I am looking at Dudley's proof of the existence of Mill's constant. It starts out as follows
The proof depends on the following theorem: there is an integer $A$ such that if $n>A$, then there is a prime $p$ such that $$ n^3 < p < (n+1)^3 -1.$$ We will not prove this but we will use it to determine a sequence of primes$\ldots$
Where can I find a proof of this theorem?
This paper written fairly recently, and some of its sources might be useful: http://arxiv.org/pdf/0810.2113v2.pdf