First, let me improve upon the countable counterexample of
Darij Grinberg by giving an uncountable counterexample Y.
Indeed, I shall give finite sets Xn and a subset Y of the product ΠXn having size continuum (that is, as large as possible), such that any two distinct y, y' in Y
have only finitely many common values.
Let Xn have 2n elements, consisting
of the binary sequences of length n. Now, for each infinite
binary sequence s, let ys be sequence in the
product ΠXn whose nth value is
s|n, the length n initial segment of s. Let Y consist of
all these ys. Since there are continuum many s,
it follows that Y has size continuum.
Note that if s and t are distinct binary sequences, then eventually
the initial segments of s and t disagree. Thus, eventually,
the values of ys and yt are
different. Thus, ys and yt have only
finitely many common values. So Y is very large counterexample, as
desired.
A similar argument works still if the Xn grow
more slowly in size, as long as liminf|Xn| =
infinity. One simply spreads the construction out a bit
further, until the size of the Xi is large
enough to accommodate the same idea. That is, if the liminf
of the sizes of the Xn's is infinite, then one
can again make a counterexample set Y of size continuum.
In contrast, in the remaining case, there are no infinite
counterexamples. I claim that if infinitely many
Xn have size at most k and Y is a
subset of ΠXn having k+1 many elements, then
there are distinct y,y' in Y having infinitely many common
values. To see this, suppose that Y has the property that
distinct y, y' in Y have only finitely many common values.
In this case, any two y, y' must eventually have different
values. So if Y has k+1 many elements, then eventually for
sufficiently large n, these k+1 many sequences in Y must be
taking on different values in every Xn. But
since unboundedly often there are only k possible values in
Xn, this is impossible.
In summary, the situation is as follows:
Theorem. Suppose that Xn is finite and
nonempty.
- If liminf |Xn| is infinite, then there is Y
subset ΠXn of size continuum, such that
distinct y, y' in Y have only finitely many values in
common. - Otherwise, infinitely many Xn have size at most k for some k, and in this case, every Y subset
ΠXn of size k+1 has distinct y,y' in Y with infinitely
many common values.
In particular, if the Xn become increasingly
large in size, then there are very bad counterexamples to the
question, and if the Xn are infinitely often
bounded in size, then there is a very strong positive answer to
the question.
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