Tell me a joke about the Heine Borel Theorem
Here's a math joke about the Heine-Borel Theorem:

Why did the mathematician study the Heine-Borel Theorem?

Because he wanted to know how to compactify his sense of humor!
Now please explain me what is compactification so I could also laugh :)
Compactification is the process of taking an infinite set or space and transforming it into a finite one. In mathematics, this is often done by adding points or “boundaries” to the set or space, making it finite and easier to work with. This process can be applied to a variety of objects, from algebraic varieties to graphs. In physics, compactification is used to explain certain phenomena such as how the universe may have changed from a higher-dimensional space to a four-dimensional one.