Continuity of Measure

January 31, 2024

My friend Rohan recently posed a problem to me: can you think of a collection of sets AkA_k such that the finite intersections k=1nAk\bigcap_{k=1}^n A_k are nonempty for all integers nn, but the infinite intersection k=1Ak\bigcap_{k=1}^\infty A_k is empty?

Anyway, it reminded me of this neat idea in measure theory, so I wrote him a brief summary and figured I should put it here too.

Continuity of Measure (PDF)