Let $a_n$ be a positive sequence in $\mathbb{R}$ and
$$ \ell^p(a_n)=\{ x=(x_j) : \sum_{n=1}^{\infty}{a_n} \vert x_n \vert^p < \infty\} $$
with the norm $\Vert x \Vert = \Big( \sum_{n=1}^{\infty}{a_n} \vert x_n \vert^p \Big)^{\frac{1}{p}}$.
Prove that the space is a banach space.
I have already checked all the properties of a norm but I have no idea how to show that every cauchy sequence in the space converges.
Would appreciate any hints/help
Let $\{x_k\}_k \subset \ell^p(a)$ be a Cauchy sequence, i.e. $$\forall \epsilon > 0 \: \exists \: N \: \text{such that} \: h,k \geq N \Rightarrow ||x_h - x_k||^p = \sum_{n}a_n|x_h(n) - x_k(n)|^p \leq \epsilon^p$$ from this insequality we get $$a_n|x_h(n) - x_k(n)|^p \leq \sum_{n = 1}^M a_n|x_h(n) - x_k(n)|^p \leq \epsilon^p \tag{1}$$ for every $n$ and $M$, therefore $\{(a_n)^{1/p}x_k(n)\}_k$ is a Cauchy sequence of real numbers and for every $n$ $$\exists \lim_{k \to \infty} (a_n)^{1/p}x_k(n) = y(n)$$ Let us define $x \in \mathbb{R}^\mathbb{N}$ as $x(n) := \frac{y(n)}{(a_n)^{1/p}}$, taking the limit $h \to \infty$ in $(1)$ we get $$\sum_{n = 1}^M a_n|x(n) - x_k(n)|^p \leq \epsilon^p \tag{2}$$ for every $M$ and $k \geq N$. Now we will prove that $x \in \ell^p(a)$, let $k \geq N$ $$\Big(\sum_{n=1}^M a_n|x(n)|^p\Big)^{1/p} \leq \Big(\sum_{n=1}^M a_n|x(n) - x_k(n)|^p\Big)^{1/p} + \Big(\sum_{n=1}^M a_n|x(n)|^p\Big)^{1/p} \leq \epsilon + ||x_k||$$ for every $M$ and by passing to the limit $M \to \infty$ we conclude. Taking the limit $M \to \infty$ in $(2)$ gives $$||x - x_k|| \leq \epsilon$$ for every $k \geq N$ so $x_k \to x$ in $\ell^p(a)$