Maximum and Minimum Theorem in Metric Spaces
Theorem
Let be a compact metric space, and let be continuous. Then, it is as follows.
Then,
there exists a that satisfies this. In other words: for every ,
there exists a that satisfies this. This is called the extreme value theorem.
Explanation
The compactness condition is necessary.
This theorem guarantees that includes the maximum and minimum values of . Without any conditions, by the definition of supremum and infimum, there is no guarantee that , are included in , but the assumption that is compact and is continuous makes valid.
Proof
Since is continuous in a compact space, is compact. According to the equivalent condition for compactness in Euclidean space, is a closed and bounded set of real numbers.
Let be a non-empty set of real numbers and bounded above. And let . Then, . Furthermore, if is closed, then .
Then, the proof is complete by the auxiliary theorem.
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