Show That \{x_n\} is Convergent: Step-by-Step Guide

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Homework Statement



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]

Homework 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]


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


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

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?
 

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