Bootcamp

Christoph Thiele
Summer 2012

Compactness
Compactness in metric spaces is a generalization of finiteness in the realm of sets.
For motivation, let X = {x0 , x1 , . . . , xn } be some finite set and assume that we have
an infinite collection B of sets such that
[
X⊂ A
A∈B

Then we can choose a finite collection A0 , A1 , . . . , An of sets in B such that

n
[
X⊂ Ak
k=0

Namely, for each 0 ≤ k ≤ n we have that xk ∈ A∈B A, there exists a set Ak such
S

that x ∈ Ak . Then clearly X ⊂ nk=0 Ak . This motivates the following definition.

S

Definition 1 Let (M, d) be a metric space. Then a subset K ⊂ M is called compact,

if for every collection B of open sets in M with
[
K⊂ A
A∈B

(such a collection is called an open cover of K), we have that there is a finite subcol-
lection B 0 of B such that [
K⊂ A
A∈B 0

By or previous argument, we have that

Lemma 1 Finite sets are compact.
If K is a subset of a metric space, then K itself is a metric space. Whether or not
K si compact in M depends only on the space K itself, not on its embedding. This
is the content of the next lemma. This contrasts with the notion of opennnes, note
that no non-empty open set in the metric space D will still be open when embedded
into R+0.

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Lemma 2 Let K be a subset of a metric space. Assume for every cover K by open
balls with center in K, i.e., for every set S of pairs (y, r) with y ∈ K and r ∈ D,
r > 0, with [
K⊂ Br (y)
(y,r)∈S

there exists a finite subset S 0 of S with

[
K⊂ Br (y)
(y,r)∈S 0

Then K is compact.

Obviosuly if K si compact, then this criterion is satisfied by an application of the

definitio of compactness to the special colelction of open sets Br (y) with (y, r) ∈
S. Hence this open ball criterion, which depends entirely ont he metric on K, is
equivalent to compactness.
Proof: Assume we are given any open cover
[
K⊂ A
A∈B

Then for every y ∈ K there exists Ay ∈ B with y ∈ A. Since A is open, there exists
ry with Bry (y) ⊂ A. Consider the collection of balls

{Bry (y) : y ∈ K}

it clearly covers K. By the hypothesis of the lemma, there is a finite subcover. Then
the corresponding finite set of Ay covers K. Hecne K is compact. 2
For separable metric spaces, it is sufficient to consider countable covers:

Lemma 3 Let K be a separable metric space. Assume for every countable cover B
of K there exists a finite subcover of K. Then K is compact.

Proof: Assume B is any cover of K. Let K 0 be a countable dense set of K. For

each y ∈ K we find a Ay ∈ B with y ∈ Ay and we find a dyadic ry so that B3ry (y) ⊂ A.
We then find a x ∈ K 0 with x ∈ Bry (y) and we have y ∈ B2ry (x) ⊂ Ay . The collection
of all balls of the from B2ry (x) is countable since it is parametericed by a subset of
K 0 × D which is countable. Finding a finite subcover of this cover yileds a finite
subcover of B as above. 2
It is noteworthy that seperability of a space implies separability of any subspace.

Lemma 4 Let (M, d) be a separable metric space and let M 0 be a subset of M . Then
M 0 is separable as well.

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Note that given any countable dense subset of M , it is not clear that this set has any
poitn sin common with M 0 . hecne construction of a countable dense subset of M 0 has
to be more careful.
Proof: Let S be a countable dense subset of M . Consider the set A of all pairs
(x, r) ⊂ S ×D+ for which there exists y ∈ M 0 with y ∈ Br (x). The set A is countable.
For each (x, r) ∈ A choose (countable choice!) y(x, r) with y ∈ Br (x). The set of all
such y(x, r) is countable. We claim it is dense in M 0 . Pick z ∈ M 0 and s > 0 dyadic.
There is x ∈ S with x ∈ Bs/2 (z) since S is dense. Now (x, s/2) ∈ A hence there exists
y(x, s/2) ∈ Bs/2 (x). But then y(x, s/2) ∈ Bs (z) by the triangle inequality. 2

Lemma 5 Assume (K, d) is a compact metric space. Then K is separable.

Proof: For each r ∈ D consider the collection Dr of all balls of the form Br (x)
with x ∈ K. It covers K and hence we may choose a finite subcover. Let Xr be the
S
finite set of centers of these finitely many balls. Now consider the union X = r≥0 Xr .
It is a countable collection of points. We claim X is dense in K. Let y ∈ K, and
r > 0. Then there is a center x ∈ Xr with y ∈ Br (x). Hence x ∈ Br (y). Hence X is
dense. 2
Another notion independent of the embedding is:

Definition 2 A nonempty metric space (K, d) is bounded if it is empty or there exists

a ball Br (x) which contains the whole space M .

Note that if K is a nonempty subset of another metric space M , then it suffices

to find a ball in M that covers K. Namely, if Br (y) covers K and x ∈ K, then B2r (x)
also covers K by the triangle inequality.

Lemma 6 A compact metric space (K, d) is bounded.

Proof: We may assume K is not empty. Pick a point x ∈ K and observe that
[
M= Br (x)
r∈D

, since every point y in K has some finite distance d(x, y) to x and there exists r ∈ D
with d(x, y) < r and hence y ∈ Bt (x). Hence the collection of balls about x covers
the compact set, and hence there is a finite collection of balls about x which cover
the compact set. Since the balls are nested, it suffices to take the largest ball to cover
the compact set. This proves boundedness. 2
There is a dual observation using complements of balls

Lemma 7 Every compact metric space (K, d) is complete.

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 Note that the notion of completeness is also independent of the embedding.
Proof: Let B be a Dedekind cone in K. Let Cr be the set

{y ∈ K : inf sup d(y, z) > r}

s>0 (z,t)∈B:0≤t≤s

We claim this set is open. Let y be in this set, then there exist dyadic  > 0 such that

inf sup d(y, z) ≥ r + 

s>0 (z,t)∈B:0≤t≤s

Then the triangle inequality show that for u ∈ B (y) we also have u ∈ Cr . hence Cr
is open.
Assume to get a contradiction there is no x ∈ K with

inf sup d(x, z) = 0

s>0 (z,t)∈B:0≤t≤s

Then K is contained in the union of Cr . We may choose a finite subcollection of the

sets Cr covering K. Since the Cr are nested, one single Cr covers K.

sup d(y, z) ≥ r
(z,t)∈B:0≤t≤s

for all y ∈ K. But by definition of the Dedekind cone, we have (z, t) ∈ B with z ∈ K
and t < r. This is a contradiction. 2

Lemma 8 Let (K, d) be a complete metric space. If K is compact, then every se-
quence f : N → K has a subsequence which is Cauchy.

Proof: Let f : N → K be a sequence. Let Cn be the set of points in K such

that inf k≥0 d(f (n + k), x) > 2−n This set is open. We claim the union of the sets
Cn does not cover K. Assume to get a contradiction that it does cover K. Then
by compactness and nestedness some Cn already covers all of K. But f (n) ∈ / Cn
since inf k≥0 d(f (n + k), f (n)) = 0. Hecne we have seen that the union of Cn doe
snot cover K. Let x be apoint in K that is not in the union of the Cn . Then
inf n inf k≥0 d(f (n + k), x) = 0 and since inf k≥0 d(f (n + k), x) is monotone increasing
in n we have inf k≥0 d(f (n + k), x) = 0 for all n. Pick a subsequence as follows. Pick
n(0) = 0. Assume we have already picked n(k), then pick n(k + 1) > n(k) such that
d(f (n(k + 1), n(k)) ≤ 2−k . Then this sequence is Cauchy. 2
The converse holds under assumption of separability.

Lemma 9 Let (K, d) be a separable complete metric space such that every sequence
f : N → K has a subsequence which is Cauchy. Then K is compact.

Proof:
First assume every sequence has a subsequence which is Cauchy. Assume {An , n ∈
N} is a countable open cover that covers K. We may assume An are nested, An ⊂

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An+1 (or else we pass to Bn = nk=0 An ). Wew need to show that there is a n such
S

that An covers K. Assume to get a contradiction that there is no such n. Then

for each n, pick f (n) ∈
/ An . Pick a subsequence that is Cauchy. Then there is a
subsequecne that converges to a point x ∈ K. Since the union of An cover K, there
is an n such that x ∈ An . But then An contains some point f (m) with m > n since
the subsequecne converges to x. This is a contradiction to choice of f (m) outside Am
which is a superset of An . This completes the proof of compactness.
The following is a property easy to check, and hence useful in view of the next
lemma.

Definition 3 A subset of a metric space is called closed, if its complement is open.

Note that unlike compactness and completeness (and boudnedness), closedness is not
a property of the subspec per se. Namely, D is closed in itself (its complement is
empty and hence open), however, D is not closed in R+0 since it is dense and hence
the complement, which is not empty, does not contain any open ball.

Lemma 10 Let (M, d) be a metric space and M 0 a closed subset of M . Then

1. If M is compact, then so is M 0 .

2. If M is complete, then so is M 0 .

Proof: Compactness: Let B be an open cover of M 0 . We may assume it consists

of open balls Br (x). Let B 0 be the corresponding collection of open balls in M , and
observe that B 0 ∪ {M \ M 0 } is an open cover of M . Pick a finite subcover B 0 . Drop
{M \ M 0 } from this finite cover (if needed), then the new finite collection, considered
as balls in M 0 , are a finite cover of M 0 . Completeness: Let B be a Dedekind cone in
M 0 . It generates a Dedekind cone in M . Let x be the corresponding tip of the cone.
We claim that x ∈ M 0 . If not , then there is an r > 0 such that Br (x) ∩ M 0 = ∅. This
however contradicts the definiiton of a Dedekind cone in M 0 , which has to contain
points (y, s) for s < r. 2
The criterion that a compact space has to be bounded and complete may or may
not be sufficient. Note that Rn with Euclidean metric is complete.

Lemma 11 Bounded closed subsets of Rn with Euclidean metric are compact.

Proof: We prove that every sequence in K has a subsequence which is Cauchy.

let (x1 , . . . , xn ) denote the sequence. Since the sequence is bounded, each entry is
bounded. Choose a subsequence so that x1 is monmotone. Then choose a subsequence
so that x2 is monotone, and so on. Hence we may assume all sequences are monotone.
But then all coordinate sequences are Cauchy, and hence the full sequence is Cauchy.
Since K is complete, it has a limit.
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Exercise 1 The space l2 (N) is separable and complete.

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Lemma 12 The ball B1 (0) in l2 (N) is not compact.

Proof: Let fn be the element in l2 (N) which satisfies fn (m) = 0 if n 6= m and

fn (m) = 1 if n = m. Then Any two elements have distance > 1, hence this sequence
has no subsequence that is Cauchy.

Exercise 2 Let a : N → R+ 0 be a sequence with lim supn→∞ an = 0. Let K be the set

2
of all sequences f in l (N) (with values in R) such that
∞
a(n)f (n)2 < ∞ < ∞
X

n=0

Prove that K is compact.

Exercise 3 Prove the converse of the above. If K ⊂ l2 (N) is compact, then there
exists a sequence an as above such that ∞ 2
n=0 a(n)f (n) < ∞ for all f ∈ K
P

The following is a version of the fact that finite subsets in a totally ordered space
have a maximum and a minimum.

Lemma 13 Let (M, d) be a metric space and let K be a subspace. Let x ∈ M , then
there exists y and z in K such that

d(x, y) = inf d(x, t)

t∈K

d(x, y) = sup d(x, t)

t∈K

Proof: There is a sequence tn of elements in K such that d(x, tn ) is monotone

increasing and
sup d(x, tn ) = sup d(x, t) = S
n t∈K

Pick a subsequence that is Cauchy. Then thsi seqeucne has a limit t ∈ K. Then we
have
d(x, t) ≥ d(x, tn ) − d(t, tn ) ≥ S −  − 
for arbitrarily small . Hence
d(x, t) = S
The proof of existence of a minimum is similar. 2

Definition 4 Let (M, d) and (M 0 , d0 ) be two metric spaces. The Cartesian product
of the two metric spaces is the set of all ordered pairs (x, x0 ) with x ∈ M and x0 ∈ M 0
and distance
d((x, x0 ), (y, y 0 )) = max{d(x, y), d(x, y 0 )}

Exercise 4 Prove that this is indeed a metric space.

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Exercise 5 The Cartesian product of two separable metric spaces is separable.

Lemma 14 The Cartesian product of two compact metric spaces is compact.

Proof: It suffices to find finite subcovers of covers by balls in this metric. Suppose we
are given such a cover. For eahc x ∈ M this covers in particular the set {x} × M 0 .
Find a finite subcover. Pick the minimal radius r of this finite subcover. Then this
finite subcover covers Br (x) × M 0 . Now these Br (x) cover all of M . Find a finite
subcover. This produces a finite colelction of ifnite sets covering all of M × M 0 2

Lemma 15 Assume (K, d) is a compact metric space and (M, d0 ) is a metric space.
Assume f : K → M is continuous. Then the range of f is compact.

Proof: Let B be an open cover of f (K). For each A ∈ B let A0 = {x ∈ K, f (x) ∈

A}. Then A0 is open. Let B 0 be the set of all A0 , it is a cover of K. Pick a finite
subcover, then the corresponding sets A form a finite cover of f (A). 2