If $R$ is a relation on $A$, we know that the relation $$T=R\cup R\circ R\cup R\circ R\circ R\cup\cdots$$ is know as the transitive closure of a relation and it is the smallest transitive relation containing $R$. It is almost trivial to prove that it is the smallest transitive relation containing $R$. But further it says that if $\vert A\vert =n$, then the transitive closure of $R$ is $$T=R\cup R\circ R\cup R\circ R\circ R\cup\cdots\cup (R\circ R\circ \cdots \circ R)$$ where the last composition is $n-1$ times. Now, I am finding it difficult to prove that this relation is transitive.
Please help
It suffices to prove that $R^{(n)}$ is contained in $\bigcup_{0 \leqslant i \leqslant n-1}R^{(i)}$.
Proof. Suppose that $x \mathrel{R^{(n)}} y$. Then there is a chain $x= x_0 \mathrel{R} x_1 \mathrel{R} x_2\ \dotsm \ \mathrel{R} x_n = y$. Since $|A| = n$, two of the $x_i$'s are equal and hence the chain can be shortened.