Here is my sketch of a proof. I leave out some technical details which (I think) I have correctly on paper, but they are too tedious to type in here.
First we define the intervals [itex]u_n:=[x_n, x_n+1/n)[/itex] and [itex]d_n:=(x_n-1/n, x_n][/itex] where the round brackets denote an open side of an interval, and u and d stand for up-interval and down-interval.
The techical bit left out is to show that each up-interval intersects
at most with one down-interval as well as the other way around, independent of the order of the n and m indices involved (of course [itex]n\neq m[/itex]).
Now we want to show that despite some possible overlap of the intervals, their union is not bounded. To do so, we construct a sequence of values [itex]v_i[/itex] the sum of which is no larger than the "area" covered by the intervals. And we will see that this sum does not converge.
We start by initializing all [itex]v_i[/itex] with zero. For each [itex]i[/itex] we perform the following for [itex]l_i\in\{d_i, u_i\}[/itex], i.e. we iterate over the two intervals indexed with i:
- If [itex]l_i[/itex] does not overlap with any interval, add [itex]1/i[/itex] to [itex]v_i[/itex].
- If [itex]l_i[/itex] overlaps with a smaller [itex]l_k[/itex], i.e. [itex]i<k[/itex] then add [itex]1/(2i)[/itex] to both, [itex]v_i[/itex] and [itex]v_k[/itex]. Note that we distributed no more than the size of the interval to the two v. See below that we don't distribute anything from the overlapping partner to not overrepresent the union of the two intervals. Together they may cover much more "area", but they certainly cover not less then [itex]1/i[/itex].
- If [itex]l_i[/itex] overlaps only with a larger other interval, leave [itex]v_i[/itex] alone. We know that it got already a value assigned that is greater than [itex]1/(2i)[/itex].
Now we have a sequence [itex]v_i[/itex] bounded from below by [itex]1/(2i)[/itex] and the sum of the sequence is certainly smaller than the "area" covered by the union of all up- and down-intervals. But the sum is [itex]1/2\sum_{i=1}^{\infty} 1/i[/itex] which is not bounded.
Consequently the union of the up- and down-intervals is not bounded. I consider it another technicality to show that this suffices for [itex]x_i[/itex] to be unbounded.
Harald.