I need to prove or disprove the following statement.
If $A_n ⊆ \Sigma^*$ is regular for each $n \in \mathbb{N}$ then $\bigcup\limits_{n=0}^{\infty} A_n$ is regular.
I know that if two languages are regular, then the union of the languages is also regular. I don't think that really applies to this problem, because it's the union of every $n \in \mathbb N$. Also, to help with my understanding with the definitions, is $A_n$ a language or an alphabet, since it's a subset of $\Sigma^*$?