TheoremBase

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 ∣xn−yn∣→0|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 xn→x∗∈[a,b]x_n\to x_\ast\in[a,b]. Then yn→x∗y_n\to x_\ast as well since ∣xn−yn∣→0|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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