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GREAT COMMENT ON LEBESGUE NUMBER LEMMA
The sources is here: https://math.stackexchange.com/q/105337/1231540
I just rewrite everything in case I lost track of the link.
Question: the Lebesgue number lemma is stated as follows:
For every open cover $\mathcal{U}$ of a compact metric space $X$, there exists a number $\delta$ such that every open ball of radius $\delta$ is contained in some element of $\mathcal{U}$. The number $\delta$ is called the Lebesgue number of open cover $\mathcal{U}$.
Answer: The intuition answer is the following: for every point $x_0$ inside an open set $U \in \mathcal{U}$, we can draw a ball centered at $x$ with radius $r$ small enough such that $B(x,r) \subset U$. Since $r$ depends on $x,U$, it is natural to ask for the largest possible value of $r$. We define
\[r(x)= \sup \left\lbrace r(x,U): x \in X, U \in \mathcal{U} \right\rbrace\]
Intuitive, for $x_n$ is closed enough to $x$, they will like in the same open set $U$, and thus $r(x_n)$ will tends to $r(x)$. This implies $r$ is a continuous function on $X$. Since $X$ is compact, the function can attain a minima, and this minimum value is called Lesbegue number!
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