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Is all of $\mathbb{R}$ the only open set containing $\mathbb{Q}$?

False, take any irrational $p$ in $\mathbb{R}$. Then $\mathbb{Q} \subset \mathbb{R} \setminus \{p\}$ and $\mathbb{R} \setminus \{p\}$ is open.

Of course we can take any subset $A$ of $\mathbb{R} \setminus \mathbb{Q}$ that is closed in $\mathbb{R}$ and take $\mathbb{R} \setminus A$.

Is what I got right? or did I forget something?

What fact or theorem can I use?

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    What is R{p}?...2012-11-07
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    Your reasoning is valid.2012-11-07
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    Maybe you meant to write $R - \{p\}$ instead of $R\{p\}$. If so I agree with your example.2012-11-07
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    Maximiliano wrote `R\{p}`. Markdown eats backslashes.2012-11-07
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    For fun, you might try to characterize the closed subsets $A \subset \mathbb{R} \backslash \mathbb{Q}$.2012-11-07
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    Yes. What you have written is correct. In fact, you can do much better in the sense that you can cover $\mathbb{Q}$ with open set with arbitrarily small length $\epsilon$, for instance $$\bigcup_{k=0}^{\infty} \left(q_k - \dfrac{\epsilon}{2^{k+2}},q_k + \dfrac{\epsilon}{2^{k+2}}\right)$$2012-11-07

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Yes. What you have written is correct. In fact, you can do much better in the sense that you can cover $\mathbb{Q}$ with open set with arbitrarily small length $\epsilon$, for instance $$\mathbb{Q}_{\text{open cover}} = \bigcup_{k=0}^{\infty} \left(q_k - \dfrac{\epsilon}{2^{k+2}},q_k + \dfrac{\epsilon}{2^{k+2}} \right)$$