One result of this note is about the nonconstructivity of countably infinite lotteries: even if we impose very weak conditions on the assignment of probabilities to subsets of natural numbers we cannot prove the existence of such assignments constructively, i.e., without something such as the axiom of choice (AC). This is a corollary to a more general theorem about large-small filters, a concept that extends the concept of free ultrafilters. The main theorem is that proving the existence of large-small filters requires a nonconstructive axiom like AC.