Suppose $X_n$ is a sequence of random variables on $(\O,\F,\P)$. $X_n$ converges $\P$-a.s.f.s. if and only if $$ \forall\e > 0:\quad \lim_n\P\Big(\sup_{k\geq n}|X_k-X_n| > \e\Big)=0~. $$
$X_n$ converges a.s, iff $X_n$ is a.s Cauchy. This is equivalent to \begin{eqnarray*} 0 &=&\P\Big(\limsup_{j,k}[|X_j-X_k| > \e]\Big) =\P\Big(\bigcap_n\bigcup_{j,k\geq n}[|X_j-X_k| > \e]\Big)\\ &=&\lim_n\P\Big(\bigcup_{j,k\geq n}[|X_j-X_k| > \e]\Big) =\lim_n\P\Big(\sup_{j,k\geq n}|X_j-X_k| > \e\Big) \end{eqnarray*} Now we have by the triangle inequality \begin{eqnarray*} \P\Big(\sup_{j,k\geq n}|X_j-X_k| > \e\Big) &=&\P\Big(\sup_{j,k\geq n}|X_j-X_n-X_k+X_n| > \e\Big)\\ &\leq&\P\Big(\sup_{j\geq n}|X_j-X_n|+\sup_{k\geq n}|X_k-X_n| > \e\Big)\\ &\leq&\P\Big(\sup_{j\geq n}|X_j-X_n| > \e/2\Big) +\P\Big(\sup_{k\geq n}|X_k-X_n| > \e/2\Big)~. \end{eqnarray*}