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I know that the set of all natural numbers is defined as an infinite set under the Axiom of Infinity, but I'm having a hard time using $\exists S [\emptyset \in S \land (\forall x\in S)[x \cup {x} \in S]]$ to define an infinite set composed of all real numbers, for all integers, or just for all real numbers between $0$ and $1$. An explanation would be greatly appreciated.

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There are many good questions here about constructions of the real numbers. For example Completion of rational numbers via Cauchy sequences.

Note that the Axiom of Infinity is only used to guarantee existence of the ordinal $\omega$. The rest of the ordinals and other sets follow from the other axioms.

kahen
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