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 u_n:=[x_n, x_n+1/n) and d_n:=(x_n-1/n, x_n] 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 n\neq m).
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 v_i 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 v_i with zero. For each i we perform the following for l_i\in\{d_i, u_i\}, i.e. we iterate over the two intervals indexed with i:
- If l_i does not overlap with any interval, add 1/i to v_i.
- If l_i overlaps with a smaller l_k, i.e. i<k then add 1/(2i) to both, v_i and v_k. 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 1/i.
- If l_i overlaps only with a larger other interval, leave v_i alone. We know that it got already a value assigned that is greater than 1/(2i).
Now we have a sequence v_i bounded from below by 1/(2i) 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 1/2\sum_{i=1}^{\infty} 1/i 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 x_i to be unbounded.
Harald.