We only define set intersections for nonempty sets of sets. Why?
Which objects are specified by the sentence $(\forall x \in \varnothing)(x \in X)$? Well, since no objects fail to satisfy the statement,1 the sentence specifies all objects. So in other words, the condition we used to define set intersections (see Set Intersections) specifies the “set of everything.” In order to maintain other more desirable set principles like selection, we have said that such a set does not exist (see Set Specification).
If, however, all sets under consideration are
subsets of one paticular set—denote it $E$—then
we can define intersections as follows.
Let $\mathcal{C} $ be a possibly nonempty
collection of sets
\[
\bigcap \mathcal{C} = \Set{X \in E}{(\forall X \in
\mathcal{C} )(x \in X)}.
\]
This begs the following question.
Why not define intersections by selecting from
the union.
Let $\mathcal{A} $ be a possibly nonempty set
of sets.
Then define:
\[
\bigcap \mathcal{A} = \Set{x \in \bigcup \mathcal{A} }{(\forall
A \in \mathcal{A} )(x \in A)}.
\]
For these reasons, the intersection of the empty set is delicate.2