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Consider a strictly decreasing infinite (indexed by natural numbers) sequence of sets.

This sequence is a filter base. Can we prove that the filter induced by this base is non-principal?

A filter is principal if it is generated by a single set.

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    A single set is a strictly decreasing sequence of sets.2017-01-12
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    @AsafKaragila I pointed explicitly that I consider only infinite sequences2017-01-12

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Yes, assuming you mean a sequenced indexed by the natural numbers (or any limit ordinal), such a filter is non-principal. For contradiction, assume the filter consists of supersets of some set $A$. Since $A$ is in the filter, it must itself be a superset of some set $B$ in the original sequence. However, since the original sequence was indexed by a limit ordinal, we know it contains a strict subset of $B$, which is both in the filter but not a superset of $A$.