Call J ⊆ ℝᵖ an open cell when each coordinate is confined to its own open interval of ℝ: J = {x = (ξ₁, ⋯, ξₚ) ∈ ℝᵖ : aᵢ < ξᵢ < bᵢ for i = 1, ⋯, p} — a Cartesian product with one open interval per coordinate. Call I ⊆ ℝᵖ a closed cell when every strict inequality above becomes aᵢ ≤ ξᵢ ≤ bᵢ. Finally, a subset of ℝᵖ is bounded when it can be enclosed in some cell.
舞台搭好,第一位主角上場。§7-2 的一維區間套性質(7.3)說:ℝ 裡 non-empty 的閉區間一個套住一個地縮下去,必有公共點。10.2 要把這句話整包搬進 ℝᵖ——搬運的巧思在於:箱子的成員資格本來就是 p 場一維考試,一場一場分開監考就行。
10.2 NESTED CELLS THEOREM
Take a sequence (Iₖ) of closed cells in ℝᵖ, each of them non-empty, nested so that I₁ ⊇ I₂ ⊇ ⋯ ⊇ Iₖ ⊇ ⋯. Then at least one point of ℝᵖ belongs to every cell Iₖ.
Proof. Write out the k-th box coordinate by coordinate: Iₖ = {(ξ₁, ⋯, ξₚ) : ak1 ≤ ξ₁ ≤ bk1, ⋯, akp ≤ ξₚ ≤ bkp}. Fix one direction j and watch the shadows [akj, bkj] that the boxes cast on the j-th axis.
The shadows inherit the nesting — and non-emptiness is what lets them do it. Since Ik+1 is non-empty, pick some w ∈ Ik+1. Given any number t in the (k+1)-st shadow, replace the j-th coordinate of w by t: the new point still passes every coordinate test of Ik+1, because membership examines each axis separately. Since Ik+1 ⊆ Iₖ, that point lies in Iₖ too, so t belongs to the k-th shadow. Hence the shadows [akj, bkj], k ∈ ℕ, form a nest of non-empty closed intervals of ℝ.
這一步要證的是:影子跟著箱子一起套——第 k+1 個影子整段落在第 k 個影子裡。論證這樣走:因為 Ik+1 非空,先抓一個成員 w;對第 k+1 個影子裡的任何數 t,把 w 的第 j 個座標換成 t,換完的點仍通過 Ik+1 的每一場座標考試——因為箱子的成員資格逐維獨立打分,動第 j 維不驚動其他維。又由於 Ik+1 ⊆ Iₖ,這個點也在 Iₖ 裡,於是 t 屬於第 k 個影子——套住了。non-empty 全場唯一的上工點就在這裡,而且致命:空箱子沒有影子可投,只要有一個 Iₖ 是空集,這條論證立刻走不下去(那時定理的結論也真的會垮——交集裡什麼都不剩)。「換掉一個座標仍是成員」靠的是箱子的乘積結構,一般集合沒有這種好事——在圓盤裡把一個點的座標換掉,可能就掉出圓盤外;cell 這個舞台的價值正在此處。
Because ℝ is complete — the one-dimensional nested-interval property of Section 7 — this chain of shadows leaves a common number ηⱼ with akj ≤ ηⱼ ≤ bkj for every k. Nothing in the argument favoured the direction j, so running it once per coordinate yields p numbers η₁, ⋯, ηₚ.
Assemble y = (η₁, ⋯, ηₚ). For each k, membership in the box Iₖ amounts to exactly p conditions — the j-th coordinate must sit inside the j-th shadow — and every coordinate of y satisfies its condition by construction. Therefore y ∈ Iₖ for all k: the cells share a common point.
最後把 p 個座標拼成 y = (η₁, ⋯, ηₚ),驗收它住在每個箱子裡。因為 Iₖ 的成員資格恰好就是那 p 場一維考試——第 j 個座標落在第 j 條影子內——而 ηⱼ 正是按「留在第 j 條影子的每一段裡」造出來的,所以 y 逐維過關等於整體過關:y ∈ Iₖ 對每個 k 成立。沒有第 p + 1 個條件躲在暗處。