<s>[INST] Evaluating the nested radical $ \sqrt{1 + 2 \sqrt{1 + 3 \sqrt{1 + \cdots}}} $. How does one prove the following limit?
$$
  \lim_{n \to \infty}
  \sqrt{1 + 2 \sqrt{1 + 3 \sqrt{1 + \cdots \sqrt{1 + (n - 1) \sqrt{1 + n}}}}}
= 3.
$$
 [/INST] Let me provide a full and simple proof here (6 years later)
Set, for $m<n$
$$
a_{m,n}=\sqrt{1+m\sqrt{1+(m+1)\sqrt{1+\cdots+(n-1)\sqrt{1+n}}}}.
$$
We shall first show that $$a_{m,n}<m+1,\tag{1}$$ in the following way using
Backwards induction. Clearly,
$a_{n,n}=\sqrt{1+n}<1+n$, and if $a_{k+1,n}<k+2$, for some $k<n$, then
$$
a_{k,n}=\sqrt{1+ka_{k+1,n}}<\sqrt{1+k(k+2})=\sqrt{k^2+2k+1}=k+1.
$$
In particular, in the same way we can show that
$$
m+1=\sqrt{1+m\sqrt{1+(m+1)\sqrt{1+\cdots+(n-1)\sqrt{1+{\color{red}{n^2+2n}}}}}}
$$
Next, observe that
$$
0<m+1-a_{m,n}= \\
=\sqrt{1+m\sqrt{1+\cdots+(n-1)\sqrt{1+{\color{red}{n^2+2n}}}}}
-\sqrt{1+m\sqrt{1+\cdots+(n-1)\sqrt{1+{n}}}} \\
=\frac{m\Big(\sqrt{1+(m+1)\sqrt{1+\cdots+(n-1)\sqrt{1+{\color{red}{n^2+2n}}}}}
-\sqrt{1+(m+1)\sqrt{1+\cdots+(n-1)\sqrt{1+{n}}}}\Big)}{\sqrt{1+m\sqrt{1+\cdots+(n-1)\sqrt{1+{\color{red}{n^2+2n}}}}}
+\sqrt{1+m\sqrt{1+\cdots+(n-1)\sqrt{1+{n}}}}} \\
<\frac{m}{m+2}(m+2-a_{m+1,n}) <\cdots < \frac{m(m+1)\cdots (n-1)}{(m+2)(m+3)\cdots(n+1)}(n+1-a_{n,n})=\frac{m(m+1)(n+1-\sqrt{n+1})}{n(n+1)}<\frac{m(m+1)}{n}.
$$
Thus
$$
\lim_{n\to\infty}a_{m,n}=m+1.
$$
</s>