Proof: Let (fn) be a Cauchy sequence under this metric. Since the ℓ2 distance between any two points is at least as large as the uniform distance in ℝω, and since the metric under the latter is complete is complete, let fn→f in the uniform topology. It suffices to show fn→f in the ℓ2 metric. Let ε>0; let N be such that dℓ2(fn,fm)<ε/2 for n,m≥N. We shall proceed by showing dℓ2(f,fN)≤ε/2 so that dℓ2(f,fn)<ε for all n≥N, and this former will be demonstrated by showing dℓ2(f,fN)>ε/2 implies a neighborhood about f in the uniform topology that does not intersect any fn for n≥N, a contradiction.
Therefore, assume dℓ2(f,fN)>ε/2, and let √(f(1)−fN(1))2+...+(f(n)−fN(n))2=ε/2+δ for some n and δ>0. Consider the uniform δ/√n neighborhood U about f; for any g∈U, it is evident that dℓ2(fN,g)≥ε/2 (otherwise, consider the first n coordinates of f, fN, and g in ℝn and apply the triangle inequality), so that g≠fm for any m≥N. ◻
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