TITLE: What does the big intersection or union sign of a set mean?
QUESTION [21 upvotes]: In some cases, we will have to consider the union or the intersection of several, even infinitely many sets, defined in the obvious way. For example, if for every positive integer $n$, we are given a set $S_n$, then
  $$\bbox[border:1px solid red]{\bigcup_{n=1}^\infty S_n}=S_1\cup S_2\cup\cdots=\{x\mid x\in S_n\text{ for some }n\},$$
  and
  $$\bigcap_{n=1}^\infty S_n=S_1\cap S_2\cap\cdots=\{x\mid x\in S_n\text{ for all }n\}.$$
  Two sets are said to be disjoint if their intersection is empty. More generally, several sets are said to be disjoint if no two of them have a common element. A collection of sets is said to be a partition of a set $S$ if the sets in the collection are disjoint and their union is $S$.

Normally what I know is that you can make a union or an intersection between only two sets. In this expression, there is a big union of sets. I'm asking about the meaning of this expression – what does it mean? What does the infinity sign do at the top?
Things are even more complicated with De Morgan's laws, which use the same expression:

Two particularly useful properties are given by De Morgan's laws which state that
  $$\left(\bigcup_nS_n\right)^c=\bigcap_nS_n^c,\quad\quad\quad\quad\left(\bigcap_nS_n\right)^c=\bigcup_nS_n^c.$$

Anyone who can explain to me the expression or De Morgan's laws would be much appreciated.

REPLY [3 votes]: Considering de Morgan's laws, they become basic principles of handling negation in the presence of quantifiers in logic. Let's first state more formally
$$
  x\in\bigcup_{i\in\Bbb N}S_n \iff \exists n\in\Bbb N: x\in S_n
\qquad\text{and}\qquad
  x\in\bigcap_{i\in\Bbb N}S_n \iff \forall n\in\Bbb N: x\in S_n.
$$
Now the law $\left(\bigcup_{i\in\Bbb N}S_n\right)^c=\bigcap_{i\in\Bbb N}{S_n}^c$ becomes, remembering that set equality just means one is member of the left hand side if and only if one is member of the right hand side,
$$
  \lnot(\exists n\in\Bbb N: x\in S_n)\iff \forall n\in\Bbb N: \lnot(x\in S_n).
$$
Similarly $\left(\bigcap_{i\in\Bbb N}S_n\right)^c=\bigcup_{i\in\Bbb N}{S_n}^c$ becomes
$$
  \lnot(\forall n\in\Bbb N: x\in S_n)\iff \exists n\in\Bbb N: \lnot(x\in S_n).
$$
These are nothing more or less than the rules for handling negation of existentially or universally quantified phrases (in the particular case of quantification over$~\Bbb N$, but one could replace it by any set).