Normal order

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Template:Distinguish 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, and M is compact, then f is uniformly continuous. An important special case is that every continuous function from a closed interval to the real numbers is uniformly continuous.

Proof

Uniform continuity for a function f is stated as follows:

ε>0δ>0x,yM:(dM(x,y)<δdN(f(x),f(y))<ε),

where dM, dN are the distance functions on metric spaces M and N, respectively. Now assume for a contradiction that f is continuous on the compact metric space M but not uniformly continuous; in this case, the negation of uniform continuity for f is that

ε0>0δ>0x,yM:(dM(x,y)<δdN(f(x),f(y))ε0).

Fixing ε0, for every positive number δ we have a pair of points x and y in M with the above properties. Setting δ = 1/n for n = 1, 2, 3, ... gives two sequences {xn}, {yn} such that

dM(xn,yn)<1ndN(f(xn),f(yn))ε0.

As M is compact, the Bolzano–Weierstrass theorem shows the existence of two converging subsequences (xnk to x0 and ynk to y0) of these two sequences. It follows that

dM(xnk,ynk)<1nkdN(f(xnk),f(ynk))ε0.

But as f is continuous and xnk and ynk converge to the same point, this statement is impossible. The contradiction proves that our assumption that f is not uniformly continuous cannot be true, so f must be uniformly continuous as the theorem states.

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

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