To define the Mandelbrot Set we consider a sequence of complex numbers $z_0$, $z_1$, $z_2$, $z_3$, with the following conditions: $$ \begin{cases} z_{n+1} &= &z_n^2 + c &\text{ for }n\geq 0, \\ z_0 &= &0. \end{cases} $$ where term $c$ is constant. Therefore, the sequence $z_0$, $z_1$, $z_2$, $z_3$ begins $0$, $c$, $c^2 + c$, $(c^2 + c)^2 + c\ldots$
The number $c$ would be a member of the Mandelbrot Set if the term $|z_n|$ did not reach infinity, as the number of terms in the sequence, $n$ went to infinity.
I have two questions about the Mandelbrot Set:
Why is it that if there is some step $k$ at which $|z_k| > 2$, you can be sure that the sequence $|z_n|$ goes to infinity?
How can we prove, mathematically, that it is this number $2$ that has this property, and not any other numbers (especially those lower than $2$)?