Find a sequence of sets $I_n=\{r:r \in \mathbb{Q}, a_n\le r \le b_n\} $ in $\mathbb{Q}$, where $a_n, b_n \in\mathbb{Q}$ such that $$I_{n+1} \subset I_n\forall n\in\mathbb{N}$$ $\lim_{n \to \infty}(b_n - a_n)= 0 $ but $$\cap_{n=1}^{\infty} I_n= \emptyset$$
Can anyone explain the question and how to go about its solution?
Pick your favorite irrational number $\alpha$. Choose sequences $\{a_n\}$ and $\{b_n\}$ of rational numbers such that $\{a_n\}$ is increasing, $a_n<\alpha$, $\lim_{n\to\infty}a_n=\alpha$, $\{b_n\}$ is decreasing, $b_n>\alpha$ and $\lim_{n\to\infty}a_n=\alpha$.
For instance, if $$ \alpha=\pi=3.141592\dots $$ take $a_1=3$, $a_2=3.1$, $a_3=3.14$, $a_4=3.141$, $a_5=3.1415$, $a_6=3.14159$, and so on, and $b_1=4$, $b_2=3.2$, $b_3=3.15$, $b_4=3.142$, $b_5=3.1416$, $b_6=3.14160$, ...