Show that any sequence $\left\{a_{n}\right\}$ that has the property $\left|a_{n+1}-a_{n}\right|<b^{n}$ for $b<1$ is a Cauchy sequence.
(proof)
Let $ b\in (-1,1) $.
Given any two points of the sequence $ a_n $ and $ a_{n+k} $ the distance between them is
\begin{align*}
|a_{n+k}-a_n| &\leq |a_{n+1}-a_n|+|a_{n+2}-a_{n+1}|+...+|a_{n+k}-a_{n+k-1}| \\
&< b^n + b^{n+1} + b^{n+2} + \cdots + b^{n+k-1}\\
&= \sum_{i=0}^{k-1}b^{n+i}\\
&\leq \sum_{i=0}^{k-1}|b^{n+i}|\\
&= |b^n|\sum_{i=0}^{k-1}|b^{i}|\\
&= |b^n| \frac{1-|b^k|}{1-|b|}\\
&< |b^n|\frac{1}{1-|b|} \text{ , since } 0<|b|<1.
\end{align*}
Given an $ \epsilon>0 $ we need to find $ N \in \mathbb{N}$
such that for $ m,n>N $, $ |a_m-a_n|<\epsilon $. We want $ |a_m-a_n| <|b^n| \frac{1}{1-|b|}< \epsilon$. $$ |b^n| < \epsilon (1-|b|) $$ $$ n \log(|b|) < \log({\epsilon (1-|b|)}) $$ And since $ \log(|b|) <0$ since $ |b|<1<e $ it follows that $$ n>\frac{\log(\epsilon(1-|b|))}{\log(|b|)} .$$ So given any $ \epsilon>0 $, for any $n,m> \frac{\log(\epsilon(1-|b|))}{\log(|b|)}$ it follows that $ |a_{m}-a_{n}| < \epsilon $. Therefore $ \{a_n\}$ is Cauchy.
My issue with this is that we have yet to cover functions such as $\log$. I rely on some properties of logs to solve this since we have an exponent to deal with. Is there a way to get around this? My issue with this is that we have yet to cover functions such as $\log$. I rely on some properties of logs to solve this since we have an exponent to deal with. Is there a way to get around this?
You don't need to express an $N$ explicitly: the $b^n \to 0$ will guarantee the existence of such an $N$, and that's enough.
Edit:
$|b^n| \to 0$ means that $\forall \varepsilon_0 > \exists N$ so that $n > N \implies |b^n| < \varepsilon_0$. Let $\varepsilon_0=(1-|b|)\varepsilon$. We can do it, because it's greater than $0$. So we will have that $$|b^n|\frac{1}{1-|b|} < \frac{\varepsilon_0}{1-|b|}=\frac{(1-|b|)\varepsilon}{1-|b|}=\varepsilon$$ for all $n>N$, as we desired.