Let $x_n$ be a sequence of real numbers in the interval $[a,b]$ for some $a,b \in \mathbb R$. If $x_n$ has the property: For all $\epsilon > 0$, there is $N \in \mathbb N$ such that for all $n\geq N: |x_{n+1} - x_n| < \epsilon$. Does this imply that the sequence converges?
I know that this is not true in general, for example, if $a_n = \sqrt n$ then $$a_{n + 1} - a_n \leq \frac{1}{2\sqrt n}$$ but maybe if the sequence is defined on a compact space this changes?