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Let $A$ be the subset of the rationals whose denominators are prime. Can we use the fact that the rationals are dense in the reals to show $A = \mathbb{R}$? I've read that using the fact that there are infinitely many primes is useful for this but I don't see the connection.

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But $A$ does not equal $\bf R$. Perhaps you mean the closure of $A$ is $\bf R$. –  Gerry Myerson Nov 17 '12 at 4:28
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If there were only finitely many primes, then there would be only finitely many members of the specified set in every bounded interval, so it would have no accumulation points.

Suppose $x\in\mathbb R$. I claim $x$ is an accumulation point. To prove this, suppose $\varepsilon>0$. Find a prime $p$ so big that $1/p<\varepsilon/2$ (This is the part that we wouldn't be able to do if there were only finitely many primes). Then one member of the set $\{k/p : k\in\mathbb Z\}$ is in the neighborhood of radius $\varepsilon/2$ about $x$. If that one has $k$ a multiple of $p$, then look at its two neighbors, $(k\pm1)/p$. One of them is within $\varepsilon$ of $x$.

If instead of the set of primes we had used some set containing some composite numbers, then the proof would be more involved, since the cases where $k$ is a multiple of the denominator would not be the only cases in which the fraction $k/p$ is not in lowest terms.

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