In mathematics, a sequence of nested intervals can be intuitively understood as an ordered collection of intervals I n {\displaystyle I_{n}} on the real number line with natural numbers n = 1 , 2 , 3 , … {\displaystyle n=1,2,3,\dots } as an index. In order for a sequence of intervals to be considered nested intervals, two conditions have to be met:
In other words, the left bound of the interval I n {\displaystyle I_{n}} can only increase ( a n + 1 ≥ a n {\displaystyle a_{n+1}\geq a_{n}} ), and the right bound can only decrease ( b n + 1 ≤ b n {\displaystyle b_{n+1}\leq b_{n}} ).
Historically - long before anyone defined nested intervals in a textbook - people implicitly constructed such nestings for concrete calculation purposes. For example, the ancient Babylonians discovered a method for computing square roots of numbers. In contrast, the famed Archimedes constructed sequences of polygons, that inscribed and circumscribed a unit circle, in order to get a lower and upper bound for the circles circumference - which is the circle number Pi ( π {\displaystyle \pi } ).
The central question to be posed is the nature of the intersection over all the natural numbers, or, put differently, the set of numbers, that are found in every Interval I n {\displaystyle I_{n}} (thus, for all n ∈ N {\displaystyle n\in \mathbb {N} } ). In modern mathematics, nested intervals are used as a construction method for the real numbers (in order to complete the field of rational numbers).