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The proof is by transfinite induction. Let be a limit ordinal (the induction is trivial for successor ordinals), and for each , let be a partition of satisfying the requirements of the theorem.
Milner, E. C.; Rado, R. (1965), "The pigeon-hole principle for ordinal numbers", Proceedings of the London Mathematical Society, Series 3, 15: 750–768, doi:10.1112/plms/s3-15.1.750, MR0190003