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Consider the sequence (a_i) where a_i is pi rounded to the i_th decimal place. This sequence clearly contains only rational numbers since every number in it has a finite decimal expansion. Furthermore this sequence is Cauchy since a_i and a_j can differ at most by 10^(-min(i,j)) or something which can be made arbitrarily small by choosing a lower bound for i and j. Now note that this sequence converges to pi in the reals, so it can not converge in the set of rational numbers. Therefore the rational numbers allow a non-convergent Cauchy sequence and are thus by definition not complete.

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Q: Why set of rational numbers is not complete?
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