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(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