1.4 Compact Sets

Definition 1.4.1. A class \(\zeta = \big \{G_{\alpha }\big \}\) of open subsets of \(\mathbb {R}\) is said to be an open covering of a set \(A\) if every point of \(A\) belongs to some member \(\zeta \). i.e if \(\, A\subset \displaystyle {\bigcup _{\alpha }}G_{\alpha }\).

If a set \(\, \varepsilon \subset \zeta \,\) is an open covering of \(A\), then we call \(\varepsilon \) an open subcovering of \(A\).
If \(\varepsilon \) consists of a finite number of sets then \(\varepsilon \) is called a finite subcovering of \(A\).

Example 1.4.2. Suppose \(A\) consists of terms of a convergent sequence and its limit i.e \( A = \big \{x\big \} \, \cup \, \big \{x_n: \, n\in \mathbb {N}\big \},\,\) where \(\, x_n \longrightarrow x\). If \(\zeta \) is an open covering of \(A\), then \(A\) is said to be covered by finitely many of the sets in \(\zeta \).

Proof. Let \(x\) belong to one of the sets in \(\zeta \) say \(\, x \in G\, \) in \(\zeta \). Since \(G\) is open, there is an \(\varepsilon > 0\, \exists \,\, \big (x- \varepsilon \, , \, x + \varepsilon \big ) \subset G\). This mean \(\, \exists m\in \mathbb {N} \ni \, \forall n\, > m, \, x_n\in G\). Now, each of the terms \(\, x_i (i= 1,2 ,\cdots \cdots , m)\) belong to \(G_i \in \zeta \), so \(A\) is covered by the sets \(G_1, \, G_2, \, \cdots \cdots \, G_m\). Therefore \(G\) has a finite subcovering of \(A\). Generally, every open covering of \(A\) has a finite subcovering.

Example 1.4.3. Let \(A = (1,3)\) and let \(\zeta \) be the set of all open intervals \(\big ( 1 + 1/n\, , \, 3-1/n\big )\) where \(n\in \mathbb {N}\). Then \(\zeta \) is an open covering of \(A\). But no finite subset of elements of \(\zeta \) is a proper subset of \(A\), and among any finite set of elements of \(\zeta \), one of them contains all the others. Thus, \(\zeta \) is an open covering that admits no finite subcovering of \(A\).

Theorem 1.4.4. If \([a,b]\) is a closed interval in \(\mathbb {R}\) and \(\zeta \) is an open covering of \([a,b]\), then \(\zeta \) has a finite subcovering of \([a,b]\).

Proof. Let \(S\) be the set of all \(x\in [a,b]\ni \,\) the closed interval \([a,x]\) is covered by finitely many sets \(G_{\alpha }, \, \alpha \in I\) of \(\zeta \). At least \(a\in S\), because \([a,a] = \big \{a\big \}\) and \(a\) belongs to some set \(G_{\alpha }\) in \(G\). We need to show that \(b\in S\). At any rate, \(S\) is non empty and bounded. Let \(M= \sup S\). Since \(S\subset [a, b]\), we have \(\, a\leq M \leq b\). Here, we want to show that \((1) \,\, M\in S\,\) and \(\, (2)\, \, M = b\).

1.
Since \(M\in [a,b]\subset \bigcup _{\alpha } \, G_{\alpha }\), there is a \(G^*_{\alpha } \in \zeta \ni M \in G^*_{\alpha }\). Since \(G^*_{\alpha }\) is open, \(\big (M - \varepsilon \, , \, M + \varepsilon \big ) \subset G^*_{\alpha }\) for some \(\varepsilon > 0\). Since \(M - \varepsilon < M \) and \(M\) is the sup of \(S\), \(\, \exists \, x \in S \ni M - \varepsilon < x \leq M\). Since \(x\in S,\, \exists \, \) finitely many sets \(G_{\alpha _1}\, , \, G_{\alpha _2}\, , \, \cdots \cdots ,\, G_{\alpha _r}\, \) in \(\zeta \, \ni [a,x] \subset G_{\alpha _1} \cup G_{\alpha _2} \cup \cdots \cdots \cup G_{\alpha _r}\, \) ( i.e the interval \([a,x]\) is covered by finitely many sets in \(\zeta \)). On the other hand, \(\big [x,M\big ]\subset \big (M - \varepsilon \, ,\, M + \varepsilon \big ) \subset G^*_{\alpha } \, \implies \, \big [a, M\big ] = \big [a,x\big ]\, \cup \, \big [ x, M\big ]\,\) is covered by the sets \(\, G^*_{\alpha }\, ,\, G_{\alpha _1}\, ,\, G_{\alpha _2}\, , \, \cdots \cdots , \, G_{\alpha _r}\,\) of \(\zeta \). This means that \(M\in S\).
2.
The proceeding argument that \(\, b - M < \varepsilon \,\) and the argument is valid with \(\varepsilon \) replaced by any positive number smaller than \(\varepsilon \). It follows that \(\, b - M \leq 0\). Thus \(b\leq M\). But \(M\leq b\), from above. Thus \(b = M\in S\). But since \([a,M]\) is covered by finitely many sets in \(\zeta \) it follows that \([a,b]\) has a finite subcovering.

Definition 1.4.5. A subset \(A\) of \(\mathbb {R}\) is said to be compact if every open covering of \(A\) has a finite subcovering.

Theorem 1.4.6 (Heine - Borel Theorem). Let \(A\) be a subset of \(\mathbb {R}\). Then \(A\) is compact if and only if \(A\) is bounded and closed.

Proof. Suppose \(A(\subset \mathbb {R})\) is compact. The open intervals \((-n,n),\, n \in \mathbb {N}\), have a union \(\mathbb {R}\) and thus they cover \(A\). By hypothesis, \(\exists \,\) a finite number of subintervals which cover \(A\). This means that \(\, A\subset (-m, m)\) for some \(m\in \mathbb {N}\).
Consequently, \(A\) is bounded. To show that \(A\) is closed we need to show that \(\overline {A} \subset A\), equivalently, \(\, A^C \subset \big (\overline {A}\big )^C\). Assuming that \(\, x\not \in A\), lets show that \(\, x\not \in \overline {A}\). We seek a nbd \(V\) of \(\, x\ni V_n A = \emptyset \). If \(\, a\in A\,\) then \(\, x\neq a\,\) since \(x\not \in A\). Thus \(\,\exists \,\) open intervals \(U_{\alpha }\, ,\, V_{\alpha } \ni a\in U_{\alpha }\, , \, x\in V_{\alpha }\,\) and \(\, U_{\alpha } \cap V_{\alpha } = \emptyset \).

axUVαα

As \(a\) varies over \(A\), the set \(U_{\alpha }\) form an open covering of \(A\). Suppose \(\, A\subset U_{\alpha _1} \cup U_{\alpha _2} \cup \cdots \cdots \cup U_{\alpha _r}\). Let \begin {align*} U & = U_{\alpha _1} \cup U_{\alpha _2} \cup \cdots \cdots \cup U_{\alpha _r}\\ V & = V_{\alpha _1} \cup V_{\alpha _2} \cup \cdots \cdots \cup V_{\alpha _r} \end {align*}

Then \(\, A\subset U\, \) and \(V\) is a nbd of \(x\). If \(y \in U_{\alpha _j}\) then \(y\not \in V_{\alpha _j}\). Therefore, \(y \not \in V\). Hence \(V\cap U = \emptyset \) (\(V\) misses every term in the formula for \(U\), so misses their union), and consequently \(V\cap A = \emptyset \). Thus, any point outside \(A\) is not a limit point of \(A\). \(\implies A\) contains all its limit points. Hence \(A\) is closed.
Conversely, suppose \(A\) is bounded and closed and \(\zeta \) is an open covering of \(A\). We must show that \(A\) is compact by finding a finite subcovering of \(\zeta \). By hypothesis the set \(V = \mathbb {R} - A\) is open and \(A\) is contained in some closed intervals, say \(A\subset [a,b]\). The points of \([a,b]\) that are in \(A\) are covered by \(\zeta \). What is left is the set \([a,b]-A\) and is contained in \(V\). Thus, we have an open covering of \([a,b]\) i.e the sets in \(\zeta \) together with the set \(V\) cover \([a,b]\). Therefore, \([a,b] \subset U_1 \cup U_2 \cup \cdots \cdots \cup U_r\) for suitable \(\, U_1,\, U_2, \, \cdots \cdots , U_r\) in \(\zeta \). The set \(A\) is contained in \([a,b]\) but is disjoint from \(V\). \(\implies \, A \subset U_1 \cup U_2\cup \cdots \cdots \cup U_r\), therefore \(A\) is covered by a finite subcovering. Hence \(A\) is compact.

Corollary 1.4.7. Every non-empty compact set \(A(\subset \mathbb {R})\) has a largest and smallest element.

Proof. By Heine-Borel Theorem, \(A\) is bounded and closed. Let \(M = \sup A\) and choose a sequence \(\, \big \{x_n\big \}\,\) in \( A\, \ni x_n\longrightarrow M\). Then \(M \in A\) (since \(A\) is closed) and \(M\) is the largest element of \(A\). Similarly \(\inf A\) belongs to \(A\) and it is the smallest element of \(A\).

Example 1.4.8. The set \([0,1]\) is closed and bounded. Hence, by Heine-Borel Theorem it is compact.

Example 1.4.9. The interval \((0,1)\) is not compact.

Proof. Let \(\, \zeta = \big \{ \big (G_n = 1/(n + 1)\, , \,1\big ): \, n\in \mathbb {N}\big \}\). We must show that \(\zeta \) is an open covering of (0,1), but has no finite subcovering which covers (0,1). Let \(\, x\in (0,1)\, \implies x \in (\varepsilon , 1)\,\) where \(0< \varepsilon < 1\). But by the Archimedean property \(\, \exists \, n \in \mathbb {N} \ni n > 1/ \varepsilon \, \implies \, 1/n < \varepsilon \, \implies \, 1/(n + 1) < \varepsilon \). This means that \(\, x \in \big (1/(n + 1) \, , \, 1\big ) = G_n\). Therefore \(\, x \in \bigcup ^{\infty }_{n=1}\, G_n\). Hence \(\, (0,1) \subset \bigcup ^{\infty }_{n = 1}\, G_n\, \implies \, \zeta \,\) is an open covering of (0,1).
Now, we assume that \(G\) is a finite subcovering of \(\zeta \). Then \[G = \Big \{ \Big (\dfrac {1}{n + 1}\, , \, 1\Big )\, , \, n = 1, \, 2, .... , k\in \mathbb {N}\Big \}\] We show that there exist one element in (0,1) which is not covered by \(G\). Clearly, \(\dfrac {1}{(k + 1) + 1} \in (0,1),\, \, \forall k \in \mathbb {N}\). Also, \[\dfrac {1}{k + 2} < \dfrac {1}{k + 1} \leq \dfrac {1}{n + 1}\hspace {0.2cm},\hspace {0.2cm} n = 1,\, 2,\, \cdots \cdots ,\, k\] This means that \(\dfrac {1}{k + 2} \not \in \Big (\dfrac {1}{n + 1}\, ,\, 1 \Big ) = G_n\). Hence \(\displaystyle {\dfrac {1}{k + 2} \not \in \bigcup ^{k}_{n = 1}\, G_n \, \implies \, (0,1)}\) is not covered by \(\,G\, \implies \, G\,\) is not a finite subcovering of \(G\). Therefore (0,1) is not compact.


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