Characterization of Compactness in R

Theorem

A set KR is compact iff it is closed and bounded.

Proof

(): Let K be compact. Let's first prove that K must be bounded. Assume for contradiction that K is not a bounded set. The idea is to show that there is a sequences that marches off to in such a way that it cannot have a convergent subsequence as the definition of compact requires. To do this, notice that because K is not bounded then x1K satisfying |x1|>1. Like wise x2K with |x2|>2, and so on, where for all k then xkK,|xk|>k.

Now because K is compact, then (xn) should have a convergent subsequence (xnk). But the elements of the sequence satisfy |xnk|>nk and thus (xnk) is unbounded. But that contradicts (xnk) being a convergent sequence (see Cauchy Sequences Are Bounded). Thus K must be bounded.

Now for the closed part, let x be a limit point of K, so then (xn)K{x} where xnx. By the definition of compactness, then (xn) has a convergent subsequence (xnk) where because subsequences converge to the same value as their convergent parent sequence, then (xnk)x. The definition of compactness also requires that xK, completing the proof that K is closed.

(): Let K be closed and bounded and let (xn)K. The Balzano-Weierstrass Theorem says that (xnk) such that xnkx exists since K is bounded. Since K is closed then xK. Thus every sequence in K contains a subsequence converging to a limit in K, showing the definition of compact.