Ordinal analysis explained

In proof theory, ordinal analysis assigns ordinals (often large countable ordinals) to mathematical theories as a measure of their strength. If theories have the same proof-theoretic ordinal they are often equiconsistent, and if one theory has a larger proof-theoretic ordinal than another it can often prove the consistency of the second theory.

In addition to obtaining the proof-theoretic ordinal of a theory, in practice ordinal analysis usually also yields various other pieces of information about the theory being analyzed, for example characterizations of the classes of provably recursive, hyperarithmetical, or

1
\Delta
2
functions of the theory.[1]

History

The field of ordinal analysis was formed when Gerhard Gentzen in 1934 used cut elimination to prove, in modern terms, that the proof-theoretic ordinal of Peano arithmetic is ε0. See Gentzen's consistency proof.

Definition

Ordinal analysis concerns true, effective (recursive) theories that can interpret a sufficient portion of arithmetic to make statements about ordinal notations.

The proof-theoretic ordinal of such a theory

T

is the supremum of the order types of all ordinal notations (necessarily recursive, see next section) that the theory can prove are well founded - the supremum of all ordinals

\alpha

for which there exists a notation

o

in Kleene's sense
such that

T

proves that

o

is an ordinal notation. Equivalently, it is the supremum of all ordinals

\alpha

such that there exists a recursive relation

R

on

\omega

(the set of natural numbers) that well-orders it with ordinal

\alpha

and such that

T

proves transfinite induction of arithmetical statements for

R

.

Ordinal notations

Some theories, such as subsystems of second-order arithmetic, have no conceptualization or way to make arguments about transfinite ordinals. For example, to formalize what it means for a subsystem of Z2

T

to "prove

\alpha

well-ordered", we instead construct an ordinal notation

(A,\tilde<)

with order type

\alpha

.

T

can now work with various transfinite induction principles along

(A,\tilde<)

, which substitute for reasoning about set-theoretic ordinals.

However, some pathological notation systems exist that are unexpectedly difficult to work with. For example, Rathjen gives a primitive recursive notation system

(N,<T)

that is well-founded iff PA is consistent,[2] p. 3 despite having order type

\omega

- including such a notation in the ordinal analysis of PA would result in the false equality

PTO(PA)=\omega

.

Upper bound

CK
\omega
1
. In particular, the proof-theoretic ordinal of an inconsistent theory is equal to
CK
\omega
1
, because an inconsistent theory trivially proves that all ordinal notations are well-founded.

For any theory that's both

1
\Sigma
1
-axiomatizable and
1
\Pi
1
-sound, the existence of a recursive ordering that the theory fails to prove is well-ordered follows from the
1
\Sigma
1
bounding theorem, and said provably well-founded ordinal notations are in fact well-founded by
1
\Pi
1
-soundness. Thus the proof-theoretic ordinal of a
1
\Pi
1
-sound theory that has a
1
\Sigma
1
axiomatization will always be a (countable) recursive ordinal, that is, strictly less than
CK
\omega
1
. Theorem 2.21

Examples

Theories with proof-theoretic ordinal ω

Theories with proof-theoretic ordinal ω2

Theories with proof-theoretic ordinal ω3

Friedman's grand conjecture suggests that much "ordinary" mathematics can be proved in weak systems having this as their proof-theoretic ordinal.

Theories with proof-theoretic ordinal ωn (for n = 2, 3, ... ω)

l{E}n

of the Grzegorczyk hierarchy is total.

Theories with proof-theoretic ordinal ωω

Theories with proof-theoretic ordinal ε0

Theories with proof-theoretic ordinal the Feferman–Schütte ordinal Γ0

This ordinal is sometimes considered to be the upper limit for "predicative" theories.

Theories with proof-theoretic ordinal the Bachmann–Howard ordinal

The Kripke-Platek or CZF set theories are weak set theories without axioms for the full powerset given as set of all subsets. Instead, they tend to either have axioms of restricted separation and formation of new sets, or they grant existence of certain function spaces (exponentiation) instead of carving them out from bigger relations.

Theories with larger proof-theoretic ordinals

1
\Pi
1-CA

0

, Π11 comprehension has a rather large proof-theoretic ordinal, which was described by Takeuti in terms of "ordinal diagrams",p. 13 and which is bounded by ψ0ω) in Buchholz's notation. It is also the ordinal of

ID<\omega

, the theory of finitely iterated inductive definitions. And also the ordinal of MLW, Martin-Löf type theory with indexed W-Types .
1
\Sigma
2-AC

+BI

.

\psi(\varepsilonI)

described in a 1983 paper of Jäger and Pohlers, where I is the smallest inaccessible.[4] This ordinal is also the proof-theoretic ordinal of
1
\Delta
2-CA

+BI

.

KP+\Pi3-Ref

has a proof-theoretic ordinal equal to

\Psi(\varepsilonK)

, where

K

refers to the first weakly compact, due to (Rathjen 1993)

KP+\Pi\omega-Ref

has a proof-theoretic ordinal equal to
\varepsilon\Xi
\Psi
X
, where

\Xi

refers to the first
2
\Pi
0
-indescribable and

X=(\omega+;P0;\epsilon,\epsilon,0)

, due to (Stegert 2010).

Stability

has a proof-theoretic ordinal equal to
\varepsilon\Upsilon+1
\Psi
X
where

\Upsilon

is a cardinal analogue of the least ordinal

\alpha

which is

\alpha+\beta

-stable for all

\beta<\alpha

and

X=(\omega+;P0;\epsilon,\epsilon,0)

, due to (Stegert 2010).

Most theories capable of describing the power set of the natural numbers have proof-theoretic ordinals that are so large that no explicit combinatorial description has yet been given. This includes

1
\Pi
2

-CA0

, full second-order arithmetic (
1
\Pi
infty

-CA0

) and set theories with powersets including ZF and ZFC. The strength of intuitionistic ZF (IZF) equals that of ZF.

Table of ordinal analyses

Table of proof-theoretic ordinals!Ordinal!First-order arithmetic!Second-order arithmetic!Kripke-Platek set theory!Type theory!Constructive set theory!Explicit mathematics

\omega

Q

,

PA-

\omega2

RFA

,

I\Delta0

\omega3

EFA

,
+
I\Delta
0
*
RCA
0
,
*
WKL
0

\omegan

EFAn

,
n+
I\Delta
0

\omega\omega

PRA

,

I\Sigma1

[5] p. 13

RCA0

p. 13,

WKL0

p. 13

CPRC

\omega\omega
\omega
\omega

I\Sigma3

[6] p. 13
--IND
RCA
2)
[7]

\varepsilon0

PA

p. 13

ACA0

p. 13,
1-CA
\Delta
0
,
1-AC
\Sigma
0
p. 13,

R-\widehat{E\boldsymbol{\Omega}}

[8] p. 8

KPur

p. 869

EM0

\varepsilon\omega

ACA0+iRT

,[9]

RCA0+\forallY\foralln\existsX(rm{TJ}(n,X,Y))

\varepsilon
\varepsilon0

ACA

[10] p. 959

\zeta0

ACA0+\forallX\existsY(rm{TJ}(\omega,X,Y))

,[11] [12]

p1(ACA0)

,

RFN0

p. 17,

ACA0+(BR)

p. 5

\varphi(2,\varepsilon0)

RFN

,

ACA+\forallX\existsY(rm{TJ}(\omega,X,Y))

p. 52

\varphi(\omega,0)

ID1\#

1-CR
\Delta
1
,
1
\Sigma
1-DC

0

[13]

EM0+JR

\varphi(\varepsilon0,0)

\widehat{ID

}_1,

KFL

p. 17,

KF

p. 17
1-CA
\Delta
1
[14] p. 140,
1-AC
\Sigma
1
p. 140,
1-DC
\Sigma
1
p. 140,

W-\widehat{E\boldsymbol{\Omega}}

p. 8
r+(IND
KPu
N)
p. 870

ML1

EM0+J

\varphi(\varepsilon
\varepsilon0

,0)

\widehat{E\boldsymbol{\Omega}}

p. 27,

\widehat{EID

}_p. 27

\varphi(\varphi(\omega,0),0)

PRS\omega

[15] p.9

\varphi(<\Omega,0)

Aut(ID\#)

\Gamma0

\widehat{ID

}_,[16]

U(PA)

,

KFL*

[17] p. 22,

KF*

p. 22,

lU(NFA)

[18]

ATR0

,
1-CA+BR
\Delta
1
,
1
\Delta
1-CA

0+(SUB)

,[19]

FP0

[20] p. 26

KPi0

[21] p. 878,

KPu0+(BR)

p. 878

ML<\omega

,

MLU

- Doesn't seem to have a source

\Gamma\omega

KPI0

+\Sigma1-I
\omega
\Gamma
\omega\omega

KPI0+

(\Sigma1-I
\omega)
[22] p.13
\Gamma
\varepsilon0

\widehat{ID

}_

ATR

[23]

KPI0+F-I\omega

\varphi(1,\omega,0)

\widehat{ID

}_

ATR0+(\Sigma

1-DC)
1

KPi0

+\Sigma1-I
\omega

\varphi(1,\varepsilon0,0)

\widehat{ID

}_
1-DC)
ATR+(\Sigma
1

KPi0+F-I\omega

\varphi(1,\Gamma0,0)

\widehat{ID

}_

MLS

\varphi(2,0,0)

Aut(\widehat{ID)}

,

FTR0

[24]
Ax
1
\Sigma
1-AC

TR0

[25] p.1167,
Ax
1
ATR+\Sigma
1-DC

RFN0

p.1167

KPh0

Aut(ML)

\varphi(2,0,\varepsilon0)

FTR

Ax
1
\Sigma
1-AC

TR

p.1167,
Ax
1
ATR+\Sigma
1-DC

RFN

p.1167

\varphi(2,\varepsilon0,0)

KPh0+(F-I\omega)

\varphi(\omega,0,0)

1
\Sigma
1-DC
(\Pi
0
[26] p.233,
1
\Sigma
1-TDC

0

p.233

KPm0

[27] p.276

EMA

p.276

\varphi(\varepsilon0,0,0)

1
\Sigma
1-DC
(\Pi
2-RFN)
p.233,
1
\Sigma
1-TDC
[28]

KPm0+(l{L}

*-I
N)
p.277

EMA+(L-IN)

p.277

\varphi(1,0,0,0)

1
p
1-TDC

0)

\psi
\Omega1
\Omega\omega
(\Omega

)

*+\Pi
RCA
0
-
1-CA
,[29]

p3(ACA0)

\vartheta(\Omega\Omega)

p1(p3(ACA0))

\psi0(\varepsilon\Omega+1)

ID1

W-\widetilde{E\boldsymbol{\Omega}}

p. 8

KP

,

KP\omega

,

KPu

p. 869

ML1V

CZF

EON

\psi(\varepsilon
\Omega+\varepsilon0

)

\widetilde{E\boldsymbol{\Omega}}

p. 31,

\widetilde{EID

}_p. 31,
-
ACA+(\Pi
1-CA)
p. 31

\psi(\varepsilon\Omega+\Omega)

2
(ID
1)

0+BR

[30]
\psi(\varepsilon
\varepsilon\Omega+1

)

E\boldsymbol{\Omega}

p. 33,

EID\boldsymbol{1

}p. 33,
-
ACA+(\Pi
PR)
p. 33

\psi0(\Gamma\Omega+1)

U(ID1)

,

\widehat{ID

}^\bullet_p. 26,
\bullet)
\Sigma
0+(SUB
p. 26,
\bullet
ATR
0
p. 26,
\bullet)
\Sigma
0+(SUB
p. 26,

lU(ID1)

p. 26
\bullet
FP
0
p. 26,
\bullet
ATR
0
p. 26

\psi0(\varphi(<\Omega,0,\Omega+1))

Aut(U(ID))

\psi0(\Omega\omega)

ID<\omega

p. 28
1-CA
\Pi
0
p. 28,
1-CA
\Delta
0

MLW

\psi0(\Omega

\omega)
\omega\omega
1
\Pi
1-CA
1
2-IND
[31]

\psi0(\Omega\omega\varepsilon0)

W-ID\omega

1-CA
\Pi
1
[32] p. 14

W-KPI

\psi0(\Omega\omega\Omega)

1
\Pi
1-CA+BR
[33]

\psi0(\Omega

\omega)
\omega
1
\Pi
1-CA
1
2-BI

\psi0(\Omega

\omega\omega
\omega

)

1
\Pi
1-CA
1
3-IND

\psi0(\varepsilon

\Omega\omega+1

)

ID\omega

1-CA+BI
\Pi
1

KPI

\psi0(\Omega

\omega\omega

)

ID
<\omega\omega
1-CR
\Delta
2
p. 28

\psi0(\Omega

\varepsilon0

)

ID
<\varepsilon0
1-CA
\Delta
2
p. 28,
1-AC
\Sigma
2

W-KPi

\psi0(\Omega\Omega)

Aut(ID)

\psi
\Omega1
(\varepsilon
\Omega\Omega+1

)

ID
\prec*
,

BID2*

,

ID2*+BI

[34]

KPl*

,
r
KPl
\Omega

\psi0(\Phi1(0))

1
\Pi
1-TR

0

,
1
\Pi
1-TR
1
2-CA

0

,
1
\Delta
2)
,
1
\Delta
2)
,
pos
AUT-ID
0
,
mon
AUT-ID
0

KPiw+FOUNDR(impl-)\Sigma)

,

KPiw+FOUND(impl-)\Sigma)

AUT-KPlr

,

AUT-KPlr+KPir

\psi0(\Phi1(0)\varepsilon0)

1
\Pi
1-TR
,

AUT-IDpos

,

AUT-IDmon

AUT-KPlw

\psi0(\varepsilon

\Phi1(0)+1

)

1
\Pi
1-TR+(BI)
,
pos
AUT-ID
2
,
mon
AUT-ID
2

AUT-KPl

\psi0(\Phi1(\varepsilon0))

1
\Pi
2-CA
,
1
\Pi
2-AC
,

AUT-KPlw+KPiw

\psi0(\Phi\omega(0))

1
\Delta
2-TR

0

,
1
\Sigma
2-TRDC

0

,
1
\Delta
2-CA
1
2-BI)

KPir+(\Sigma-FOUND)

,

KPir+(\Sigma-REC)

\psi0(\Phi

\varepsilon0

(0))

1
\Delta
2-TR
,
1
\Sigma
2-TRDC
,
1
\Delta
2-BI)

KPiw+(\Sigma-FOUND)

,

KPiw+(\Sigma-REC)

\psi(\varepsilonI+1)

1-CA+BI
\Delta
2
p. 28,
1-AC+BI
\Sigma
2

KPi

CZF+REA

T0

\psi(\OmegaI+\omega)

ML1W

[35]

\psi(\OmegaL)

KPh

ML<\omegaW

\psi(\Omega
L*

)

Aut(MLW)

\psi\Omega(\chi

\varepsilonM+1

(0))

1-CA+BI+(M)
\Delta
2

KPM

CZFM

\psi(\OmegaM+\omega)

KPM+

[36]

TTM

0
\Psi
\Omega(\varepsilon

K+1)

KP+\Pi3-Ref

[37]
\varepsilon\Xi+1
\Psi
(\omega+;P0,\epsilon,\epsilon,0)

KP+\Pi\omega-Ref

[38]
\varepsilon\Upsilon+1
\Psi
(\omega+;P0,\epsilon,\epsilon,0)

Stability

\psi
CK
\omega
1
(\varepsilon
S++1

)

[39]
1-Ref
KP\omega+\Pi
1
,
KP\omega+(M\prec
\Sigma1

V)

[40]
\psi
CK
\omega
1

(\varepsilonI+1)

1-DC+BI
\Sigma
3
,
1-AC+BI
\Sigma
3

KP\omega+\Pi1-Collection+(V=L)

\psi
CK
\omega
1
(\varepsilon
IN+1

)

[41]
1-DC+BI
\Sigma
N+2
,
1-AC+BI
\Sigma
N+2

KP\omega+\PiN-Collection+(V=L)

?

PA+cup\limitsN<\omega

1-
TI[\Pi
0
,\psi
CK
\omega
1
(\varepsilon
IN+1

)]

Z2

,
1
\Pi
infty

-CA

set
KP+\Pi
\omega

-Separation

λ2

[42]

Key

This is a list of symbols used in this table:

S

is an ordinal term denoting a stable ordinal, and

S+

the least admissible ordinal above

S

.

IN

is an ordinal term denoting an ordinal such that
L
IN

\modelsKP\omega+\PiN-Collection+(V=L)

. N is a variable that defines a series of ordinal analyses of the results of

\PiN-Collection

forall

1\leqN<\omega

.
when N=1,
\psi
CK
\omega
1
(\varepsilon
I1+1
)=\psi
CK
\omega
1

(\varepsilonI+1)

This is a list of the abbreviations used in this table:

Q

is Robinson arithmetic

PA-

is the first-order theory of the nonnegative part of a discretely ordered ring.

RFA

is rudimentary function arithmetic.

I\Delta0

is arithmetic with induction restricted to Δ0-predicates without any axiom asserting that exponentiation is total.

EFA

is elementary function arithmetic.
+
I\Delta
0
is arithmetic with induction restricted to Δ0-predicates augmented by an axiom asserting that exponentiation is total.

EFAn

is elementary function arithmetic augmented by an axiom ensuring that each element of the n-th level

l{E}n

of the Grzegorczyk hierarchy is total.
n+
I\Delta
0
is
+
I\Delta
0
augmented by an axiom ensuring that each element of the n-th level

l{E}n

of the Grzegorczyk hierarchy is total.

PRA

is primitive recursive arithmetic.

I\Sigma1

is arithmetic with induction restricted to Σ1-predicates.

PA

is Peano arithmetic.

ID\nu\#

is

\widehat{ID

}_\nu but with induction only for positive formulas.

\widehat{ID

}_\nu extends PA by ν iterated fixed points of monotone operators.

U(PA)

is not exactly a first-order arithmetic system, but captures what one can get by predicative reasoning based on the natural numbers.

Aut(\widehat{ID)}

is an automorphism on

\widehat{ID

}_\nu.

ID\nu

extends PA by ν iterated least fixed points of monotone operators.

U(ID\nu)

is not exactly a first-order arithmetic system, but captures what one can get by predicative reasoning based on ν-times iterated generalized inductive definitions.

Aut(U(ID))

is an automorphism on

U(ID\nu)

.

W-ID\nu

is a weakened version of

ID\nu

based on W-types.
1-
TI[\Pi
0

,\alpha]

is a transfinite induction of length α no more than
1
\Pi
0
-formulas. It happens to be the representation of the ordinal notation when used in first-order arithmetic.
*
RCA
0
is a second order form of

EFA

sometimes used in reverse mathematics.
*
WKL
0
is a second order form of

EFA

sometimes used in reverse mathematics.

RCA0

is recursive comprehension.

WKL0

is weak Kőnig's lemma.

ACA0

is arithmetical comprehension.

ACA

is

ACA0

plus the full second-order induction scheme.

ATR0

is arithmetical transfinite recursion.

ATR

is

ATR0

plus the full second-order induction scheme.
1-CA+BI+(M)
\Delta
2
is
1-CA+BI
\Delta
2
plus the assertion "every true
1
\Pi
3
-sentence with parameters holds in a (countable coded)

\beta

-model of
1-CA
\Delta
2
".

KP

is Kripke-Platek set theory with the axiom of infinity.

KP\omega

is Kripke-Platek set theory, whose universe is an admissible set containing

\omega

.

W-KPI

is a weakened version of

KPI

based on W-types.

KPI

asserts that the universe is a limit of admissible sets.

W-KPi

is a weakened version of

KPi

based on W-types.

KPi

asserts that the universe is inaccessible sets.

KPh

asserts that the universe is hyperinaccessible: an inaccessible set and a limit of inaccessible sets.

KPM

asserts that the universe is a Mahlo set.

KP+\Pin-Ref

is

KP

augmented by a certain first-order reflection scheme.

Stability

is KPi augmented by the axiom

\forall\alpha\exists\kappa\geq\alpha(L\kappa\preceq1L\kappa)

.

KPM+

is KPI augmented by the assertion "at least one recursively Mahlo ordinal exists".
KP\omega+(M\prec
\Sigma1

V)

is

KP\omega

with an axiom stating that 'there exists an non-empty and transitive set M such that
M\prec
\Sigma1

V

'.

A superscript zero indicates that

\in

-induction is removed (making the theory significantly weaker).

CPRC

is the Herbelin-Patey Calculus of Primitive Recursive Constructions.

MLn

is type theory without W-types and with

n

universes.

ML<\omega

is type theory without W-types and with finitely many universes.

MLU

is type theory with a next universe operator.

MLS

is type theory without W-types and with a superuniverse.

Aut(ML)

is an automorphism on type theory without W-types.

ML1V

is type theory with one universe and Aczel's type of iterative sets.

MLW

is type theory with indexed W-Types.

ML1W

is type theory with W-types and one universe.

ML<\omegaW

is type theory with W-types and finitely many universes.

Aut(MLW)

is an automorphism on type theory with W-types.

TTM

is type theory with a Mahlo universe.

λ2

is System F, also polymorphic lambda calculus or second-order lambda calculus.

CZF

is Aczel's constructive set theory.

CZF+REA

is

CZF

plus the regular extension axiom.

CZF+REA+FZ2

is

CZF+REA

plus the full-second order induction scheme.

CZFM

is

CZF

with a Mahlo universe.

EM0

is basic explicit mathematics plus elementary comprehension

EM0+JR

is

EM0

plus join rule

EM0+J

is

EM0

plus join axioms

EON

is a weak variant of the Feferman's

T0

.

T0

is

EM0+J+IG

, where

IG

is inductive generation.

T

is

EM0+J+IG+FZ2

, where

FZ2

is the full second-order induction scheme.

See also

Notes

1.For

1<n\leq\omega

2.The Veblen function

\varphi

with countably infinitely iterated least fixed points.

3.Can also be commonly written as

\psi(\varepsilon\Omega+1)

in Madore's ψ.

4.Uses Madore's ψ rather than Buchholz's ψ.

5.Can also be commonly written as

\psi(\varepsilon
\Omega\omega+1

)

in Madore's ψ.

6.

K

represents the first recursively weakly compact ordinal. Uses Arai's ψ rather than Buchholz's ψ.

7.Also the proof-theoretic ordinal of

Aut(W-ID)

, as the amount of weakening given by the W-types is not enough.

8.

I

represents the first inaccessible cardinal. Uses Jäger's ψ rather than Buchholz's ψ.

9.

L

represents the limit of the

\omega

-inaccessible cardinals. Uses (presumably) Jäger's ψ.

10.

L*

represents the limit of the

\Omega

-inaccessible cardinals. Uses (presumably) Jäger's ψ.

11.

M

represents the first Mahlo cardinal. Uses Rathjen's ψ rather than Buchholz's ψ.

12.

K

represents the first weakly compact cardinal. Uses Rathjen's Ψ rather than Buchholz's ψ.

13.

\Xi

represents the first
2
\Pi
0
-indescribable cardinal. Uses Stegert's Ψ rather than Buchholz's ψ.

14.

Y

is the smallest

\alpha

such that

\forall\theta<Y\exists\kappa<Y(

'

\kappa

is

\theta

-indescribable') and

\forall\theta<Y\forall\kappa<Y(

'

\kappa

is

\theta

-indescribable

\theta<\kappa

'). Uses Stegert's Ψ rather than Buchholz's ψ.

15.

M

represents the first Mahlo cardinal. Uses (presumably) Rathjen's ψ.

Notes and References

  1. M. Rathjen, "Admissible Proof Theory and Beyond". In Studies in Logic and the Foundations of Mathematics vol. 134 (1995), pp.123--147.
  2. Rathjen, The Realm of Ordinal Analysis. Accessed 2021 September 29.
  3. Book: Krajicek, Jan. Bounded Arithmetic, Propositional Logic and Complexity Theory. 1995. Cambridge University Press. 9780521452052. 18–20. defines the rudimentary sets and rudimentary functions, and proves them equivalent to the Δ0-predicates on the naturals. An ordinal analysis of the system can be found in Book: Rose, H. E.. Subrecursion: functions and hierarchies. 1984. Clarendon Press. University of Michigan. 9780198531890.
  4. D. Madore, A Zoo of Ordinals (2017, p.2). Accessed 12 August 2022.
  5. J. Avigad, R. Sommer, "A Model-Theoretic Approach to Ordinal Analysis" (1997).
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