Completeness of R^k

Every Cauchy sequence in Euclidean space converges
Completeness of R^k

Theorem (Completeness of Rk\mathbb{R}^k). For every integer k1k\ge 1, the Euclidean space Rk\mathbb{R}^k equipped with its usual distance is a .

Context. This is the finite-dimensional completeness statement used throughout analysis, optimization, and convex geometry.

Proof sketch. Let (xn)(x_n) be a in Rk\mathbb{R}^k, with xn=(xn(1),,xn(k))x_n=(x_n^{(1)},\dots,x_n^{(k)}). The Cauchy property implies each coordinate sequence (xn(j))(x_n^{(j)}) is Cauchy in R\mathbb{R}. Since R\mathbb{R} is complete, each coordinate converges to some a(j)Ra^{(j)}\in\mathbb{R}. Let a=(a(1),,a(k))a=(a^{(1)},\dots,a^{(k)}). One checks that xnax_n\to a by estimating the distance between xnx_n and aa in terms of coordinate differences, hence (xn)(x_n) in Rk\mathbb{R}^k.

Example. The sequence xn=(1/n,1/n2,,1/nk)x_n=(1/n,1/n^2,\dots,1/n^k) is Cauchy and converges to 0Rk0\in\mathbb{R}^k.