• Prove that any Cauchy sequence is bounded.

What we know: we have a Cauchy sequence:

∀ > 0, ∃N s.t. ∀n, m > N, |sn − sm | < 

What we want to prove: this sequence is bounded: ∀n, |sn | < C

Note: |sn | = |sn − sm + sm | ≤ |sn − sm | + |sm | by the Triangle Inequality
Set  = 1, because this sequence is Cauchy,

∃N such that ∀m, n > N, |sn − sm | < 1

Set m = N +1. Combined with our initial note, we can rewrite the following:

|sn | < 1 + |sN +1 |

and this is true for ∀n > N

This bounds all the terms beyond the N th.
Looking at the terms before the N th term, we can find the maximum of
them and note that this bounds that part of the sequence:

|sn | ≤ max(|s1 |, |s2 |, . . . , |sN |)

and this is true for n ≤ N .

By choosing the maximum of either 1 + |sN +1 | or the maximum of the
aforementioned set, we can find our C which bounds all the terms in the
sequence. We have shown the sequence is bounded.

• Prove that any convergent sequence is Cauchy.

Given: ∀ > 0, ∃N s.t. ∀n > N, |sn − s| < . (s is the limit of this
sequence.)
WTS: ∀ > 0, ∃N s.t. ∀n, m > N, |sn − sm | < 
The proof: |sn − sm | = |sn − s + s − sm | ≤ |sn − s| + |s − sm | by the Triangle
Inequality.
Because we’re dealing with a convergent sequence, we can make |sn − s|
and |s − sm | as small as we like based on our choice of N , with n, m > N .
Since this works for any  > 0, it is also going to work for any value /2.
Combining this into a single statement means that by this choice of N , the
entire RHS can be made less than . (Note that this is slightly edited from
the class notes – I just removed a sentence because it was redundant.)

Putting this together, we find that ∀m, n > N , |sn − sm | < , which is the
definition of a Cauchy sequence.