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On the first sequence without collinear triple
Let $u_n$ be the sequence lexicographically first among the sequences of nonnegative integers with graphs without collinear three points (as for $a_n=n^2$ or $b_n=2^n$). It is a variation of that one.
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On the first sequence without triple in arithmetic progression
In this Numberphile video (from 3:36 to 7:41), Neil Sloane explains an amazing sequence:
It is the lexicographically first among the sequences of positive integers without triple in arithmetic ...