It is claimed in an analysis text that
Let $E \subseteq \Bbb R^n$ be an open set. Then $$K_j := \{ x \, :\, d(x, E^c) \ge 1/j \}$$ is a compact set.
How does one see this? I guess it is closed by $d:\Bbb R^n \rightarrow \Bbb R$, $x \mapsto d(x,E^c)$. But how does one show this is bounded?
It's true if $E$ is a bounded open set. Then $K_j$ is a subset of $U$ (hence bounded) and then closedness plus Heine-Borel do the rest.