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We define coarse proximity structures, which are an analog of small-scale proximity spaces in the large-scale context. We show that metric spaces induce coarse proximity structures, and we construct a natural small-scale proximity structure, called the proximity at infinity, on the set of equivalence classes of unbounded subsets of an unbounded metric space given by the relation of having finite Hausdorff distance. We show that this construction is functorial. Consequently, the proximity isomorphism type of the proximity at infinity of an unbounded metric space is a coarse invariant of .

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