1)This problem was inspired from a proof I saw of a certain theorem. The proof was elegantly proven by enclosing a bounded set into a square and creating this nested sequence of squares. So I decided to make this a problem of the week.
The trick is to think of
Cauchy Sequences. That is what Rebesques was suggesting. Doing this the ordinary way, i.e. convergent sequences might be difficult.
We can think of these sequence of points as complex numbers, if you want to. But that is not necessary. Let

be the length of the square. Then the maximum distance between any two points in

is

, i.e. the diagnol. The length of the side of

is

and hence the maximum distance between any two points in

is

. By induction the maximum distance between any two points in

is

.
Let

be the sequence of centers of these squares. It is necessary and sufficient to show that

is a Cauchy sequence. Let

then it is possible to find such an

so that

for all

because

. But if

then

all lie in the

square because

. But by above arguments the maximum distance between any two points in

is

. And so if

we have

. Hence

is convergent (eventhough we have no idea what it converges to).

.
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2)I found this nice problem in some book. The following is my argument. First if

the proof is immediate. And if

then the proof is immediate again. Having desposed the trivial cases let us consider a non-empty subset

of

which is closed. And we can safely say that

are non-empty subsets of

. We will argue by contradiction: assume that
both are
not closed. Hence, there exists

with the property that

. But since these are disjoint subsets with the condition that

and that

is closed we must have

thus

. We have shown that

. Now we use the condition that the product of any three elements in again in the set and hence:

. But that means

which is a contradiction. Which means one of these sets must be closed.

.
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3)This was fully answered before and a link was given. The nice thing about this problem is that ordinary induction does not work. This is a good time to learn
Strong Induction.