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A real analysis problem (that I'm not typing up). It went along the lines of proving some stuff with improper integration on sequences of functions. It was essentially a weak form of Lesbegue's dominated convergence theorem...but without the benefit of the theory of measurability.
I never solved it...the IMO kid in our class didn't solve it either. The teacher gave everyone credit for it...b/c no one solved it.
The hardest problem that I did solve was proving that if E is compact, then every infinite subset of E has a limit point in E...and vice versa.
Edit: I worked on the first one w/some friends for something like 7 or 8 hours. (counting food breaks & doing other random sh!t breaks).
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