Call a peak of a sequence when for every . If there are infinitely many peaks of a sequence, list their indices in increasing order, . Since ,This is a decreasing subsequence; throughout this argument, a decreasing monotone sequence may have equal successive terms.
If there are only finitely many peaks of a sequence, choose beyond all their indices; take if there are none. Every fails to be a peak of a sequence, so some satisfies . Starting with , choose such an recursively. This givesThe two cases prove the monotone subsequence theorem without any boundedness hypothesis.
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