Problem
Evaluate $$x_n=\sqrt{1+2\sqrt{1+3\sqrt{1+\cdots}}}.$$
My Reaserch
In fact, the problem requires to evaluate the limit of the sequence below as $n \to \infty$ $$x_n=\sqrt{1+2\sqrt{1+3\sqrt{1+\cdots+(n-2)\sqrt{1+(n-1)\sqrt{1+n}}}}},$$where $n=1,2,\cdots.$
We may show that the limit really exists by $\textbf{Monotone Convergence Theorem}$. First, it's clear that $x_n$ is increasing with the increasing $n$. Second, we may obtain$$\begin{align*}x_n&<\sqrt{1+2\sqrt{1+3\sqrt{1+\cdots+\sqrt{1+n\sqrt{(n+2)^2}}}}}\\&<\sqrt{1+2\sqrt{1+3\sqrt{1+\cdots+\sqrt{1+(n-1)(n+1)}}}}\\&=\cdots\\&=\sqrt{1+2 \times 4}\\&=3.\end{align*}$$ Hitherto,we have showed that $x_n$ is increasing but with an upper bound $3$. Therefore, there exists a limit for $x_n$ as $n \to \infty$.
But how to go on with this? I'm stuck here.