extreme value theorem
Extreme Value Theorem. Let and be real numbers with , and let be a continuous
, real valued function on . Then there exists such that for all .
Proof. We show only the existence of . By the boundedness theorem is bounded above; let be the least upper bound of . Suppose, for a contradiction, that there is no such that . Then the function
is well defined and continuous on . Since is the least upper bound of , for any positive real number we can find such that , then
So is unbounded on . But by the boundedness theorem is bounded
on . This contradiction finishes the proof.