How to prove Θ(g(n)) = O(g(n)) ∩ Ω(g(n))

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I came across this statement, as per my understanding Theta lies between Big O and Omega but I am unable to understand why intersection comes here. Can I get a mathematical as well as analytical understanding for Θ(g(n)) = O(g(n)) ∩ Ω(g(n))

theory complexity-theory algorithm
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