An open set "S" in "R" is such set, that if "x \\in S" then there exist such "\\varepsilon >0" , that "(x-\\varepsilon, x+\\varepsilon)" "\\in S". Since for every "x \\in (a, b)" , "a < x<b", then (if either "a\\neq -\\infin" or "b \\neq + \\infin") we will define "\\varepsilon" as "min(|x-a|, |x-b|)>0."
If, for instance, "a = - \\infin" and "b \\neq +\\infin", then "\\varepsilon := |x-b|>0", same for "a \\neq - \\infin, b = +\\infin". Notice, that "a" can not be equal to "+\\infin", as well as "b" can not be equal to "+ \\infin", since "a<b". If "a= -\\infin, b = + \\infin" simultaneously, we let "\\varepsilon = 1".
With such "\\varepsilon", by the definition, "(x- \\varepsilon, x+\\varepsilon) \\in (a, b)," if "x \\in (a, b)". Thus, "(a, b)" is an open set.
A closed set "S" in "R" is such set, that its complement is open. Let's show that "[a, b]^{C}" is open. Indeed, "[a, b]^{C} = (-\\infin,a) \\cup (b, +\\infin)". Notice, that If either "a = -\\infin", or "b = + \\infin", then there is only one interval in the complement.
"[a, b]" is the set of following elements: "x \\in R", "a \\le x \\le b" . We have already proved that open interval is an open set. Thus, since the union of open sets is also an open set, we obtan that "(-\\infty,a)\\cup (b, +\\infty)" is an open set too. (if there was only one interval in the complement, then the last sentence can be ommitted).
So, "[a, b]" is a closed set.
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