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Proof of Heine-Cantor: Continuity on Compact Interval Implies Uniform Continuity

theoremthm:calc-uniform-continuity-compact-2026a
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Proof

Let f:[a,b]Rf:[a,b]\to\mathbb R be continuous. If ff were not uniformly continuous, there would exist ε0>0\varepsilon_0>0 and sequences xn,yn[a,b]x_n,y_n\in[a,b] with xnyn0|x_n-y_n|\to0 but f(xn)f(yn)ε0|f(x_n)-f(y_n)|\ge\varepsilon_0. By compactness of [a,b][a,b], after passing to a subsequence xnx[a,b]x_n\to x_\ast\in[a,b]. Then ynxy_n\to x_\ast as well since xnyn0|x_n-y_n|\to0. Continuity of ff gives f(xn)f(x)f(x_n)\to f(x_\ast) and f(yn)f(x)f(y_n)\to f(x_\ast), hence f(xn)f(yn)0|f(x_n)-f(y_n)|\to0, contradicting f(xn)f(yn)ε0|f(x_n)-f(y_n)|\ge\varepsilon_0. So ff is uniformly continuous.

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