Let $A_1, A_2, A_3, \,\ldots$ be sets such that $A_1 \cap A_2 \cap \cdots \cap A_n \ne \emptyset$ holds for all $n$.
Must it be that $\bigcap_{n = 1}^{\infty}A_n \ne \emptyset$?
I answered no. Here is my "proof".
Define $A_n = \{n+1, n+2, \,\ldots\}$.
Then $A_1 \cap A_2 \cap \cdots \cap A_n = \{n+1, n+2, \,\ldots\}$.
For all integers $n$, $\{n+1, n+2, \,\ldots\} \ne \emptyset$, since it contains $n+1$, and there is no largest integer.
Now consider $\bigcap_{n = 1}^{\infty} A_n$.
Suppose it contains an integer $m$. But $m \notin A_{m}$ by definition, hence $m \notin \bigcap_{n = 1}^{\infty} A_n$, so $\bigcap_{n = 1}^{\infty} A_n = \emptyset$.$$\tag*{$\blacksquare$}$$
Is that correct?
I ask because in my lecture notes, the definition of $\bigcap_{n = 1}^{\infty} A_n$ is $\{x : x \in A_n \ \forall n \}$ which (to me) seems to be equivalent to "$A_1 \cap A_2 \cap \cdots \cap A_n \ne \emptyset$ holds for all $n$", which would of course mean the answer is yes.