proof of exhaustion by compact sets for
First consider to be a bounded open set and designate the open ball centered at with radius by
Construct , where is the boundary of and define .
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is compact.
It is bounded since and is by assumption
bounded. is also closed. To see this consider but . Then there exists and such that .But because and .This implies that and we have a contradiction
. is therefore closed.
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Suppose and . This means that for all , .Since we must have .But and we have a contradiction.
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Suppose , since is open there must exist such that .Considering such that we have that for all and thus .
Finally if is not bounded consider and define where is the set resulting from the previous construction on the bounded set .
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will be compact because it is the finite union of compact sets.
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because and
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First find such that .This will always be possible since all it requires is that .Finally since by construction the argument for the bounded case is directly applicable.