How can we prove this $$(a, b)= \cup_{n=1}^\infty [a + 1/n, b - 1/n],$$ ?
First: it is clear that $\left [ a + \frac{1}{n}, b - \frac{1}{n}\right ] \subseteq (a, b)$ for every n, then $\cup_{n=1}^\infty [a + 1/n, b - 1/n] \subseteq (a, b) $. what about the other inclusion?