I have some problems with the visualization of this proof.
(I will present the problems I have with it in the end, with some intuitive thoughts related to them in italics.)
Theorem: Every real sequence has a monotonic subsequence.
Proof (Thurston):
Take any $(x_m) \in R^\infty$ and define $S_m := \{x_m, x_{m+1},\dots \}$ for each $m \in \mathbb{N}$. If there is no maximum element in $S_1$, then it is easy to see that $(x_m)$ has a monotonic subsequence. (Let $x_{m_1} := x_1$, let $x_{m_2}$ be the first term in the sequence $(x_2,x_3,\dots)$ greater than $x_1$, let $x_{m_3}$ be the first term in the sequence $(x_{m_{2}+1}, x_{m_{2}+2}, \dots)$ greater than $x_{m_2}$ , and so on.) By the same logic, if, for any $m \in \mathbb{N}$, there is no maximum element in $S_m$, then we are done. Assume then max $S_m$ exists for each $m \in \mathbb{N}$. Now define the subsequence $(x_{m_k})$ recursively as follows:
$$ x_{m_1} := \text{max} S_1,\hspace{0.7cm} x_{m_2} := \text{max} S_{m_{1}+1}, \hspace{0.7cm}x_{m_3} := \text{max} S_{m_{2}+1}, \hspace{0.7cm} \dots $$
Clearly, $(x_{m_k} )$ is decreasing. QED
Problems
1) Why do we have to build $S_m$ for any $m > 1$?
I mean, to me it looks enough to do the construction in brackets for $S_1$, also because $S_m$ should be - by construction - a subset of $S_1$, right?
Basically, I have a lot of problems with the sentence "By the same logic, if, for any $m \in \mathbb{N}$, there is no maximum element in $S_m$, then we are done.". To me, we are done way before.
2) What about the fact that $x_m = x_{m+1}$?
Shouldn't it be covered explicitly? And isn't it actually explicitly ruled out (i.e. the use of "greater" without mentioning equality) by the proof?
Indeed, nowhere it is assumed that we are talking about strictly monotonic subsequences (this looks really as an hidden assumption to me).
3) Do we build up the $S_m$ set for any $m >1$ because we have to use it in the second part of the proof?
Many thanks for any hint or feedback.