Heine Borel Theorem

This is the simplest form of the HBT, specialized to the unit interval of the real line.

Let O be an collection of open intervals which cover the unit interval [0,1]. Then there is a finite subcover.

Let G denote the collection of all x such that x \le 1 and [0,x] is has a finite subcover in O. Note that 0 \in G. Hence g = \sup G exists and is not larger than 1.

first claim: g \in G.

Assume g \not \in G. Since O is an open cover of [0,1] there is an open interval (a,b) \in O such that x\in (a,b). Since [0,(a+x)/2] has a finite subcover in O it follows that adding (a,b) to this subcover is a finite subcover of [0,g]. Hence g \in G, which is a contradiction to the assumption.

second claim: g = 1.

Assume g  < 1. Since [0,g] has a finite subcover, it has an open interval (a,b) such that g \in (a,b). So (g+b)/2 \in G, and so g < (g+b)/2 \le \sup G. This is a contradiction since \sup G = g.

Hence the conclusion is validated.

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