Heine–Cantor theorem

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In mathematics, the Heine–Cantor theorem, named after Eduard Heine and Georg Cantor, states that if f:MN is a continuous function between two metric spaces M and N, and M is compact, then f is uniformly continuous. An important special case is that every continuous function from a closed bounded interval to the real numbers is uniformly continuous.

Proof

Suppose that M and N are two metric spaces with metrics dM and dN, respectively. Suppose further that a function f:MN is continuous and M is compact. We want to show that f is uniformly continuous, that is, for every positive real number ε>0 there exists a positive real number δ>0 such that for all points x,y in the function domain M, dM(x,y)<δ implies that dN(f(x),f(y))<ε.

Consider some positive real number ε>0. By continuity, for any point x in the domain M, there exists some positive real number δx>0 such that dN(f(x),f(y))<ε/2 when dM(x,y)<δx, i.e., a fact that y is within δx of x implies that f(y) is within ε/2 of f(x).

Let Ux be the open δx/2-neighborhood of x, i.e. the set

Ux={ydM(x,y)<12δx}.

Since each point x is contained in its own Ux, we find that the collection {UxxM} is an open cover of M. Since M is compact, this cover has a finite subcover {Ux1,Ux2,,Uxn} where x1,x2,,xnM. Each of these open sets has an associated radius δxi/2. Let us now define δ=min1inδxi/2, i.e. the minimum radius of these open sets. Since we have a finite number of positive radii, this minimum δ is well-defined and positive. We now show that this δ works for the definition of uniform continuity.

Suppose that dM(x,y)<δ for any two x,y in M. Since the sets Uxi form an open (sub)cover of our space M, we know that x must lie within one of them, say Uxi. Then we have that dM(x,xi)<12δxi. The triangle inequality then implies that

dM(xi,y)dM(xi,x)+dM(x,y)<12δxi+δδxi,

implying that x and y are both at most δxi away from xi. By definition of δxi, this implies that dN(f(xi),f(x)) and dN(f(xi),f(y)) are both less than ε/2. Applying the triangle inequality then yields the desired

dN(f(x),f(y))dN(f(xi),f(x))+dN(f(xi),f(y))<ε2+ε2=ε.

For an alternative proof in the case of M=[a,b], a closed interval, see the article Non-standard calculus.

See also