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(** *            Proof of Heine's theorem               *)
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Definition uniform_continuity (f:R -> R) (X:R -> Prop) : Prop :=
  forall eps:posreal,
    exists delta : posreal,
      (forall x y:R,
        X x -> X y -> Rabs (x - y) < delta -> Rabs (f x - f y) < eps).

Theorem Heine : forall (f:R -> R) (X:R -> Prop), compact X -> (forall x:R, X x -> continuity_pt f x) -> uniform_continuity f X.