Sets with no asymptotical density over $\mathbb N$ Let's consider the Natural density on $\mathbb N$ defined by: 

Take $ A\subset \mathbb N$; define the sequence $x_n= \dfrac{|A\cap[1,n]|}{n}$, and then if $\lim\limits_{n\to\infty} x_n$ exists, call it $d(A)$, the density of $A$ over $\mathbb N$.

My teacher said that the collection of sets that have a natural density is not an algebra, but I don't know why. I can't even find a set that does not have a natural density.
Please help me )=
 A: Your teacher is right. For every subset $A$ of $\mathbb N$, call $d^-(A)=\liminf\limits_{n\to\infty}\frac1n|A\cap[1,n]|$ the lower density of $A$ and $d^+(A)=\limsup\limits_{n\to\infty}\frac1n|A\cap[1,n]|$ the upper density of $A$. Note that $d^-(A)$ and $d^+(A)$ always exist and that $A$ has a natural density $d(A)$ if and only if $d^-(A)=d^+(A)$, and this common value is then equal to $d(A)$. 
For every $n$, consider the sets $I_n=[2^n,2^{n+1})$, $O_n=I_n\cap(2\mathbb N+1)$ (where "$O$" stands for odd) and $E_n=I_n\cap(2\mathbb N)$ (where "$E$" stands for even). You are ready for a host of counterexamples, to begin with:


*

*The set $C=\bigcup\limits_nI_{2n}$ has upper density $\frac23$ and lower density $\frac13$. Exercise: Modify the example to find a set with upper density $1$ and lower density $0$.

*The sets $A=\bigcup\limits_nE_{2n}\cup\bigcup\limits_nO_{2n+1}$ and $B=2\mathbb N$ both have density $\frac12$ but $A\cap B=\bigcup\limits_nE_{2n}$ has upper density $\frac13$ and lower density $\frac16$.


This proves that the collection of sets that have a natural density is not an algebra.
A: To find a set that doesn't have a natural density, you need it to have lots of elements, then have lots missing, then have lots, and so on so $x_n$ oscillates and does not approach a limit.  An example would be $\{1\}\cup [2^3,2^5] \cup [2^7,2^9] \cup \dots [2^{4k-1},2^{4k+1}]\dots$
A: Just to get you started.
To find a set $A$ with no density, you can proceed as follows:
You can have increasing-length blocks of integers which are in $A$, interweaved with increasing-length blocks of integers not in $A$, for example:
$$A = \{ 1,4,5,6,7,16,17,\dots,31\}$$
Then look at $[1,n] \cap A$ where $n$ is a power of 2, and you should find that the fractions $\frac{|A\cap[1,n]|}{n}$ oscillate, and do not converge to a limit.
