Prove that given relations
$R_1 \subseteq A \times B$, $R_2 \subseteq B \times C$, $R_3 \subseteq C \times D$
then
$(R_1 \circ R_2) \circ R_3 = R_1 \circ (R_2 \circ R_3)$
I don't know where exactly to start? What does it mean for something to be in $(R_1 \circ R_2) \circ R_3$?
Here is what I know.
I know that I have to show that $(R_1 \circ R_2) \circ R_3 \subseteq R_1 \circ (R_2 \circ R_3)$ and $R_1 \circ (R_2 \circ R_3) \subseteq (R_1 \circ R_2) \circ R_3$.
Yes, You need to show that $(R_1\circ R_2)\circ R_3\subseteq R_1\circ(R_2 \circ R_3)$ and $R_1\circ(R_2 \circ R_3) \subseteq (R_1\circ R_2)\circ R_3$.
(I think you are not following this definition of composition of relations.)
By the way, to prove first one, just choose an element $(a,d)\in (R_1\circ R_2)\circ R_3$ $\subseteq A\times D$ and apply your definition of composition of relations.