Let and . The set is a compact metric space for the supremum norm metric. Every member is a sequence tending to zero.
For any sequence in , successively extract a convergent subsequence in each compact interval , then take diagonal indices. The coordinate limits define . For any , coordinatewise differences in the tail are bounded by , independently of the sequence index. This tends to zero as , while finitely many initial coordinates converge together. Hence the diagonal subsequence converges in the supremum norm. This proves sequential compactness, equivalent to compactness for metric spaces.
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