The conversation between human and AI assistant.
How do I solve the following problem in measure theory ?
Right. But how does that help us with the intersection of countably many sets?
Well, let $F_{j,n} = \bigcap\limits_{k=1}^{n} E_k$ for each $j$. Then each $F_{j,n}$ is closed, and we have $\bigcap\limits_{j=1}^{\infty} E_j = \bigcup\limits_{n=1}^{\infty} \bigcap\limits_{j=1}^{\infty} F_{j,n}$.