MAT 570 Real Analysis

John Quigg Fall 2010

revised August 9, 2010

Notes on: Compactness

Theorem 1. A metric space X is sequentially compact if and only if it is complete and

totally bounded.
Proof. First assume that X is sequentially compact. Then it is complete because every
Cauchy sequence has a convergent subsequence and hence is convergent itself. The total
boundedness, and the proof of the converse direction, follow quickly from Lemma 2 below.

Lemma 2. A metric space X is totally bounded if and only if every sequence in X has a
Cauchy subsequence.
Proof. First assume that X is totally bounded, and let {xn } be a sequence in X. X is a
union of finitely many sets of diameter less than 1, and pick one of these sets, calling it
S1 , that contains xn for infinitely many n. Choose n1 such that xn1 ∈ S1 . Since S1 is also
totally bounded, it is a union of finitely many sets of diameter less than 1/2, from which we
pick one, and call it S2 , that contains xn for infinitely many n. Choose n2 > n1 such that
xn2 ∈ S2 . Continue in this way, getting a decreasing sequence {Sk } of sets (i.e., Sk ⊃ Sk+1
for all k) of diameter less than 1/k, and a strictly increasing sequence {nk } in N such that
xnk ∈ Sk for all k. Since d(xnj , xnl ) < 1/k for all j, l ≥ k, the subsequence {xnk } is Cauchy.
Conversely, assume that X is not totally bounded. We will construct a sequence in X
with no Cauchy subsequence. We can choose  > 0 such that X is not a finite union of open
balls of radius . Choose x1 ∈ X. Since X 6= B (x1 ), we can choose x2 ∈ / B (x1 ). Similarly,
/ 21 B (xi ). Continue in this way, getting a sequence {xn } in X such that
S
we can choose x3 ∈
[
xn ∈ / B (xi ) for all n.
i<n

It follows that if n 6= k then d(xn , xk ) ≥ . Therefore, {xn } has no Cauchy subsequence. 

Theorem 3. A metric space X is compact if and only if it is complete and totally bounded.
Proof. First assume that X is compact. Total boundedness is immediate from the definition
of compactness. For completeness, let {Fn }∞ n=1 be a decreasing sequence of closed subsets
whose diameters go to 0. Then {Fn } has the finite intersection property, and hence has
nonempty intersection by compactness. Therefore X is complete.
Conversely, assume that X is complete and totally bounded, and let U be an open cover
of X. We argue by contradiction: suppose U has no finite subcover. By Lemmas Sn 4 and 5
∞
below, U has a countable subcover {Un }n=1 . Inductively replacing each Un by k=1 Uk , we
can assume that the Un ’s are increasing. Since {Un }∞
1 does not cover X, for each n we can
choose xn ∈/ Un . Since X is complete and totally bounded, it is sequentially compact, so
{xn } has a subsequence converging to some x ∈ X. Since {Un } covers X, we can choose k
such that x ∈ Uk . Since {xn } has a subsequence converging to x, there exists n ≥ k such
that xn ∈ Uk . But then xn ∈ Un since Uk ⊂ Un , and this is a contradiction. 
Lemma 4. Every totally bounded metric space is separable.
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Proof. For each n ∈ N, choose a finite subset Fn ⊂ X such that

[
X= B1/n (x).
x∈Fn
S∞
Then 1 Fn is countable, and it is an elementary exercise to show that it is dense. 
Lemma 5. Every open cover of a separable metric space has a countable subcover.
Proof. Let D ⊂ X be a countable dense set, and put
B = {B1/n (x) : x ∈ D, n ∈ N}.
Then B is a countable family of open sets, and it is an elementary exercise to show that
every open set in X is a union of sets in B. Now let U be an open cover of X. For each
U ∈ U choose a subfamily BU ⊂ B such that
[
U= B.
B∈BU

Put [
C= BU .
U ∈U
Then C ⊂ B, hence is countable. For each B ∈ C choose UB ∈ U such that B ⊂ UB . Then
{UB }B∈C is a countable subfamily of U, and it is easy to see that it covers X. 
Theorems 1 and 3 are the most important general results on compact metric spaces. Here
is another useful fact concerning compactness:
Lemma 6. A subset of a complete metric space has compact closure if and only if it is totally
bounded.
Proof. Let S ⊂ X, where X is a complete metric space. If S is compact, then it is totally
bounded, and therefore so is S.
Conversely, assume that S is totally bounded. Since S is complete, it suffices
Sn to show that
S is totally bounded Let  > 0, and choose x1 , . . . , xn ∈ S such that S ⊂ 1 B/2 (xi ). Then
n
[ n
[
S⊂ B /2 (xi ) ⊂ B (xi ). 
1 1