B\) are closed then \(A^{C}\) and \(B^{C}\) are open, and \[\left (A\cup B\right )^{C} = A^{C}\cap B^{C}\] is an intersection of two open sets, hence open. So \(A\cup B\) is closed.

(iii)

For any family \(\Omega =\{S_i\}\) of closed sets, \[\left (\bigcap _{i\in I} S_i\right )^{C} = \bigcup _{i\in I} S_i^{C},\] a union of open sets, which is open. Hence the intersection is closed. □

Note. Part (ii) is stated for two sets and extends by induction to any finite number, but not beyond. The union \(\bigcup _{n}\left [\tfrac 1n,\,1\right ] = (0,1]\) is a countable union of closed sets that is not closed. Arbitrary intersections survive; only finite unions do.

Proof.

1.
\(\emptyset \) is closed by convention and \(\mathbb {R}\) is also closed, as already noted in the example above.
2.
Suppose \(\, x_n \in A\cup B\hspace {0.2cm} \forall n \in \mathbb {N}\, \) and \(\, x_n \longrightarrow x\in \mathbb {R}\). If \(\, x_n \in A\,\) frequently then \(x\in A\) by lemma, since \(A\) is closed. Alternatively, if \(x_n \in B\) frequently then \(x \in B\) again by lemma.
Either way \(x\in A\cup B\). Hence by definition \(A\cup B \) is closed.
3.
Let \(\, S = \bigcap _{i \in I} S_i = \big \{x \in \mathbb {R}:\, x \in S_i \hspace {0.2cm} \forall i \in I\big \}\). Suppose \(\, x_n \longrightarrow x \,\) and \(\, x_n \in S\hspace {0.2cm}\forall n\). Then for each \(\, S_i \in \Omega \, , \, x_n \in S_i\hspace {0.2cm} \forall i \in I\). Thus \(\, x\in S_i \hspace {0.2cm} \forall i \in I\,\), because \(S_i\) is closed \(\, \implies \, x \in S\). Therefore, since \(\, x_n \in S = \bigcap _{i \in I} S_i\hspace {0.2cm} \forall n\, \) and \(\, x\in S, \, S = \bigcap _{i \in I} S_i \) is closed.

Example 1.2.5. Every closed interval \([a,b]\) is a closed set.

Proof. Let \(\, a\leq b\). Then \(\, [a,b]= (-\infty , b]\cap [a,+\infty )\). But \(\, (-\infty , b]\,\) and \(\, [a,+\infty )\,\) are closed sets. Therefore by ‘Theorem (3)’ \([a,b]\) is closed set.

Example 1.2.6. If \(\, A_1\, ,\, A_2\, \, \cdots \cdots , \, A_r\,\) is a finite list of closed sets in \(\mathbb {R}\), then their union \(\, A_1\cup A_2\cup \cdots \cdots \cup A_r\,\) is also a closed set. Thus, the union of a finite number of closed sets is closed.

Proof. Follows by induction on ‘(2) of the previous Theorem’

However, the union of an arbitrary family of closed sets is not closed. For example, if
\(\, A_n = \big [ 1 + 1/n\, , \, 5 - 1/n\big ]\hspace {0.2cm} \forall n \in \mathbb {N}\), then \(\, \bigcup _{n\in \mathbb {N}} A_n = (1,5)\,\) which is not a closed set.

Definition 1.2.7. A non-empty set \(A\) is said to be finite if there exist a positive integer \(n\) and a surjection \(\, f:\big \{ 1, \, 2,\, \cdots \cdots , n\big \} \longrightarrow A.\)

A set is said to be infinite if it is not finite.

By convention, \(\emptyset \) is finite.

Example 1.2.8. Every finite subset \(\, A = \big \{ a_1\, , \, a_2\, , \cdots \cdots , a_r\big \}\,\) of \(\mathbb {R}_r\) is a closed set.

Proof. \(A = \big \{ a_1\, , \, a_2\, , \, \cdots \cdots , \, a_r\big \} = \big \{a_1\big \} \cup \big \{ a_2\big \}\cup \cdots \cdots \cup \big \{ a_r\big \}\,\) and the singleton sets
\(\, \big \{a_1\big \}\, , \, \big \{a_2\big \}\, ,\cdots \cdots \, \big \{a_r\big \}\,\) are closed. The finite union of closed sets is closed. Hence \(A\) is closed.

Definition 1.2.9. Let \(\, A\subset \mathbb {R}\). Then \(A\) is a neighborhood of a point \(\, x\in \mathbb {R}\,\) if \(\, \exists \, \varepsilon > 0 \hspace {0.1cm} \ni (x-\varepsilon \, , \, x + \varepsilon ) \subset A\).
i.e \(\, A \) is nbd of \(x\) if \(\, \exists \, \varepsilon > 0\, \ni \, \begin {vmatrix} y - x\\ \end {vmatrix} < \varepsilon \, \implies \, y \in A\).

Definition 1.2.10. Let \(A\) be a subset of \(\mathbb {R}\). Then a real number \(x\) is called a limit point of \(A\) if \(\, \forall \, \varepsilon > 0 \, \exists y \in A\, \ni \, 0 < \begin {vmatrix} y - x\\ \end {vmatrix} < \varepsilon \).
i.e \(x\) is a limit point of \(A\) if \(\forall \, \varepsilon > 0, \, \big (x-\varepsilon \, ,\, x + \varepsilon \big ) \cap \big (A - \{x\}\big ) \neq 0\,\) i.e every nbd \(\, \big (x - \varepsilon \, , \, x + \varepsilon \big )\,\) of \(x\) contains at least one point of \(A\) other than \(x\).

Theorem 1.2.11. A point \(x\) is a limit point of \(\, A\iff \,\) for each \(\, \varepsilon > 0\, , \, \big ( x - \varepsilon \, , \, x + \varepsilon \big ) \cap A\,\) is an infinite set.

Proof. Let \(x\) be a limit point of \(A\) and let \(x_1\) be a point of \(A\) other than \(x\) contained in \(\, \big ( x - \varepsilon \, , \, x + \varepsilon \big )\). Then, taking \(\, \varepsilon _1 = \min \big \{\big | x_1 - x\big |\, ,\, \varepsilon \big \}\), we have a nbd \(\, \big (x-\varepsilon _1\, , \, x + \varepsilon _1\big ) = I_1\) of \(x\) such that \(\, x_1 \not \in I_1\). By definition, \(I_1\) contains a point of A, say \(x_2\), other than \(x\). Next, taking \(\varepsilon _2 = \min \big \{ \big | x_2 - x\big |\, ,\, \varepsilon _1\big \}\,\) we get a nbd \(\, \big (x - \varepsilon _2\, ,\, x+ \varepsilon _2\big ) = I_2\) of \(x\) such that \(x_1\, , \, x_2, \in I_2\). By definition \(I_2\) contains a point say \(x_3\), of \(A\) other than \(x\). Since \(\, I_3\subset I_2 \subset I_1 \subset \big ( x- \varepsilon \, ,\, x + \varepsilon \big )\), the distinct points \(\, x_1\, , \, x_2\, , \, x_3\in \big (x - \varepsilon \, ,\, x + \varepsilon \big )\). continuing the argument indefinitely, we find many points \(\, x_1\, , \, x_2\, ,\, x_3\, , \cdots \cdots \) of \(A\). Therefore \(\, \big ( x - \varepsilon \, , \, x + \varepsilon \big ) \cap A\,\) is a infinite set.

Definition 1.2.12. The set of all limit points of \(A\), regardless of the status of \(A\), i.e whether \(A\) is closed or not is called the derived set of \(A\), and is denoted by \(\, A'\).

Theorem 1.2.13. Let \(A\) be a subset of \(\mathbb {R}\). A real number \(x\) is a limit point of \(\, A\iff \, \exists \,\) a sequence \(\, \big \{x_n\big \}^{\infty }_{n = 1}\, \) in \(\, A\ni x_n \longrightarrow x\,\) as \(\, n \longrightarrow \infty \).

Proof. Suppose \(x\) is a limit point of \(A\). Then \(\, \forall , n \in \mathbb {N}\, \exists \, x_n \in A\, \ni \, 0 < \begin {vmatrix} x_n - x\\ \end {vmatrix} < 1/n\). Let \(\varepsilon > 0\) be given. Then \(\, \exists \, m \in \mathbb {N}\, \ni \, M > 1/\varepsilon \). Thus, \(\, \forall \, n > M\, \) we have \[\begin {vmatrix} x_n - x\\ \end {vmatrix} < \frac {1}{n} < \frac {1}{M} < \varepsilon \] Hence, \(\, x_n \longrightarrow x\,\) as \(\, n \longrightarrow \infty \).
Conversely, suppose \(\, \big \{ x_n \big \}^{\infty }_{n = 1}\, \) is a sequence in \(\, A\, \ni \, x_n \longrightarrow x\,\) as \(\, n \longrightarrow \infty \). Let \(\varepsilon > 0\) be given. Then \(\, \exists \, M \in \mathbb {N}\, \ni \, | x_n - x| < \varepsilon \,\, \forall \, n > M\). Therefore, since \(\, x_n \in A\,\) for all \(\, n\in \mathbb {N}\, , \, x\) is a limit point of \(A\).

Definition 1.2.14. The closure of a subset \(A\) of \(\mathbb {R}\) denoted by \(\overline {A}\), is the set \(\, \overline {A} = A \cup A'\).

Theorem 1.2.15. Let \(A\) be any subset of \(\mathbb {R}\). Then \(\overline {A}\) is the smallest closed set containing \(A\).
i.e

(i).
\(\overline {A} \supset A\)
(ii).
If \(B\) is a closed set with \(B\supset A\), then \(\, B\supset \overline {A}\)
(iii).
\(A\) is closed if and only if \(\, \overline {A} = A\).
(iv).
a real \(\, x \in \overline {A} \, \iff \, \forall \, \varepsilon > 0\, \, \exists \, y \, \in A \, \begin {vmatrix} x - y \\ \end {vmatrix} < \varepsilon \)
(v).
\(\overline {A} \,\) is a closed set.

Proof.

(i).
We prove that \(\, \overline {A} \supset A\). By definition \(\, \overline {A} = A \cup A' \, \implies \, A \subset \overline {A}\).
(ii).
We prove that if there is another closed set \(\, B \, \ni \, A \subset B\), then \(\, \overline {A} \subset B\).
Suppose \(B\) is closed with \(\, A\subset B\). Let \(\, x \in \overline {A} \, \ni \, x_n \longrightarrow x\,\) where \(\, x_n \in A\,\, \forall n\). Then \(\, x_n \in B\) ( since \(\, A\subset B\)). Therefore \(\, \overline {A} \subset B\).
(iii).
We prove that \(A\) is closed \(\iff \, \overline { A} = A\). Let \(A\) be a closed set. Also, let \(\, x\in \overline {A}\,\) with \(\, x_n \in A\, \, \forall \, n\,\) and \(\, x_n\longrightarrow x\). Since \(A\) is closed, \(\, x\in A\, \implies \, \overline {A} \subset A\). From (i) \(\, A\subset \overline {A} \, \implies , \overline {A} = A\).
Conversely, suppose \(\, \overline {A} = A\). We show that \(A\) is closed. For \(\, x_n \in A\, \forall n\,\) with \(\, x_n \longrightarrow x\,\) in \(\overline {A}\). Then \(\, x\in A\). Therefore \(A\) is closed.

Note. \(A\) is closed if it contains all limit points.

(iv).
We prove that a real number \(\, x\in \overline {A} \, \iff \, \forall \, \varepsilon > 0 \, \exists \, y \in A\, \ni \, \begin {vmatrix} x - y\\ \end {vmatrix} < \varepsilon \).
Suppose \(\, x \in \overline {A}\), where \(\, x_n \longrightarrow x\,\) with \(\, x_n \in A\, \forall \, n\). Then, given any \(\, \varepsilon > 0\, \exists \, m \in \mathbb {N}\, \ni \, \begin {vmatrix} y - x\\ \end {vmatrix} < \varepsilon \).
Conversely, for each positive number \(n\), let \(\varepsilon = 1/n\) and chose \(\, x_n \in A\, \ni \\ \begin {vmatrix} x - x_n\\ \end {vmatrix} < 1/n \, \implies \, x_n \longrightarrow x\,\) as \(n \longrightarrow \infty \). Therefore \(\, x \in \overline {A}\).
(v).
We prove that \(\overline {A}\) is a closed set
We assume that \(\, \forall \, n \, \, x_n \in \overline {A}\,\) and \(\, x_n\longrightarrow x\). We show that \(\, x\in A\). If \(\varepsilon > 0\) is given then \(\, \exists , m\in \mathbb {N}\, \ni \, \begin {vmatrix} x_n - x\\ \end {vmatrix} < \varepsilon /2\,\, \forall \, n > m\). For this \(m\) , chose \(y \in A\) so that \(\, \begin {vmatrix} x_n - y\\ \end {vmatrix} < \varepsilon /2\). Then by triangular inequality, \[\begin {vmatrix} x - y\\ \end {vmatrix} \leq \begin {vmatrix} x - x_n\\ \end {vmatrix} + \begin {vmatrix} x_n - y\\ \end {vmatrix} < \dfrac {\varepsilon }{2} + \dfrac {\varepsilon }{2} = \varepsilon \] Hence, by (iv) above, \(\, x\in \overline {A}\). Therefore \(\overline {A}\) is closed.

Definition 1.2.16. A subset \(A\) of real numbers is bounded if \(\, \exists \,\) a real number \(K\) such that \(\, \forall \, \in A \, \, \begin {vmatrix} x\\ \end {vmatrix} < K\).

Theorem 1.2.17 (Bolzano-Weiertrass Theorem). Every bounded infinite set \(S\) of real numbers has at least one limit point.

Proof. Since \(S\) is bounded and infinite \(\, \exists \,[h,k]\, \ni \, S\subset [h,k]\) and \([h,k]\cap S\,\) is an infinite set.
Let \(\, T = \big \{x: \big (-\infty , x\big ) \cap S\,\) is finite \(\big \}\). Clearly \(\, h \in T \neq \emptyset \,\) and \(K\) is an upper bound of \(T\). For if \(\, x_0\in T\, \ni \, x_0 > K \, \implies \, K\, \) is not an upper bound of \(T\). Hence, by completeness axiom \(T\) has the supremum. Let \(\xi = \sup T\). If \(\, \xi \in (a,b), \, a< \xi \, \implies \, \) a is not an upper bound of \(T\) and so \(\, \exists \, \eta \in T\, \ni \, a< \eta \leq \xi \, \implies \, \big (-\infty , a \big ] \cap S\,\) is finite, for \(\, \big (-\infty , h\big )\cap S \,\) is finite. But \(\, \xi < b \, \implies \, b \not \in T\, \implies \, \big (-\infty \, ,\, b\big ] \cap S\,\) is infinite.
Thus, \(\, (a,b)\cap S - \big (-\infty \, ,\, a\big ] \cap S\,\) is an infinite set. Thus, \(\xi \) is limit point of \(S\).


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