I think it is best to settle this problem geometrically, that is if you think of matrices as linear maps from to . The images of these maps are -dimensional linear subspaces of . Let denote the image of , then , and you want to prove that the limit vector belongs to the image of .
Let denote the set of all possible limits of sequences such that the th element of the sequence belongs to for every (for example, is one such sequence, hence ). Clearly is a linear subspace of , and it contains the image of . And the dimension of is no greater than . Indeed, suppose that contains linearly independent vectors . Each is a limit of a sequence of vectors . For a sufficiently large , the vectors are linearly independent because the set of linearly independent -tuples is open. This contradicts the fact that .
Since is a linear subspace of dimension at most and it contains the (-dimensional) image of , it must coincide with that image. Since by definition, it follows that belongs to the image of , q.e.d.
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