A filter on $X$ is defined as a family $F$ of subsets $\subseteq X$ such that:
- $\emptyset\not\in F$;
- $X\in F$;
- $(A\in F\land A\subseteq B\subseteq X)\implies B\in F$;
- $(A\in F\land B\in F)\implies A\cap B\in F$.
Using property 1 and 4 we can prove the finite intersection property: If we have a finite family $A_1, \dots, A_n\in F$, then their intersection is not empty. This is because if it would be empty, then it couldn't be an element of $F$. But by repeatedly using 4 we can in fact show that $\bigcap A_i\in F$ is in $F$.
Wondering whether this is also true for infinite intersections, two questions came to mind:
Is there a special filter $F$ on some set such that there is a family of sets $A_i\in F$ (for each $i\in I$ such a set $A_i$) with $\bigcap A_i \not\in F$? As we saw, in this case $I$ had to be infinite.
Similarly, can it happen that we have an infinite family $(A_i)$ whose intersection is empty?
Independent of this "intersection property" topic, I also have this question concerning filters:
- Is there for each single set $X$ a filter $F$ on $X$?
1 & 2: Consider the filter $F$ on $\mathbb{N}$ (or any other infinite set) consisting of sets with finite complements, i.e. $$F= \{A\subset\mathbb{N}:\; \#(\mathbb{N}\setminus A)<\infty\}.$$ Now for any $n\in\mathbb{N}$, we have a set in the filter not containing $n$, for instance $A_n=\mathbb{N}\setminus\{n\}\in F$. So we get an empty intersection $\bigcap_{n\in\mathbb{N}}A_n=\bigcap_{n\in\mathbb{N}}(\mathbb{N}\setminus\{n\}) = \emptyset$.
3: Yes, there are filters on every set. The simplest possible example is the family consisting of the single set $F=\{X\}$. This is the only filter on a set $X$ consisting of a single point. For larger sets you have more examples, e.g. the principal filters $F_x = \{A\subset X:\, x\in A \}$. For finite sets the principal filters (and their intersections) are all you have, but for infinite sets you again get more types of examples, such as the above example of the finite-complement filter.
It is worth noting that as the cardinality of $X$ increases, you get more and more filters, since any filter on a subset $Y\subset X$ determines a filter on $X$ via the map $$\mathcal{P}(\mathcal{P}(Y))\to\mathcal{P}(\mathcal{P}(X)),\quad F\mapsto \{A\cup (X\setminus Y):\, A\in F \}.$$