[step:Prove the exchange axiom by replacing elements until an element of $J\setminus I$ can be added]
Let $I,J\in\mathcal I$ satisfy $|I|<|J|$. We prove that there exists $e\in J\setminus I$ such that $I\cup\{e\}\in\mathcal I$.
Assume, toward a contradiction, that
\begin{align*}
I\cup\{e\}\notin\mathcal I
\end{align*}
for every $e\in J\setminus I$. Define a finite sequence of independent sets as follows. Let
\begin{align*}
S_0:=I.
\end{align*}
As long as there exists $e\in J\setminus S_k$ with $S_k\cup\{e\}\notin\mathcal I$, choose such an element $e_k$, choose a circuit $C_k\in\mathcal C$ with
\begin{align*}
C_k\subset S_k\cup\{e_k\},
\end{align*}
and choose an element
\begin{align*}
x_k\in (C_k\setminus\{e_k\})\setminus J.
\end{align*}
The element $x_k$ exists because $J\in\mathcal I$, $e_k\in J$, and otherwise $C_k\subset J$. Set
\begin{align*}
S_{k+1}:=(S_k\setminus\{x_k\})\cup\{e_k\}.
\end{align*}
By the single-circuit exchange claim, $S_{k+1}\in\mathcal I$.
At each step, $|S_{k+1}|=|S_k|=|I|$, and
\begin{align*}
|S_{k+1}\cap J|=|S_k\cap J|+1,
\end{align*}
because $x_k\notin J$ and $e_k\in J\setminus S_k$. Since $S_k$ is finite, this process can occur at most $|I\setminus J|$ times. Hence it terminates at an independent set $S_m\subset I\cup J$ with $|S_m|=|I|$ and with the property that every element $e\in J\setminus S_m$ satisfies
\begin{align*}
S_m\cup\{e\}\in\mathcal I.
\end{align*}
Because $|S_m|=|I|<|J|$, the set $J\setminus S_m$ is nonempty. Choose $e\in J\setminus S_m$. Then $S_m\cup\{e\}\in\mathcal I$. Since $S_m$ is obtained from $I$ by replacing elements of $I\setminus J$ with elements of $J\setminus I$, every element of $I\setminus S_m$ lies in $I\setminus J$, and every element of $S_m\setminus I$ lies in $J\setminus I$. Therefore
\begin{align*}
I\cup\{e\}\subset S_m\cup\{e\}\cup (I\setminus S_m).
\end{align*}
This containment alone does not give independence, so we instead reverse the replacements one at a time. Let $S_m,S_{m-1},\dots,S_0=I$ be the reverse sequence. If $S_r\cup\{e\}\in\mathcal I$ for some $1\le r\le m$, then
\begin{align*}
S_{r-1}\cup\{e\}=(S_r\setminus\{e_{r-1}\})\cup\{x_{r-1},e\}.
\end{align*}
If $S_{r-1}\cup\{e\}$ were dependent, it would contain a circuit $D\in\mathcal C$. This circuit must contain $x_{r-1}$, since $S_r\cup\{e\}$ is independent and $S_{r-1}\cup\{e\}$ differs from it only by replacing $e_{r-1}$ with $x_{r-1}$. Applying circuit elimination to $D$ and $C_{r-1}$ at $x_{r-1}$ gives a circuit contained in $S_r\cup\{e\}$, contradicting $S_r\cup\{e\}\in\mathcal I$. Hence $S_{r-1}\cup\{e\}\in\mathcal I$.
Descending induction gives $S_0\cup\{e\}=I\cup\{e\}\in\mathcal I$, contradicting the assumption that no element of $J\setminus I$ can be added to $I$. Therefore there exists $e\in J\setminus I$ with
\begin{align*}
I\cup\{e\}\in\mathcal I.
\end{align*}
This proves the exchange axiom.
[/step]