Course: Analysis (1st year course).
Question:
If $A_3$ is a subset of $A_2$ and $A_2$ is a subset of $A_1$ and so on... are all finite, nonempty sets of real numbers, then the intersection $\bigcap_{n = 1}^{\infty} A_{n}$ is finite and non-empty.
My shot:
Proof by contradiction. Assume $\bigcap_{n = 1}^{\infty}A_n$ is empty.
Let $x$ be part of $A_{1}$. Then $x \not \in A_{k}$ for some $k>1$, because otherwise $\bigcap_{n = 1}^{\infty} A_{n}$ is non-empty. From here I get stuck.
EDIT: Somebody erroneously edited my message. The way of inclusion is opposite.
Let $m$ be the minimum of the sizes of the nonempty finite sets $A_1,A_2,\dots$. Since they are nonempty, each $|A_k|\ge 1$, hence $m\ge 1$.
Now, $m$ is the minimum, so one of the sets $A_k$ has in effect $m$ elements. But then all $A_j$ with $j\ge k$ also has $m$ elements. So $A_k$ is repeating until the end, and this will be the intersection as well.