There is a proof in the French Wikipedia (Lemme de CesÓro - WikipÚdia), but not in the English one.
I'll translate and adapt it here...
can be translated this way :
Let's assume n>N :
By the triangle inequality, we have :
(because N/n (epsilon/2) >0)
But doesn't depend on n. So
This means that for any , there exists an integer N' such that for all n>N', we have :
By combining this latter inequality to the previous one, we have, for :