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The following is from the Understanding Analysis 2nd ed., Stephen Abbot, page 28

If we let $x_1 = f(1), x_2 = f(2)$ and so on, then our assumption that $f$ is onto means that we can write $\mathbb{R} = \{x_1, x_2, \dots\}$ and be confident that every real number appears somewhere on the list. We will now use the Nested Interval Property to produce a real number that is not there. Let $I_1$ be a closed interval that does not contain $x_1$. Next, let $I_2$ be a closed interval, contained in $I_1$ that does not contain $x_2$. The existence of such an $I_2$ is easy to verify.

This is a pedantic question, but in this scenario, where we have first assumed that $\mathbb{R}$ is countable, how would we verify the existence of $I_2$? Just bluntly exclude $x_2$ from $I_1$? Given that most if not all things in the book so far have been proven, why can we just state this? Is it due to the countability assumption on $\mathbb{R}$?

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  • $\begingroup$ It is usually taken as this: if $I_1=[a,b]$, then divide $I_1$ into three parts - with a small gap, e.g. into thirds: $[a, a+\frac{b-a}{3}], [a+\frac{b-a}{3}, a+2\frac{b-a}{3}], [a+2\frac{b-a}{3}, b]$. Now forget about the middle interval. If $x_2$ is in the first interval, take the last interval to be $I_2$. If $x_2$ is in the last interval, take the first interval.If $x_2$ is neither in the first nor in the last interval, take any of them. $\endgroup$
    – user700480
    Commented Dec 26, 2020 at 10:41
  • $\begingroup$ Maybe , I miss something. But would this argument not also apply for rational numbers (which form however a countable set) ? $\endgroup$
    – Peter
    Commented Dec 26, 2020 at 10:43
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    $\begingroup$ @Qwaster Yes this arguemtn would be valid also for rational numbers. However rational numbers don't have the nested interval property. $\endgroup$
    – Crostul
    Commented Dec 26, 2020 at 10:44
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    $\begingroup$ @Peter It will work, but then for rational numbers the intersection of the whole collection of intervals may end up being empty. ("Nested Interval Property" is not satisfied.) $\endgroup$
    – user700480
    Commented Dec 26, 2020 at 10:45

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The interval $I_1$ is of the form $[a,b]$ for some real numbers $a$ and $b$ such that $a<b$. If $x_2\notin[a,b]$, you can just take $I_2=I_1$. Now, suppose that $x_2\in[a,b]$. If $x_2\leqslant\frac{a+b}2$, you can take $I_2=\left[\frac{a+2b}3,b\right]$. And, if $x_2\geqslant\frac{a+b}2$, you can take $I_2=\left[a,\frac{2a+b}3\right]$.

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