Balzano-Weierstrass Theorem

Balzano-Weierstrass Theorem

Every bounded sequence has a convergent subsequence.

Scratch work:

Here we split each interval, and choose the one that has infinitely-many terms. Here we have it that:

I1⊇I2⊇I3⊇…

We can pick an element b1∈I1, then the next element b2∈I2, and so on.

More formally, pick an n1∈N such that an1∈I1, n2∈N where an2∈I2 and n2>n1. Continue with n3∈N such that an3∈I3 and n3>n2. Repeat as needed. We get that, by the Nested Interval Property, that
Proof

Let (an) be a bounded sequence so that ∃M>0 where |an|≤M for all n∈N. Bisect the closed interval [−M,M] into the two closed intervals [−M,0] and [0,M] (the midpoint is in both halves). Now it must be that at least one of these closed intervals contains an infinite number of the terms in the sequence (an). Select a half for which this is the case and label that interval as I1. Then let an1 be some term in the sequence (an) satisfying an1∈I1.

Next we bisect I1 into closed intervals of equal length and let I2 be again the half that contains infinitely many terms from (an). Select an an2 from the original sequence with n2>n1 and an2∈I2.

In general if we construct the closed interval Ik by taking a half of Ik−1 containing an infinite number of terms of (an) and then select nk>nk−1>⋯>n2>n1 so that ank∈Ik.

We want to argue that (ank) is a convergent subsequence. But we need a candidate for the limit. Via the Nested Interval Property since:

I1⊇I2⊇…

Then ∃x∈R where x∈Ik for every k. It just remains to show that (ank)→x. Let ε>0. Via 25 Subsequences and the Bolzano-Weierstrass Theorem Practice#2.5.3 and the Limit Laws (Algebraic Limit Theorem) then
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