The Arzela-Ascoli Theorem

We will form a proof of the Arzela-Ascoli Theorem through use of the Heine-Borel theorem. We will also be considering some notions of compactness on metric spaces. The Arzela-Ascoli Theorem then allows us to show compactness, letting us state and prove Peano's existence theorem, pertaining to the existence of the solutions of a type of ODE. Then we will state the Kolmogorov-Riesz compactness theorem, allowing us to show compactness in $L^p$ spaces, building from the Arzela-Ascoli Theorem.