As far as I am concerned ..
let us suppose the first prime number P1 = 2
     P2 = 3
     P3 = 5
     P4 = 7
     P5 = 11
     P(n-1) where n is the set of real numbers
     Pn
     Pn+1 = (some prime nos) where n is the set of real nos..
thus from the Mathematical Induction theorem P1,P2,P3......Pn,Pn+1 is the set of prime numbers
For further information go to http://mathworld.wolfram.com/PrimeNumber.html