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Extracting a subsequence common to infinitely many sets from an uncountable collection with uniform positive upper density

Let $\{a_n\},\{b_n\}$ be strictly increasing sequence of positive integers satisfying $a_1<b_1<a_2<b_2<a_3<b_3<\ldots$ and $(b_n-a_n) \to \infty$. Define $I_n:= [a_n,b_n]$, meaning ...