Exercise: Let $\Omega$ be a nonempty set. Let $B(\Omega)$ be collection of bounded real-valued functions on $\Omega$. Define $D:B(\Omega)\times B(\Omega)\to[0,\infty)$ by $$D(f,g) = \sup_{w\in\Omega}\left|f(w) - g(w)\right|$$ Show that $(B(\Omega), D)$ is complete.
What I've tried: I know that $(B(\Omega), D)$ is complete if every Cauchy sequence in $B(\Omega)$ converges to a point in $B(\Omega)$ in the metric $D$. Pick an arbitrary Cauchy sequence $(f_n)$ in $B(\Omega)$. I want to show that $(f_n)$ converges to a point in $B(\Omega)$ in the metric $D$.
Let $\lim\limits_{n\to\infty}f_n = f(x)$. Since $(f_n)$ is a sequence of real valued bounded functions, $(f_n)$ is real value and bounded for every $n\geq 1$. This means that $\lim\limits_{n\to\infty} f_n$ is real valued and bounded. Or, equivalently, for every $n\geq 1$ we have that $f_n\leq B$ for some value $B$. Since $f(x) = \lim_{n\to\infty}f_n$ we have $f(x) \leq B$.
Now finally, I need to show that $D(f_n,f)\to 0$ as $n\to\infty$. $D(f_n,f) = \sup_{w\in\Omega}\left|f_n(w) - f(w)\right|$. Since $f_n$ is Cauchy, we know that there exists an $N\in\mathbb{N}$ such that $\sup_{w\in\Omega}\left|f_n(w) - f_m(w)\right|<\epsilon$, whenever $m,n\geq N$. Now since $\lim_{n\to\infty}f_n$ satisfies $m > N$, we have that there exists an $N$ such that $\sup_{w\in\Omega}\left|f_n(w) - f\right|<\epsilon$ for $n\geq N$.
Question: What would be a more correct and rigorous proof to show that $(B(X), D)$ is complete? I think my proof is far too intuitive and really not sufficient.
Thanks!
Your proof has some correct parts, but it does not really follow the right logic. In particular, where does your function $f$ come from? You must show that it exists. I'll give you a hint:
Start with the assumption: Let $(f_n)_{n \in \mathbb{N}}$ be a Cauchy sequence in $B(\Omega)$.
Now you have to get to this $f$. To define it pointwise, you should show the following thing: It follows from 1 that at each fixed $x \in \Omega$, $f_n(x)$ is a Cauchy sequence in $\mathbb{R}$.
By completeness of $\mathbb{R}$, there is thus a limit $\lim_{n \to \infty} f_n(x) = f(x)$ pointwise.
Now you have the $f$ and can show as you do that it is bounded and thus in $B(\Omega)$.
For the last step, your proof that $f_n$ converges to $f$ is unclear to me. Try to really look at the $D$-norm of $|f_n - f|$ and find an argument why it goes to zero (Hint: This comes from point 2, and of course the Cauchy property of the $f_n$...)