Show seq. [itex] x_n [/itex] with [itex] |x_{n+1} - x_n| < \epsilon [/itex] is Cauchy

Damidami

1. The problem statement, all variables and given/known data

The problem is longer but the part I'm stuck is to show that [itex] \{x_n\} [/itex] is convergent (I thought showing it is Cauchy) if I know that for all [itex] \epsilon > 0 [/itex] exists [itex] n_0 [/itex] such that for all [itex] n \geq n_0 [/itex] I have that
[itex] |x_{n+1} - x_n| < \epsilon[/itex]

2. Relevant equations

A sequence is Cauchy if for all [itex] \epsilon > 0 [/itex] and for all [itex] n,m \geq n_0 [/itex] one has
[itex] |x_m - x_n| < \epsilon [/itex]


3. The attempt at a solution

I called [itex] m = n+p [/itex] (for [itex] p [/itex] an arbitrary positive integer)
Then
[itex] |x_m - x_n| = |x_{n+p} - x_n|[/itex]
But (and I think there is some mistake here):
[itex] |x_{n+1} - x_n| < \epsilon/p [/itex]
[itex] |x_{n+2} - x_{n+1}| < \epsilon/p [/itex]
[itex] \vdots [/itex]
[itex] |x_{n+p} - x_{n+p-1}| < \epsilon/p [/itex]

So
[itex] |x_{n+p} - x_n| < \underbrace{|x_{n+1} - x_n|}_{< \epsilon/p} + \underbrace{|x_{n+2} - x_{n+1}|}_{< \epsilon/p} + \ldots + \underbrace{|x_{n+p} - x_{n+p-1}|}_{< \epsilon/p} < \epsilon [/itex]

Any help on why it's wrong (if it is) and how to solve it correctly?
Thanks!

Office_Shredder

This isn't true. For example the sequence
[tex] x_n = \sum_{i=1}^{n} 1/i[/tex]

Damidami

You are right, thanks.

I suppose I have to write the full problem: Given [itex] \{x_n\} [/itex] a sequence of real numbers, and [itex] S_n = \Sigma_{n=1}^n |x_{k+1} - x_k| [/itex], with [itex] S_n [/itex] bounded, prove that [itex] \{ x_n \} [/itex] converges.

My attempt at a proof:
Clearly [itex]\{ S_n \} [/itex] converges as it is a series of positive terms and it is bounded.
So I define [itex] a_k = | x_{k+1} - x_k| [/itex], and now I know that [itex] \lim_{n \to \infty} a_n = 0 [/itex] (because the series [itex] S_n [/itex] converges).

From there I really didn't know how to continue, I thoght proving [itex] x_n [/itex] was Cauchy, but didn't work. Any help?