Is there a finite set P of primes such that for any integer k≥1, there exists an infinite list a1,a2,… of positive integers such that ai and ai+k has only prime divisors in P for all i?
If |P|=1 then this set cannot satisfy the condition because the difference between consecutive terms in the list 1,a,a2,… is growing. But if |P|≥2 it is possible that this can work.
Answer
For k=1 you require infinite many pairs (a,a+1) such that both a and a+1 contain only prime factors in P.
It is well known that this is impossible for every finite set P because of Stormer's theorem (See here : https://en.wikipedia.org/wiki/St%C3%B8rmer%27s_theorem ) stating that only finite many pairs exist.
Maybe, for larger k this is possible.
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