Well-Ordering formulation correct?

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I looked for the most generalized lexicographical (dictionary) order on an arbitrary cartesian product in textbooks but I could not find it. So I posed my own theorem (in the form of a proof question). Is the formulation correct?

http://img409.imageshack.us/img409/5022/questionkk4.jpg
 
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Here's my proof. Could someone versed in set theory check if my proof is correct? I cannot find the proof in any textbook:

http://img143.imageshack.us/img143/5948/solutionbh8.jpg
 
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Thread 'Prove that the integral is equal to ##\pi^2/8##'

Prove $$\int\limits_0^{\sqrt2/4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx = \frac{\pi^2}{8}.$$ Let $$I = \int\limits_0^{\sqrt 2 / 4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx. \tag{1}$$ The representation integral of ##\arcsin## is $$\arcsin u = \int\limits_{0}^{1} \frac{\mathrm dt}{\sqrt{1-t^2}}, \qquad 0 \leqslant u \leqslant 1.$$ Plugging identity above into ##(1)## with ##u...
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