[proofplan]
The forward direction uses that $\mathbb{R}^n$ is Hausdorff (so compact subsets are closed) and that the open cover $\{B(0, m)\}$ extracts a finite subcover (giving boundedness). The reverse direction builds in three stages: prove $[a,b]$ is compact using a supremum argument, apply [Tychonoff for finite products](/theorems/310) inductively to get compactness of $[-M,M]^n$, then use the [closed-subset-of-compact theorem](/theorems/307) to conclude $K$ is compact.
[/proofplan]
[step:Show compact implies closed and bounded]
**Closed:** $\mathbb{R}^n$ is Hausdorff (the metric $d(x,y) = \|x - y\|$ induces the standard topology). By [compact subspaces and Hausdorff spaces](/theorems/307) (part 2), compact subsets of Hausdorff spaces are closed. Therefore $K$ is closed.
**Bounded:** The collection $\{B(0, m)\}_{m \in \mathbb{N}}$ is an open cover of $K$ (for each $x \in K$, $\|x\| < m$ for large $m$). By compactness, finitely many suffice: $K \subseteq B(0, m_1) \cup \cdots \cup B(0, m_k)$. Since the balls are nested, $K \subseteq B(0, M)$ where $M = \max(m_1, \ldots, m_k)$. So $K$ is bounded.
[/step]
[step:Prove $[a, b]$ is compact via the supremum argument]
[claim:Compactness of $[a, b]$]
Every closed bounded interval $[a, b] \subseteq \mathbb{R}$ is compact.
[/claim]
[proof]
Let $\mathcal{U}$ be an open cover of $[a, b]$. Define
\begin{align*}
S = \{x \in [a, b] : [a, x] \text{ can be covered by finitely many sets from } \mathcal{U}\}.
\end{align*}
The set $S$ is non-empty: since $a \in [a,b]$, some $U_0 \in \mathcal{U}$ contains $a$, and $\{U_0\}$ covers $[a, a]$, so $a \in S$. Let $c = \sup S$. We show $c = b$ and $c \in S$.
Since $c \in [a, b]$, there exists $U_c \in \mathcal{U}$ with $c \in U_c$. Since $U_c$ is open, $(c - \varepsilon, c + \varepsilon) \cap [a, b] \subseteq U_c$ for some $\varepsilon > 0$. By definition of the supremum, there exists $s \in S$ with $s > c - \varepsilon$. Then $[a, s]$ has a finite subcover $\mathcal{F} \subseteq \mathcal{U}$, and $\mathcal{F} \cup \{U_c\}$ covers $[a, \min(c + \varepsilon, b)]$.
If $c < b$, then $\min(c + \varepsilon, b) > c$ belongs to $S$ (possibly after shrinking $\varepsilon$), contradicting $c = \sup S$. Therefore $c = b$. Moreover, $b \in S$ because $\mathcal{F} \cup \{U_c\}$ covers $[a, b]$.
[/proof]
[guided]
The supremum argument is an alternative to the bisection proof.
We define $S = \{x \in [a, b] : [a, x] \text{ can be covered by finitely many sets from } \mathcal{U}\}$ and let $c = \sup S$.
**$S$ is non-empty:** Since $a \in [a, b]$, some $U_0 \in \mathcal{U}$ contains $a$, and $\{U_0\}$ covers $[a, a]$.
So $a \in S$.
**$c = b$ (cannot stop early):** Suppose $c < b$.
Since $c \in [a, b]$, some $U_c \in \mathcal{U}$ contains $c$, and $U_c$ contains an interval $(c - \varepsilon, c + \varepsilon) \cap [a, b]$.
By definition of $\sup$, there exists $s \in S$ with $s > c - \varepsilon$.
The initial segment $[a, s]$ has a finite subcover $\mathcal{F}$, and $\mathcal{F} \cup \{U_c\}$ covers $[a, \min(c + \varepsilon, b)]$.
This places $\min(c + \varepsilon, b) \in S$, contradicting $c = \sup S$ if $c < b$.
**$b \in S$:** Once $c = b$, the same argument shows $b \in S$: some $U_b \in \mathcal{U}$ covers $b$ and extends slightly to the left, and combining with a finite cover of $[a, s]$ (for $s$ close to $b$) produces a finite cover of all of $[a, b]$.
Therefore $[a, b]$ has a finite subcover, proving compactness.
[/guided]
[/step]
[step:Deduce $[-M, M]^n$ is compact by Tychonoff for finite products]
By the previous step, $[-M, M]$ is compact. By [Tychonoff's theorem for finite products](/theorems/310), the product of two compact spaces is compact. Applying this inductively: $[-M, M]^2 = [-M, M] \times [-M, M]$ is compact, $[-M, M]^3 = [-M, M]^2 \times [-M, M]$ is compact, and so on. After $n - 1$ applications, $[-M, M]^n$ is compact.
[/step]
[step:Conclude $K$ is compact as a closed subset of the compact box $[-M, M]^n$]
Since $K$ is bounded, $K \subseteq [-M, M]^n$ for some $M > 0$. The box $[-M, M]^n$ is compact (previous step). The set $K$ is closed in $\mathbb{R}^n$ by hypothesis, and since $[-M, M]^n$ is a subspace of $\mathbb{R}^n$, $K$ is also closed in $[-M, M]^n$ (a set closed in the ambient space is closed in any subspace containing it). By [compact subspaces and Hausdorff spaces](/theorems/307) (part 1), a closed subset of a compact space is compact. Therefore $K$ is compact.
[/step]