User:IssaRice/Lebesgue number lemma and Tao's proof that sequential compactness implies covering compactness

From Machinelearning

One typical statement of the Lebesgue number lemma is the following: Let be a metric space, and let be a sequantially compact subset of . Let be a collection of open sets which covers . Then there exists a number such that for each there is some such that . Here is called a Lebesgue number (any smaller positive number is also a Lebesgue number, so this number is not unique). Thus the Lebesgue number lemma asserts the existence of a Lebesgue number.

The idea is that we can find some fixed radius , and consider balls as we move around in . We might think that at some of these places, our ball will be "broken up" by not being entirely within some single . But the Lebesgue number lemma says this is not the case, that we can move around freely within and always have our balls entirely living inside some (of course, the specific index may change as we move around). The balls are "basically points", but with the helpful property that they have positive diameter (this latter property is what allows us to extract a finite subcover of ).

In Analysis II, Terence Tao shows something similar when he proves that sequential compactness implies covering compactness for metric spaces. Specifically, he defines for each the number (the set here is non-empty because the collection covers , so is positive). Then he takes the infimum of all these s, . He then shows that (this is the content of Case 1 of his proof).

It looks like is playing the role of in the usual statement of the Lebesgue number lemma, but this is not exactly right (rather, any number less than is a Lebesgue number).

But in fact, the statement that is equivalent to the Lebesgue number lemma, and this is not hard to show.

Suppose . Let be arbitrary. Then so . Now consider any number such that . We have . The important thing is that cannot be an upper bound for the set . Thus there exists some in this set such that , which means that for some . We have just shown the Lebesgue number lemma.

Now suppose the Lebesgue number lemma is true. Then we are given some . Thus if then there is some such that . Since is the supremum of such radii, we have . Now taking the infimum over , we have .

Actually I think maybe .