Algorithm producing a minimum spanning tree?

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I need to prove that the following algorithm produces a minimum spanning tree(MST) upon termination. I think, looking at the lecture notes, that I need to reduce the operations to red and blue rules (as e.g. explained here: )http://www.cs.princeton.edu/courses/archive/spr05/cos423/lectures/04mst.pdf

However, I think I don't even know where to start: In the beginning T is set to empty, so how can it even start as T doesn't even have any (connected) components?

Can someone explain how I'm supposed to interpret this algorithm and how I could show that it produces an MST?

Thanks in advance!

in: undirected graph G = (V, E), cost function c : E → R
out: minimum spanning tree T of G

1: T ← ∅
2: while T is not connected do
3: A ← ∅
4: for each connected component C of T do
5:     let e be the cheapest edge in δ(C) (cut of C)
6:     add e to A
7: end for
8: T ← T ∪ A
9: end while
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It looks like Borůvka's algorithm (http://en.wikipedia.org/wiki/Bor%C5%AFvka%27s_algorithm) and that T =(V,T) where the same name for graphs and edge sets is used.