The theorem in real analysis draws the same conclusion for
closed and
bounded subsets of the set of
real numbers \mathbb{R}. It states that a decreasing nested sequence (C_k)_{k \geq 0} of non-empty, closed and bounded subsets of \mathbb{R} has a non-empty intersection. This version follows from the general topological statement in light of the
Heine–Borel theorem, which states that sets of real numbers are compact if and only if they are closed and bounded. However, it is typically used as a lemma in proving said theorem, and therefore warrants a separate proof. As an example, if C_k=[0,1/k], the intersection over (C_k)_{k \geq 0} is \{0\}. On the other hand, both the sequence of open bounded sets C_k=(0,1/k) and the sequence of unbounded closed sets C_k=[k,\infty) have empty intersection. All these sequences are properly nested. This version of the theorem generalizes to \mathbf{R}^n, the set of n-element vectors of real numbers, but does not generalize to arbitrary
metric spaces. For example, in the space of
rational numbers, the sets : C_k = [\sqrt{2}, \sqrt{2}+1/k] = (\sqrt{2}, \sqrt{2}+1/k) are closed and bounded, but their intersection is empty. Note that this contradicts neither the topological statement, as the sets C_k are not compact, nor the variant below, as the rational numbers are not complete with respect to the usual metric. A simple corollary of the theorem is that the
Cantor set is nonempty, since it is defined as the intersection of a decreasing nested sequence of sets, each of which is defined as the union of a finite number of closed intervals; hence each of these sets is non-empty, closed, and bounded. In fact, the Cantor set contains uncountably many points.
Theorem. Let (C_k)_{k \geq 0}
be a sequence of non-empty, closed, and bounded subsets of \mathbb{R}
satisfying :C_0 \supset C_1 \supset \cdots C_n \supset C_{n+1} \cdots.
Then, :\bigcap_{k = 0}^\infty C_k \neq \emptyset. :
Proof. Each nonempty, closed, and bounded subset C_k\subset\mathbb{R} admits a minimal element x_k. Since for each k, we have :x_{k+1} \in C_{k+1} \subset C_k, it follows that :x_k \le x_{k+1}, so (x_k)_{k \geq 0} is an increasing sequence contained in the bounded set C_0. The
monotone convergence theorem for bounded sequences of real numbers now guarantees the existence of a
limit point :x=\lim_{k\to \infty} x_k. For fixed k, x_j\in C_k for all j\geq k, and since C_k is closed and x is a limit point, it follows that x\in C_k. Our choice of k is arbitrary, hence x belongs to {\textstyle \bigcap_{k = 0}^\infty C_k} and the proof is complete. ∎ == Variant in complete metric spaces ==