Intersection of intervals of bounded length?
Take the real unit interval [0, 1]. For some fixed d > 0, you have an infinite sequence of intervals of the form [a, b] in [0, 1], where (b-a) >= d. The question is, does some (infinite) subsequence of these intervals have non-empty intersection?
I've shown that for each natural number n, the intersection of some n intervals is non-empty. More reasoning is needed to extend this arbitrarily high intersection to an infinite intersection, though, and I haven't been able to supply it. More than anything, I just need a fresh perspective.
Note: my actual situation is more complicated. The intervals [a, b] are actually (optionally closed, though I'd prefer if closedness didn't matter) Lebesgue-measurable sets with measure >= d. I imagine the situations are reasonably analogous, though, and using intervals cuts out the measure theory to make it much more accessible.
Thank you for your effort!
Your midpoints idea made me think of something that gives a significantly stronger result, at least in the single interval case. Make a sequence out of the midpoints of the original sequence [where "midpoint" means a point where >= d/2 of the interval is both above and below that point]. From Bolzano-Weierstrass, this sequence has a convergent subsequence [which in this case is easy to construct--make a monotonic subsequence] that converges to some point x. For any e > 0, cutting off finitely many of the terms of this subsequence gives an infinite sequence of intervals which intersect on [x - (d/2 - e), x + (d/2 - e)]. That is, the set of points which are in the intersection of infinitely many of the original intervals has measure d, at least, so is in particular nonempty and in fact uncountable.
I'll have to think about it to see if this can be extended to the Lebesgue case....
I can also take the sets to be open, and use open intervals instead. Each open set is the at most countable union of disjoint open intervals. The sum of the lengths of these intervals is then >= d, so finitely many of them together have length >= d/2. So, the non-emptiness of their intersection reduces to showing the finiteness property you've already alluded to, in the case of open sets.
I haven't been able to show it, but I haven't tried for long yet.