Compact Sets in a Metric Space
If
is a metric space and
then a cover or covering of
is a collection of subsets
in
such that:

Furthermore, we said that an open cover (or open covering) is simply a cover that contains only open sets.
We also said that a subset
is a subcover/subcovering (or open subcover/subcovering if
is an open covering) if
is also a cover of
, that is:

We can now define the concept of a compact set using the definitions above.
Definition: Let
be a metric space. The subset
is said to be Compact if every open covering
of
has a finite subcovering of
.
In general, it may be more difficult to show that a subset of a metric space is compact than to show a subset of a metric space is not compact. So, let's look at an example of a subset of a metric space that is not compact.
Consider the metric space
where
is the Euclidean metric and consider the set
. We claim that this set is not compact. To show that
is not compact, we need to find an open covering
of
that does not have a finite subcovering. Consider the following open covering:

Clearly
is an infinite subcovering of
and furthermore:

Let
be a finite subset of
containing
elements. Then:

Let
. Then due to the nesting of the open covering
, we see that:

But for
we need
. But
, so
and
, so
. Therefore any finite subset
of
cannot cover
. Hence,
is not compact.
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