Well one of the ways to prove convergence of a sequence is to prove that the sequence is monotonically increasing/decreasing and has a upper/lower bound respectively.
So, consider the sequence, assuming a non-negative

Here happily two things come together at once.
1. We can prove that this is an increasing sequence
2. It is bounded above
We prove the second result first
Let us choose 
We can prove that M is an upper bound of this sequence (in fact the least upper bound) as we have
and thus we can inductively prove that each xn<M
Using this, we can prove that it is an increasing sequence
We have 
Thus

But, we have proved that it is true for all n that 
Hence, we have that the sequence is monotonically inreasing and is bounded above and is hence convergent in fact to M