Let M be a {as||complete} metric space and let {Cn}n be a {as||collection of closed subsets} of M such that M=⋃n∈NCnThen {ha||at least one} of the Cn {ha||contain an open ball}
{==ha||B(x,r)={y∈M:d(x,y)<r}}
(ie, {ha||at least one==} Cn has {ha||an interior point}).
^statement
NOTE
A set that does not contain an interior point is called nowhere dense. Sometimes when we apply this theorem, we do not need Cn to be closed. Then the result is that their closures must contain and open ball. ie, we cannot have all Cn be all nowhere dense.
NOTE
We can use this theorem to prove that there exists a continuous function that is nowhere differentiable
Proof (by contradiction)
Suppose BWOC that there is some collection of closed subsets of M such that ⋃nCn=M and all Cn are nowhere dense.
M that does not converge
we’ll show that there is a sequence in
Since M contains an open ball but C1 does not, we have M=C1. Thus there is some p1∈M∖C1. Since C1 is closed but M∖C1 is open, this implies that ∃ϵ1>0 s.t. B(p1,ϵ1)∩C1=∅.
Now, B(p1,3ϵ1)⊂C2 means there exists some p2∈M∖C2. And since C2 is closed, there exists 0<ϵ2<3ϵ1 such that B(p2,ϵ2)∩C2=∅
Now, suppose there we have found k such points. Then for each j=1,…,k we have pj⊂Cj withϵj such that B(pj,ϵj)∩Cj=∅
Since B(pk,3ϵk)⊂Ck+1, there exists some pk+1∈B(pk,3ϵk) such that pk+1∈Ck+1
Then there exists ϵk+1<3ϵk such that B(pk+1,ϵk+1)∩Ck+1=∅
Thus, by indiction, we have found a sequence of points {pk}k⊂M and ϵk∈(0,ϵ1) such that for all k,
pj∈B(pj−1,3ϵj−1)
B(pj,ϵj)∩Cj=∅
This sequence {pk}k is Cauchy because for all k,ℓ∈N, we have
d(p_{k+1}, p_{k+\ell}) &\leq d(p_{k}, p_{k+1}) + d(p_{k+1}, p_{k+2}) + \dots + d(p_{k+\ell-1}, p_{k+\ell}) \\
&< \frac{\epsilon_{k}}{3} + \frac{\epsilon_{k+1}}{3} + \dots+\frac{\epsilon_{k+\ell-1}}{3} \\
&< \frac{\epsilon_{1}}{3^k}+\frac{\epsilon_{1}}{3^{k+1}}+\dots+\frac{\epsilon_{1}}{3^{k+\ell}} \\
&< \epsilon_{1} \sum_{n=k}^\infty \frac{1}{3^k} \\
&= \frac{\epsilon_{1}}{3^k}\left( \frac{1}{1-\frac{1}{3}} \right) \\
&= \frac{\epsilon_{1}}{2} 3^{-k+1}
\end{align}$$
Since $M$ is complete, there exists some $p \in M$ such that $p_{k} \to p$ as $k \to \infty$.
Now, for all $k \in \mathbb{N}$, we have
$$\begin{align}
d(p_{k+1}, p_{k+\ell+1}) &< \epsilon_{k+1} \left[ \frac{1}{3} + \frac{1}{3^2} + \dots+\frac{1}{3^\ell} \right] \\
&< \epsilon_{k+1} \sum_{n=1}^\infty 3^{-n} \\
&= \frac{\epsilon_{k+1}}{2} \\
\implies \lim_{ \ell \to \infty } d(p_{k+1}, p_{l+\ell+1}) &=d(p_{k+1}, p) \\
&\leq \frac{\epsilon_{k+1}}{2} \\
&< \frac{\epsilon_{k}}{6} \\
\end{align}$$
So as $\ell\to \infty$, we have
$$d(p_{k+1}, p)$$
$$\implies d(p_{k}, p) \leq d(p_{k}, p_{k+1}) + d(p_{k+1}, p) \leq \frac{1}{3}\epsilon + \frac{1}{6}\epsilon_{k} < \epsilon_{k}$$
ie, $p \in B(p_{k}, \epsilon_{k}) = B_{k}$ *for all* $k$. And each of these balls has $B_{k} \cap C_{k} = \varnothing$. Thus $p$ is not in any of the $C_{k}$ ie $p \not\in\bigcup_{k}C_{k} = M$
$$\implies \impliedby$$
$$\tag*{$\blacksquare$}$$