Tychonoff's Theorem

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Prove the stated assertion. For the product X×YX \times Y of metric spaces XX and YY (see problem 17) to be a compact set, it is necessary and sufficient that the spaces XX and YY be compact sets.

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Let {Mi}i=1n\left\{ M_{i}\right\}_{i=1}^{n} be compact metric spaces. Prove that M:=M1×M2×⋯×MnM:=M_{1} \times M_{2} \times \cdots \times M_{n} is a compact metric space with respect to metric dd as in Exercise 2.1.14.

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For the countable Cartesian product of metric spaces considered in Proposition 7, show that the product is compact if and only if each factor space is compact.

Proposition 7: Let X=∏n=1∞XnX = \prod_{n=1}^{\infty } X_{n} be the Cartesian product of the countable collection of metric spaces {(Xn,ρn)}n=1∞\left\{ (X_{n}, \rho_{n})\right\}_{n=1}^{\infty }. For points u={un}u = \left\{ u_{n}\right\} and v={vn}v = \left\{ v_{n}\right\} in XX, define ρ(u,v)=∑n=1∞12n⋅ρn(un,vn)1+ρn(un,vn)\rho (u, v) = \sum_{n=1}^{\infty } \frac{1}{2^{n}} \cdot \frac{\rho_{n}(u_{n}, v_{n})}{1 + \rho_{n}(u_{n}, v_{n})}. Then ρ\rho is a metric on XX for which sequential convergence is componentwise convergence in each component metric space (Xn,ρn)(X_{n}, \rho_{n}).

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Let XX denote the discrete topological space with two elements. Show that XNX^{N} is homeomorphic to the Cantor set.

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Using the Tychonoff Product Theorem and the compactness of each closed, bounded interval of real numbers prove that any closed, bounded subset of Rn\mathbb {R}^{n} is compact.

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Provide a direct proof of the assertion that if XX is compact and II is a closed, bounded interval, then X×IX \times I is compact.

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Prove that the product of a countable collection of sequentially compact topological spaces is sequentially compact.

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Let Ω=Xi∈NXi\Omega = X_{i \in \mathbb {N}} X_{i} be a product of metric spaces. Define Ωn=Xi≤nXi\Omega_{n} = X_{i \leq n} X_{i} and Sn=Xi≥nXiS_{n} = \mathrm{X}_{i \geq n} X_{i}. For each nn let KnK_{n} be a compact subset of Ωn\Omega_{n}, with the property that Hn:=∩i≤n(Ki×Si+1)≠∅H_{n}: = \cap_{i \leq n}\left(K_{i} \times S_{i+1}\right) \neq \emptyset for each finite nn. Write πi\pi_{i} for the projection map from Ω\Omega onto Ωi\Omega_{i}. Show that H:=∩i∈NHiH: = \cap_{i \in \mathbb {N}} H_{i} is a nonempty compact subset of Ω\Omega, by following these steps. (Remember, for metric spaces, compactness is equivalent to the property that each sequence has a convergent subsequence.)

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(i)

Let {zn:n∈N}\left\{ z_{n}: n \in \mathbb {N}\right\} be a sequence with zn∈Hnz_{n} \in H_{n}. Use compactness of each KiK_{i} to find subsequences N1⊇N2⊇N3⊇…\mathbb {N}_{1} \supseteq \mathbb {N}_{2} \supseteq \mathbb {N}_{3} \supseteq \ldots of N\mathbb {N} for which y(i):=lim⁡n∈Niπizny(i): = \lim_{n \in \mathbb {N}_{i}} \pi_{i} z_{n} exists, as a point of KiK_{i}. Define N∞\mathbb {N}_{\infty } to be the subsequence whose ii th member equals the ii th member of Ni\mathbb {N}_{i}. Show that lim⁡n∈N∞πizn=y(i)\lim_{n \in \mathbb {N}_{\infty }} \pi_{i} z_{n} = y(i) for every ii.

(ii)

Show that the first ii components of y(i+1)y(i+1) coincide with y(i)y(i) for each ii. Deduce that there exists a yy in Ω\Omega for which πiy=y(i)∈Ki\pi_{i} y = y(i) \in K_{i} for every ii. Deduce that y∈Hy \in H, and hence H≠∅H \neq \emptyset.

(iii)

Specialize to the case where zn∈Hz_{n} \in H for every nn. Show that there is a subsequence that converges to a point of HH.

References

[ККЧ+03] Кудрявцев Л.Д., Кутасов А.Д., Чехлов В.И., Шабунин М.И. Функции многих переменных. 2-е изд., ФИЗМАТЛИТ, 2003.
[Pet25] Petrovic J.S. Measure and Integral: Theory and Practice. CRC Press, 2025.
[RoFi23] Royden H.L., Fitzpatrick P.M. Real Analysis. 5th ed., Pearson, 2023.
[Pol02] Pollard D. A User's Guide to Measure Theoretic Probability. Cambridge University Press, 2002.