TheoremBase

If a≤ba\le b failed, the totality of the order would give b<ab<a, and taking ε\varepsilon to be half of a−ba-b contradicts the hypothesis. The other two claims follow by transposing the slack and by antisymmetry.

Proof

Conventions. The order ≤\le, its associated strict order <<, and the arithmetic of R\mathbb{R} are those of the ordered field of real numbers; in particular ≤\le is a total order, so it is antisymmetric and, for any two real numbers, one is at least the other. Among the ordered field axioms is the compatibility of ≤\le with addition: if a≤ba\le b then a+c≤b+ca+c\le b+c for every c∈Rc\in\mathbb{R}. That axiom is what we use for non-strict inequalities; claim 1 of Elementary Order Arithmetic in an Ordered Field is its strict counterpart and is cited only where the inequality is strict.

Claim 1. Assume a≤b+εa\le b+\varepsilon for every positive ε∈R\varepsilon\in\mathbb{R}, and suppose that a≤ba\le b fails. By the totality of ≤\le we then have b≤ab\le a and b≠ab\ne a, that is, b<ab<a. By claim 1 of Elementary Order Arithmetic in an Ordered Field, adding −b-b to both sides gives 0<a−b0<a-b, so claim 8 there shows that

ε0=(a−b)⋅2−1\varepsilon_{0}=(a-b)\cdot2^{-1}

is positive and satisfies ε0<a−b\varepsilon_{0}<a-b. The hypothesis applied with ε0\varepsilon_{0} gives a≤b+ε0a\le b+\varepsilon_{0}, and adding −b-b to both sides gives a−b≤ε0a-b\le\varepsilon_{0} by the compatibility of ≤\le with addition. Combining with ε0<a−b\varepsilon_{0}<a-b by claim 2 of that lemma yields a−b<a−ba-b<a-b, which is impossible since << requires the two sides to be distinct. Hence a≤ba\le b.

Claim 2. Assume b−ε≤ab-\varepsilon\le a for every positive ε∈R\varepsilon\in\mathbb{R}. Fix such an ε\varepsilon; adding ε\varepsilon to both sides of b−ε≤ab-\varepsilon\le a, which the compatibility of ≤\le with addition recorded in the Conventions permits, gives b≤a+εb\le a+\varepsilon, since (b−ε)+ε=b(b-\varepsilon)+\varepsilon=b. As ε\varepsilon was an arbitrary positive number, claim 1, applied with bb in the role of aa and aa in the role of bb, gives b≤ab\le a.

Claim 3. Assume 0≤a0\le a and a≤εa\le\varepsilon for every positive ε∈R\varepsilon\in\mathbb{R}. Since 0+ε=ε0+\varepsilon=\varepsilon, the hypothesis reads a≤0+εa\le0+\varepsilon for every positive ε\varepsilon, so claim 1, applied with 00 in the role of bb, gives a≤0a\le0. Together with 0≤a0\le a and the antisymmetry of the total order ≤\le, this gives a=0a=0.

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