Final answer:
To prove that the intersection of these sets is non-empty, we can construct a well-chosen sequence and extract a convergent subsequence using the compactness property.
Step-by-step explanation:
We are given that for each positive integer n, An is a non-empty compact subset of Rd, such that A1⊇A2 ⊇⋯⊇An⊇…. We want to show that the intersection of all these sets is non-empty, that is, ⋂[infinity]ₙ₌₁.An ≠ 0. To prove this, we can construct a well-chosen sequence and extract a convergent subsequence using the compactness property.