I know how to make proofs by induction, but I don't understand why it prove that the propriety is true. It's in fact logical, but how to prove that proof by induction really prove the assertion.
Why proof by induction is working.
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Let prove the following theorem:
1) $A(0)$ true,
2) For all $n$ we have that $A(n)$ true $\implies A(n+1)$ true.
Then $A(n)$ is true for all $n$.
Let denote $$\mathcal W=\{n\mid A(n)\ \text{ is false}\}.$$ Suppose by contradiction that $A$ is not true, i.e. that $|\mathcal W|\neq\emptyset$. Since $\mathcal W\subset \mathbb N$ and that $\mathbb N$ is well ordered, there is an $\alpha\in \mathcal W$ which is minimal. By 1) we have that $\alpha\neq 0$. Therefore, by minimality of $\alpha$, we have that $A(\alpha-1)$ is true, which is a contradiction with 2). Therefore $A(n)$ is true for all $n$.
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$\bf Definition:$ Inductive set.
An inductive set is a set S that satisfies:
$1\in S$.
$k\in S\implies k+1\in S$.
$\bf Definition: \Bbb N$
$\Bbb N$ is the set that satisfies:
$\Bbb N$ is inductive.
If $H$ is inductive, then $\Bbb N \subseteq H$.
Consider now, some proposition $P(n)$. Let $T=\{n\in \Bbb N: P(n)\}$ be the set of $n\in \Bbb N$ that make the proposition true..
Now, if we prove that $T$ is inductive, we will have proved that $T=\Bbb N$ (as we have from it's definition that $T\subseteq\Bbb N$): the proposition is true for all natural $n$.
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A proposition is true when $n=1$.
If it is true when $n=1$, then it is true when $n=2$.
If it is true when $n=2$, then it is true when $n=3$.
If it is true when $n=3$, then it is true when $n=4$.
If it is true when $n=4$, then it is true when $n=5$.
If it is true when $n=5$, then it is true when $n=6$.
and so on${}\,\ldots$
If this sequence can be shown to keep going, then it is true when $n$ is equal to any of $1,2,3,4,\ldots\,{}$. That is induction.
I'm not sure what you are asking. There are two things involved:
Intuition. You prove that your statement is true for $n=1$, and then from this you show it's true for $n=2$, from that for $n=3$ etc., just you do all these steps in one step.
Axiom of induction. One of its versions is $$ \forall P \Bigl( \Bigl( \forall n \bigl( \forall m (m<n \implies P(m)) \implies P(n) \bigr) \Bigr) \implies \Bigl( \forall n (P(n)) \Bigr) \Bigr), $$ where $P$ is a formula with one variable, and $n$, $m$ are natural numbers. This is a simpler version of the one mentioned in wikipedia, because the first step -- proving that $P(0)$ is true, is an integral part of the statement.