Definitions
- A filter is a poset $(I,\leq)$ such that for any $\alpha,\beta\in I$ there is $\gamma\in I$ such that $\gamma\geq\beta,\gamma\geq\alpha$.
- A net in a set $X$ is a function from a poset to $X$.
- A subnet of a net $(f(\alpha))_{\alpha\in I}$ is a net $(f(g(\beta)))_{\beta\in J}$ where $g:J\to I$ tends to infinity, i.e. for any $\alpha\in I$ we have $\beta_\alpha$ such that $\beta\geq\beta_\alpha\implies g(\beta)\geq\alpha$.
- A net $(f(\alpha))_{\alpha\in I}\subseteq X$ where $X$ is a topological space converges to $x\in X$ if for every neighborhood $U$ of $x$ there is $\alpha_U\in I$ such that $\alpha\geq\alpha_U\implies f(\alpha)\in U$.
I will indicate a net $(f(\alpha))_{\alpha\in I}$ by $(x_\alpha)_{\alpha\in I}$ where $x_\alpha=f(\alpha)$.
Lemma
For any infinite filter $I$ there exists $f:\mathbb{N}\to I$ which tends to infinity in the sense of definition 3.
Proof.
Set $\alpha_1=f(1)$ for any $\alpha_1\in I$. We can always find $\beta\neq\alpha_1$ unless the filter is a single point, which is impossible since we assumed it is infinite. So we have either $\beta\geq\alpha_1$ or $\alpha_1\geq\beta$. If the former, set $f(2)=\beta$. If the latter, set $f(1)=\beta,f(2)=\alpha_1$. Better rename. Filter is infinite, so we find a third element distinct from all 3. Order them and set $f(1)$ to be the minimum, $f(2)$ the middle point, $f(3)$ the maximum. If the three elements form a branch (i.e. we have $\alpha,\beta,\gamma$ with $\alpha\leq\beta,\alpha\leq\gamma$ but $\beta,\gamma$ not comparable), then $f(1)=\alpha,f(2)=\beta$, and by definition of filter you find $\gamma':\gamma'\geq\beta,\gamma'\geq\gamma$, and so $\alpha,\beta,\gamma'$ form a totally ordered subset and $f(3)=\gamma'$ makes $f$ increasing from $\{1,2,3\}$ to the filter considered. By such arguments, one can inductively construct $f(n)$ for any $n$, proving the claim.
Lemma
Let $I$ be a finite filter. Then any net from $I$ to any topological space converges.
Proof.
Pick any $a\in I$. If there is $b\geq a$, replace $a$ with $b$. In a finite number of steps, you will have reached a maximal $a$. $(x_\alpha)_{\alpha\in I}$ will converge to $x_a$, since the definition states that for any $U$ neighborhood of $x_a$ we must find $b\in I:c\geq b\implies x_c\in U$, but $b=a$ implies $c\geq b$ equates to $c=b=a$ so we conclude.
In fact, the above shows we wouldn't want to consider finite filters for nets, since if a finite filter has a branch then it has at least two distinct maximal elements $a\neq b$ and so any net for which $x_a\neq x_b$ will converge to two distinct points, impeding uniqueness of limits.
It is known (see here) that $X$ is compact iff every net has a convergent subnet.
Lemma
Any net from an infinite filter has a subnet which is a sequence.
Proof.
We have proven above that there exists $f$ from the naturals to the filter which tends to infinity. We have $(x_\alpha)$ a net. Just set $y_n=x_{f(n)}$ and you have your subnet sequence.
Theorem
Sequential compactness implies compactness.
Proof.
Take a net $(x_\alpha)$. By the lemma above we can find a subnet which is a sequence, so $(x_{f(n)})$. By hypothesis this sequence has a convergent subsequence $(x_{f(g(n))})$. But this is a convergent subnet to $x_\alpha$, hence compactness.
Great! Except there are counterexamples, i.e. spaces which are sequentially compact but not compact. So what did I get wrong here?
Update
Naturally the thing about finite filters is that no branching can avoid reconnecting. But that is general: if I have two maximal elements, they are either equal or they cannot both be maximal, since for any two distinct elements there is a third above both. Hence the remark on "I wouldn't want to consider finite filters for nets" is just bogus :).