Exercise 3.4.10
Suppose that $I$ and $J$ are two sets, and for all $\alpha \in I \cup J$ let $A_\alpha$ be a set. Show that
$$ \left( \bigcup_{\alpha \in I} A_\alpha \right) \cup \left( \bigcup_{\alpha \in J} A_\alpha \right) = \bigcup_{\alpha \in I \cup J} A_\alpha $$
If $I$ and $I$ are non-empty, show that
$$ \left( \bigcap_{\alpha \in I} A_\alpha \right) \cap \left( \bigcap_{\alpha \in J} A_\alpha \right) = \bigcap_{\alpha \in I \cup J} A_\alpha $$
Union of Unions
Let's first consider the set $ \left( \bigcup_{\alpha \in I} A_\alpha \right)$. By definition (3.2), we have
$$ x \in \left( \bigcup_{\alpha \in I} A_\alpha \right) \iff x \in A_\alpha \text{ for some } \alpha \in I $$
Similarly,
$$ x \in \left( \bigcup_{\alpha \in J} A_\alpha \right) \iff x \in A_\alpha \text{ for some } \alpha \in J $$
Now, by definition of pairwise union, if $x \in X \cup Y \iff (x \in Y) \lor (x \in Y)$. So we have,
$$ x \in \left( \bigcup_{\alpha \in I} A_\alpha \right) \cup \left( \bigcup_{\alpha \in J} A_\alpha \right) \iff (x \in A_\alpha \text{ for some } \alpha \in I) \lor (x \in A_\alpha \text{ for some } \alpha \in J) $$
The two membership conditions are combined in disjunction.
The RHS is equivalent to $(x \in A_\alpha \text{ for some } \alpha \in I \lor J)$. This is the definition of $\bigcup_{\alpha \in I \cup J} A_\alpha$.
Thus, we have shown
$$ \left( \bigcup_{\alpha \in I} A_\alpha \right) \cup \left( \bigcup_{\alpha \in J} A_\alpha \right) = \bigcup_{\alpha \in I \cup J} A_\alpha \; \square $$
Intersection of Intersections
Let's consider the set $\left( \bigcap_{\alpha \in I} A_\alpha \right)$. By definition (3.4), we have
$$ x \in \left( \bigcap_{\alpha \in I} A_\alpha \right) \iff x \in A_\alpha \text{ for all } \alpha \in I $$
Similarly,
$$ x \in \left( \bigcap_{\alpha \in J} A_\alpha \right) \iff x \in A_\alpha \text{ for all } \alpha \in J $$
Now, by definition of pairwise intersection, $x \in X \cap Y \iff (x \in Y) \land (x \in Y)$. So we have,
$$ x \in \left( \bigcap_{\alpha \in I} A_\alpha \right) \cap \left( \bigcap_{\alpha \in J} A_\alpha \right) \iff (x \in A_\alpha \text{ for all } \alpha \in I) \land (x \in A_\alpha \text{ for all } \alpha \in J) $$
The two membership conditions are combined in conjunction.
The RHS is equivalent to $(x \in A_\alpha \text{ for all } \alpha \in I \land J)$. This is the definition of $\bigcup_{\alpha \in I \cap J} A_\alpha$.
Thus, we have shown
$$ \left( \bigcap_{\alpha \in I} A_\alpha \right) \cap \left( \bigcap_{\alpha \in J} A_\alpha \right) = \bigcap_{\alpha \in I \cup J} A_\alpha \; \square $$
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