§ Limit point compactness from Munkres
Munkres calls "Bolzano Weirstrass" as limit point compactness. He defines a
space X to be limit point compact if every infinite subset of X has a
limit point.
§ Compact implies limit compact
We will prove the contrapositive. That is, let X be a compact set.
If A⊆X, does not have any limit point, then A is finite.
If A does not have any limit point, then A vacuously contains all of its limit
points. Thus, A is closed. Since A is a closed subset of a compact set X, A itself
is compact. Next, see that for each a∈A, we can find an open Ua such that Ua∩A={a}.
If we can't find such a Ua, then it means that a is a limit point!
(Since all nbhd of a intersect A non-trivially). Clearly, these "isolating" Ua cover A.
Since A is compact, we have a finite subcover Uai. See that A={ai}.
To show this, since the Ui cover A, we have A⊆∪iUai. Hence,
A=(∪iUai)∩A, which is equal to ∪(Uai∩A) which is ∪iai.
Hence, A has finitely many points, exactly the ai.
§ Classical Proof Using Bisection
Let's prove this in R.
Let C be a compact set containing an infinite number of points. We know from
Heine Borel that C is closed and bounded. Let the interval containing C be I[0]≡[l,r].
Bisect the interval into two sub-intervals: J[0][0]≡[l,m] and J[0][1]≡[m,r] for m=(l+r)/2.
One of these must contain an infinite number of points (suppose both contain a finite number of points, then I[0]
itself must contain a finite number of points, contradiction). We can thus recurse, setting I[1] to be the sub-interval
that has an infinite number of points. This gives us a nested sequence of intevals I[0]⊃I[1]⊃….
The interval J≡∩iI[i] is closed as it is the intersection of closed intervals. Also, J has length zero
since we bisect the interval each time. Hence, J is a single point, ie J={j}. We claim that j is an accumulation
point of the original subsequence. Any open set around O will contain some interval I[o]