Let \kappa be a cardinal. The Milner-Rado paradox states:
Every ordinal \beta<\kappa^+ can be written as \bigcup_{n<\omega} X_n, where X_n is of order-type at most \kappa^n.
It's surprising because it goes against our intuition of the pigeonhole principle: the ordinals \kappa^n don't go very far up to \kappa^+.
There are some nice short proofs on mathstackexchange. But the one I find easiest to remember uses the method of walks on ordinals. For each \alpha<\kappa^+, fix an unbounded set C_\alpha\subseteq \alpha of order-type at most \kappa (and for successor ordinals \alpha this just means that the predecessor must be in C_\alpha). Now suppose \alpha\le\beta. The walk from \beta to \alpha is a finite sequence decreasing of ordinals \alpha_0>\alpha_1>\cdots>\alpha_n so that \alpha_0=\beta, \alpha_{i+1}=\min(C_{\alpha_i}\setminus \alpha), and the walk ends at \alpha_n=\alpha. In words, we start from \beta and follow C_\beta down as close to \alpha we can get without overshooting it, then jump to the set indexed by that ordinal and repeat the process. We must eventually get to \alpha by the well-ordering principle, and call n the length of the walk.
Now suppose \beta<\kappa^+. Let X_n be the set of \alpha so that the walk from \beta to \alpha has length n. A moment's thought shows that X_n has order-type at most \kappa^n. So we have proved the Milner-Rado paradox!
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