Let $V$ be a set of positive integers whose natural density is 1. Is it necessarily true that $V$ contains an infinite arithmetic progression?—i.e., that there are non-negative integers $a,b,\nu$ with $0\leq b\leq a-1$ so that: $$\left\{ an+b:n\geq\nu\right\} \subseteq V$$
In addition to an answer, any references on the matter would be most appreciated.