Baire Category Theorem

This scene follows the Baire category theorem through nested intervals. Dodge the rationals one by one, and a point still remains.

Sets full of holes cannot cover everything. Choose smaller and smaller closed intervals, each dodging the next bad point. The intervals tighten onto one point belonging to no hole set. A complete space always keeps such a point.

For example, put a πŸ“¦ box inside a box, then a smaller one inside that. However small it gets, room remains at the center. Choosing the boxes to dodge rationals still leaves one point standing.

X=⋃n=1∞En,Β int⁑(Enβ€Ύ)=βˆ…Β impossibleΒ ifΒ XΒ completeX = \bigcup_{n=1}^{\infty} E_n,\ \operatorname{int}(\overline{E_n}) = \varnothing \ \text{impossible if } X \text{ complete}
Bβ€Ύ(xk+1,rk+1)βŠ†B(xk,rk)βˆ–Ek+1β€Ύ,Β rk+1<rk/2 ⟹ xβˆˆβ‹‚kBβ€Ύ(xk,rk),Β xβˆ‰EkΒ βˆ€k\overline{B}(x_{k+1}, r_{k+1}) \subseteq B(x_k, r_k) \setminus \overline{E_{k+1}},\ r_{k+1} < r_k/2 \ \Longrightarrow\ x \in \bigcap_k \overline{B}(x_k, r_k),\ x \notin E_k\ \forall k

Part of these learning paths

Examples & Exercises

Prove the Baire Category Theorem: a complete metric space XX cannot be written as a countable union X=⋃n=1∞EnX = \bigcup_{n=1}^{\infty} E_n of nowhere dense sets.

In other words, a complete metric space is not meagre (first-category) in itself.

X=⋃n=1∞En,int⁑(Enβ€Ύ)=βˆ…Β Β βˆ€nX = \bigcup_{n=1}^{\infty} E_n, \qquad \operatorname{int}(\overline{E_n}) = \varnothing \ \ \forall n
Bβ€Ύ(xk+1,rk+1)βŠ†B(xk,rk)βˆ–Ek+1β€Ύ,0<rk+1<rk/2\overline{B}(x_{k+1}, r_{k+1}) \subseteq B(x_k, r_k) \setminus \overline{E_{k+1}}, \qquad 0 < r_{k+1} < r_k/2
stage 6: I6=[0.75, 0.8125]I_6 = [0.75,\, 0.8125], survivor xβ‰ˆ0.78125x \approx 0.78125 β€” dodged q1=0q_1 = 0, q2=1q_2 = 1 inside the interval; the rest already lay outside. These nested closed intervals are the proof's nested closed balls Bβ€Ύ(xk,rk)\overline{B}(x_k, r_k).
Show proof
  1. Assume first that Xβ‰ βˆ…X \ne \varnothing β€” if X=βˆ…X = \varnothing then X=⋃nβˆ…X = \bigcup_n \varnothing, so the empty space is meagre in itself and nonemptiness is essential to the theorem.

    Since E1E_1 is nowhere dense, int⁑(E1β€Ύ)=βˆ…\operatorname{int}(\overline{E_1}) = \varnothing, so U1=Xβˆ–E1β€ΎU_1 = X \setminus \overline{E_1} is a nonempty open set (if U1=βˆ…U_1 = \varnothing then E1β€Ύ=X\overline{E_1} = X, giving int⁑(E1β€Ύ)=Xβ‰ βˆ…\operatorname{int}(\overline{E_1}) = X \ne \varnothing).

    Pick x1∈U1x_1 \in U_1; some ρ>0\rho > 0 has B(x1,ρ)βŠ†U1B(x_1, \rho) \subseteq U_1, and with r1=min⁑(ρ/2,1/2)r_1 = \min(\rho/2, 1/2) the closed ball Bβ€Ύ(x1,r1)βŠ†U1\overline{B}(x_1, r_1) \subseteq U_1 with r1<1r_1 < 1.

  2. Inductively, suppose Bβ€Ύ(xk,rk)\overline{B}(x_k, r_k) is chosen.

    Then V=B(xk,rk)βˆ–Ek+1β€ΎV = B(x_k, r_k) \setminus \overline{E_{k+1}} is a nonempty open set: B(xk,rk)B(x_k, r_k) is nonempty open, and B(xk,rk)βŠ†Ek+1β€ΎB(x_k, r_k) \subseteq \overline{E_{k+1}} would give B(xk,rk)βŠ†int⁑(Ek+1β€Ύ)=βˆ…B(x_k, r_k) \subseteq \operatorname{int}(\overline{E_{k+1}}) = \varnothing, a contradiction.

    Pick xk+1∈Vx_{k+1} \in V and shrink the radius below rk/2r_k/2 so the closed ball fits in VV: Bβ€Ύ(xk+1,rk+1)βŠ†B(xk,rk)βˆ–Ek+1β€Ύ\overline{B}(x_{k+1}, r_{k+1}) \subseteq B(x_k, r_k) \setminus \overline{E_{k+1}} with 0<rk+1<rk/20 < r_{k+1} < r_k/2.

  3. The sequence (xk)(x_k) is Cauchy: for m>km > k, xm∈Bβ€Ύ(xk+1,rk+1)βŠ†B(xk,rk)x_m \in \overline{B}(x_{k+1}, r_{k+1}) \subseteq B(x_k, r_k), so d(xk,xm)<rkd(x_k, x_m) < r_k, and rk≀2βˆ’(kβˆ’1)r1β†’0r_k \le 2^{-(k-1)} r_1 \to 0 (equality at k=1k = 1; for kβ‰₯2k \ge 2 iterating rj+1<rj/2r_{j+1} < r_j/2 gives the strict inequality). Completeness of XX gives a limit xkβ†’x∈Xx_k \to x \in X.

  4. For fixed kk, the tail (xm)mβ‰₯k(x_m)_{m \ge k} lies in the closed set Bβ€Ύ(xk,rk)\overline{B}(x_k, r_k), so the limit x∈Bβ€Ύ(xk,rk)x \in \overline{B}(x_k, r_k). Hence xβˆˆβ‹‚kBβ€Ύ(xk,rk)x \in \bigcap_k \overline{B}(x_k, r_k) for all kk; with x∈Bβ€Ύ(x1,r1)βŠ†Xβˆ–E1β€Ύx \in \overline{B}(x_1, r_1) \subseteq X \setminus \overline{E_1} and, for jβ‰₯2j \ge 2, x∈Bβ€Ύ(xj,rj)βŠ†B(xjβˆ’1,rjβˆ’1)βˆ–Ejβ€Ύx \in \overline{B}(x_j, r_j) \subseteq B(x_{j-1}, r_{j-1}) \setminus \overline{E_j}, we get xβˆ‰Ejx \notin E_j for every jj.

  5. But x∈X=⋃jEjx \in X = \bigcup_j E_j, so x∈Ejx \in E_j for some jj β€” a contradiction.

    Hence a complete metric space cannot be a countable union of nowhere dense sets.

    The intuition: each nowhere dense set leaves a "hole", and completeness traps the limit point obtained by descending through those holes inside the space.

Use the model's nested intervals to prove an irrational exists in [0,1][0, 1]: enumerate the rationals of [0,1][0, 1] as q1,q2,…q_1, q_2, \dots and at each stage take a closed interval IkI_k dodging qkq_k whenever it lands inside.

Show the lengths β„“k=bkβˆ’akβ†’0\ell_k = b_k - a_k \to 0 (using density of the rationals), and that the point xx with β‹‚kIk={x}\bigcap_k I_k = \{x\} differs from every qkq_k.

qk∈Ikβˆ’1Β βŸΉΒ β„“k=β„“kβˆ’1/4,qkβˆ‰Ikq_k \in I_{k-1} \ \Longrightarrow \ \ell_k = \ell_{k-1}/4, \quad q_k \notin I_k
β„“kβ†’0,β‹‚k=1∞Ik={x},xβ‰ qkΒ βˆ€k\ell_k \to 0, \qquad \bigcap_{k=1}^{\infty} I_k = \{x\}, \qquad x \ne q_k \ \forall k
stage 14: I14=[0.80859375, 0.8125]I_{14} = [0.80859375,\, 0.8125] (length 1/2561/256), survivor xβ‰ˆ0.810546875x \approx 0.810546875 β€” dodged q1=0q_1 = 0, q2=1q_2 = 1, q7=3/4q_7 = 3/4, q11=4/5q_{11} = 4/5 inside the interval; xx differs from all 14 rationals listed.
Show proof
  1. By construction each IkI_k is a closed interval with Ik+1βŠ†IkI_{k+1} \subseteq I_k; when qkq_k lands in Ikβˆ’1I_{k-1} we take IkI_k of one-quarter the length with qkβˆ‰Ikq_k \notin I_k (if qkq_k already lies outside, Ik=Ikβˆ’1I_k = I_{k-1}).

  2. The lengths tend to 00.

    Suppose no more "hits" occur after stage KK; then In=IKI_n = I_K for all nβ‰₯Kn \ge K and the length stays positive.

    But IKI_K has positive length, so it contains infinitely many rationals, each appearing exactly once in the enumeration β€” hence some qm∈IKq_m \in I_K has index m>Km > K.

    Then Imβˆ’1=IKβˆ‹qmI_{m-1} = I_K \ni q_m, so stage mm is a hit β€” a contradiction.

    Hits therefore occur infinitely often, and each one quarters the length, so ℓk→0\ell_k \to 0.

  3. By completeness of R\mathbb{R} (the nested interval theorem), nested closed intervals whose lengths tend to 00 intersect in exactly one point: β‹‚kIk={x}\bigcap_k I_k = \{x\}. And since x∈Ikx \in I_k while qkβˆ‰Ikq_k \notin I_k, we have xβ‰ qkx \ne q_k for every kk.

  4. Since {qk}\{q_k\} enumerates every rational of [0,1][0, 1], xx is an irrational in [0,1][0, 1].

    Hence [0,1]=⋃k{qk}[0, 1] = \bigcup_k \{q_k\} β€” a countable union of points β€” is impossible, and [0,1][0, 1] is uncountable.

    This is the point-set version of Baire's theorem: a singleton is nowhere dense in R\mathbb{R}, so [0,1][0, 1], being complete, cannot be a countable union of points without contradicting Baire.

[Idea-level sketch β€” not a complete proof] C[0,1]C[0, 1] with the sup norm βˆ₯fβˆ₯∞\|f\|_\infty is a complete metric space.

For mβ‰₯1m \ge 1 let Fm={f:βˆƒxΒ βˆ€y ∣f(x)βˆ’f(y)βˆ£β‰€m∣xβˆ’y∣}F_m = \{f : \exists x\ \forall y\ |f(x) - f(y)| \le m|x-y|\}.

Using that each FmF_m is closed nowhere dense (sketch), explain the idea that "nowhere-differentiable functions are typical" β€” i.e. comeager.

The closed/nowhere-dense verifications below are sketched, not fully proved here.

Fm={f∈C[0,1]:βˆƒxΒ βˆ€y ∣f(x)βˆ’f(y)βˆ£β‰€m∣xβˆ’y∣}F_m = \{f \in C[0,1] : \exists x\ \forall y\ |f(x) - f(y)| \le m|x-y|\}
differentiableΒ somewhereβŠ†β‹ƒm=1∞Fm(meagre)\text{differentiable somewhere} \subseteq \bigcup_{m=1}^{\infty} F_m \quad \text{(meagre)}
stage 10: I10=[0.796875, 0.8125]I_{10} = [0.796875,\, 0.8125], survivor xβ‰ˆ0.8046875x \approx 0.8046875 β€” three shrinkings dodged q1q_1, q2q_2, q7q_7 inside. The same nested-ball idea, applied in C[0,1]C[0,1], makes nowhere-differentiable functions typical.
Show hint
  1. [Sketch] FmF_m is closed. If fj∈Fmf_j \in F_m with fjβ†’ff_j \to f uniformly, witnessed by xjx_j β€” i.e. ∣fj(xj)βˆ’fj(y)βˆ£β‰€m∣xjβˆ’y∣|f_j(x_j) - f_j(y)| \le m|x_j - y| β€” pass to a convergent subsequence xjβ€²β†’xx_{j'} \to x (Bolzano–Weierstrass); the estimate survives the limit as ∣f(x)βˆ’f(y)βˆ£β‰€m∣xβˆ’y∣|f(x) - f(y)| \le m|x - y|, so f∈Fmf \in F_m.

  2. [Sketch] FmF_m is nowhere dense.

    Given f∈Fmf \in F_m and Ρ>0\varepsilon > 0, first approximate ff within Ρ/2\varepsilon/2 by a piecewise-linear pp (uniform continuity), then superimpose a fine zigzag of amplitude <Ρ/2<\varepsilon/2 whose slopes exceed those of pp by more than mm.

    At every candidate point xx, a nearby tooth of the zigzag breaks the mm-Lipschitz bound, so the perturbed gβˆ‰Fmg \notin F_m while βˆ₯gβˆ’fβˆ₯∞<Ξ΅\|g - f\|_\infty < \varepsilon.

    Being closed, FmF_m has empty interior.

  3. A function differentiable at even one point lies in ⋃mFm\bigcup_m F_m. If fβ€²(x0)f'(x_0) exists, then ∣f(y)βˆ’f(x0)βˆ£β‰€m1∣yβˆ’x0∣|f(y) - f(x_0)| \le m_1|y - x_0| for ∣yβˆ’x0∣<Ξ΄|y - x_0| < \delta (take m1β‰₯∣fβ€²(x0)∣+1m_1 \ge |f'(x_0)| + 1), while for far points ∣yβˆ’x0∣β‰₯Ξ΄|y - x_0| \ge \delta boundedness gives ∣f(y)βˆ’f(x0)βˆ£β‰€2βˆ₯fβˆ₯βˆžβ‰€2βˆ₯fβˆ₯∞δ∣yβˆ’x0∣|f(y) - f(x_0)| \le 2\|f\|_\infty \le \frac{2\|f\|_\infty}{\delta}|y - x_0|. With an integer mβ‰₯max⁑(m1,2βˆ₯fβˆ₯∞/Ξ΄)m \ge \max(m_1, 2\|f\|_\infty/\delta) we get ∣f(y)βˆ’f(x0)βˆ£β‰€m∣yβˆ’x0∣|f(y) - f(x_0)| \le m|y - x_0| for all yy β€” i.e. f∈Fmf \in F_m.

  4. Hence "functions differentiable somewhere" βŠ†β‹ƒm=1∞Fm\subseteq \bigcup_{m=1}^{\infty} F_m is a countable union of nowhere dense sets β€” meagre.

    Its complement, the nowhere-differentiable functions, is comeager, and by Baire (problem 1) it is not just nonempty but dense.

    To stress again: the closed/nowhere-dense verifications above are idea-level sketches, not complete proofs.

5. Topology