Where does the certification come from? In the second chapter of Bruce Schneier's book Applied Cryptography, 2nd Edition, 1996, we find this:


Alice encrypts her message to Bob with KA and sends it to Trent. 
Trent decrypts the message with KA. 
Trent takes the decrypted message and a statement that he has received this
message from Alice, and encrypts the whole bundle with KB. 
Trent sends the encrypted bundle to Bob. 
Bob decrypts the bundle with KB. He can now read both the message and 
Trent’s certification that Alice sent it. 


I don't understand the last step. The "certification" had not been mentioned in any of the previous steps.

Does "certification" mean "a statement that he has received this message from Alice"?
Yes, it means ‘a statement that he has received this message from Alice’.

WARNING: Applied Cryptography is archaic and bad, and these days is useful only for historical research, not for learning how to use, choose, or think about cryptography.  Consider the later Cryptography Engineering by the same author instead.