I need to prove that the complement in $\mathbb{R}^{n}$, $n>1$ of a limited subset $X \subset \mathbb{R}^{n}$ has only one ilimited connected component. This lies in prove that $\mathbb{R}^{n} - B\left[ 0;r\right]$ (where $B\left[0;r\right]$ is the closed ball with center in the origin and radius $r$) is connected, since it will be the only one ilimited connected component (any another component different from this will be in the closed ball).
How to prove that? There is another way to prove the statement whitout the usage of this? Thanks in advance!