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This lecture covers the concept of compact subsets of R^n, including the demonstration of the Bolzano-Weierstrass Theorem and the Heine-Borel-Lebesgue Theorem. It explores the relationship between convergent sequences, closed subsets, and the topology of R. The lecture also discusses the properties of closed and bounded sets, compactness, and the construction of adherence of subsets through convergent sequences.