TITLE: Understanding the definition of a compact set
QUESTION [19 upvotes]: I just need a bit of help clarifying the definition of a compact set.
Let's start with the textbook definition: 

A set $S$ is called compact if, whenever it is covered by a collection of open sets $\{G\}$, $S$ is also covered by a finite sub-collection $\{H\}$ of $\{G\}$.   

Question: Does $\{H\}$ need to be a proper subset of $\{G\}$? If, for instance, $\{G\}$ is already a finite collection, does that mean $S$ is automatically covered by a finite sub-collection of $\{G\}$? Also, is there any need for the open sets in $\{H\}$ to be bounded sets?

REPLY [33 votes]: As with many statements involving nested quantifiers, it may help to think of this in terms of a game.  Suppose you are trying to prove that a certain space $G$ is compact.  $G$ is compact if, for every open covering $C$ of $G$, there is a finite subcovering.  So the game goes like this:

You say  “$G$ is compact.”
Your adversary says “It is not.  Here is an open covering $C$.”  (The adversary gives you a family of open sets whose union contains $G$.) 
You reply “Here is a finite subcovering of $C$.”  (You reply with a finite subset of $C$ whose union still contains $G$.)

If you succeed in step 3, you win.  If you fail, you lose.  (If you're trying to prove that $G$ is not compact, you and the adversary exchange roles.)
If the adversary presents a finite open covering $C$ in step 2, you have an easy countermove in step 3: just hand back $C$ itself, and you win!
But to prove that $G$ is compact you also have to be able to find a countermove for any infinite covering $C$ that the adversary gives you.
Must your finite subcovering be a proper subset of $C$?  No.  If this were required, the adversary would always be able to win in step 2 by handing you a covering $C$ with only a single element,  $C=\{ G \}$. Then the only proper subset you could hand back would be $\lbrace\mathstrut\rbrace$, which is not a covering of $G$, and therefore the would be no nonempty compact sets.  That would be silly, so you have to be allowed to hand back $C$ unchanged in step 3.