Refinement lemma (used for Lebesgue numbers). Let (X,d)(X,d) be a , let K⊆XK\subseteq X be , and let U\mathcal U be an cover of KK. For each x∈Kx\in K, choose Ux∈UU_x\in\mathcal U with x∈Uxx\in U_x. Since UxU_x is open, there exists rx>0r_x>0 such that

B(x,rx)⊆Ux.B(x,r_x)\subseteq U_x.

Then there exist points x1,…,xN∈Kx_1,\dots,x_N\in K such that

K⊆⋃i=1NB ⁣(xi,rxi2).K\subseteq \bigcup_{i=1}^N B\!\left(x_i,\frac{r_{x_i}}{2}\right).

In particular, if δ=min⁡1≤i≤Nrxi/2\delta=\min_{1\le i\le N}r_{x_i}/2, then δ>0\delta>0 and for every x∈Kx\in K there exists U∈UU\in\mathcal U with B(x,δ)⊆UB(x,\delta)\subseteq U.

This is the standard compactness step that produces a uniform scale from pointwise local containment. See also .