Is a countable union/intersection of sigma-algebra also a sigma-algebra?
Suppose that I have a set
over which I define a collection of
-algebra:
; that is, each
is a
-algebra of
. Is the countable union of those also a
-algebra? That is, is
a
-algebra over
? How about countable intersection?
1 - It seems pretty clear that
and
are contained in
.
2 - It is also clear that if
, then 
So the first two conditions of a
-algebra have been fulfilled:
contains the full sample space / empty set and it is closed under complements.
3 - But if
, is it true that
? I am unable to prove this fact. Yet I cannot find a counterexample.
A counterexample or hint of proof would be very appreciated - thanks.