Ultrafilter on a set explained
is a
maximal filter on the set
In other words, it is a collection of subsets of
that satisfies the definition of a
filter on
and that is maximal with respect to inclusion, in the sense that there does not exist a strictly larger collection of subsets of
that is also a filter. (In the above, by definition a filter on a set does not contain the empty set.) Equivalently, an ultrafilter on the set
can also be characterized as a filter on
with the property that for every
subset
of
either
or its complement
belongs to the ultrafilter.
and the partial order is
subset inclusion
This article deals specifically with ultrafilters on a set and does not cover the more general notion.
There are two types of ultrafilter on a set. A principal ultrafilter on
is the collection of all subsets of
that contain a fixed element
. The ultrafilters that are not principal are the
free ultrafilters. The existence of free ultrafilters on any infinite set is implied by the ultrafilter lemma, which can be proven in
ZFC. On the other hand, there exists models of
ZF where every ultrafilter on a set is principal.
Ultrafilters have many applications in set theory, model theory, and topology.[1] Usually, only free ultrafilters lead to non-trivial constructions. For example, an ultraproduct modulo a principal ultrafilter is always isomorphic to one of the factors, while an ultraproduct modulo a free ultrafilter usually has a more complex structure.
Definitions
See also: Filter (mathematics) and Ultrafilter.
Given an arbitrary set
an
ultrafilter on
is a non-empty
family
of subsets of
such that:
- or : The empty set is not an element of
If
and if
is any superset of
(that is, if
) then
If
and
are elements of
then so is their
intersection
- If
then either
or its complement
is an element of
[2] Properties (1), (2), and (3) are the defining properties of a Some authors do not include non-degeneracy (which is property (1) above) in their definition of "filter". However, the definition of "ultrafilter" (and also of "prefilter" and "filter subbase") always includes non-degeneracy as a defining condition. This article requires that all filters be proper although a filter might be described as "proper" for emphasis.
A filter base is a non-empty family of sets that has the finite intersection property (i.e. all finite intersections are non-empty). Equivalently, a filter subbase is a non-empty family of sets that is contained in (proper) filter. The smallest (relative to
) filter containing a given filter subbase is said to be
generated by the filter subbase.
The upward closure in
of a family of sets
is the set
P\uparrow:=\{S:A\subseteqS\subseteqXforsomeA\inP\}.
A or is a non-empty and proper (i.e.
) family of sets
that is
downward directed, which means that if
then there exists some
such that
Equivalently, a prefilter is any family of sets
whose upward closure
is a filter, in which case this filter is called the
filter generated by
and
is said to be
a filter base
The dual in
of a family of sets
is the set X\setminusP:=\{X\setminusB:B\inP\}.
For example, the dual of the power set
is itself:
A family of sets is a proper filter on
if and only if its dual is a proper ideal on
("" means not equal to the power set).Generalization to ultra prefilters
A family
of subsets of
is called
if
and any of the following equivalent conditions are satisfied:
- For every set
there exists some set
such that
or
(or equivalently, such that
equals
or
).
- For every set
S\subseteq{stylecup\limitsB
} B there exists some set
such that
equals
or
} B is defined to be the union of all sets in
- This characterization of "
is ultra" does not depend on the set
so mentioning the set
is optional when using the term "ultra." - For set
(not necessarily even a subset of
) there exists some set
such that
equals
or
satisfies this condition then so does superset
In particular, a set
is ultra if and only if
and
contains as a subset some ultra family of sets.
A filter subbase that is ultra is necessarily a prefilter.[3]
The ultra property can now be used to define both ultrafilters and ultra prefilters:
An is a prefilter that is ultra. Equivalently, it is a filter subbase that is ultra.
An on
is a (proper) filter on
that is ultra. Equivalently, it is any filter on
that is generated by an ultra prefilter.
Ultra prefilters as maximal prefilters
To characterize ultra prefilters in terms of "maximality," the following relation is needed.
Given two families of sets
and
the family
is said to be
coarser than
and
is
finer than and
subordinate to
written
or, if for every
there is some
such that
The families
and
are called
equivalent if
and
The families
and
are
comparable if one of these sets is finer than the other.
The subordination relationship, i.e.
is a
preorder so the above definition of "equivalent" does form an
equivalence relation. If
then
but the converse does not hold in general. However, if
is upward closed, such as a filter, then
if and only if
Every prefilter is equivalent to the filter that it generates. This shows that it is possible for filters to be equivalent to sets that are not filters.
If two families of sets
and
are equivalent then either both
and
are ultra (resp. prefilters, filter subbases) or otherwise neither one of them is ultra (resp. a prefilter, a filter subbase). In particular, if a filter subbase is not also a prefilter, then it is equivalent to the filter or prefilter that it generates. If
and
are both filters on
then
and
are equivalent if and only if
If a proper filter (resp. ultrafilter) is equivalent to a family of sets
then
is necessarily a prefilter (resp. ultra prefilter). Using the following characterization, it is possible to define prefilters (resp. ultra prefilters) using only the concept of filters (resp. ultrafilters) and subordination:
An arbitrary family of sets is a prefilter if and only it is equivalent to a (proper) filter.
An arbitrary family of sets is an ultra prefilter if and only it is equivalent to an ultrafilter.
A on
is a prefilter
that satisfies any of the following equivalent conditions:-
is ultra.
-
is
maximal
on \operatorname{Prefilters}(X)
with respect to
meaning that if P\in\operatorname{Prefilters}(X)
satisfies
then
There is no prefilter properly subordinate to
If a (proper) filter
on
satisfies
then
The filter on
generated by
is ultra.Characterizations
There are no ultrafilters on the empty set, so it is henceforth assumed that
is nonempty.
A filter base
on
is an ultrafilter on
if and only if any of the following equivalent conditions hold:
- for any
either
or
-
is a maximal filter subbase on
meaning that if
is any filter subbase on
then
implies
A (proper) filter
on
is an ultrafilter on
if and only if any of the following equivalent conditions hold:
-
is ultra;
-
is generated by an ultra prefilter;
- For any subset
or
decides for every
whether
is "large" (i.e.
) or "small" (i.e.
).[4]
- For each subset
either[2]
is in
or (
) is.
U\cup(X\setminusU)=\wp(X).
This condition can be restated as:
is partitioned by
and its dual
and
are disjoint for all prefilters
on
\wp(X)\setminusU=\left\{S\in\wp(X):S\not\inU\right\}
is an ideal on
- For any finite family
of subsets of
(where
), if
then
for some index
- In words, a "large" set cannot be a finite union of sets none of which is large.[5]
- For any
if
then
or
- For any
if
then
or
(a filter with this property is called a ).
- For any
if
and
then
or
-
is a maximal filter; that is, if
is a filter on
such that
then
Equivalently,
is a maximal filter if there is no filter
on
that contains
as a proper subset (that is, no filter is strictly finer than
).
Grills and filter-grills
If
then its is the family
where
may be written if
is clear from context. For example,
and if
then
If
then
and moreover, if
is a filter subbase then
The grill
is upward closed in
if and only if
which will henceforth be assumed. Moreover,
so that
is upward closed in
if and only if
The grill of a filter on
is called a For any
\varnothing ≠ l{B}\subseteq\wp(X),
is a filter-grill on
if and only if (1)
is upward closed in
and (2) for all sets
and
if
then
or
The grill operation
induces a bijection
{\bull}\#~:~\operatorname{Filters}(X)\to\operatorname{FilterGrills}(X)
whose inverse is also given by
If
l{F}\in\operatorname{Filters}(X)
then
is a filter-grill on
if and only if
or equivalently, if and only if
is an ultrafilter on
That is, a filter on
is a filter-grill if and only if it is ultra. For any non-empty
is both a filter on
and a filter-grill on
if and only if (1)
and (2) for all
the following equivalences hold:
if and only if
if and only if
Free or principal
If
is any non-empty family of sets then the
Kernel of
is the intersection of all sets in
A non-empty family of sets
is called:
\operatorname{ker}P=\varnothing
and
otherwise (that is, if
\operatorname{ker}P ≠ \varnothing
).
and
is a singleton set; in this case, if
\operatorname{ker}P=\{x\}
then
is said to be
principal at
If a family of sets
is fixed then
is ultra if and only if some element of
is a singleton set, in which case
will necessarily be a prefilter. Every principal prefilter is fixed, so a principal prefilter
is ultra if and only if
is a singleton set. A singleton set is ultra if and only if its sole element is also a singleton set.
The next theorem shows that every ultrafilter falls into one of two categories: either it is free or else it is a principal filter generated by a single point.
Every filter on
that is principal at a single point is an ultrafilter, and if in addition
is finite, then there are no ultrafilters on
other than these. In particular, if a set
has finite cardinality
then there are exactly
ultrafilters on
and those are the ultrafilters generated by each singleton subset of
Consequently, free ultrafilters can only exist on an infinite set.
Examples, properties, and sufficient conditions
If
is an infinite set then there are as many ultrafilters over
as there are families of subsets of
explicitly, if
has infinite cardinality
then the set of ultrafilters over
has the same cardinality as
that cardinality being
[6] If
and
are families of sets such that
is ultra,
and
then
is necessarily ultra. A filter subbase
that is not a prefilter cannot be ultra; but it is nevertheless still possible for the prefilter and filter generated by
to be ultra.
Suppose
is ultra and
is a set. The trace
U\vertY:=\{B\capY:B\inU\}
is ultra if and only if it does not contain the empty set. Furthermore, at least one of the sets
U\vertY\setminus\{\varnothing\}
and
U\vertX\setminus\{\varnothing\}
will be ultra (this result extends to any finite partition of
). If
are filters on
is an ultrafilter on
and
then there is some
that satisfies
This result is not necessarily true for an infinite family of filters.
The image under a map
of an ultra set
is again ultra and if
is an ultra prefilter then so is
The property of being ultra is preserved under bijections. However, the preimage of an ultrafilter is not necessarily ultra, not even if the map is surjective. For example, if
has more than one point and if the range of
consists of a single point
then
is an ultra prefilter on
but its preimage is not ultra. Alternatively, if
is a principal filter generated by a point in
then the preimage of
contains the empty set and so is not ultra.
The elementary filter induced by an infinite sequence, all of whose points are distinct, is an ultrafilter. If
then
denotes the set consisting all subsets of
having cardinality
and if
contains at least
(
) distinct points, then
is ultra but it is not contained in any prefilter. This example generalizes to any integer
and also to
if
contains more than one element. Ultra sets that are not also prefilters are rarely used.
For every
and every
let
S\vert\{a\ x X}:=\{y\inX~:~(a,y)\inS\}.
If
is an ultrafilter on
then the set of all
such that
\left\{a\inX~:~S\vert\{a\ x X}\inl{U}\right\}\inl{U}
is an ultrafilter on
Monad structure
The functor associating to any set
the set of
of all ultrafilters on
forms a
monad called the . The unit map
sends any element
to the principal ultrafilter given by
This ultrafilter monad is the codensity monad of the inclusion of the category of finite sets into the category of all sets,[7] which gives a conceptual explanation of this monad.
Similarly, the ultraproduct monad is the codensity monad of the inclusion of the category of finite families of sets into the category of all families of set. So in this sense, ultraproducts are categorically inevitable.
The ultrafilter lemma
The ultrafilter lemma was first proved by Alfred Tarski in 1930.
The ultrafilter lemma is equivalent to each of the following statements:
- For every prefilter on a set
there exists a maximal prefilter on
subordinate to it.
- Every proper filter subbase on a set
is contained in some ultrafilter on
A consequence of the ultrafilter lemma is that every filter is equal to the intersection of all ultrafilters containing it.[8]
The following results can be proven using the ultrafilter lemma. A free ultrafilter exists on a set
if and only if
is infinite. Every proper filter is equal to the intersection of all ultrafilters containing it. Since there are filters that are not ultra, this shows that the intersection of a family of ultrafilters need not be ultra. A family of sets
can be extended to a free ultrafilter if and only if the intersection of any finite family of elements of
is infinite.
Relationships to other statements under ZF
See also: Boolean prime ideal theorem and Set-theoretic topology.
Throughout this section, ZF refers to Zermelo–Fraenkel set theory and ZFC refers to ZF with the Axiom of Choice (AC). The ultrafilter lemma is independent of ZF. That is, there exist models in which the axioms of ZF hold but the ultrafilter lemma does not. There also exist models of ZF in which every ultrafilter is necessarily principal.
Every filter that contains a singleton set is necessarily an ultrafilter and given
the definition of the discrete ultrafilter
does not require more than
ZF. If
is finite then every ultrafilter is a discrete filter at a point; consequently, free ultrafilters can only exist on infinite sets. In particular, if
is finite then the ultrafilter lemma can be proven from the axioms
ZF. The existence of free ultrafilter on infinite sets can be proven if the axiom of choice is assumed. More generally, the ultrafilter lemma can be proven by using the
axiom of choice, which in brief states that any
Cartesian product of non-empty sets is non-empty. Under
ZF, the axiom of choice is, in particular, equivalent to (a)
Zorn's lemma, (b)
Tychonoff's theorem, (c) the weak form of the vector basis theorem (which states that every vector space has a basis), (d) the strong form of the vector basis theorem, and other statements. However, the ultrafilter lemma is strictly weaker than the axiom of choice. While free ultrafilters can be proven to exist, it is possible to construct an explicit example of a free ultrafilter (using only
ZF and the ultrafilter lemma); that is, free ultrafilters are intangible.
Alfred Tarski proved that under
ZFC, the cardinality of the set of all free ultrafilters on an infinite set
is equal to the cardinality of
where
denotes the power set of
Other authors attribute this discovery to Bedřich Pospíšil (following a combinatorial argument from
Fichtenholz, and
Kantorovitch, improved by
Hausdorff).
Under ZF, the axiom of choice can be used to prove both the ultrafilter lemma and the Krein–Milman theorem; conversely, under ZF, the ultrafilter lemma together with the Krein–Milman theorem can prove the axiom of choice.[9]
Statements that cannot be deduced
The ultrafilter lemma is a relatively weak axiom. For example, each of the statements in the following list can be deduced from ZF together with the ultrafilter lemma:
- A countable union of countable sets is a countable set.
- The axiom of countable choice (ACC).
- The axiom of dependent choice (ADC).
Equivalent statements
Under ZF, the ultrafilter lemma is equivalent to each of the following statements:
- The Boolean prime ideal theorem (BPIT).
- Stone's representation theorem for Boolean algebras.
- Any product of Boolean spaces is a Boolean space.
- Boolean Prime Ideal Existence Theorem: Every nondegenerate Boolean algebra has a prime ideal.
- Tychonoff's theorem for Hausdorff spaces: Any product of compact Hausdorff spaces is compact.
- If
is endowed with the discrete topology then for any set
the product space
is compact.
- Each of the following versions of the Banach-Alaoglu theorem is equivalent to the ultrafilter lemma:
- Any equicontinuous set of scalar-valued maps on a topological vector space (TVS) is relatively compact in the weak-* topology (that is, it is contained in some weak-* compact set).
- The polar of any neighborhood of the origin in a TVS
is a weak-* compact subset of its continuous dual space.
- The closed unit ball in the continuous dual space of any normed space is weak-* compact.
- If the normed space is separable then the ultrafilter lemma is sufficient but not necessary to prove this statement.
- A topological space
is compact if every ultrafilter on
converges to some limit.
- A topological space
is compact if every ultrafilter on
converges to some limit.
- The addition of the words "and only if" is the only difference between this statement and the one immediately above it.
- The Alexander subbase theorem.[10]
- The Ultranet lemma: Every net has a universal subnet.
is called an or an if for every subset
the net is eventually in
or in
- A topological space
is compact if and only if every ultranet on
converges to some limit.
- If the words "and only if" are removed then the resulting statement remains equivalent to the ultrafilter lemma.
is compact if every ultrafilter on
converges.- A uniform space is compact if it is complete and totally bounded.
- The Stone–Čech compactification Theorem.
- Each of the following versions of the compactness theorem is equivalent to the ultrafilter lemma:
- If
is a set of first-order sentences such that every finite subset of
has a model, then
has a model.
- If
is a set of zero-order sentences such that every finite subset of
has a model, then
has a model.
- The completeness theorem: If
is a set of zero-order sentences that is syntactically consistent, then it has a model (that is, it is semantically consistent).
Weaker statements
Any statement that can be deduced from the ultrafilter lemma (together with ZF) is said to be than the ultrafilter lemma. A weaker statement is said to be if under ZF, it is not equivalent to the ultrafilter lemma. Under ZF, the ultrafilter lemma implies each of the following statements:
- The Axiom of Choice for Finite sets (ACF): Given
and a family
of non-empty sets, their product
} X_i is not empty.[11]
- A countable union of finite sets is a countable set.
- However, ZF with the ultrafilter lemma is too weak to prove that a countable union of sets is a countable set.
- The Hahn–Banach theorem.
- In ZF, the Hahn–Banach theorem is strictly weaker than the ultrafilter lemma.
- The Banach–Tarski paradox.
- In fact, under ZF, the Banach–Tarski paradox can be deduced from the Hahn–Banach theorem,[12] [13] which is strictly weaker than the Ultrafilter Lemma.
- Every set can be linearly ordered.
- Every field has a unique algebraic closure.
- Non-trivial ultraproducts exist.
- The weak ultrafilter theorem: A free ultrafilter exists on
- Under ZF, the weak ultrafilter theorem does not imply the ultrafilter lemma; that is, it is strictly weaker than the ultrafilter lemma.
- There exists a free ultrafilter on every infinite set;
- This statement is actually strictly weaker than the ultrafilter lemma.
- ZF alone does not even imply that there exists a non-principal ultrafilter on set.
Completeness
The completeness of an ultrafilter
on a powerset is the smallest
cardinal κ such that there are κ elements of
whose intersection is not in
The definition of an ultrafilter implies that the completeness of any powerset ultrafilter is at least
. An ultrafilter whose completeness is than
—that is, the intersection of any countable collection of elements of
is still in
—is called
countably complete or
σ-complete.
The completeness of a countably complete nonprincipal ultrafilter on a powerset is always a measurable cardinal.
The (named after Mary Ellen Rudin and Howard Jerome Keisler) is a preorder on the class of powerset ultrafilters defined as follows: if
is an ultrafilter on
and
an ultrafilter on
then
if there exists a function
such that
if and only if
for every subset
Ultrafilters
and
are called
, denoted, if there exist sets
and
and a
bijection
that satisfies the condition above. (If
and
have the same cardinality, the definition can be simplified by fixing
)
It is known that ≡RK is the kernel of ≤RK, i.e., that if and only if
and
[14] Ultrafilters on ℘(ω)
There are several special properties that an ultrafilter on
where
extends the natural numbers, may possess, which prove useful in various areas of set theory and topology.
- A non-principal ultrafilter
is called a
P-point (or
) if for every
partition \left\{Cn:n<\omega\right\}
of
such that for all
there exists some
such that
is a finite set for each
- A non-principal ultrafilter
is called
Ramsey (or
selective) if for every partition
\left\{Cn:n<\omega\right\}
of
such that for all
there exists some
such that
is a
singleton set for each
It is a trivial observation that all Ramsey ultrafilters are P-points. Walter Rudin proved that the continuum hypothesis implies the existence of Ramsey ultrafilters.In fact, many hypotheses imply the existence of Ramsey ultrafilters, including Martin's axiom. Saharon Shelah later showed that it is consistent that there are no P-point ultrafilters. Therefore, the existence of these types of ultrafilters is independent of ZFC.
P-points are called as such because they are topological P-points in the usual topology of the space of non-principal ultrafilters. The name Ramsey comes from Ramsey's theorem. To see why, one can prove that an ultrafilter is Ramsey if and only if for every 2-coloring of
there exists an element of the ultrafilter that has a homogeneous color.
An ultrafilter on
is Ramsey if and only if it is
minimal in the Rudin–Keisler ordering of non-principal powerset ultrafilters.
Notes
Proofs
Bibliography
- Book: Jech, Thomas. Thomas Jech. Set Theory: The Third Millennium Edition, Revised and Expanded. Springer Science & Business Media. Berlin New York. 2006. 978-3-540-44085-7. 50422939.
Further reading
Notes and References
- Book: B. A.. Davey. H. A.. Priestley. Introduction to Lattices and Order. Introduction to Lattices and Order. Cambridge University Press. 1990. Cambridge Mathematical Textbooks.
- Properties 1 and 3 imply that
and
cannot be elements of
- Suppose
is filter subbase that is ultra. Let
and define
Because
is ultra, there exists some
such that
equals
or
The finite intersection property implies that
so necessarily
which is equivalent to
- Web site: Higgins. Cecelia. Ultrafilters in set theory. math.uchicago.edu. 2018. August 16, 2020.
- Web site: Kruckman. Alex. Notes on Ultrafilters. math.berkeley.edu. November 7, 2012. August 16, 2020.
- Pospíšil. Bedřich. Remark on Bicompact Spaces. The Annals of Mathematics. 38. 4. 1937. 845–846. 10.2307/1968840 . 1968840 .
- Leinster. Tom. 2013. Codensity and the ultrafilter monad. Theory and Applications of Categories. 28. 332–370. 2012arXiv1209.3606L. 1209.3606.
- Let
be a filter on
that is not an ultrafilter. If
is such that
then
has the finite intersection property (because if
then
F\cap(X\setminusS)=\varnothing
if and only if
) so that by the ultrafilter lemma, there exists some ultrafilter
on
such that \{X\setminusS\}\cupl{F}\subseteql{U}S
(so in particular
). It follows that
} \mathcal_S.
- Bell. J.. Fremlin. David. A geometric form of the axiom of choice. Fundamenta Mathematicae. 1972. 77. 2. 167–170. 10.4064/fm-77-2-167-170 . 11 June 2018. Theorem 1.2. BPI [the Boolean Prime Ideal Theorem] & KM [Krein-Milman]
(*) [the unit ball of the dual of a normed vector space has an extreme point].... Theorem 2.1. (*)
AC [the Axiom of Choice]..
- Hodel . R.E. . Restricted versions of the Tukey-Teichmüller theorem that are equivalent to the Boolean prime ideal theorem . Archive for Mathematical Logic . 2005 . 44 . 4 . 459–472 . 10.1007/s00153-004-0264-9. 6507722 .
- Book: Muger, Michael. Topology for the Working Mathematician. 2020.
- M.. Foreman. F.. Wehrung. The Hahn–Banach theorem implies the existence of a non-Lebesgue measurable set. Fundamenta Mathematicae. 138. 1991. 13–19. 10.4064/fm-138-1-13-19 . free.
- Pawlikowski. Janusz. The Hahn–Banach theorem implies the Banach–Tarski paradox. Fundamenta Mathematicae. 138. 1991. 21–22. 10.4064/fm-138-1-21-22. free.
- Book: Comfort. W. W.. Negrepontis. S.. The theory of ultrafilters. Springer-Verlag. Berlin, New York. 0396267. 1974. Corollary 9.3.