Let $\{b_n\}$ be a Cauchy sequence in a metric space $X$ and let $\{a_n\}$ be another sequence in X such that $d(a_n, b_n)<\frac{1}{n}$ for every $n\in \Bbb N$. Show that $\{a_n\}$ is also a Cauchy sequence in $X$.
For $\epsilon >0$, there exists $\Bbb N$ s.t. $d(b_n, b_m)<\frac{\epsilon}{mn}$ for $m,n>\Bbb N$
Now consider $d(a_n, a_m)\leq d(a_n, b_n)+d(b_n, b_m)+d(b_m, a_m) \lt \frac{1}{n} + \frac{\epsilon}{mn} + \frac{1}{m} = \frac{m+n+\epsilon}{mn} \lt \epsilon$
$\therefore$ $\{a_n\}$ is Cauchy in $X$.
I have struggled with this proof. I am not sure if what I have is correct. Thank you in advance!
The last inequality is incorrect. Note that $$\frac{m + n + \varepsilon}{mn} \ge \frac{m + n}{mn},$$ so unless you have $m$ and $n$ secretly depending on $\varepsilon$ (hint, hint!), you cannot guarantee that $\frac{m + n}{mn} \le \varepsilon$.
Instead, fix $\varepsilon > 0$, and try to guarantee that $\frac{1}{n}, \frac{1}{m} < \frac{\varepsilon}{3}$. If you choose $N$ large enough, this should be a consequence of $m, n > N$. Then, try a similar triangle inequality argument again.