Let $A \subseteq \mathbb{R}^n$ be compact, and $B \subseteq \mathbb{R}^n$ be closed. Assume $A \cap B=\emptyset$.Prove that there is a M>0 such that $||\vec{a}-\vec{b}|| \geq c \quad \forall \vec{a} \in A,\vec{b} \in B$.
My solution is as follows: Suppose to the contrary that there exist $\vec{c} \in A,\vec{d} \in B$ such that for all c>0 we have $||\vec{c}-\vec{d}||<M$. But this would imply that $\vec{c}=\vec{d}$ which contradicts the fact that $A \cap B=\emptyset$.
I think my proof is wrong because i did not use the fact that A is compact and B is closed. Which step is wrong?