A Cauchy sequence is a sequence in which as the sequence progresses, all the terms get closer and closer together. It is closely related to the idea of a [-convergent_sequence].
Definition
In any [-metric_space] with a set X and a distance function d, a sequence (xn)∞n=0 is Cauchy if for every ε>0 there exists an N such that for all m,n>N, we have that d(xm,xn)<ε.
In the real numbers, the distance between two numbers is usually expressed as their difference, or |xm−xn|.
Complete metric space
In a [ complete metric space], every Cauchy sequence is convergent. In particular, the real numbers are a complete metric space.