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If $S_1$, $S_2$, $\dots$ are sets of real numbers and if $\bigcup_{j=1}^{\infty}{S_j} = \mathbb{R}$ then one of the sets $S_j$ must have infinitely many elements.

I believe at least one of the $S_j$ must be an infinite set, but I can't work out a proof. What's the trick I'm missing?

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    If all $S_j$ were finite, then their sum would be countable.2012-09-16

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Suppose that all sets were finite, the union of countably many finite sets is countable, but the real numbers are not.

[This argument uses the axiom of choice, however it is true without the axiom of choice that a countable union of finite sets of real numbers is countable]

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    Ahha, I incorrectly believed an in$f$inite union o$f$ sets is UNcountable. I read up on countable sets and this makes sense. Thank you2012-09-16
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In fact something stronger is true: at least one of $S_i$ has to be uncountable.

It is a standard fact that a countable union of countable sets is countable. You could for instance enumerate elements of $S_i$ so that: $ S_i = \{ S_i^{j} \}_{j \in \mathbb{N} } $ and then arrange $\{ S_i^{j}: i,j \in \mathbb{N} \} = \bigcup_{i} S_i$ ordering first according to $i+j$ and then $i$. Since $\mathbb{R}$ is not countable, it can't be that all $S_i$ are countable, and you are done.

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    @Feanor: Yeah, sometimes it is even stranger than mathematics *with* AC :)2012-09-16