Definition 1. A topological space X is said to be a Baire space, if for any given countable collection An of closed sets with empty interior in X, their union n=1⋃∞An also has empty interior in X.
In terms of open sets this property can be reformulated as follows:
Definition 2. A topological space X is said to be a Baire space, if for any given countable collection Gn of open dense subsets of X, their intersection n=1⋂∞Gn is dense.
Baire' s category theorem. Every complete metric space is a Bair space.
Proof. The set n=1⋂∞Gn is dense iff for every open set U, n=1⋂∞Gn∩U=∅. We will construct a monotone sequence of closed balls Bˉ(xk+1,rk+1)⊂Bˉ(xk,rk) such that Bˉ(xk,rk)⊂n=1⋂kGn∩U and rk<2−k. Then the sequence {xn} will be a Cauchy sequence. Indeed, for all ε>0 let N∈N be arbitrary such that 2−N<ε/2 and n,m>N. Since xn∈Bˉ(xn,rn)∈Bˉ(xN,rN) and xm∈Bˉ(xm,rm)∈Bˉ(xN,rN) then dist(xn,xm)<2rN<2⋅2−N<ε. Therefore, the sequence {xn} is a Cauchy sequence and has a limit x∈n=1⋂∞Bˉ(xn,rn)⊂n=1⋂∞Gn∩U. Therefore, n=1⋂∞Gn∩U=∅.
A monotone sequence of closed balls Bˉ(xk+1,rk+1)⊂B(xk,rk) can be constructed by induction, since for every k∈N the set Gk+1 is dense and open, and hence, has a non-empty intersection with non-empty open set B(xk,rk). Therefore, it contains some closed ball Bˉ(xk+1,rk+1)⊂Bˉ(xk,rk).
The proof is completed.
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