Let $X$ be set of functions $f:[-1,1]\to \mathbb{C}$ such that $f(0)=0$ and there exists $\alpha>0$ such that
$$ |f(t)-f(s)|\le \alpha |t-s| $$
for all $t,s\in [-1,1]$. Equip $X$ with the norm:
$$ ||f||=\inf \{\alpha:|f(t)-f(s)|\le \alpha |t-s|\} $$
Show that $||\cdot||$ is indeed a norm and that $X$ is complete with respect to this norm
Showing that $||\cdot||$ is a norm wasn't terribly hard, but I'm stuck with completeness part. So if $x_n$ is Cauchy in $X$, then for given $\epsilon>0$ there is $N$ such that $m,n\ge N$ then
$$ \inf\{\alpha:|(x_n-x_m)(t)-(x_n-x_m)(s)| \le \alpha|t-s|\} <\epsilon $$
in particular
$$ |(x_n-x_m)(t)-(x_n-x_m)(s)| \le \epsilon|t-s| $$
taking $s=0$ then we get
$$ |(x_n-x_m)(t)|\le \epsilon|t|\le \epsilon $$
So $x_n(t)$ is Cauchy in $\mathbb{C}$ and so convergens to $x(t)\in \mathbb{C}$.
It's clear that $x(0)=0$, since it is a limit of sequence of $0$. Further, taking limit $m\to \infty$
$$ |(x_n-x)(t)-(x_n-x)(s)|\le \epsilon |t-s| $$
So it follows $||x_n-x||\le \epsilon$ given $n\ge N$ which shows that $x_n\to x$ in $X$.
Then I've got some questions: is my reasoning correct up to this point? Also, how could I show that in fact $x\in X$?
A cauchy sequence is bounded (in norm), so
$$\|x_n\| \le C$$
for some $C$, which means
$$|x_n(s) - x_n(t)|\le C|t-s|$$
for all $s, t, n$. Take $n\to \infty$ gives
$$|x(s) - x(t)|\le C|t-s|$$
and so $x\in X$.
Note that this paragraph should be mentioned before you wrote "So it follows $\|x_n-x\| \le\epsilon$"
Otherwise your proof is good.