Find an example (e.g. in (mathbb{R}) ) showing that (bigcap_{n in mathbb{N}} U_{n}) need not be open

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Find an example (e.g. in \(\mathbb{R}\) ) showing that \(\bigcap_{n \in \mathbb{N}} U_{n}\) need not be open even if all \(U_{n}\) are open sets.

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