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Descriptive Set Theory is the study of definable subsets of Polish spaces, where definable is taken to mean from the Borel or projective hierarchies. Other topics include infinite games and determinacy, definable equivalence relations and Borel reductions between them, Polish groups, and effective descriptive set theory.
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The reals as continuous image of the irrationals
For the second question, remember that the subset only has to be closed in the irrationals, not as a subset of $\mathbb{R}$. With that in mind, you can take the closed subset to be the irrationals in …