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The Heine-Borel theorem says that a subset $K$ of finite-dimensional Euclidean space is compact exactly when it is both closed and bounded:Here compactness refers to the subspace topology induced by the usual Euclidean metric, and closedness and boundedness are measured in the ambient Euclidean space. This characterization does not hold for arbitrary metric spaces.

The monotone convergence theorem states that if measurable functions $0\le f_n\uparrow f$ pointwise on a measure space, then $\int f_n\uparrow \int f$, allowing the limit to be infinite.

Extend each restriction to $I_n$ by zero on $I\setminus I_n$. The functions $f{1}_{I_n}$ are nonnegative and increase pointwise to $f$ because the intervals are increasing and exhaust $I$. HenceFor nonnegative $f$, integrability means finiteness of this integral, soNo boundedness or closedness of the intervals is required.