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A rigorous mathematical argument which unequivocally demonstrates the truth of a given Proposition. A mathematical statement which has been proven is called a Theorem.
There is some debate among mathematicians as to just what constitutes a proof. The Four-Color Theorem is an example of this debate, since its ``proof'' relies on an exhaustive computer testing of many individual cases which cannot be verified ``by hand.'' While many mathematicians regard computer-assisted proofs as valid, some purists do not.
See also Paradox, Proposition, Theorem
References
Garnier, R. and Taylor, J.  100% Mathematical Proof.  New York: Wiley, 1996.
 
Solow, D.  How to Read and Do Proofs: An Introduction to Mathematical Thought Process, 2nd ed.  New York: Wiley, 1990.