I have a question for you.
It's well known that I can't sum an infinite number of "number". Indeed, the series $$ \sum_{k=1}^\infty a_k $$ is defined as a Limit.
However, I can make the infinite union/intersection of sets. Someone can explain me why ?
Take this as the definition of infinite unions and intersections:
$x \in A_1 \cup A_2 \cup A_3 \dots $ if and only if $x \in A_i$ for at least one $i \in \mathbb N$.
$x \in A_1 \cap A_2 \cap A_3 \dots $ if and only if $x \in A_i$ for all $i \in \mathbb N$.
This makes perfect sense as it is. There is no need for a limiting procedure.
(In fact, there is even no need to assume that there are countably many $A_i$'s...)
The reason that sum of a series is different is that we define it inductively. Say we're trying to work out $$ a_1 + a_2 + a_3 + a_4\dots $$ Well, let $S_i$ be the sum of the first $i$ terms. Then you define $$ S_1 = a_1, \ \ \ \ S_2 = S_1+ a_2, \ \ \ \ S_3 = S_2 + a_3, \ \ \ \ S_4 = S_3 + a_4, \dots $$
But the problem with this is that, no matter how many steps you do, you will never reach $S_\infty$. This is why summing infinite series requires a special procedure.
First of all, I am not sure why you can't sum an infinite number of terms (other than summing them one by one of course). If $a_i = 0$ for all $i$, then the sum is $0$ ... no limit needed.
But yes, typically we have to use a limit to evaluate the value of the sum.
The difference with sets is that we are not evaluating anything ... we are simply defining what the elements of the union or intersection are.
Sets are not real numbers. They are part of a much larger universe. The real numbers are bound by $\Bbb R$, they all have to be members of $\Bbb R$, and the summation has to obey the rules of summations which extend addition (under the usual definition of a sum, that is).
On the other hand, an infinite family of sets is itself just a set of sets. One of the axioms of set theory tells us that given a set $A$ of sets—finite, countable, uncountable, any set—we can take the union of all the sets in $A$.
The countable intersection and union are also limits. $$\bigcup_{n \in \mathbb{N}} A_n = \lim_{n \to \infty} \bigcup_{i=1}^n A_n$$
Set operations can be defined without reference to the size of the domain of "summation": $$\bigcup A := \{ x: x \in X \in A \}$$ $$\bigcap A := \{x : (\forall X \in A)(x \in x) \}$$ (no countability needed).
Note that infinite sums are only really defined when the domain of summation is countable (see this question). So infinite sums are really very restricted objects compared to sets.
