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On Heine-Borel Theorem for any compact set.

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I have recently studied the Heine-Borel theorem i.e. set is compact iff any open cover has a finite subcover. I have proven it only for compact intervals and their cartesian products for higher dimensions. I was told it follows directly and that it applies to any compact set. In particular, the sets $X \subset \mathbb R^n$ (Definition of compact is closed and bounded)

My question is how could one show this? Thank you for any ideas or insights.


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