Let be a Cauchy sequence in a compact metric space . By sequential compactness of a compact metric space, it has a convergent subsequence . Given , choose such that whenever , and then choose such that and . For every , the triangle inequality gives
Thus the whole sequence converges to . Every Cauchy sequence converges in , so is a complete metric space.
No. Give an infinite set the discrete metric
This space is bounded. Every Cauchy sequence is eventually constant, so it is complete. However, the open cover by the singleton balls has no finite subcover. Hence is not compact.
For any , the balls form an open cover of the compact metric space . Compactness supplies a finite subcover
This is exactly total boundedness.
Let be any sequence in a complete, totally bounded metric space . Cover by finitely many balls of radius ; one contains infinitely many terms. From those terms choose an infinite subsequence lying in one ball of radius , and continue. The diagonal argument produces a subsequence whose tail from its th term onward lies in a ball of radius . Hence
whenever , so the subsequence is Cauchy. Completeness makes it converge in .
Every sequence in therefore has a convergent subsequence, so is sequentially compact. Sequential compactness is equivalent to compactness for metric spaces, and thus is compact. This proves that a complete totally bounded metric space is compact.
The space is not compact because it is not complete. For , define the continuous function
These functions converge in the L1 norm to the step function , because is supported on an interval of length and bounded in absolute value by one. They are consequently Cauchy for the metric , since for sufficiently close pairs the outer minimum with does nothing.
If converged in this metric to some , it would also converge to in . Uniqueness of an limit would give almost everywhere. Continuity would then force on and on , which is impossible at . Thus this Cauchy sequence has no limit in , while every compact metric space is complete.

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