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Theorem.

(Bolzano-Weierstrass)
Every bounded sequence has a convergent subsequence.
proof:
Let A8 be a bounded sequence. Then, there exists an interval +" ," such
that +" A8 ,8 for all 8
+" ,"
"
Either +" +" ,
# or # ," contains infinitely many terms of A8 . That
"
is, there exists infinitely many 8 in N such that +8 is in +" +" ,
# or there exists
+" ,"
"
infinitely many 8 in N such that +8 is in +" ,
# ," . If +" # contains
"
infinitely many terms of A8 , let +2 ,2 +" +" ,
# . Otherwise,
"
let +2 ,2 +" ,
# ,"
+# ,#
#
Either +# +# ,
# or # ,# contains infinitely many terms of A8 . If
+# ,#
#
+# +# ,
# contains infinitely many terms of A8 , let +$ ,$ +# # .
#
Otherwise, let +$ ,$ +# ,
# ,# By mathematical induction, we can continue this
construction and obtain a sequence of intervals a8 ,8 such that

3) for each 8 a8 ,8 contains infinitely many terms of A8


33) for each 8 a8" ,8" a8 ,8 and
333) for each 8 b8" +8" "# ,8 +8
The nested intervals theorem implies that the intersection of all of the intervals
a8 ,8 is a single point A . We will now construct a subsequence of A8 which
will converge to A
Since a1 ,1 contains infinitely many terms of A8 , there exists 5" in N
such that A5" is in a1 ,1 Since a# ,# contains infinitely many terms of A8 ,
there exists 5# in N 5# 5" such that A5# is in a# ,# Since a$ ,$ contains
infinitely many terms of A8 , there exists 5$ in N 5$ 5# such that A5$ is in
a$ ,$ Continuing this process by induction, we obtain a sequence A58 such that
A5n is in an ,n for each 8 . The sequence A58 is a subsequence of A8 since
5n+1 5n for each 8 . Since
a8 A ,8 A , and +8 A8 ,8 for each 8
, the squeeze theorem implies that that A58 A

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