The Cauchy assumption lets us choose recursively, increasing strictly, so that for all . In particular the measurable eventshave summable measures. The measure of is at most , so is a null set. Outside it, the successive differences are eventually bounded by a summable geometric series. Hence is pointwise Cauchy and has a finite real limit.
Define to be that limit wherever the sequence converges, and zero elsewhere. The convergence set is measurable by the countable Cauchy criterion, and the limit is measurable as a limit of measurable functions on that set. Thus there is no need to assume the measure is complete. Part (a)(ii), or the corresponding finite-measure implication, gives in measure.
For the full sequence useChoose a sufficiently late subsequence index so the second term is small; the Cauchy property then bounds the first uniformly for all large . Therefore in measure. This proves completeness of convergence in measure on a finite measure space.