Proof: Lemma: Let s be a Cauchy sequence in some metric space. Say s is a quick Cauchy sequence if n,m≤N implies d(s(n),s(m))<1N. Then a subsequence of s is a quick Cauchy sequence, so particularly the class S of s under the above relation contains a representative that is a quick Cauchy sequence. Proof: Since s is Cauchy, for all n∈ℕ+ let Nn be such that a,b≥Nn implies d(s(a),s(b))<1n. Let s′ be the subsequence such that s′(n)=s(Nn), and it's seen that n,m≥N implies d(s′(n),s′(m))=d(s(Nn),s(Nm))<max(1n,1m)≤1N.
Now, let {Sn} be a Cauchy sequence in X∗, with sn a quick Cauchy sequence of Sn for all n. Let s be the sequence with s(n)=sn(n) for all n.
We prove s is Cauchy: Let ε>0. Let α∈ℕ be such that 2α<ε, and let N′ be such that n,m≥N′ implies Δ(Sn,Sm)=limz→∞d(sn(z),sm(z))<ε−2α. Then if n,m≥max(α,N′) we see d(s(n),s(m))=d(sn(n),sm(m))≤d(sn(n),sn(z))+d(sn(z),sm(z))+d(sm(z),sm(m))<1α+ε−2α+1α=ε for z sufficiently large.
We prove S, the class of s, is the point of convergence of {Sn}: Let ε>0. Let α be such that 1α<ε, and let N′ be such that n,m≥N′ implies d(s(n),s(m))<ε−1α since s is Cauchy, then choose N≥max(α,N′). Given n≥N, observe Δ(S,Sn)=limz→∞d(s(z),sn(z)). For z≥N we bound d(s(z),sn(z))=d(sz(z),sn(z))≤d(sz(z),sn(n))+d(sn(n),sn(z))<ε−1α+1α=ε so Δ(S,Sn)≤ε when n≥N, and we are done. ◻
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