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Is there an example of an non-essentially small over category $C\downarrow X$ of an essentially small category $C$?

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    No examples becuase it's clear (1) that an over category of a small category is small, (2) that a category is essentially small if and only if it is equivalent to a small category and (3) that equivalent categories have equivalent over categories.2012-02-18

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Edit. The previous argument had a flaw. Here is a more direct proof.

No such example exists.

Almost by definition, an essentially small category is locally small, so if $\mathcal{C}$ is essentially small, every slice category $\mathcal{C} / X$ is locally small. So we only need to show that there are only set-many isomorphism classes of objects in $\mathcal{C} / X$.

We know that $\mathcal{C}$ itself has only set-many isomorphism classes of objects: so let $\mathcal{O}$ be a set of objects of $\mathcal{C}$ such that every object of $\mathcal{C}$ is isomorphic to an object in $\mathcal{O}$. But objects in $\mathcal{C} / X$ are arrows of the form $p : E \to X$ in $\mathcal{C}$, and $E$ is isomorphic to some E' in $\mathcal{O}$, so $p : E \to X$ is isomorphic to some p' : E' \to X in $\mathcal{C} / X$. Thus, every object in $\mathcal{C} / X$ is isomorphic to an object in the set $\coprod_{E \in \mathcal{O}} \mathcal{C}(E, X)$ and therefore, $\mathcal{C} / X$ is essentially small, as claimed.

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    Not at all. One starts with an object of $\mathcal{C} / X$, namely $p : E \to X$, and an object of $\mathcal{C}$, $E'$, such that there is an isomorphism $f : E' \to E$ in $\mathcal{C}$.2012-02-15