If $(x_n)_{n = 1}^{\infty}$ is Cauchy, show that it has a subsequence $(x_{n_{k}})$ such that $\sum_{k = 1}^{\infty}|x_{n_{k}} - x_{n_{k+1}}| < \infty$
Attempt:
Since $x_n$ is Cauchy and since $\mathbb{R}$ is complete $\Rightarrow$ then $(x_n)$ converges to a point $x$ in the set $\mathbb{R}$. This means that for all $\epsilon > 0$ there exists an $N_{1} \in \mathbb{N}$ s.t. $\forall \ m,n > N_{1} \ |x_{m} - x_{n}| < \epsilon$.
Since $(x_n)$ converges $\Rightarrow$ $(x_n)$ is bounded. So by the Bolzano Weirstrauss theorem, there exists a subsequence $(x_{n_{k}})$ that converges to $x$. That is: $\forall \epsilon > 0$ there exists an $N_{2} \in \mathbb{N}$ s.t. $\forall \ n_{k} > N_{2} \ |x_{n_{k}} - x| < \epsilon$.
Therefore:
$$\sum_{k = 1}^{\infty} |x_{n_{k}} - x_{n_{k+1}}| = \sum_{k = 1}^{\infty} |x_{n_{k}} - x_{m} + x_{m} - x + x - x_{n_{k+1}}| \leq \sum_{k = 1}^{\infty}(|x_{n_{k}} - x_{m}| + |x_{m} - x| + |x - x_{n_{k+1}}|) = \sum_{k = 1}^{\infty}|x_{n_{k}} - x_{m}| + \sum_{k = 1}^{\infty}|x_{m} - x| + \sum_{k = 1}^{\infty}|x - x_{n_{k+1}}| < \frac{\epsilon}{3} + \frac{\epsilon}{3} + \frac{\epsilon}{3} = \epsilon $$
Final Thought: Two things:
1) Am I interpreting that $\sum_{k = 1}^{\infty}|x_{n_{k}} - x_{n_{k+1}}| < \infty$ means the series is convergent?
2) I don't know if I needed to include the $x_{m}$ cauchy term or if this is the right approach all together. My reasoning for it was that since the other sequences are convergent then their series would also be convergent so I applied that. Any advice would be appreciated.
Your answer is wrong. If you know that all terms are smaller than $\frac{\epsilon}{3}$ it doesn't mean their infinite sum is smaller than $\frac{\epsilon}{3}$ as well.
Here is a possible solution: since $(x_n)$ is Cauchy we can conclude that there is $n_1$ such that for all $m,p\geq n_1$ we have $|x_m-x_p|<\frac{1}{2}$. Next, there is $n_2>n_1$ such that for all $m,p\geq n_2$ we have $|x_m-x_p|<\frac{1}{2^2}$. Continue by induction, every time choose $n_k>n_{k-1}$ such that for all $m,p\geq n_k$ we have $|x_m-x_p|<\frac{1}{2^k}$. And now $(x_{n_k})$ is the required subsequence. Since $n_{k+1}, n_k\geq n_k$ we know that $|x_{n_k}-x_{n_{k+1}}|<\frac{1}{2^k}$, this is true for all $k\in\mathbb{N}$. And then:
$\sum_{k=1}^\infty |x_{n_k}-x_{n_{k+1}}|\leq\sum_{k=1}^\infty\frac{1}{2^k}<\infty$