One-Way property of Random Oracle
This is very confusing because it seems as it should be something really easy to prove. However, it actually is not, and in fact the proof uses the Borel-Cantelli lemma. Anyway, it was formally proven by Rudich and Impagliazzo in their groundbreaking work on black-box separations. You can find a formal proof in Rudich's thesis, Section 6.2, or in the paper Limits on the provable consequences of one-way permutations by Impagliazzo and Rudich.