I spent hours looking for answers to my question, but I could not find anything.
I am looking for a proof that a nested sequence of sets $A_{n+1} \subseteq A_n \subseteq ... \subseteq A_0$ that all contain a nonempty set B ($B \subseteq A_n, \forall n$) is converging towards a non-empty set $A_{\infty} $
The sets $A_n$ are linear convex sets of $ \mathbb R^p $. So I guess I can say they are closed (?)
The problem is that they are not bounded. So, I cannot use Cantor's intersection theorem.
I know there are seome counter examples of nested closed unbounded sets that do not converge towards a nonempty set, such as $F_n = [n,\infty[$.
But in my case, I have the additional condition that $B \subseteq A_n, \forall n$ which should help.
Anyone knows the theorem saying that my sequence is converging?
Thanks a lot!
Quentin