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The way the book proved it is this:

Its idea was to prove that the sequence is Cauchy then it follows that it is convergent in $\mathbb{R}$ ; enter image description here

But my way that I want to check if it's right or wrong is :

$$ \begin{aligned} \left|U_{n+p}-U_{n}\right| &=\left|\frac{\cos 5^{n+1}}{5^{n+1}}+\frac{\cos 5^{n+2}}{5^{n+2}}+\cdots+\frac{\cos 5^{n+p}}{5^{n+p}}\right| \\ & \leq\left|\frac{\cos 5^{n+1}}{5^{n+1}}\right|+\left|\frac{\cos 5^{n+2}}{5^{n+2}}\right|+\cdots+\left|\frac{\cos 5^{n+p}}{5^{n+p}}\right| \\ & \leq\left|\frac{1}{5^{n+1}}\right|+\left|\frac{1}{5^{n+2}}\right|+\cdots+\left|\frac{1}{5^{n+p}}\right|=\frac{1}{5^{n+1}}+\frac{1}{5^{n+2}}+\cdots+\frac{1}{5^{n+p}} \\ &=\frac{1}{5^{n+1}} \frac{1-\left(\frac{1}{5}\right)^{p}}{1-\frac{1}{5}}=\frac{1}{5^{n+1}} \cdot \frac{5}{4} \cdot\left(1-\left(\frac{1}{5}\right)^{p}\right) \end{aligned} $$

Then I'll take the limit of $|U_{n+p}-U_{n}|$ as $n \rightarrow \infty$, which it's zero ; so isn't that enough to prove that the sequence is convergent in $\mathbb{R}$?

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    That is not sufficient, see https://math.stackexchange.com/q/1536274/42969 and the linked questions. – Martin R Nov 15 '21 at 10:03
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    The series $\sum \frac {cos (5^{n})} {5^{n}}$ is absolutely convergent by M-test since $|\cos x| \leq 1$. – Kavi Rama Murthy Nov 15 '21 at 10:03
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    Put $a_n=\ln n$. Then $|a_{n+p}-a_n|=|\ln(n+p)-\ln(n)|=|\ln(1+\frac{p}{n})|\to\ln 1=0$ when $n\to\infty$ - yet $(a_n)$ is a divergent sequence. The difference between what you want to use and what you actually need to use for Cauchy criterion is similar to the difference between pointwise and uniform convergence: it is not enough that $|a_{n+p}-a_n|$ becomes arbitrarily small with $n$ big enough, but also that the "moment" when that happens is independent on $p$. –  Nov 15 '21 at 10:06
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    See also https://math.stackexchange.com/q/2747971/42969, https://math.stackexchange.com/q/2741224/42969, https://math.stackexchange.com/q/1436100/42969 – Martin R Nov 15 '21 at 10:08
  • thanks folks all makes sense now – Elie Makdissi Nov 15 '21 at 12:40

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