Suppose we have a collection of non-empty bounded open sets, $A_{0},A_{1},\dots$ that are subsets of $\mathbb{R}^n$, such that $A_{i}\supseteq A_{i+1}$, and the intersection $$A=\bigcap_{i=0}^{\infty}A_{i}$$ is a non-empty closed set. If we have a convergent sequence $a_{0},a_{1},\dots$ with limit $a$ such that $a_{i}\in A_{i}$, can we conclude that $a\in A$?
This is related to the question I asked yesterday, however that one turned out to have a negative answer, so I am hoping this one turns out to be correct!
Edit: I'm only interested in the standard topology induced by the Euclidean metric.