Firstly, I would also like to ask the following:
I solved pre-calculus and calculus from the Differential and integral calculus by N. Piskunov. This is the first time, I am studying Real Analysis. Are there any video lectures out there that closely follow Rudin?
How do I study a proof, and how do I know I've understood it? Does that mean, I should be able to come up with the proof on my own?
I am having considerable difficulty following the proof of the construction of the real numbers set $\mathbb{R}$ from $\mathbb{Q}$ in Baby Rudin theorem 1.19. I am stuck at step 2.
Theorem. There exists an ordered field $\mathbb{R}$ which has the least upper bound property. Moreover, $\mathbb{R}$ contains $\mathbb{Q}$ as a sub-field.
Step 1. The members of $\mathbb{R}$ will be certain subsets of $\mathbb{Q}$ called cuts. A cut by definition is any set $\alpha\subset\mathbb{Q}$ with the following properties:
(I) $\mathbb{\alpha}$ is not empty and $\alpha\notin\mathbb{Q}$.
(II) If $p\in\alpha$, $q\in\mathbb{Q}$ and $q<p$ then $q\in\alpha$
(III) If $p\in\alpha$, then $p<r$ for some $r\in\alpha$.
The letters $p,q,r$ denote rational numbers and $\alpha,\beta,\gamma$ denote cuts.
(III) says that $\alpha$ has no largest member.
(II) implies the following two facts that will be used freely.
If $p\in\alpha, q\in\alpha\implies{p<q}$.
By contraposition, if $p\notin\alpha, {p<q}\implies{q\notin\alpha}$.
Step 2. In step 2, we define $\alpha<\beta$ to mean that $\alpha$ is a proper subset of $\beta$, for any two cuts $\alpha,\beta$.
I construe that we are trying to prove here : $\mathbb{R}$ is an ordered set and that's why we are checking the transitivity and trichotomy requirements
If $\alpha<\beta$ and $\beta<\gamma$, it is clear that $\alpha<\gamma$. (A proper subset of a proper subset is a proper subset).
It is also clear that at most one of the three relations
$\alpha<\beta$, $\alpha = \beta$, $\beta<\alpha$
can hold true for any pair.
To show that, atleast one holds, assume that the first two fail. Then $\alpha$ is not a subset of $\beta$. Hence, there is a $p\in\alpha$ with $p\notin\beta$. If $q\in\beta$, it follows that $q<p$(since $p\notin\beta$), hence $q\in\alpha$ by (II).
I did not follow why $q<p$.