I am looking to prove that the infinite intersections of compact sets is compact. I'd like some feedback on my proof.
Note: This course isn't a formal course in topology and we specifically work in $\mathbb{R}^n$. I have done some reading and there seems to be some discussion about this question in other spaces.
Proof.
Let $A_1$ and $A_2$ be arbitrary sets. We need to show that $A_1 \cap A_2$ is compact.
Let $O$ be the open cover $A_1 \cup A_2$ which completely covers $A_1 \cap A_2$ since if $x \in A_1 \cap A_2$ then $x \in A_1$ and $x \in A_2$, which is completely covered by $O$.
Since $A_1$ and $A_2$ are compact, then there exists a finite subcover $O_1 \subset O$ and $O_2 \subset O$ respectively which cover the respective sets. So $O_1 \cup O_2$ cover $A_1 \cup A_2$. Therefore $O_1 \cap O_2$ covers $A_1 \cap A_2$. (Perhaps I can justify this better?)
Since the sets were arbitrary, we have that the infinite intersection is compact. QED.
Let me know what you think. Thanks!