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Let $(X,||\cdot||)$ be a complete normed space. Let $F_1, F_2, F_3,\ldots\subseteq X$ be closed, non-empty subsets of $X$.

Assume that $F_1 \supseteq F_2\supseteq F_3\supseteq \cdots$

and that $\sup_{x,y\in F_n}||x-y||\to0$.

Show that the intersection of all $F_n$ is non-empty.

All I can possibly think to go on is that we need to show that there is some $f\in X$ such that $f\in F_1,F_2,F_3,\ldots$

Any pointers in the right direction?

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    Ah, I see Joel beat me to the punch.2012-03-01

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If we let $x_n \in F_n$, then you can check that $x_1,x_2,\ldots $ is a Cauchy sequence converging (since $X$ is complete) to $x \in X$.

Now fix an $i$. If $j>i$, then $x_j \in F_j \subset F_i$, so since $F_i$ is closed, it follows that $x \in F_i$. Since $x \in F_i$ for all $i$, it follows that $x \in \cap_i F_i$.