$(x_n)\in\mathbb{R}^\mathbb{N}$
$(x_n)$ converges to $x$ $\Leftrightarrow \forall \epsilon > 0, \exists n_\epsilon\in\mathbb{N}, \forall n \ge n_\epsilon, |x-x_n|<\epsilon$
$(x_n)$ is Cauchy $\Leftrightarrow \forall \alpha > 0, \exists n_\alpha\in\mathbb{N}, \forall n \ge n_\alpha,\forall m \ge n_\alpha, |x_m-x_n|<\alpha$
The idea behind this proof is that you can take two sequences, the sup and the inf of the terms after some $n$ and then proving that these two sequences converge because they are adjacent sequences (after proving they exists by proving the original sequence is bounded). And since the original sequence is between the sup sequence and the inf sequence for all $n$, you get the convergence of your original sequence at the same time.
Suppose $(x_n)$ converges to $x$
Take some $\alpha>0$
Use the convergence property with $\epsilon=\cfrac{\alpha}{2}$
Take some $n_\epsilon$ such as $\forall n \ge n_\epsilon, |x-x_n|<\epsilon$
Then $\forall n \ge n_\epsilon,\forall m \ge n_\epsilon, |x_m-x_n|\le|x-x_n|+|x-x_m|=\cfrac{\alpha}{2}+\cfrac{\alpha}{2} = \alpha$
So $(x_n)$ is Cauchy
Suppose So $(x_n)$ is Cauchy
Use the fact it is Cauchy with $\alpha=1$ to take a $n_1\in\mathbb{N}$ such as $\forall n \ge n_1,\forall m \ge n_1, |x_m-x_n|<1$
Now let $m=n_1$
$\forall n \ge n_1,|x_{n_1}-x_n|<1$
This means that $\forall n \ge n_1, x_n \in ]x_{n_1}-1, x_{n_1}+1[$ so $\{x_n, n\ge n_1\}$ is bounded
$\{x_n, n< n_1\}$ is finite and hence bounded
So $\{x_n, n\in\mathbb{N}\}=\{x_n, n< n_1\}\cup\{x_n, n\ge n_1\}$ is bounded
$\forall n \in\mathbb{N},$ let $S_n=\{x_m, m\ge n\}$
It is a subset of $\{x_n, n\in\mathbb{N}\}$ so it is bounded
Let $(i_n)=(\inf S_n)$ and $(s_n)=(\sup S_n)$
$(i_n)$ is increasing and majored by $s_0$ so it converges
$(s_n)$ is decreasing and minored by $i_0$ so it converges
Suppose $d=\lim\limits_{n\to\infty}s_n-i_n > 0$
Then $\forall \epsilon>0, \exists n_0 \in \mathbb{N}, \forall n\ge n_0, |(s_n-i_n)-d|<\epsilon$
Take $\epsilon=\cfrac{d}{2}$ and chose $n_0 \in \mathbb{N}$ such as
$\forall n\ge n_0, |(s_n-i_n)-d|<\cfrac{d}{2}$
$\forall n\ge n_0, d-\cfrac{d}{2}=\cfrac{d}{2}<(s_n-i_n)$
But $\forall n\ge n_0, \exists p \ge n, \exists q \ge n, i_n=x_p, s_n=x_q$
So you get $\forall n\ge n_0, \exists p \ge n, \exists q \ge n, \cfrac{d}{2}<(x_p-x_q)$
But since your sequence is Cauchy, with $\alpha = \cfrac{d}{2}$
$\exists n_0\in\mathbb{N}, \forall p \ge n_0,\forall q \ge n_0, |x_p-x_q|<\cfrac{d}{2}$
And these two statements contradict each other
So you get $d=\lim\limits_{n\to\infty}s_n-i_n = 0$
Now you have
- $i_n$ increasing and bounded above
- $s_n$ decreasing and bounded below
- $\lim\limits_{n\to\infty}s_n-i_n=0$
You must have a theorem that proves that both converge and
$\lim\limits_{n\to\infty}i_n=\lim\limits_{n\to\infty}s_n$
And since you have $\forall n \in \mathbb{N}, i_n \ge x_n \ge \s_n$, you get that $(x_n)$ converges and $\lim\limits_{n\to\infty}x_n=\lim\limits_{n\to\infty}i_n=\lim\limits_{n\to\infty}s_n$