Let $\left\{x_n\right\}$ be a sequence and $0 < a < 1$. Suppose that for all $n \ge 3$ we have
$$ \left\lvert x_n - x_{n-1}\right\rvert \le a\left\lvert x_{n-1} - x_{n-2} \right\rvert. $$
Prove that $\left\{x_n\right\}$ is Cauchy.
I don't even know where to start here. To prove a sequence is cauchy I have to somehow reach the conclusion of $\left\lvert x_m - x_{k}\right\rvert < \varepsilon$ right? How do I even do that with this inequality. I'm completely lost.