I have been trying to solve this question in my book but I am having a hard time with so many variables like the $m$'s for $|s_n - s_m|$ where $s_n =d(a_n,b_n)$ and $s_m = d(a_m,b_m)$ and for $d(a_n,a_m)$ and $d(b_n,b_m)$. I belive I can remove the confusion by replacing it with a variable $K$, but ultimately I am not sure.
I would really appreciate any insight\advice you can offer.
Question
Let $\{a_n\}$ and $\{b_n\}$ be Cauchy sequences in a metric space $(X,d)$. For each $n \in \mathbb{N}$ let $s_n = d(a_n,b_n)$. Show that $\{s_n\}$converges.
Hint: Use $d(a_n,b_n) \leq d(a_n,a_m) + d(a_m,b_m) + d(b_m,b_n)$ to show that $|s_n - s_m|$ is small for large $m$ and $n$.
My proof attempt
Let $\epsilon > 0$, since $\frac{\epsilon}{4} > 0\ $there exists $N_1\in \mathbb{N}$ s.t for $m,n \geq N_1, \ d(a_n,a_m) < \frac{\epsilon}{4}$
Similarly, there exists $N_2$ s.t for $m,n \geq N_2 \in \mathbb{N}, \ d(b_n,b_m) < \frac{\epsilon}{4}$
Let $K= max\{N_1,N_2\}$
Now let $s_n =d(a_n,b_n) \leq d(a_n,a_K) + d(a_K,b_K) + d(b_K,b_n)$
Thus for $m,n \geq K$,
$|s_n - s_m| = |d(a_n,b_n) - d(a_m,b_m)|$
$ \ \ =|d(a_n,a_K) + d(a_K,b_K) + d(b_K,b_n)- ( d(a_m,a_K) + d(a_K,b_K) + d(b_K,b_m))|$
$ \ \ =|d(a_n,a_K) + d(b_K,b_n)- ( d(a_m,a_K) + d(b_K,b_m))|$
$ \ \ \leq d(a_n,a_K) + d(b_K,b_n) + d(a_m,a_K) + d(b_K,b_m)$
$ \ \ < \frac{\epsilon}{4} + \frac{\epsilon}{4}+ \frac{\epsilon}{4}+\frac{\epsilon}{4}$
$ \ \ = \epsilon$
This concludes my proof attempt
No. You have $|s_n - s_m| = |d(a_n,b_n) - d(a_m,b_m)|=$
$ \ \ =|d(a_n,a_K) + d(a_K,b_K) + d(b_K,b_n)- ( d(a_m,a_K) + d(a_K,b_K) + d(b_K,b_m))|$
but this assumes $d(a_n,b_n) =d(a_n,a_K) + d(a_K,b_K) + d(b_K,b_n)$ and $d(a_m,b_m)= d(a_m,a_K) + d(a_K,b_K) + d(b_K,b_m)$ but these are only "$\le$", not "$=$".
For example $4\le 3+2+1$ and $2\le 1+2+2$ does not imply $|4-2|\le |(3+2+1)-(1+2+2)|.$
The correct way to use the hint is $$d(a_n,b_n) \leq d(a_n,a_m) + d(a_m,b_m) + d(b_m,b_n)$$ $$d(a_m,b_m) \leq d(a_m,a_n) + d(a_n,b_n) + d(b_n,b_m)$$ The first of these implies $$X \leq d(a_n,a_m) + d(b_m,b_n)$$ and the second implies $$(-X) \leq d(a_m,a_n)+d(b_n,b_m)$$ where $X= d(a_n,b_n) - d(a_m,b_m). $
Therefore $$|X|\le d(a_n,a_m) + d(b_n,b_m).$$