Question about details in the Baire Category Theorem.

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Here is the version of the theorem being used in my class. It is from the textbook Introduction to Topology by Gamelin and Greene.

Beginning of proof Let $\{U_n \}_{n=1}^{\infty}$ be a sequence of dense open subsets of a complete metric space $X$. Then $\cap_{n=1}^{\infty} E_n$ is also dense in $X$.

We went to show that $\cap_{n=1}^{\infty} U_n$ dense $\iff \overline{\cap_{n=1}^{\infty} U_n}=X$

$\iff \forall x\in X, x\in \overline{\cap_{n=1}^{\infty} U_n}$ ($x$ is adherent to $\cap_{n=1}^{\infty} U_n$)

$\iff \forall x\in X, \forall \epsilon >0$,$\exists y\in B_\epsilon(x)\cap(\cap_{n=1}^{\infty} U_n)$

Proof: Let $x\in X$, $\epsilon >0$

Since $U_1$ is dense, $x\in X=\overline U_1 \iff \text{x is adherent to}\ U_1$. So we have that $\exists y_1\in B_\epsilon(x)\cap U_1$.

Since $U_1$ is open, $\exists r_1>0$ such that $B_{r_1}(y_1)\subset U_1$

Since $U_2$ is dense, $\exists y_2\in B_{r_1}(y_1) \cap U_2$ ($y_1$ adherent to $U_2$)

Since $U_2$ is open, $\exists r_2$ such that $B_{r_2}(y_2)\subset U_2$

By shrinking $r_1$, we may arrange that $r_1<1$ and $\overline{B_{r_1}(y_1)}\subset U_1\cap B_\epsilon(x)$.

By shrinking $r_2$, we may arrange that $r_2<\frac{1}{2}$ and $\overline{B_{r_2}(y_2)}\subset U_2\cap B_{r_1}(y_1)$.

Continuing in this manner, we get that $\{y_n\}\subset X$ and a sequence $\{r_n\}$ such that $0<r_n<\frac{1}{n}$.

$\overline{B_{r_n}(y_n)}\subset U_n\cap B_{r_{n-1}}(y_{n-1})$.

It follows that $\overline{B_{r_n}(y_n)}\subset B_{r_{n-1}}(y_{n-1})\subset B_{r_{n-2}}(y_{n-2})\subset ... \subset B_{r_1}(y_1)\subset B_\epsilon(x)$

If $m>n$, $y_m\in B_{r_n}(y_n) \iff d(y_n,y_m)<r_n \to 0$ $\implies \{y_n\}$ is Cauchy.

Since $X$ is complete, $y_n\to y\in X$

Claim: $y\in B_\epsilon (x)\cap(\cap_{n=1}^{\infty} U_n)$ ($\iff y\in \overline{\cap_{n=1}^{\infty}U_n}$)

Proof of claim: If $m>n, y_m\in B_{r_n}(y_n)$ If we remove the first $n$ terms, this sequence is a subset of $B_{r_n}(y_n)$

So $\{y_{n+1},y_{n+2},...\}\to y$

$\implies y\in \overline{B_{r_n}(x_n)}\subset U_n$ (by definition of closure)

$\implies y\in B_\epsilon (x)$

$y\in \cap_{n=1}^{\infty} U_n$ ($y$ is in each $U_n$).

End of proof

Now, I am confused by the parts

"By shrinking $r_1$, we may arrange that $r_1<1$ and $\overline{B_{r_1}(y_1)}\subset U_1\cap B_\epsilon(x)$.

By shrinking $r_2$, we may arrange that $r_2<\frac{1}{2}$ and $\overline{B_{r_2}(y_2)}\subset U_2\cap B_{r_1}(y_1)$."

Is this because the intersection $U_1\cap B_\epsilon(x)$ is open so we can find $r_1$ small enough to stay in the set? Why can we conclude further that the closure of this open ball is contained in the intersection?

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You are right for the first part. For your second question, we may find an $r<1$ such that$B_r(y_2)\subset U_2\cap B_{r_1}(y_1)$. Then we can take $r_2=\frac r2$, since in a metric space, by the triangle inequality, we have $\overline{B_r(x)} \subset B_{2r}(x)$.

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We have a non-empty open set $B_{r_{n-1}}(y_{n-1}) \cap U_n$ for some $n$ (by the adherence point property, because $U_n$ is dense, so $y_{n-1}$ lies in its closure); the set is open as an intersection of an open ball (so open) and the open $U_n$.

So we can always pick some point $y_n \in B_{r_{n-1}}(y_{n-1}) \cap U_n$. Because that set is open, $y_n$ is an interior point of it, so there is some $s>0$ with

$$B_s(y_n) \subseteq B_{r_{n-1}}(y_{n-1}) \cap U_n$$

And as $0< s' \le s$ implies $B_{s'}(y_n) \subseteq B_s(y_n)$ (simply by definition: $d(y_n, z) < s'$ then implies $d(y_n, z)< s$ for any $z$) we can take any smaller radius and still have the inclusion of $B_{s'}(y_n)$ into $B_{r_{n-1}}(y_{n-1}) \cap U_n$. So for example take $r_n = \min(\frac{s}{2}, \frac{1}{n+1})$ which is $< s$ (so the inclusion holds) and $\le \frac{1}{n+1} < \frac{1}{n}$ as well.

As $\overline{B_{\frac{s}{2}}(z)} \subseteq B_s(z)$ for any $s>0$ and $z$ in a metric space, and as $r_n \le \frac{s}{2}$, we ensure that

$$\overline{B_{r_n}(y_n)} \subseteq B_s(y_n) \subseteq B_{r_{n-1}}(y_{n-1}) \cap U_n$$

as required. These steps define $y_n$ and $r_n$ by recursion.