For a proof, place all terms in a closed bounded interval . Bisect it and choose a closed half containing infinitely many terms. Continue inductively, choosing nested closed intervals
with infinitely many sequence terms and with lengths tending to zero. Choose such that . The nested interval theorem gives a unique point in every . Because both and lie in ,
Thus is a convergent subsequence.
Now suppose every convergent subsequence of the bounded sequence converges to . If did not converge to , there would be an and a subsequence satisfying
for every . This subsequence is bounded, so Bolzano--Weierstrass gives a convergent subsubsequence. By hypothesis its limit is , contradicting the displayed inequality. Hence the unique subsequential limit of a bounded sequence principle gives