[step:Compare each original space with the limiting finite model]For each $k \in \mathbb{N}$, define
\begin{align*}
r_k := \varepsilon_k
\quad\text{and}\quad
s_k := k+2.
\end{align*}
Then $\varepsilon_{s_k} < r_k/2$. By the total boundedness argument from the preceding step, the finite set
\begin{align*}
Q_{s_k} := \{[1],\dots,[\widetilde{M}_{s_k}]\} \subset Y
\end{align*}
is an $r_k$-net in $Y$. Also $A_{j,s_k}$ is an $\varepsilon_{s_k}$-net in $X_j$, hence an $r_k$-net in $X_j$.
For fixed $k$, the convergence of the finite distance matrices gives
\begin{align*}
\delta_{j,k}
:= \max_{1 \leq a,b \leq \widetilde{M}_{s_k}}
\left|d_j(x_{j,a},x_{j,b}) - d_Y([a],[b])\right|
\longrightarrow 0
\end{align*}
as $j \to \infty$.
Define a relation
\begin{align*}
R_{j,k} \subset X_j \times Y
\end{align*}
by declaring $(x,y) \in R_{j,k}$ if and only if there exists $a \in \{1,\dots,\widetilde{M}_{s_k}\}$ such that
\begin{align*}
d_j(x,x_{j,a}) < r_k
\quad\text{and}\quad
d_Y(y,[a]) < r_k.
\end{align*}
This relation is a correspondence. Indeed, if $x \in X_j$, the fact that $A_{j,s_k}$ is an $r_k$-net gives $a \in \{1,\dots,\widetilde{M}_{s_k}\}$ with $d_j(x,x_{j,a}) < r_k$, and then $(x,[a]) \in R_{j,k}$. If $y \in Y$, the fact that $Q_{s_k}$ is an $r_k$-net gives $a \in \{1,\dots,\widetilde{M}_{s_k}\}$ with $d_Y(y,[a]) < r_k$, and then $(x_{j,a},y) \in R_{j,k}$.
If $(x,y),(x',y') \in R_{j,k}$ are witnessed by labels $a,b \in \{1,\dots,\widetilde{M}_{s_k}\}$, then the triangle inequality in $X_j$ and $Y$ gives
\begin{align*}
\left|d_j(x,x') - d_Y(y,y')\right|
&\leq d_j(x,x_{j,a})
+ \left|d_j(x_{j,a},x_{j,b}) - d_Y([a],[b])\right| \\
&\quad + d_Y([a],y)
+ d_j(x',x_{j,b})
+ d_Y([b],y') \\
&< 4r_k + \delta_{j,k}.
\end{align*}
Define the distortion of a correspondence $R \subset X_j \times Y$ by
\begin{align*}
\operatorname{dis}(R)
:= \sup\left\{\left|d_j(u,u') - d_Y(v,v')\right| : (u,v),(u',v') \in R\right\}.
\end{align*}
The preceding estimate shows that
\begin{align*}
\operatorname{dis}(R_{j,k}) \leq 4r_k+\delta_{j,k}.
\end{align*}
By the [correspondence-distortion characterization of the Gromov-Hausdorff metric](/page/Gromov-Hausdorff%20Metric), which states that
\begin{align*}
d_{GH}(X_j,Y) \leq \frac{1}{2}\operatorname{dis}(R)
\end{align*}
for every correspondence $R \subset X_j \times Y$, we obtain
\begin{align*}
d_{GH}(X_j,Y) \leq \frac{1}{2}\left(4r_k+\delta_{j,k}\right)
= \frac{1}{2}\left(4\varepsilon_k+\delta_{j,k}\right).
\end{align*}[/step]