The distance to a set is nonnegative and finite here: any fixed gives . For every , the triangle inequality givesTaking the infimum over yields . Interchanging and provesThus is a Lipschitz function with Lipschitz constant one, so it is continuous. In the epsilon-delta definition of continuity, choose .
Conversely, if , the definition of the infimum allows a choice with . The sequence is therefore a convergent sequence with limit . Since is a closed set, its limit belongs to . HenceClosedness matters: without it, zero distance to a set characterizes its closure, which can contain additional points.
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