[proofplan]
We prove completeness by reducing a Euclidean [Cauchy sequence](/page/Cauchy%20Sequence) to its finitely many coordinate sequences. The Euclidean distance controls each coordinate difference, so every coordinate sequence is Cauchy in $\mathbb{R}$ and hence converges by completeness of the [real numbers](/page/Real%20Numbers). The coordinate limits define a point $a \in \mathbb{R}^n$, and a finite-sum estimate shows that the original sequence converges to $a$ in the [Euclidean metric](/page/Euclidean%20Metric).
[/proofplan]
[step:Pass from a Euclidean Cauchy sequence to Cauchy coordinate sequences]
Let $(x_m)_{m \in \mathbb{N}}$ be a $d_2$-Cauchy sequence in $\mathbb{R}^n$. For each $m \in \mathbb{N}$, write
\begin{align*}
x_m = (x_{m,1},\dots,x_{m,n}).
\end{align*}
Fix an index $i \in \{1,\dots,n\}$. Since $(x_m)_{m \in \mathbb{N}}$ is $d_2$-Cauchy, for every $\varepsilon>0$ there exists $M \in \mathbb{N}$ such that whenever $m,\ell \ge M$,
\begin{align*}
d_2(x_m,x_\ell)<\varepsilon.
\end{align*}
For such $m,\ell$, the definition of $d_2$ gives
\begin{align*}
|x_{m,i}-x_{\ell,i}|^2 \le \sum_{j=1}^n |x_{m,j}-x_{\ell,j}|^2.
\end{align*}
Taking square roots of both non-negative sides yields
\begin{align*}
|x_{m,i}-x_{\ell,i}| \le d_2(x_m,x_\ell)<\varepsilon.
\end{align*}
Thus the real sequence $(x_{m,i})_{m \in \mathbb{N}}$ is Cauchy in $\mathbb{R}$.
[guided]
The goal is to convert the Cauchy condition in $\mathbb{R}^n$ into an ordinary Cauchy condition for each real coordinate. Fix an index $i \in \{1,\dots,n\}$. The $i$-th coordinate sequence is the map
\begin{align*}
\mathbb{N} &\to \mathbb{R}
\end{align*}
sending $m$ to $x_{m,i}$.
Let $\varepsilon>0$ be given. Since $(x_m)_{m \in \mathbb{N}}$ is Cauchy in the metric $d_2$, there exists $M \in \mathbb{N}$ such that for all $m,\ell \ge M$,
\begin{align*}
d_2(x_m,x_\ell)<\varepsilon.
\end{align*}
Now we compare a single coordinate difference with the full Euclidean distance. By the definition of $d_2$,
\begin{align*}
d_2(x_m,x_\ell)^2 = \sum_{j=1}^n |x_{m,j}-x_{\ell,j}|^2.
\end{align*}
Every term in this finite sum is non-negative, so the $i$-th term is bounded above by the whole sum:
\begin{align*}
|x_{m,i}-x_{\ell,i}|^2 \le \sum_{j=1}^n |x_{m,j}-x_{\ell,j}|^2.
\end{align*}
Taking square roots is valid because both sides are non-negative. Hence, for all $m,\ell \ge M$,
\begin{align*}
|x_{m,i}-x_{\ell,i}| \le d_2(x_m,x_\ell)<\varepsilon.
\end{align*}
This is exactly the Cauchy condition for the real sequence $(x_{m,i})_{m \in \mathbb{N}}$. Since the index $i$ was arbitrary, every coordinate sequence is Cauchy in $\mathbb{R}$.
[/guided]
[/step]
[step:Use completeness of $\mathbb{R}$ to define the candidate limit]
For each $i \in \{1,\dots,n\}$, the coordinate sequence $(x_{m,i})_{m \in \mathbb{N}}$ is Cauchy in $\mathbb{R}$. By the completeness of the real numbers, there exists $a_i \in \mathbb{R}$ such that
\begin{align*}
\lim_{m \to \infty} x_{m,i} = a_i.
\end{align*}
Define $a \in \mathbb{R}^n$ by
\begin{align*}
a = (a_1,\dots,a_n).
\end{align*}
[/step]
[step:Reassemble the coordinate limits into Euclidean convergence]
We show that $x_m \to a$ with respect to $d_2$. Let $\varepsilon>0$. Since $n \in \mathbb{N}$, we have $n \ge 1$, so $\sqrt{n}>0$. For each $i \in \{1,\dots,n\}$, the convergence $x_{m,i} \to a_i$ gives an integer $M_i \in \mathbb{N}$ such that for all $m \ge M_i$,
\begin{align*}
|x_{m,i}-a_i|<\frac{\varepsilon}{\sqrt{n}}.
\end{align*}
Define
\begin{align*}
M = \max\{M_1,\dots,M_n\}.
\end{align*}
Then for every $m \ge M$ and every $i \in \{1,\dots,n\}$,
\begin{align*}
|x_{m,i}-a_i|<\frac{\varepsilon}{\sqrt{n}}.
\end{align*}
Therefore
\begin{align*}
d_2(x_m,a)^2 = \sum_{i=1}^n |x_{m,i}-a_i|^2 < \sum_{i=1}^n \frac{\varepsilon^2}{n} = \varepsilon^2.
\end{align*}
Taking square roots gives
\begin{align*}
d_2(x_m,a)<\varepsilon.
\end{align*}
Thus $x_m \to a$ in the metric $d_2$.
[guided]
We now have coordinate limits $a_i \in \mathbb{R}$ for $i \in \{1,\dots,n\}$, and we have defined
\begin{align*}
a = (a_1,\dots,a_n) \in \mathbb{R}^n.
\end{align*}
To prove convergence in the Euclidean metric, we must prove that for every $\varepsilon>0$ there exists $M \in \mathbb{N}$ such that $m \ge M$ implies
\begin{align*}
d_2(x_m,a)<\varepsilon.
\end{align*}
Let $\varepsilon>0$. Since $n \in \mathbb{N}$ and the convention is that $\mathbb{N}$ starts at $1$, the number $\sqrt{n}$ is positive. For each coordinate $i \in \{1,\dots,n\}$, the real convergence $x_{m,i} \to a_i$ gives an integer $M_i \in \mathbb{N}$ such that for all $m \ge M_i$,
\begin{align*}
|x_{m,i}-a_i|<\frac{\varepsilon}{\sqrt{n}}.
\end{align*}
Because there are only finitely many coordinates, we can choose one index threshold that works for all of them:
\begin{align*}
M = \max\{M_1,\dots,M_n\}.
\end{align*}
Then $m \ge M$ implies $m \ge M_i$ for every $i \in \{1,\dots,n\}$, so every coordinate error satisfies
\begin{align*}
|x_{m,i}-a_i|<\frac{\varepsilon}{\sqrt{n}}.
\end{align*}
Substituting these coordinate bounds into the definition of the Euclidean metric gives
\begin{align*}
d_2(x_m,a)^2 = \sum_{i=1}^n |x_{m,i}-a_i|^2 < \sum_{i=1}^n \frac{\varepsilon^2}{n} = \varepsilon^2.
\end{align*}
The quantities $d_2(x_m,a)$ and $\varepsilon$ are non-negative, so taking square roots yields
\begin{align*}
d_2(x_m,a)<\varepsilon.
\end{align*}
This proves $x_m \to a$ in the metric $d_2$.
[/guided]
[/step]
[step:Conclude that every Euclidean Cauchy sequence converges in $\mathbb{R}^n$]
Starting from an arbitrary $d_2$-Cauchy sequence $(x_m)_{m \in \mathbb{N}}$ in $\mathbb{R}^n$, we constructed a point $a \in \mathbb{R}^n$ and proved that $d_2(x_m,a) \to 0$. Hence every $d_2$-Cauchy sequence in $\mathbb{R}^n$ converges to a point of $\mathbb{R}^n$. Therefore $(\mathbb{R}^n,d_2)$ is complete.
[/step]