[step:Prove the Existence Lemma — every $x \in X$ lies in the domain of some attempt][claim:Existence of attempts covering $X$]
For every $x \in X$, there is an attempt $(I, h)$ with $x \in I$.
[/claim]
[proof]
Let
\begin{align*}
T := \{x \in X : x \in I \text{ for some attempt } (I, h)\}.
\end{align*}
We show $T = X$ by transfinite induction.
Fix $x \in X$ and suppose every $y < x$ belongs to $T$; that is, for each $y < x$ there is an attempt $(I_y, h_y)$ with $y \in I_y$. We construct an attempt whose domain contains $x$.
Define
\begin{align*}
h': I_x &\to Y \\
y &\mapsto h_y(y).
\end{align*}
We verify that $h'$ is well-defined: if $y \in I_x$ with $y < x$, then two choices of attempt at $y$, say $(I_y, h_y)$ and $(I_{y'}, h_{y'})$ (for the same $y$), satisfy $y \in I_y \cap I_{y'}$, so by the Agreement Lemma $h_y(y) = h_{y'}(y)$. Hence $h'(y)$ does not depend on which attempt we chose.
Next, we check $h'$ is itself an attempt on the initial segment $I_x$. Given $z \in I_x$, the attempt $(I_z, h_z)$ at $z$ satisfies $h_z(z) = G(h_z|_{I_z})$. For any $w \in I_z$, we have $w < z < x$, so $w \in I_x$. The attempt $(I_w, h_w)$ at $w$ satisfies $w \in I_w$, and both $h_z$ and $h_w$ are attempts with $w \in I_z \cap I_w$, so by the Agreement Lemma $h_z(w) = h_w(w) = h'(w)$. Hence $h_z|_{I_z} = h'|_{I_z}$, and
\begin{align*}
h'(z) = h_z(z) = G(h_z|_{I_z}) = G(h'|_{I_z}).
\end{align*}
Thus $h'$ satisfies the recursion equation on $I_x$, so $(I_x, h')$ is an attempt.
Finally, extend $h'$ to $I := I_x \cup \{x\}$ by setting $h(x) := G(h'|_{I_x}) = G(h')$, with $h|_{I_x} := h'$. Then $I$ is an initial segment (as $I_x$ is one and we have added the immediate successor $x$), and $h$ satisfies the recursion at every point of $I$: on $I_x$ by the previous paragraph, and at $x$ by construction since $h|_{I_x} = h'$. Hence $(I, h)$ is an attempt containing $x$, so $x \in T$.
By the [Principle of Transfinite Induction](/theorems/1463), $T = X$.
[/proof][/step]