Let $0 < a < 1$ and let $(a_n)$ be a sequence in $\mathbb{R}$ such that $|a_{n+1} - a_n| < a^n.$ I want to show that $(a_n)$ is Cauchy.
My idea was to bound
$$ |a_{n+k} - a_n| \leq \sum_{i=0}^{k-1} |a_{n+k-i} - a_{n+k-i-1}| \leq ka^n,$$
but this clearly isn't tight enough (since $k$ can be arbitrarily large).
Any input would be greatly appreciated!
This is not a correct estimate.
You should have:
$|a_{n+k}-a_n| \leq \sum\limits_{i=0}^{k-1}a^{n+i}$. Since the geometric series converges this sum is "small".