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**Professor William A. R. Weiss
**

October 2, 2008

2

Contents

0 Introduction 7

1 LOST 11

2 FOUND 19

3 The Axioms of Set Theory 23

4 The Natural Numbers 31

5 The Ordinal Numbers 41

6 Relations and Orderings 53

7 Cardinality 59

8 There Is Nothing Real About The Real Numbers 65

9 The Universe 73

3

4 CONTENTS

10 Reﬂection 79

11 Elementary Submodels 89

12 Constructibility 101

13 Appendices 117

.1 The Axioms of ZFC . . . . . . . . . . . . . . . . . . . . . . . . 117

.2 Tentative Axioms . . . . . . . . . . . . . . . . . . . . . . . . . 118

CONTENTS 5

Preface

These notes for a graduate course in set theory are on their way to be-

coming a book. They originated as handwritten notes in a course at the

University of Toronto given by Prof. William Weiss. Cynthia Church pro-

duced the ﬁrst electronic copy in December 2002. James Talmage Adams

produced the copy here in February 2005. Chapters 1 to 9 are close to ﬁ-

nal form. Chapters 10, 11, and 12 are quite readable, but should not be

considered as a ﬁnal draft. One more chapter will be added.

6 CONTENTS

Chapter 0

Introduction

Set Theory is the true study of inﬁnity. This alone assures the subject of a

place prominent in human culture. But even more, Set Theory is the milieu

in which mathematics takes place today. As such, it is expected to provide

a ﬁrm foundation for the rest of mathematics. And it does—up to a point;

we will prove theorems shedding light on this issue.

Because the fundamentals of Set Theory are known to all mathemati-

cians, basic problems in the subject seem elementary. Here are three simple

statements about sets and functions. They look like they could appear on a

homework assignment in an undergraduate course.

1. For any two sets X and Y , either there is a one-to-one function from

X into Y or a one-to-one function from Y into X.

2. If there is a one-to-one function from X into Y and also a one-to-one

function from Y into X, then there is a one-to-one function from X

onto Y .

3. If X is a subset of the real numbers, then either there is a one-to-one

function from the set of real numbers into X or there is a one-to-one

function from X into the set of rational numbers.

They won’t appear on an assignment, however, because they are quite dif-

7

8 CHAPTER 0. INTRODUCTION

ﬁcult to prove. Statement (2) is true; it is called the Schroder-Bernstein

Theorem. The proof, if you haven’t seen it before, is quite tricky but never-

theless uses only standard ideas from the nineteenth century. Statement (1)

is also true, but its proof needed a new concept from the twentieth century,

a new axiom called the Axiom of Choice.

Statement (3) actually was on a homework assignment of sorts. It was

the ﬁrst problem in a tremendously inﬂuential list of twenty-three problems

posed by David Hilbert to the 1900 meeting of the International Congress of

Mathematicians. Statement (3) is a reformulation of the famous Continuum

Hypothesis. We don’t know if it is true or not, but there is hope that the

twenty-ﬁrst century will bring a solution. We do know, however, that another

new axiom will be needed here. All these statements will be discussed later

in the book.

Although Elementary Set Theory is well-known and straightforward, the

modern subject, Axiomatic Set Theory, is both conceptually more diﬃcult

and more interesting. Complex issues arise in Set Theory more than any

other area of pure mathematics; in particular, Mathematical Logic is used in

a fundamental way. Although the necessary logic is presented in this book,

it would be beneﬁcial for the reader to have taken a prior course in logic

under the auspices of mathematics, computer science or philosophy. In fact,

it would be beneﬁcial for everyone to have had a course in logic, but most

people seem to make their way in the world without one.

In order to introduce one of the thorny issues, let’s consider the set of

all those numbers which can be easily described, say in fewer then twenty

English words. This leads to something called Richard’s Paradox. The set

¦x : x is a number which can be described

in fewer than twenty English words¦

must be ﬁnite since there are only ﬁnitely many English words. Now, there

are inﬁnitely many counting numbers (i.e., the natural numbers) and so there

must be some counting number (in fact inﬁnitely many of them) which are not

in our set. So there is a smallest counting number which is not in the set. This

number can be uniquely described as “the smallest counting number which

cannot be described in fewer than twenty English words”. Count them—14

words. So the number must be in the set. But it can’t be in the set. That’s

9

a contradiction. What is wrong here?

Our naive intuition about sets is wrong here. Not every collection of

numbers with a description is a set. In fact it would be better to stay away

from using languages like English to describe sets. Our ﬁrst task will be to

build a new language for describing sets, one in which such contradictions

cannot arise.

We also need to clarify exactly what is meant by “set”. What is a set?

We do not know the complete answer to this question. Many problems are

still unsolved simply because we do not know whether or not certain objects

constitute a set or not. Most of the proposed new axioms for Set Theory are

of this nature. Nevertheless, there is much that we do know about sets and

this book is the beginning of the story.

10 CHAPTER 0. INTRODUCTION

Chapter 1

LOST

We construct a language suitable for describing sets.

The symbols:

variables v

0

, v

1

, v

2

, . . .

equality symbol =

membership symbol ∈

logical connectives ∧, ∨, , →, ↔

quantiﬁers ∀, ∃

parentheses (, )

The atomic formulas are strings of symbols of the form:

(v

i

∈ v

j

) or (v

i

= v

j

)

The collection of formulas of set theory is deﬁned as follows:

1. An atomic formula is a formula.

2. If Φ is any formula, then (Φ) is also a formula.

3. If Φ and Ψ are formulas, then (Φ ∧ Ψ) is also a formula.

11

12 CHAPTER 1. LOST

4. If Φ and Ψ are formulas, then (Φ ∨ Ψ) is also a formula.

5. If Φ and Ψ are formulas, then (Φ → Ψ) is also a formula.

6. If Φ and Ψ are formulas, then (Φ ↔ Ψ) is also a formula.

7. If Φ is a formula and v

i

is a variable, then (∀v

i

)Φ is also a formula.

8. If Φ is a formula and v

i

is a variable, then (∃v

i

)Φ is also a formula.

Furthermore, any formula is built up this way from atomic formulas and a

ﬁnite number of applications of the inferences 2 through 8.

Now that we have speciﬁed a language of set theory, we could specify

a proof system. We will not do this here—see n diﬀerent logic books for

n diﬀerent proof systems. However, these are essentially all the same—

satisfying the completeness theorem (due to K. G¨odel) which essentially says

that any formula either has a proof or it has an interpretation in which it

is false (but not both!). In all these proof systems we have the usual logical

equivalences which are common to everyday mathematics. For example:

For any formulas Φ and Ψ:

(((Φ))) is equivalent to Φ;

(Φ ∧ Ψ) is equivalent to ((Φ) ∨ (Ψ));

(Φ → Ψ) is equivalent to ((Φ) ∨ Ψ);

(Φ ↔ Ψ) is equivalent to ((Φ → Ψ) ∧ (Ψ → Φ));

(∃v

i

)Φ is equivalent to ((∀v

i

)(Φ)); and,

(Φ ↔ Ψ) is equivalent to (Ψ ↔ Φ).

The complete collection of subformulas of a formula Φ is deﬁned as fol-

lows:

1. Φ is a subformula of Φ;

2. If (Ψ) is a subformula of Φ, then so is Ψ;

3. If (Θ∧ Ψ) is a subformula of Φ, then so are Θ and Ψ;

13

4. If (Θ∨ Ψ) is a subformula of Φ, then so are Θ and Ψ;

5. If (Θ → Ψ) is a subformula of Φ, then so are Θ and Ψ;

6. If (Θ ↔ Ψ) is a subformula of Φ, then so are Θ and Ψ;

7. If (∀v

i

)Ψ is a subformula of Φ and v

i

is a variable, then Ψ is a subformula

of Φ; and,

8. If (∃v

i

)Ψ is a subformula of Φ and v

i

is a variable, then Ψ is a subformula

of Φ.

Note that the subformulas of Φ are those formulas used in the construction

of Φ.

To say that a variable v

i

occurs bound in a formula Φ means one of the

following two conditions holds:

1. For some subformula Ψ of Φ, (∀v

i

)Ψ is a subformula of Φ; or,

2. For some subformula Ψ of Φ, (∃v

i

)Ψ is a subformula of Φ.

The result, Φ

∗

, of substituting the variable v

j

for each bound occurrence

of the variable v

i

in the formula Φ is deﬁned by constructing a Ψ

∗

for each

subformula Ψ of Φ as follows:

1. If Ψ is atomic, then Ψ

∗

is Ψ;

2. If Ψ is (Θ) for some formula Θ, then Ψ

∗

is (Θ

∗

);

3. If Ψ is (Γ ∧ Θ) for some formula Θ, then Ψ

∗

is (Γ

∗

∧ Θ

∗

);

4. If Ψ is (Γ ∨ Θ) for some formula Θ, then Ψ

∗

is (Γ

∗

∨ Θ

∗

);

5. If Ψ is (Γ → Θ) for some formula Θ, then Ψ

∗

is (Γ

∗

→ Θ

∗

);

6. If Ψ is (Γ ↔ Θ) for some formula Θ, then Ψ

∗

is (Γ

∗

↔ Θ

∗

);

7. If Ψ is (∀v

k

)Θ for some formula Θ then Ψ

∗

is just (∀v

k

)Θ

∗

if k = i, but

if k = i then Ψ

∗

is (∀v

j

)Γ where Γ is the result of substituting v

j

for

each occurrence of v

i

in Θ; and,

14 CHAPTER 1. LOST

8. If Ψ is (∃v

k

)Θ for some formula Θ then Ψ

∗

is just (∃v

k

)Θ

∗

if k = i, but

if k = i then Ψ

∗

is (∃v

j

)Γ where Γ is the result of substituting v

j

for

each occurrence of v

i

in Θ.

That a variable v

i

occurs free in a formula Φ means that at least one of

the following is true:

1. Φ is an atomic formula and v

i

occurs in Φ;

2. Φ is (Ψ), Ψ is a formula and v

i

occurs free in Ψ;

3. (Θ ∧ Ψ), Θ and Ψ are formulas and v

i

occurs free in Θ or occurs free

in Ψ;

4. Φ is (Θ ∨ Ψ), Θ and Ψ are formulas and v

i

occurs free in Θ or occurs

free in Ψ;

5. Φ is (Θ → Ψ), Θ and Ψ are formulas and v

i

occurs free in Θ or occurs

free in Ψ;

6. Φ is (Θ ↔ Ψ), Θ and Ψ are formulas and v

i

occurs free in Θ or occurs

free in Ψ;

7. Φ is (∀v

j

)Ψ and Ψ is a formula and v

i

occurs free in Ψ and i = j; or,

8. Φ is (∃v

j

)Ψ and Ψ is a formula and v

i

occurs free in Ψ and i = j.

As in the example below, a variable can occur both free and bound in a

formula. However, notice that if a variable occurs in a formula at all it must

occur either free, or bound, or both (but not at the same occurrence).

We deﬁne the important notion of the substitution of a variable v

j

for

each free occurrence of the variable v

i

in the formula Φ. This procedure is as

follows.

1. Substitute a new variable v

l

for all bound occurrences of v

i

in Φ.

2. Substitute another new variable v

k

for all bound occurrences of v

j

in

the result of (1).

15

3. Directly substitute v

j

for each occurrence of v

i

in the result of (2).

Example. Let us substitute v

2

for all free occurrences of v

1

in the formula

((∀v

1

)((v

1

= v

2

) → (v

1

∈ v

0

)) ∧ (∃v

2

)(v

2

∈ v

1

))

The steps are as follows.

1. ((∀v

1

)((v

1

= v

2

) → (v

1

∈ v

0

)) ∧ (∃v

2

)(v

2

∈ v

1

))

2. ((∀v

3

)((v

3

= v

2

) → (v

3

∈ v

0

)) ∧ (∃v

2

)(v

2

∈ v

1

))

3. ((∀v

3

)((v

3

= v

2

) → (v

3

∈ v

0

)) ∧ (∃v

4

)(v

4

∈ v

1

))

4. ((∀v

3

)((v

3

= v

2

) → (v

3

∈ v

0

)) ∧ (∃v

4

)(v

4

∈ v

2

))

For the reader who is new to this abstract game of formal logic, step (2)

in the substitution proceedure may appear to be unnecessary. It is indeed

necessary, but the reason is not obvious until we look again at the example

to see what would happen if step (2) were omitted. This step essentially

changes (∃v

2

)(v

2

∈ v

1

) to (∃v

4

)(v

4

∈ v

1

). We can agree that each of these

means the same thing, namely, “v

1

is non-empty”. However, when v

2

is

directly substituted into each we get something diﬀerent: (∃v

2

)(v

2

∈ v

2

) and

(∃v

4

)(v

4

∈ v

2

). The latter says that “v

2

is non-empty” and this is, of course

what we would hope would be the result of substituting v

2

for v

1

in “v

1

is

non-empty”. But the former statement, (∃v

2

)(v

2

∈ v

2

), seems quite diﬀerent,

making the strange assertion that “v

2

is an element of itself”, and this is not

what we have in mind. What caused this problem? An occurrence of the

variable v

2

became bound as a result of being substituted for v

1

. We will not

allow this to happen. When we substitute v

2

for the free v

1

we must ensure

that this freedom is preserved for v

2

.

For a formula Φ and variables v

i

and v

j

, let Φ(v

i

[v

j

) denote the formula

which results from substituting v

j

for each free occurance of v

i

. In order

to make Φ(v

i

[v

j

) well deﬁned, we insist that in steps (1) and (2) of the

substitution process, the ﬁrst new variable available is used. Of course, the

use of any other new variable gives an equivalent formula. In the example, if

Φ is the formula on the ﬁrst line, then Φ(v

1

[v

2

) is the formula on the fourth

line.

16 CHAPTER 1. LOST

As a simple application we can show how to express “there exists a unique

element”. For any formula Φ of the language of set theory we denote by

(∃!v

j

)Φ the formula

((∃v

j

)Φ ∧ (∀v

j

)(∀v

l

)((Φ ∧ Φ(v

j

[v

l

)) → (v

j

= v

l

)))

where v

l

is the ﬁrst available variable which does not occur in Φ. The ex-

pression (∃!v

j

) can be considered as an abbreviation in the language of set

theory, that is, an expression which is not actually part of the language.

However, whenever we have a formula containing this expression, we can

quickly convert it to a proper formula of the language of set theory.

A class is just a string of symbols of the form ¦v

i

: Φ¦ where v

i

is a

variable and Φ is a formula. Two important and well-known examples are:

¦v

0

: ((v

0

= v

0

))¦

which is called the empty set and is usually denoted by ∅, and

¦v

0

: (v

0

= v

0

)¦

which is called the universe and is usually denoted by V.

A term is deﬁned to be either a class or a variable. Terms are the names

for what the language of set theory talks about. A grammatical analogy is

that terms correspond to nouns and pronouns—classes to nouns and variables

to pronouns. Continuing the analogy, the predicates, or verbs, are = and ∈.

The atomic formulas are the basic relationships among the predicates and

the variables.

We can incorporate classes into the language of set theory by showing

how the predicates relate to them. Let Ψ and Θ be formulas of the language

of set theory and let v

j

, v

k

and v

l

be variables. We write:

v

k

∈ ¦v

j

: Ψ¦ instead of Ψ(v

j

[v

k

)

v

k

= ¦v

j

: Ψ¦ instead of (∀v

l

)((v

l

∈ v

k

) ↔ Ψ(v

j

[v

l

))

¦v

j

: Ψ¦ = v

k

instead of (∀v

l

)(Ψ(v

j

[v

l

) ↔ (v

l

∈ v

k

))

¦v

j

: Ψ¦ = ¦v

k

: Θ¦ instead of (∀v

l

)(Ψ(v

j

[v

l

) ↔ Θ(v

k

[v

l

))

¦v

j

: Ψ¦ ∈ v

k

instead of (∃v

l

)((v

l

∈ v

k

) ∧ (∀v

j

)((v

j

∈ v

l

) ↔ Ψ))

¦v

j

: Ψ¦ ∈ ¦v

k

: Θ¦ instead of (∃v

l

)(Θ(v

k

[v

l

) ∧ (∀v

j

)((v

j

∈ v

l

) ↔ Ψ))

17

whenever v

l

is neither v

j

nor v

k

and occurs in neither Ψ nor Θ.

We can now show how to express, as a proper formula of set theory,

the substitution of a term t for each free occurrence of the variable v

i

in the

formula Φ. We denote the resulting formula of set theory by Φ(v

i

[t). The

case when t is a variable v

j

has already been discussed. Now we turn our

attention to the case when t is a class ¦v

j

: Ψ¦ and carry out a proceedure

similar to the variable case.

1. Substitute the ﬁrst available new variable for all bound occurrences of

v

i

in Φ.

2. In the result of (1), substitute, in turn, the ﬁrst available new variable

for all bound occurrences of each variable which occurs free in Ψ.

3. In the result of (2), directly substitute ¦v

j

: Ψ¦ for v

i

into each atomic

subformula in turn, using the table above.

For example, the atomic subformula (v

i

∈ v

k

) is replaced by the new subfor-

mula

(∃v

l

)((v

l

∈ v

k

) ∧ (∀v

j

)((v

j

∈ v

l

) ↔ Ψ))

where v

l

is the ﬁrst available new variable. Likewise, the atomic subformula

(v

i

= v

i

) is replaced by the new subformula

(∀v

l

)(Ψ(v

j

[v

l

) ↔ Ψ(v

j

[v

l

))

where v

l

is the ﬁrst available new variable (although it is not important to

change from v

j

to v

l

in this particular instance).

18 CHAPTER 1. LOST

Chapter 2

FOUND

The language of set theory is very precise, but it is extremely diﬃcult for us

to read mathematical formulas in that language. We need to ﬁnd a way to

make these formulas more intelligible.

In order to avoid the inconsistencies associated with Richard’s paradox,

we must ensure that the formula Φ in the class ¦v

j

: Φ¦ is indeed a proper

formula of the language of set theory—or, at least, can be converted to a

proper formula once the abbreviations are eliminated. It is not so important

that we actually write classes using proper formulas, but what is important is

that whatever formula we write down can be converted into a proper formula

by eliminating abbreviations and slang.

We can now relax our formalism if we keep the previous paragraph in

mind. Let’s adopt these conventions.

1. We can use any letters that we like for variables, not just v

0

, v

1

, v

2

, . . . .

2. We can freely omit parentheses and sometimes use brackets ] and [

instead.

3. We can write out “and” for “∧”, “or” for “∨”, “implies” for “→” and

use the “if...then...” format as well as other common English expres-

sions for the logical connectives and quantiﬁers.

19

20 CHAPTER 2. FOUND

4. We will use the notation Φ(x, y, w

1

, . . . , w

k

) to indicate that all free

variables of Φ lie among x, y, w

1

, . . . , w

k

. When the context is clear we

use the notation Φ(x, t, w

1

, . . . , w

k

) for the result of substituting the

term t for each free occurrence of the variable y in Φ, i.e., Φ(y[t).

5. We can write out formulas, including statements of theorems, in any

way easily seen to be convertible to a proper formula in the language

of set theory.

For any terms r, s, and t, we make the following abbreviations of formulas.

(∀x ∈ t)Φ for (∀x)(x ∈ t → Φ)

(∃x ∈ t)Φ for (∃x)(x ∈ t ∧ Φ)

s / ∈ t for (s ∈ t)

s = t for (s = t)

s ⊆ t for (∀x)(x ∈ s → x ∈ t)

Whenever we have a ﬁnite number of terms t

1

, t

2

, . . . , t

n

the notation

¦t

1

, t

2

, . . . , t

n

¦ is used as an abbreviation for the class:

¦x : x = t

1

∨ x = t

2

∨ ∨ x = t

n

¦.

Furthermore, ¦t : Φ¦ will stand for ¦x : x = t ∧Φ¦, while ¦x ∈ t : Φ¦ will

represent ¦x : x ∈ t ∧ Φ¦.

We also abbreviate the following important classes.

Union s ∪ t for ¦x : x ∈ s ∨ x ∈ t¦

Intersection s ∩ t for ¦x : x ∈ s ∧ x ∈ t¦

Diﬀerence s ` t for ¦x : x ∈ s ∧ x / ∈ t¦

Symmetric Diﬀerence s´t for (s ` t) ∪ (t ` s)

Ordered Pair 's, t` for ¦¦s¦, ¦s, t¦¦

Cartesian Product s t for ¦p : ∃x ∃y (x ∈ s ∧ y ∈ t ∧ p = 'x, y`)¦

Domain dom(f) for ¦x : ∃y 'x, y` ∈ f¦

Range rng(f) for ¦y : ∃x 'x, y` ∈ f¦

21

Image f

→

A for ¦y : ∃x ∈ A 'x, y` ∈ f¦

Inverse Image f

←

B for ¦x : ∃y ∈ B 'x, y` ∈ f¦

Restriction f[A for ¦p : p ∈ f ∧ ∃x ∈ A ∃y p = 'x, y`¦

Inverse f

−1

for ¦p : ∃x ∃y 'x, y` ∈ f ∧ 'y, x` = p¦

These latter abbreviations are most often used when f is a function. We

write

f is a function

for

∀p ∈ f ∃x ∃y p = 'x, y` ∧ (∀x)(∃y 'x, y` ∈ f → ∃!y 'x, y` ∈ f)

and we write

f : X → Y for f is a function ∧ dom(f) = X ∧ rng(f) ⊆ Y

f is one −to −one for ∀y ∈ rng(f) ∃!x 'x, y` ∈ f

f is onto Y for Y = rng(f)

We also use the terms injection (for a one-to-one function), surjection (for

an onto function), and bijection (for both properties together).

Russell’s Paradox

The following is a theorem.

∃z z = ¦x : x / ∈ x¦.

The proof of this is simple. Just ask whether or not z ∈ z.

The paradox is only for the naive, not for us. ¦x : x / ∈ x¦ is a class—just

a description in the language of set theory. There is no reason why what it

describes should exist. In everyday life we describe many things which don’t

exist, ﬁctional characters for example. Bertrand Russell did exist and Peter

Pan did not, although they each have descriptions in English. Although

Peter Pan does not exist, we still ﬁnd it worthwhile to speak about him. The

same is true in mathematics.

Upon reﬂection, you might say that in fact, nothing is an element of itself

so that

¦x : x / ∈ x¦ = ¦x : x = x¦ = V

22 CHAPTER 2. FOUND

and so Russell’s paradox leads to:

∃z z = V.

It seems we have proved that the universe does not exists. A pity!

The mathematical universe fails to have a mathematical existence in the

same way that the physical universe fails to have a physical existence. The

things that have a physical existence are exactly the things in the universe,

but the universe itself is not an object in the universe. This does bring up

an important point—do any of the usual mathematical objects exist? What

about the other things we described as classes? What about ∅? Can we

prove that ∅ exists?

Actually, we can’t; at least not yet. You can’t prove very much, if you

don’t assume something to start. We could prove Russell’s Paradox because,

amazingly, it only required the basic rules of logic and required nothing

mathematical—that is, nothing about the “real meaning” of ∈. Continuing

from Russell’s Paradox to “∃z z = V” required us to assume that “∀x x / ∈

x”—not an unreasonable assumption by any means, but a mathematical

assumption none the less. The existence of the empty set “∃z z = ∅” may

well be another necessary assumption.

Generally set theorists, and indeed all mathematicians, are quite willing

to assume anything which is obviously true. It is, after all, only the things

which are not obviously true which need some form of proof. The problem,

of course, is that we must somehow know what is “obviously true”. Naively,

“∃z z = V” would seem to be true, but it is not and if it or any other

false statement is assumed, all our proofs become infected with the virus of

inconsistency and all of our theorems become suspect.

Historically, considerable thought has been given to the construction of

the basic assumptions for set theory. All of mathematics is based on these

assumptions; they are the foundation upon which everything else is built.

These assumptions are called axioms and this system is called the ZFC Axiom

System. We will begin to study it in the next chapter.

Chapter 3

The Axioms of Set Theory

We will explore the ZFC Axiom System. Each axiom should be “obviously

true” in the context of those things that we desire to call sets. Because we

cannot give a mathematical proof of a basic assumption, we must rely on

intuition to determine truth, even if this feels uncomfortable. Beyond the

issue of truth is the question of consistency. Since we are unable to prove

that our assumptions are true, can we at least show that together they will

not lead to a contradiction? Unfortunately, we cannot even do this—it is

ruled out by the famous incompleteness theorems of K. G¨odel. Intuition is

our only guide. We begin.

We have the following axioms:

The Axiom of Equality ∀x ∀y [x = y → ∀z (x ∈ z ↔ y ∈ z)]

The Axiom of Extensionality ∀x ∀y [x = y ↔ ∀u (u ∈ x ↔ u ∈ y)]

The Axiom of Existence ∃z z = ∅

The Axiom of Pairing ∀x ∀y ∃z z = ¦x, y¦

Diﬀerent authors give slightly diﬀerent formulations of the ZFC axioms.

All formulations are equivalent. Some authors omit the Axiom of Equality

and Axiom of Existence because they are consequences of the usual logical

background to all mathematics. We include them for emphasis. Redundancy

is not a bad thing and there is considerable redundancy in this system.

23

24 CHAPTER 3. THE AXIOMS OF SET THEORY

The following theorem gives some results that we would be quite willing

to assume outright, were they not to follow from the axioms. The ﬁrst three

parts are immediate consequences of the Axiom of Extensionality.

Theorem 1.

1. ∀x x = x.

2. ∀x ∀y x = y → y = x.

3. ∀x ∀y ∀z [(x = y ∧ y = z) → x = z].

4. ∀x ∀y ∃z z = 'x, y`.

5. ∀u ∀v ∀x ∀y ['u, v` = 'x, y` ↔ (u = x ∧ v = y)].

Exercise 1. Prove parts (4) and (5) of Theorem 1

We now assert the existence of unions and intersections. No doubt the

reader has experienced a symmetry between these two concepts. Here how-

ever, while the Union Axiom is used extensively, the Intersection Axiom is

redundant and is omitted in most developments of the subject. We include

it here because it has some educational value (see Exercise 4).

The Union Axiom ∀x [x = ∅ → ∃z z = ¦w : (∃y ∈ x)(w ∈ y)¦]

The class ¦w : (∃y ∈ x)(w ∈ y)¦ is abbreviated as

¸

x and called the “big

union”.

The Intersection Axiom ∀x [x = ∅ → ∃z z = ¦w : (∀y ∈ x)(w ∈ y)¦]

The class ¦w : (∀y ∈ x)(w ∈ y)¦ is abbreviated as

¸

x and called the “big

intersection”.

The Axiom of Foundation ∀x [x = ∅ → (∃y ∈ x)(x ∩ y = ∅)]

This axiom, while it may be “obviously true”, is not certainly obvious.

Let’s investigate what it says: suppose there were a non-empty x such that

(∀ y ∈ x) (x ∩ y = ∅). For any z

1

∈ x we would be able to get z

2

∈ z

1

∩x.

Since z

2

∈ x we would be able to get z

3

∈ z

2

∩ x. The process continues

forever:

∈ z

4

∈ z

3

∈ z

2

∈ z

1

∈ x

25

We wish to rule out such an inﬁnite regress. We want our sets to be founded:

each such sequence should eventually end with the empty set. Hence the

name of the axiom, which is also known as the Axiom of Regularity. It is

nevertheless best understood by its consequences.

Theorem 2.

1. ∀x ∀y ∃z z = x ∪ y.

2. ∀x ∀y ∃z z = x ∩ y.

3. ∀x ∀y x ∈ y → y / ∈ x.

4. ∀x x / ∈ x.

Exercise 2. Prove Theorem 2.

Let f(x) denote the class

¸

¦y : 'x, y` ∈ f¦.

Exercise 3. Suppose f is a function and x ∈ dom(f). Prove that

'x, y` ∈ f iﬀ y = f(x).

Suppose that x is a set and that there is some way of removing each

element u ∈ x and replacing u with some element v. Would the result be

a set? Well, of course—provided there are no tricks here. That is, there

should be a well deﬁned replacement procedure which ensures that each u is

replaced by only one v. This well deﬁned procedure should be described by

a formula, Φ, in the language of set theory. We can guarantee that each u is

replaced by exactly one v by insisting that ∀u ∈ x ∃!v Φ(x, u, v).

We would like to obtain an axiom, written in the language of set theory

stating that for each set x and each such formula Φ we get a set z. However,

this is impossible. We cannot express “for each formula” in the language of

set theory—in fact this formal language was designed for the express purpose

of avoiding such expressions which bring us perilously close to Richard’s

Paradox.

The answer to this conundrum is to utilise not just one axiom, but in-

ﬁnitely many—one axiom for each formula of the language of set theory.

Such a system is called an axiom scheme.

26 CHAPTER 3. THE AXIOMS OF SET THEORY

The Replacement Axiom Scheme

For each formula Φ(x, u, v, w

1

, . . . , w

n

) of the language of set theory, we have

the axiom:

∀w

1

. . . ∀w

n

∀x [∀u ∈ x ∃!v Φ → ∃z z = ¦v : ∃u ∈ x Φ¦]

Note that we have allowed Φ to have w

1

, . . . , w

n

as parameters, that is,

free variables which may be used to specify various procedures in various

contexts within a mathematical proof. This is illustrated by the following

theorem.

Theorem 3. ∀x ∀y ∃z z = x y.

Proof. From Theorem 1 parts (4) and (5), for all t ∈ y we get

∀u ∈ x ∃!v v = 'u, t`.

We now use Replacement with the formula “Φ(x, u, v, t)” as “v = 'u, t`”; t

is a parameter. We obtain, for each t ∈ y:

∃q q = ¦v : ∃u ∈ x v = 'u, t`¦.

By Extensionality, in fact ∀t ∈ y ∃!q q = ¦v : ∃u ∈ x v = 'u, t`¦.

We again use Replacement, this time with the formula Φ(y, t, q, x) as

“q = ¦v : ∃u ∈ x v = 'u, t`¦”; here x is a parameter. We obtain:

∃r r = ¦q : ∃t ∈ y q = ¦v : ∃u ∈ x v = 'u, t`¦¦

By the Union Axiom ∃z z =

¸

r and so we have:

z = ¦p : ∃q [q ∈ r ∧ p ∈ q]¦

= ¦p : ∃q [(∃t ∈ y) q = ¦v : ∃u ∈ x v = 'u, t`¦ ∧ p ∈ q]¦

= ¦p : (∃t ∈ y)(∃q)[q = ¦v : ∃u ∈ x v = 'u, t`¦ ∧ p ∈ q]¦

= ¦p : (∃t ∈ y)p ∈ ¦v : ∃u ∈ x v = 'u, t`¦¦

= ¦p : (∃t ∈ y)(∃u ∈ x) p = 'u, t`¦

= x y

27

Exercise 4. Show that the Intersection Axiom is indeed redundant.

It is natural to believe that for any set x, the collection of those elements

y ∈ x which satisfy some particular property should also be a set. Again, no

tricks—the property should be speciﬁed by a formula of the language of set

theory. Since this should hold for any formula, we are again led to a scheme.

The Comprehension Scheme

For each formula Φ(x, y, w

1

, . . . , w

n

) of the language of set theory, we have

the statement:

∀w

1

. . . ∀w

n

∀x ∃z z = ¦y : y ∈ x ∧ Φ(x, y, w

1

, . . . , w

n

)¦

This scheme could be another axiom scheme (and often is treated as such).

However, this would be unnecessary, since the Comprehension Scheme follows

from what we have already assumed. It is, in fact, a theorem scheme—that is,

inﬁnitely many theorems, one for each formula of the language of set theory.

Of course we cannot write down inﬁnitely many proofs, so how can we prove

this theorem scheme?

We give a uniform method for proving each instance of the scheme. So to

be certain that any given instance of the theorem scheme is true, we consider

the uniform method applied to that particular instance. We give this general

method below.

For each formula Φ(x, u, w

1

, . . . , w

n

) of the language of set theory we have:

Theorem 4. Φ

∀w

1

. . . ∀w

n

∀x ∃z z = ¦u : u ∈ x ∧ Φ¦.

Proof. Apply Replacement with the formula Ψ(x, u, v, w

1

, . . . , w

n

) given by:

(Φ(x, u, w

1

, . . . , w

n

) → v = ¦u¦) ∧ (Φ(x, u, w

1

, . . . , w

n

) → v = ∅)

to obtain:

∃y y = ¦v : (∃u ∈ x)[(Φ → v = ¦u¦) ∧ (Φ → v = ∅)]¦.

28 CHAPTER 3. THE AXIOMS OF SET THEORY

Note that ¦¦u¦ : Φ(x, u, w

1

, . . . , w

n

)¦ ⊆ y and the only other possible element

of y is ∅. Now let z =

¸

y to ﬁnish the proof.

Theorem 4 Φ can be thought of as inﬁnitely many theorems, one for each

Φ. The proof of any one of those theorems can be done in a ﬁnite number

of steps, which invoke only a ﬁnite number of theorems or axioms. A proof

cannot have inﬁnite length, nor invoke inﬁnitely many axioms or lemmas.

We state the last of the “set behavior” axioms.

The Axiom of Choice

∀X [(∀x ∈ X ∀y ∈ X (x = y ↔ x ∩ y = ∅)) → ∃z (∀x ∈ X ∃!y y ∈ x ∩ z)]

In human language, the Axiom of Choice says that if you have a collection

X of pairwise disjoint non-empty sets, then you get a set z which contains

one element from each set in the collection. Although the axiom gives the

existence of some “choice set” z, there is no mention of uniqueness—there

are quite likely many possible sets z which satisfy the axiom and we are given

no formula which would single out any one particular z.

The Axiom of Choice can be viewed as a kind of replacement, in which

each set in the collection is replaced by one of its elements. This leads to the

following useful reformulation which will be used in Theorem 22.

Theorem 5. There is a choice function on any set of non-empty sets; i.e.,

∀X [∅ / ∈ X → (∃f)(f : X →

¸

X ∧ (∀x ∈ X)(f(x) ∈ x))].

Proof. Given such an X, by Replacement there is a set

Y = ¦¦x¦ x : x ∈ X¦

which satisﬁes the hypothesis of the Axiom of Choice. So, ∃z ∀y ∈ Y ∃!p p ∈

y ∩ z. Let f = z ∩ (

¸

Y ). Then f : X →

¸

X and each f(x) ∈ x.

29

We state the last of the “set creation” axioms.

The Power Set Axiom ∀x ∃z z = ¦y : y ⊆ x¦

We denote ¦y : y ⊆ x¦ by {(x), called the power set of x. For reasons to

be understood later, it is important to know explicitly when the Power Set

Axiom is used. This completes the list of the ZFC Axiom System with one

exception to come later—higher analogues of the Axiom of Existence.

30 CHAPTER 3. THE AXIOMS OF SET THEORY

Chapter 4

The Natural Numbers

We now construct the natural numbers. That is, we will represent the natural

numbers in our universe of set theory. We will construct a number system

which behaves mathematically exactly like the natural numbers, with exactly

the same arithmetic and order properties. We will not claim that what we

construct are the actual natural numbers—whatever they are made of. But

we will take the liberty of calling our constructs “the natural numbers”. We

begin by taking 0 as the empty set ∅. We write

1 for ¦0¦

2 for ¦0, 1¦

3 for ¦0, 1, 2¦

succ(x) for x ∪ ¦x¦

We write “n is a natural number” for

[n = ∅ ∨ (∃l ∈ n)(n = succ(l))] ∧ (∀m ∈ n)[m = ∅ ∨ (∃l ∈ n)(m = succ(l))]

and write:

N for ¦n : n is a natural number¦

The reader can gain some familiarity with these deﬁnitions by checking

that succ(n) ∈ N for all n ∈ N.

31

32 CHAPTER 4. THE NATURAL NUMBERS

We now begin to develop the basic properties of the natural numbers

by introducing an important concept. We say that a term t is transitive

whenever we have (∀x ∈ t)(x ⊆ t).

Theorem 6.

1. Each natural number is transitive.

2. N is transitive; i.e., every element of a natural number is a natural

number.

Proof. Suppose that (1) were false; i.e., some n ∈ N is not transitive, so that:

¦k : k ∈ n and (k ⊆ n)¦ = ∅.

By Comprehension ∃x x = ¦k ∈ n : (k ⊆ n)¦ and so by Foundation there

is y ∈ x such that y ∩ x = ∅. Note that since ∅ / ∈ x and y ∈ n we have that

y = succ(l) for some l ∈ n. But since l ∈ y, l / ∈ x and so l ⊆ n. Hence

y = l ∪ ¦l¦ ⊆ n, contradicting that y ∈ x.

We also prove (2) indirectly; suppose n ∈ N with

¦m : m ∈ n and m / ∈ N¦ = ∅.

By Comprehension ∃x x = ¦m ∈ n : m / ∈ N¦ and so Foundation gives y ∈ x

such that y ∩ x = ∅. Since y ∈ n, we have y = succ(l) for some l ∈ n.

Since l ∈ y and y ∩ x = ∅ we must have l ∈ N. But then y = succ(l) ∈ N,

contradicting that y ∈ x.

Theorem 7. (Trichotomy of Natural Numbers)

Let m, n ∈ N. Exactly one of three situations occurs:

m ∈ n, n ∈ m, m = n.

Proof. That at most one occurs follows from Theorem 2. That at least one

occurs follows from this lemma.

33

Lemma. Let m, n ∈ N.

1. If m ⊆ n, then either m = n or m ∈ n.

2. If m / ∈ n, then n ⊆ m.

Proof. We begin the proof of (1) by letting S denote

¦x ∈ N : (∃y ∈ N)(y ⊆ x and y = x and y / ∈ x)¦.

It will suﬃce to prove that S = ∅. We use an indirect proof—pick some

n

1

∈ S. If n

1

∩S = ∅, Foundation gives us n

2

∈ n

1

∩S with n

2

∩(n

1

∩S) = ∅.

By transitivity, n

2

⊆ n

1

so that n

2

∩ S = ∅. Thus, we always have some

n ∈ S such that n ∩ S = ∅.

For just such an n, choose m ∈ N with m ⊆ n, m = n, and m / ∈ n. Using

Foundation, choose l ∈ n ` m such that l ∩ (n ` m) = ∅. Transitivity gives

l ⊆ n, so we must have l ⊆ m. We have l = m since l ∈ n and m / ∈ n.

Therefore we conclude that m` l = ∅.

Using Foundation, pick k ∈ m` l such that k ∩ (m` l) = ∅. Transitivity

of m gives k ⊆ m and so we have k ⊆ l. Now, because l ∈ n we have l ∈ N

and l / ∈ S so that either k = l or k ∈ l. However, k = l contradicts l / ∈ m

and k ∈ l contradicts k ∈ m` l.

We prove the contrapositive of (2). Suppose that n is not a subset of m;

using Foundation pick l ∈ n ` m such that l ∩ (n ` m) = ∅. By transitivity,

l ⊆ n and hence l ⊆ m. Now by (1) applied to l and m, we conclude that

l = m. Hence m ∈ n.

These theorems show that “∈” behaves on N just like the usual ordering

“<” on the natural numbers. In fact, we often use “<” for “∈” when writing

about the natural numbers. We also use the relation symbols ≤, >, and ≥

in their usual sense.

34 CHAPTER 4. THE NATURAL NUMBERS

The next theorem scheme justiﬁes ordinary mathematical induction. For

brevity let us write w for w

1

, . . . , w

n

.

For each formula Φ(v, w) of the language of set theory we have:

Theorem 8. Φ

For all w, if

∀n ∈ N [(∀m ∈ n Φ(m, w)) → Φ(n, w)]

then

∀n ∈ N Φ(n, w).

Proof. We will assume that the theorem is false and derive a contradiction.

We have w and a ﬁxed l ∈ N such that Φ(l, w).

Let t be any transitive subset of N containing l (e.g., t = l ∪ ¦l¦). By

Comprehension, ∃s s = ¦n ∈ t : Φ(n, w)¦. By Foundation, we get y ∈ s

such that y ∩s = ∅. Transitivity of t guarantees that (∀n ∈ y) Φ(n, w). This,

in turn, contradicts that y ∈ s.

The statement ∀m ∈ n Φ(m, w) in Theorem 8 Φ is usually called the

inductive hypothesis.

Exercise 5. Prove or disprove that for each formula Φ(v, w) we have

∀ w [(∀n ∈ N)((∀m > n Φ(m, w)) → Φ(n, w)) → ∀n ∈ N Φ(n, w)].

Recursion on N is a way of deﬁning new terms (in particular, functions

with domain N). Roughly speaking, values of a function F at larger numbers

are deﬁned in terms of the values of F at smaller numbers.

We begin with the example of a function F, where we set F(0) = 3 and

F(succ(n)) = succ(F(n)) for each natural number n. We have set out a short

recursive procedure which gives a way to calculate F(n) for any n ∈ N. The

reader may carry out this procedure a few steps and recognise this function

F as F(n) = 3 + n. However, all this is a little vague. What exactly is F?

35

In particular, is there a formula for calculating F? How do we verify that F

behaves like we think it should?

In order to give some answers to these questions, let us analyse the ex-

ample. There is an implicit formula for the calculation of y = F(x) which

is

[x = 0 → y = 3] ∧ (∀n ∈ N)[x = succ(n) → y = succ(F(n))]

However the formula involves F, the very thing that we are trying to describe.

Is this a vicious circle? No — the formula only involves the value of F at a

number n less than x, not F(x) itself. In fact, you might say that the formula

doesn’t really involve F at all; it just involves F[x. Let’s rewrite the formula

as

[x = 0 → y = 3] ∧ (∀n)[x = succ(n) → y = succ(f(n))]

and denote it by Φ(x, f, y). Our recursive procedure is then described by

Φ(x, F[x, F(x)).

In order to describe F we use functions f which approximate F on initial

parts of its domain, for example f = ¦'0, 3`¦, f = ¦'0, 3`, '1, 4`¦ or

f = ¦'0, 3`, '1, 4`, '2, 5`¦,

where each such f satisﬁes Φ(x, f[x, f(x)) for the appropriate x’s. We will

obtain F as the amalgamation of all these little f’s. F is

¦'x, y` : (∃n ∈ N)(∃f)[f : n →V ∧ f(x) = y ∧ ∀m ∈ n Φ(m, f[m, f(m))]¦.

But in order to justify this we will need to notice that

(∀x ∈ N)(∀f)[(f : x →V) → ∃!y Φ(x, f, y)],

which simply states that we have a well deﬁned procedure given by Φ.

Let us now go to the general context in which the above example will be

a special case. For any formula Φ(x, f, y, w) of the language of set theory, we

denote by REC(Φ, N, w) the class

¦'x, y` : (∃n ∈ N)(∃f)[f : n →V∧f(x) = y ∧∀m ∈ n Φ(m, f[m, f(m), w)]¦.

36 CHAPTER 4. THE NATURAL NUMBERS

We will show, under the appropriate hypothesis, that REC(Φ, N, w) is the

unique function on N which satisﬁes the procedure given by Φ. This requires

a theorem scheme.

For each formula Φ(x, f, y, w) of the language of set theory we have:

Theorem 9. Φ

For all w, suppose that we have

(∀x ∈ N)(∀f)[(f : x →V) → ∃!y Φ(x, f, y, w)].

Then, letting F denote REC(Φ, N, w), we have:

1. F : N →V;

2. ∀m ∈ N Φ(m, F[m, F(m), w);

and, furthermore, for any n ∈ N and any function H with n ∈ dom(H),

we have:

3. If Φ(m, H[m, H(m), w) for all m ∈ n ∪ ¦n¦, then H(n) = F(n).

Proof. We ﬁrst prove the following claim.

Claim.

(∀x ∈ N)(∀y

1

)(∀y

2

)[('x, y

1

` ∈ F ∧ 'x, y

2

` ∈ F → y

1

= y

2

]

Proof of Claim. By deﬁnition of F we have, for i = 1, 2, functions f

i

with

domains n

i

∈ N such that f

i

(x) = y

i

and

(∀m ∈ n

i

) Φ(m, f

i

[m, f

i

(m), w).

It suﬃces to prove that

(∀m ∈ N)(m ∈ x ∪ ¦x¦ → f

1

(m) = f

2

(m)),

which we do by induction on m ∈ N. To this end, we assume that m ∈ N

and

(∀j ∈ m)(j ∈ x ∪ ¦x¦ → f

1

(j) = f

2

(j))

37

with intent to show that

m ∈ x ∪ ¦x¦ → f

1

(m) = f

2

(m).

To do this suppose m ∈ x ∪ ¦x¦. Since x ∈ n

1

∩ n

2

we have m ∈ n

1

∩ n

2

so

that we have both

Φ(m, f

1

[m, f

1

(m), w) and Φ(m, f

2

[m, f

2

(m), w).

By transitivity j ∈ x ∪ ¦x¦ for all j ∈ m and so by the inductive hypothesis

f

1

[m = f

2

[m. Now by the hypothesis of this theorem with f = f

1

[m = f

2

[m

we deduce that f

1

(m) = f

2

(m). This concludes the proof of the claim.

In order to verify (1), it suﬃces to show that

(∀x ∈ N)(∃y) ['x, y` ∈ F]

by induction. To this end, we assume that

(∀j ∈ x)(∃y) ['j, y` ∈ F]

with intent to show that ∃y 'x, y` ∈ F. For each j ∈ x there is n

j

∈ N and

f

j

: n

j

→V such that

(∀m ∈ n

j

) Φ(m, f

j

[m, f

j

(m), w).

If x ∈ n

j

for some j, then 'x, f

j

(x)` ∈ F and we are done; so assume that

n

j

≤ x for all j. Let g =

¸

¦f

j

: j ∈ x¦. By the claim, the f

j

’s agree on their

common domains, so that g is a function with domain x and

(∀m ∈ x) Φ(m, g[m, g(m), w).

By the hypothesis of the theorem applied to g there is a unique y such that

Φ(x, g, y, w). Deﬁne f to be the function f = g ∪ ¦'x, y`¦. It is straightfor-

ward to verify that f witnesses that 'x, y` ∈ F.

To prove (2), note that, by (1), for each x ∈ N there is n ∈ N and

f : n →V such that F(x) = f(x) and, in fact, F[n = f. Hence,

(∀m ∈ n) Φ(m, f[m, f(m), w).

38 CHAPTER 4. THE NATURAL NUMBERS

We prove (3) by induction. Assume that

(∀m ∈ n) H(m) = F(m)

with intent to show that H(n) = F(n). We assume Φ(n, H[n, H(n), w) and

by (2) we have Φ(n, F[n, F(n), w). By the hypothesis of the theorem applied

to H[n = F[n we get H(n) = F(n).

By applying this theorem to our speciﬁc example we see that REC(Φ, N, w)

does indeed give us a function F. Since F is deﬁned by recursion on N, we

use induction on N to verify the properties of F. For example, it is easy to

use induction to check that F(n) ∈ N for all n ∈ N.

We do not often explicitly state the formula Φ in a deﬁnition by recursion.

The deﬁnition of F would be more often given by:

F(0) = 3

F(succ(n)) = succ(F(n))

This is just how the example started; nevertheless, this allows us to construct

the formula Φ immediately, should we wish. Of course, in this particular

example we can use the plus symbol and give the deﬁnition by recursion by

the following formulas.

3 + 0 = 3

3 + succ(n) = succ(3 +n)

Now, let’s use deﬁnition by recursion in other examples. We can deﬁne

general addition on N by the formulas

a + 0 = a

a + succ(b) = succ(a + b)

for each a ∈ N. Here a is a parameter which is allowed by the inclusion of w

in our analysis. The same trick can be used for multiplicaton:

a 0 = 0

a (succ(b)) = a b + a

39

for each a ∈ N, using the previously deﬁned notion of addition. In each

example there are two cases to specify—the zero case and the successor case.

Exponentiation is deﬁned similarly:

a

0

= 1

a

succ(b)

= a

b

a

The reader is invited to construct, in each case, the appropriate formula Φ,

with a as a parameter, and to check that the hypothesis of the previous

theorem is satisﬁed.

G. Peano developed the properties of the natural numbers from zero, the

successor operation and induction on N. You may like to see for yourself

some of what this entails by proving that multiplication is commutative.

A set X is said to be ﬁnite provided that there is a natural number n and

a bijection f : n → X. In this case n is said to be the size of X. Otherwise,

X is said to be inﬁnite.

Exercise 6. Use induction to prove the ”pigeon-hole principle”: for n ∈ N

there is no injection f : (n+1) → n. Conclude that a set X cannot have two

diﬀerent sizes.

Do not believe this next result:

Proposition. All natural numbers are equal.

Proof. It is suﬃcient to show by induction on n ∈ N that if a ∈ N and b ∈ N

and max (a, b) = n, then a = b. If n = 0 then a = 0 = b. Assume the

inductive hypothesis for n and let a ∈ N and b ∈ N be such that

max (a, b) = n + 1.

Then max (a −1, b −1) = n and so a −1 = b −1 and consequently a = b.

40 CHAPTER 4. THE NATURAL NUMBERS

Chapter 5

The Ordinal Numbers

The natural number system can be extended to the system of ordinal num-

bers.

An ordinal is a transitive set of transitive sets. More formally: for any

term t, “t is an ordinal” is an abbreviation for

(t is transitive) ∧ (∀x ∈ t)(x is transitive).

We often use lower case Greek letters to denote ordinals. We denote

¦α : α is an ordinal¦ by ON.

From Theorem 6 we see immediately that N ⊆ ON.

Theorem 10.

1. ON is transitive.

2. (∃z)(z = ON).

Proof.

1. Let α ∈ ON; we must prove that α ⊆ ON. Let x ∈ α; we must prove

that

41

42 CHAPTER 5. THE ORDINAL NUMBERS

(a) x is transitive; and,

(b) (∀y ∈ x)(y is transitive).

Clearly (a) follows from the deﬁnition of ordinal. To prove (b), let

y ∈ x; by transitivity of α we have y ∈ α; hence y is transitive.

2. Assume (∃z)(z = ON). From (1) we have that ON is a transitive

set of transitive sets, i.e., an ordinal. This leads to the contradiction

ON ∈ ON.

Theorem 11. (Trichotomy of Ordinals)

(∀α ∈ ON)(∀β ∈ ON)(α ∈ β ∨ β ∈ α ∨ α = β).

Proof. The reader may check that a proof of this theorem can be obtained

by replacing “N” with “ON” in the proof of Theorem 7.

Because of this theorem, when α and β are ordinals, we often write α < β

for α ∈ β.

Since N ⊆ ON, it is natural to wonder whether N = ON. In fact, we

know that “N = ON” can be neither proved nor disproved from the axioms

that we have stated (provided, of course, that those axioms are actually

consistent). We ﬁnd ourselves at a crossroads in Set Theory. We can either

add “N = ON” to our axiom system, or we can add “N = ON”.

As we shall see, the axiom “N = ON” essentially says that there are no

inﬁnite sets and the axiom “N = ON” essentially says that there are indeed

inﬁnite sets. Of course, we go for the inﬁnite!

The Axiom of Inﬁnity N = ON

43

As a consequence, there is a set of all natural numbers; in fact, N ∈ ON.

Theorem 12. (∃z)(z ∈ ON ∧ z = N).

Proof. Since N ⊆ ON and N = ON, pick α ∈ ON`N. We claim that for each

n ∈ N we have n ∈ α; in fact, this follows immediately from the trichotomy

of ordinals and the transitivity of N. Thus N = ¦x ∈ α : x ∈ N¦ and by

Comprehension ∃z z = ¦x ∈ α : x ∈ N¦. The fact that N ∈ ON now follows

immediately from Theorem 6.

The lower case Greek letter ω is reserved for the set N considered as an

ordinal; i.e., ω = N. Theorems 6 and 12 now show that the natural numbers

are the smallest ordinals, which are immediately succeeded by ω, after which

the rest follow. The other ordinals are generated by two processes illustrated

by the next lemma.

Lemma.

1. ∀α ∈ ON ∃β ∈ ON β = succ(α).

2. ∀S [S ⊆ ON → ∃β ∈ ON β =

¸

S].

Exercise 7. Prove this lemma.

For S ⊆ ON we write sup S for the least element of

¦β ∈ ON : (∀α ∈ S)(α ≤ β)¦

if such an element exists.

Lemma. ∀S [S ⊆ ON →

¸

S = sup S]

Exercise 8. Prove this lemma.

An ordinal α is called a successor ordinal whenever ∃β ∈ ON α = succ(β).

If α = sup α, then α is called a limit ordinal.

44 CHAPTER 5. THE ORDINAL NUMBERS

Lemma. Each ordinal is either a successor ordinal or a limit ordinal, but

not both.

Exercise 9. Prove this lemma.

We can perform induction on the ordinals via a process called

transﬁnite induction. In order to justify transﬁnite induction we need a the-

orem scheme.

For each formula Φ(v, w) of the language of set theory we have:

Theorem 13. Φ

For all w, if

∀n ∈ ON [(∀m ∈ n Φ(m, w)) → Φ(n, w)]

then

∀n ∈ ON Φ(n, w).

Proof. The reader may check that a proof of this theorem scheme can be

obtained by replacing “N” with “ON” in the proof of Theorem Scheme 8.

We can also carry out recursive deﬁnitions on ON. This process is called

transﬁnite recursion. For any formula Φ(x, f, y, w) of the language of set

theory, we denote by REC(Φ, ON, w) the class

¦'x, y` : (∃n ∈ ON)(∃f)[f : n →V∧f(x) = y∧∀m ∈ n Φ(m, f[m, f(m), w)]¦.

Transﬁnite recursion is justiﬁed by the following theorem scheme.

For each formula Φ(x, f, y, w) of the language of set theory we have:

Theorem 14. Φ

For all w, suppose that we have

(∀x ∈ ON)(∀f)[(f : x →V) → ∃!y Φ(x, f, y, w)].

Then, letting F denote REC(Φ, ON, w), we have:

45

1. F : ON →V;

2. ∀x ∈ ON Φ(x, F[x, F(x), w);

and, furthermore, for any n ∈ ON and any function H with n ∈

dom(H) we have:

3. If Φ(x, H[x, H(x), w) for all x ∈ n ∪ ¦n¦ then H(n) = F(n).

Proof. The reader may check that a proof of this theorem scheme can be

obtained by replacing “N” with “ON” in the proof of Theorem Scheme 9.

When applying transﬁnite recursion on ON we often have three sepa-

rate cases to specify, rather than just two as with recursion on N. This is

illustrated by the recursive deﬁnitions of the arithmetic operations on ON.

Addition:

α + 0 = α;

α + succ(β) = succ(α + β);

α + δ = sup ¦α + η : η ∈ δ¦, for a limit ordinal δ.

Multiplication:

α 0 = 0;

α succ(β) = (α β) + α;

α δ = sup ¦α η : η ∈ δ¦, for a limit ordinal δ.

Exponentiation:

α

0

= 1;

α

succ(β)

= (α

β

) α;

α

δ

= sup ¦α

η

: η ∈ δ¦, for a limit ordinal δ.

Note that, in each case, we are extending the operation from N to all of

ON. The following theorem shows that these operations behave somewhat

similarly on N and ON.

46 CHAPTER 5. THE ORDINAL NUMBERS

Theorem 15. Let α, β, and δ be ordinals and S be a non-empty set of

ordinals. We have,

1. 0 + α = α;

2. If β < δ then α + β < α + δ;

3. α + sup S = sup ¦α + η : η ∈ S¦;

4. α + (β + δ) = (α + β) + δ;

5. If α < β then α + δ ≤ β + δ;

6. 0 α = 0;

7. 1 α = α;

8. If 0 < α and β < δ then α β < α δ;

9. α sup S = sup ¦α η : η ∈ S¦;

10. α (β + δ) = (α β) + (α δ);

11. α (β δ) = (α β) δ;

12. If α < β then α δ ≤ β δ;

13. 1

α

= 1;

14. If 1 < α and β < δ then α

β

< α

δ

;

15. α

sup S

= sup ¦α

η

: η ∈ S¦;

16. α

(β+δ)

= α

β

α

δ

;

17. (α

β

)

δ

= α

β·δ

; and,

18. If α < β then α

δ

≤ β

δ

.

Exercise 10. Build your transﬁnite induction skills by proving two parts of

this theorem.

47

However, ordinal addition and multiplication are not commutative. This

is illustrated by the following examples, which are easy to verify from the

basic deﬁnitions.

Examples.

1. 1 + ω = 2 + ω

2. 1 + ω = ω + 1

3. 1 ω = 2 ω

4. 2 ω = ω 2

5. 2

ω

= 4

ω

6. (2 2)

ω

= 2

ω

2

ω

Lemma. If β is a non-zero ordinal then ω

β

is a limit ordinal.

Exercise 11. Prove this lemma.

Lemma. If α is a non-zero ordinal, then there is a largest ordinal β such

that ω

β

≤ α.

Exercise 12. Prove this lemma. Show that the β ≤ α and that there are

cases in which β = α. Such ordinals β are called epsilon numbers (The

smallest such ordinal α = ω

α

is called

0

.)

Lemma. ∀α ∈ ON ∀β ∈ α ∃!γ ∈ ON α = β + γ.

Exercise 13. Prove this lemma.

Commonly, any function f with dom(f) ⊆ ω is called a sequence. If

dom(f) ⊆ n+1 for some n ∈ ω, we say that f is a ﬁnite sequence; otherwise

f is an inﬁnite sequence. As usual, we denote the sequence f by ¦f

n

¦, where

each f

n

= f(n).

Theorem 16. There is no inﬁnite descending sequence of ordinals.

48 CHAPTER 5. THE ORDINAL NUMBERS

Proof. Let’s use an indirect proof. Suppose x ⊆ ω is inﬁnite and f : x →ON

such that if n < m then f(n) > f(m). Let X = ¦f(n) : n ∈ x¦. By

Foundation there is y ∈ X such that y ∩X = ∅; i.e., there is n ∈ x such that

f(n) ∩ X = ∅. However, if m ∈ x and m > n then f(m) ∈ f(n), which is a

contradiction.

If n ∈ ω and s: (n + 1) → ON is a ﬁnite sequence of ordinals, then the

sum

n

¸

i=0

s(i) is deﬁned by recursion as follows.

0

¸

i=0

s(i) = s(0); and,

m+1

¸

i=0

s(i) =

m

¸

i=0

s(i) + s(m + 1), for m < n.

This shows that statements like the following theorem can be written

precisely in the language of set theory.

Theorem 17. (Cantor Normal Form)

For each non-zero ordinal α there is a unique n ∈ ω and ﬁnite sequences

m

0

, . . . , m

n

of positive natural numbers and β

0

, . . . , β

n

of ordinals which sat-

isfy β

0

> β

1

> > β

n

such that

α = ω

β

0

m

0

+ ω

β

1

m

1

+ + ω

β

n

m

n

.

Proof. Using the penultimate lemma, let

β

0

= max ¦β : ω

β

≤ α¦

and then let

m

0

= max ¦m ∈ ω : ω

β

0

m ≤ α¦

which must exist since ω

β

0

m ≤ α for all m ∈ ω would imply that ω

β

0

+1

≤ α.

49

By the previous lemma, there is some α

0

∈ ON such that

α = ω

β

0

m

0

+ α

0

where the maximality of m

0

ensures that α

0

< ω

β

0

. Now let

β

1

= max ¦β : ω

β

≤ α

0

¦

so that β

1

< β

0

. Proceed to get

m

1

= max ¦m ∈ ω : ω

β

1

m ≤ α

0

¦

and α

1

< ω

β

1

such that α

0

= ω

β

1

m

1

+ α

1

. We continue in this manner as

long as possible. We must have to stop after a ﬁnite number of steps or else

β

0

> β

1

> β

2

> . . . would be an inﬁnite decreasing sequence of ordinals. The

only way we could stop would be if some α

n

= 0. This proves the existence

of the sum. Uniqueness follows by induction on α ∈ ON.

Exercise 14. Verify the last statement of this proof.

Lemma.

1. If 0 < m < ω and α is a non-zero ordinal, then m ω

α

= ω

α

.

2. If k ∈ ω, and m

0

, . . . , m

k

< ω, and α

0

, . . . , α

k

< β, then

m

0

ω

α

0

+ + m

k

ω

α

k

< ω

β

.

Exercise 15. Prove this lemma and note that it implies that m δ = δ for

each positive integer m and each limit ordinal δ.

There is an interesting application of ordinal arithmetic to Number The-

ory. Pick a number—say x = 54. We have 54 = 2

5

+ 2

4

+ 2

2

+ 2 when it

is written as the simplest sum of powers of 2. In fact, we can write out 54

using only the the arithmetic operations and the numbers 1 and 2. This will

be the ﬁrst step in a recursively deﬁned sequence of natural numbers, ¦x

n

¦.

It begins with n = 2 and is constructed as follows.

x

2

= 54 = 2

(2

2

+1)

+ 2

2

2

+ 2

2

+ 2.

50 CHAPTER 5. THE ORDINAL NUMBERS

Subtract 1.

x

2

−1 = 2

(2

2

+1)

+ 2

2

2

+ 2

2

+ 1.

Change all 2’s to 3’s, leaving the 1’s alone.

x

3

= 3

(3

3

+1)

+ 3

3

3

+ 3

3

+ 1.

Subtract 1.

x

3

−1 = 3

(3

3

+1)

+ 3

3

3

+ 3

3

.

Change all 3’s to 4’s, leaving any 1’s or 2’s alone.

x

4

= 4

(4

4

+1)

+ 4

4

4

+ 4

4

.

Subtract 1.

x

4

−1 = 4

(4

4

+1)

+ 4

4

4

+ 3 4

3

+ 3 4

2

+ 3 4 + 3.

Change all 4’s to 5’s, leaving any 1’s, 2’s or 3’s alone.

x

5

= 5

(5

5

+1)

+ 5

5

5

+ 3 5

3

+ 3 5

2

+ 3 5 + 3.

Subtract 1 and continue, changing 5’s to 6’s, subtracting 1, changing 6’s to

7’s and so on. One may ask the value of the limit

lim

n→∞

x

n

.

What is your guess? The answer is surprising.

Theorem 18. (Goodstein)

For any initial choice of x there is some n such that x

n

= 0.

Proof. We use an indirect proof; suppose x ∈ N and for all n ≥ 2 we have

x

n

= 0. From this sequence, we construct another sequence. For each n ≥ 2

we let g

n

be the result of replacing each occurrence of n in x

n

by ω. So, in

the example above we would get:

g

2

= ω

(ω

ω

+1)

+ ω

(ω

ω

)

+ ω

ω

+ ω,

g

3

= ω

(ω

ω

+1)

+ ω

(ω

ω

)

+ ω

ω

+ 1,

g

4

= ω

(ω

ω

+1)

+ ω

(ω

ω

)

+ ω

ω

,

g

5

= ω

(ω

ω

+1)

+ ω

(ω

ω

)

+ 3 ω

3

+ 3 ω

2

+ 3 ω + 3,

g

6

= ω

(ω

ω

+1)

+ ω

(ω

ω

)

+ 3 ω

3

+ 3 ω

2

+ 3 ω + 2,

51

etc. The previous lemma can now be used to show that ¦g

n

¦ would be an

inﬁnite decreasing sequence of ordinals.

It is interesting that, although the statement of the theorem does not

mention inﬁnity in any way, we used the Axiom of Inﬁnity in its proof. We

do not need the Axiom of Inﬁnity in order to verify the theorem for any one

particular value of x—we just need to carry out the arithmetic. The reader

can do this for x = 4; however, ﬁnishing our example x = 54 would be tedious.

Moreover, the calculations are somewhat diﬀerent for diﬀerent values of x.

Mathematical logicians have proved that, in fact, there is no uniform method

of ﬁnitary calculations which will give a proof of the theorem for all x. The

Axiom of Inﬁnity is necessary for the proof.

52 CHAPTER 5. THE ORDINAL NUMBERS

Chapter 6

Relations and Orderings

In the following deﬁnitions, R and C are terms.

1. We say R is a relation on C whenever R ⊆ C C.

2. We say a relation R is irreﬂexive on C whenever ∀x ∈ C 'x, x` / ∈ R.

3. We say a relation R is transitive on C whenever

∀x ∀y ∀z [('x, y` ∈ R ∧ 'y, z` ∈ R) → 'x, z` ∈ R.]

4. We say a relation R is well founded on C whenever

∀X [(X ⊆ C ∧ X = ∅) → (∃x ∈ X ∀y ∈ X 'y, x` / ∈ R)].

Such an x is called minimal for X.

5. We say a relation R is total on C whenever

∀x ∈ C ∀y ∈ C ['x, y` ∈ R ∨ 'y, x` ∈ R ∨ x = y].

6. We say R is extensional on C whenever

∀x ∈ C ∀y ∈ C [x = y ↔ ∀z ∈ C ('z, x` ∈ R ↔ 'z, y` ∈ R)].

53

54 CHAPTER 6. RELATIONS AND ORDERINGS

An example of a relation R on an ordinal is given by the membership

relation:

'x, y` ∈ R iﬀ x ∈ y.

R satisﬁes all the above properties. On the other hand, if α / ∈ ω, the reverse

relation R

given by

'x, y` ∈ R

iﬀ y ∈ x

is not well founded but nevertheless has all the other properties.

Any well founded relation is irreﬂexive. Any total relation is extensional.

Any relation which is both well founded and total is also transitive.

Exercise 16. Prove that a transitive set α is an ordinal iﬀ the membership

relation is total on α.

Suppose δ is an ordinal and f : X → δ. A relation R on X with the

property that f(x) < f(y) whenever 'x, y` ∈ R must be a well founded

relation. In fact, this turns out to be a characterisation.

Theorem 19. Let R be a relation on a set X. R is well founded iﬀ there

is an ordinal δ and a surjection f : X → δ such that f(x) < f(y) whenever

'x, y` ∈ R.

Proof. We treat only the forward implication. Using recursion on ON we

deﬁne g : ON → {(X) by

g(β) =

x : x is a minimal element of X `

¸

¦g(α) : α < β¦

¸

.

From g we obtain f : X →ON by

f(x) =

**the unique α ∈ ON with x ∈ g(α), if possible;
**

0, otherwise.

By Theorem 10 and the Axiom of Replacement there must be some least

δ ∈ ON such that δ / ∈ rng(f). This means that g(δ) = ∅, and since R is well

founded we must have

X =

¸

¦g(α) : α < δ¦.

55

To ﬁnish the proof suppose 'x, y` ∈ R and f(y) = β. We have y ∈ g(β)

so that y is a minimal element of

X `

¸

¦g(α) : α < β¦,

and hence we have that

x / ∈ X `

¸

¦g(α : α < β¦.

In other words x ∈ g(α) for some α < β and so f(x) = α < β = f(y).

A relation R on a set A is said to be isomorphic to a relation S on a set

B provided that there is a bijection f : A → B, called an isomorphism, such

that for all x and y in A we have

'x, y` ∈ R iﬀ 'f(x), f(y)` ∈ S.

Exercise 17. Prove that any isomorphism between transitive sets is the

identity. Of course, the relation on the transitive set is the membership

relation, which is extensional and well founded.

This unexpected result leads to the important Mostowski Collapsing The-

orem.

Theorem 20. Let R be a well founded extensional relation on a set X. There

is a unique transitive set M and a unique isomorphism h : X → M.

Proof. Obtain f : X → δ directly from the previous theorem. By recursion

on the ordinals we deﬁne for each β < δ a function h

β

: f

←

¦β¦ → V such

that

h

β

(y) = ¦h

α

(x) : α < β and 'x, y` ∈ R¦.

Let h =

¸

¦h

β

: β < δ¦. Clearly h is a function with domain X.

Note that if y ∈ f

←

¦β¦ and 'x, y` ∈ R then x ∈ f

←

¦α¦ for some α < β,

so that in fact

h

β

(y) = ¦h

α

(x) : α < δ and 'x, y` ∈ R¦,

56 CHAPTER 6. RELATIONS AND ORDERINGS

and hence we have

h(y) = ¦h(x) : 'x, y` ∈ R¦.

Since R is extensional, h is an injection. Letting M = rng(h), it is now

straightforward to use the previous exercise to complete the proof.

Exercise 18. Verify the last two sentences in this proof.

We say that a relation R is a partial ordering or partial order whenever

it is both irrefexive and transitive; if in addition it is total, then it is called a

linear ordering or linear order; furthermore, if in addition it is well founded,

then it is called a well ordering or well order. For those orderings we usually

write < instead of R and we write x < y for 'x, y` ∈ R.

Whenever

∃z z = 'X, <` and < is a partial ordering on X,

we say that 'X, <` is a parially ordered set. We similarly have the concepts

of linearly ordered set and well ordered set.

The study of partially ordered sets continues to be a major theme in

contemporary Set Theory and the construction of elaborate partial orders is

of great technical importance. In contrast, well orders have been thoroughly

analysed and we shall now classify all well ordered sets.

Theorem 21. Each well ordered set is isomorphic to a unique ordinal.

Proof. Since well orders are extensional and well founded we can use the

Mostowski Collapsing Theorem. By Exercise 16 the resulting transitive set

is an ordinal.

The unique ordinal given by this theorem is called the order type of the

well ordered set. We denote the order type of 'X, <` by type'X, <`.

57

We now come to the Well Ordering Principle, which is the fundamental

theorem of Set Theory due to E. Zermelo. In order to prove it we use the

Axiom of Choice and, for the ﬁrst time, the Power Set Axiom.

Theorem 22. (∀X)(∃ <) ['X, <` is a well ordered set].

Proof. We begin by using Theorem 5 to obtain a choice function

f : {(X) ` ¦∅¦ → X

such that for each nonempty A ⊆ X we have f(A) ∈ A.

By recursion on ON we deﬁne g : ON → X ∪ ¦X¦ as:

g(β) =

f(X ` ¦g(α) : α < β¦), if X ` ¦g(α) : α < β¦ = ∅;

X, otherwise.

(6.1)

Now replace each x ∈ X∩ran(g) by the unique ordinal β such that g(β) = x.

The Axiom of Replacement gives the resulting set S ⊆ ON, where

S = ¦β ∈ ON : g(β) ∈ X¦.

By Theorem 10 there is a δ ∈ ON ` S. Choosing any such, we must have

g(δ) / ∈ X; that is, g(δ) = X and so X ⊆ ¦g(α) : α < δ¦. It is now

straightforward to verify that

¦'x, y` ∈ X X : x = g(α) and y = g(β) for some α < β < δ¦

is a well ordering of X, which completes the proof.

This Well Ordering Principle is used frequently in modern Set Theory. In

fact, most uses of the Axiom of Choice are via the Well Ordering Principle.

The Power Set Axiom, ﬁrst used in this proof, will now also be used frequently

without special mention.

58 CHAPTER 6. RELATIONS AND ORDERINGS

Chapter 7

Cardinality

In this chapter, we investigate a concept which aims to translate our intuitive

notion of size into formal language. By Zermelo’s Well Ordering Principle

(Theorem 22) every set can be well ordered. By Theorem 21, every well

ordered set is isomorphic to an ordinal. Therefore, for any set x there is

some ordinal κ ∈ ON and a bijection f : x → κ.

We deﬁne the cardinality of x, [x[, to be the least κ ∈ ON such that there

is some bijection f : x → κ. Every set has a cardinality.

Those ordinals which are [x[ for some x are called cardinals.

Exercise 19. Prove that each n ∈ ω is a cardinal and that ω is a cardinal.

Show that ω + 1 is not a cardinal and that, in fact, each other cardinal is a

limit ordinal.

Theorem 23. The following are equivalent.

1. κ is a cardinal.

2. (∀α < κ)(∃ bijection f : κ → α); i.e., [κ[ = κ.

3. (∀α < κ)(∃ injection f : κ → α).

59

60 CHAPTER 7. CARDINALITY

Proof. We prove the negations of each are equivalent:

(1) (∀x)[(∃ bijection g : x → κ) → (∃α < κ)(∃ bijection h: x → α)]

(2) ∃α < κ ∃ bijection f : κ → α

(3) ∃α < κ ∃ injection f : κ → α

(2) ⇒ (1) Just take h = f ◦ g.

(1) ⇒ (3) Just consider x = κ.

(3) ⇒ (2) Suppose α < κ and f : κ → α is an injection. By Theorem

21, there is an isomorphism g : β → f

→

κ for some β ∈ ON. Since g

is order preserving, we must have γ ≤ g(γ) for each γ ∈ β and hence

β ≤ α. Now g

−1

◦ f : κ → β is the desired bijection.

The following exercises are applications of the theorem. The ﬁrst two

statements relate to the questions raised in the introduction.

Exercise 20. Prove the following:

1. [x[ = [y[ iﬀ ∃ bijection f : x → y.

2. [x[ ≤ [y[ iﬀ ∃ injection f : x → y.

3. [x[ ≥ [y[ iﬀ ∃ surjection f : x → y. Assume here that y = ∅.

Theorem 24. (G. Cantor)

∀x [x[ < [{(x)[.

Proof. First note that if [x[ ≥ [{(x)[, then there would be a surjection

g : x → {(x).

But this cannot happen, since ¦a ∈ x : a / ∈ g(a)¦ / ∈ g

→

(x).

61

For any ordinal α, we denote by α

+

the least cardinal greater than α.

This is well deﬁned by Theorem 24.

Exercise 21. Prove the following:

1. The supremum of a set of cardinals is a cardinal.

2. ∃z z = ¦κ : κ is a cardinal¦.

Theorem 25. For any inﬁnite cardinal κ, [κ κ[ = κ.

Proof. Let κ be an inﬁnite cardinal. The formulas [κ[ = [κ ¦0¦[ and

[κ ¦0¦[ ≤ [κ κ[ imply that κ ≤ [κ κ[. We now show that [κ κ[ ≤ κ.

We use induction and assume that [λ λ[ = λ for each inﬁnite cardinal

λ < κ.

We deﬁne an ordering on κ κ by:

'α

0

, β

0

` < 'α

1

, β

1

` iﬀ

max ¦α

0

, β

0

¦ < max ¦α

1

, β

1

¦;

max ¦α

0

, β

0

¦ = max ¦α

1

, β

1

¦ ∧ α

0

< α

1

; or,

max ¦α

0

, β

0

¦ = max ¦α

1

, β

1

¦ ∧ α

0

= α

1

∧ β

0

< β

1

.

It is easy to check that < well orders κ κ.

Let θ = type 'κ κ, <`. It suﬃces to show that θ ≤ κ. And for this it

suﬃces to show that for all 'α, β` ∈ κ κ,

type '<

←

¦'α, β`¦, <` < κ.

To this end, pick 'α, β` ∈ κκ. Let δ ∈ κ be such that <

←

¦'α, β`¦ ⊆ δ δ.

This is possible since κ is a limit ordinal. It now suﬃces to prove that

type '<

←

¦'δ, δ`¦, <` < κ.

By Theorem 23 it suﬃces to prove that [<

←

¦'δ, δ`¦[ < κ and so it suﬃces

to prove that [δ δ[ < κ.

Since [δ δ[ = [[δ[ [δ[[, it suﬃces to prove that [λ λ[ < κ for all

cardinals λ < κ. If λ is inﬁnite, this is true by inductive hypothesis. If λ is

ﬁnite, then [λ λ[ < ω ≤ κ.

62 CHAPTER 7. CARDINALITY

Corollary. If X is inﬁnite, then [X Y [ = max ¦[X[, [Y [¦.

Theorem 26. For any X we have [

¸

X[ ≤ max ¦[X[, sup ¦[a[ : a ∈ X¦¦,

provided that at least one element of X ∪ ¦X¦ is inﬁnite.

Proof. Let κ = sup ¦[a[ : a ∈ X¦. Using Exercise 20, for each a ∈ X there is

a surjection f

a

: κ → a. Deﬁne a surjection f : X κ →

¸

X by

f('a, α`) = f

a

(α).

Using Exercise 20 and the previous corollary, the result follows.

Deﬁne

B

A as ¦f : f : B → A¦ and [A]

κ

as ¦x : x ⊆ A ∧ [x[ = κ¦.

Lemma. If κ is an inﬁnite cardinal, then [

κ

κ[ = [[κ]

κ

[ = [{(κ)[.

Proof. We have,

κ

2 ⊆

κ

κ ⊆ [κ κ]

κ

⊆ {(κ κ).

Using characteristic functions it is easily proved that [

κ

2[ = [{(κ)[. Since

[κ κ[ = κ we have the result.

Lemma. If κ ≤ λ and λ is an inﬁnite cardinal, then [

κ

λ[ = [[λ]

κ

[.

Proof. For each x ∈ [λ]

κ

there is a bijection f

x

: κ → x. Since f

x

∈

κ

λ, we

have an injection from [λ]

κ

into

κ

λ, so [[λ]

κ

[ ≤ [

κ

λ[.

Now

κ

λ ⊆ [κ λ]

κ

. Thus, [

κ

λ[ ≤ [[λ]

κ

[.

A subset S of a limit ordinal α is said to be coﬁnal whenever sup S = α.

A function f : δ → α is said to be coﬁnal whenever rng(f) is coﬁnal in α.

The coﬁnality, cf(α), of a limit ordinal α is the least δ ∈ ON such that there

is a coﬁnal f : δ → α.

63

A cardinal κ is said to be regular whenever cf(κ) = κ. Otherwise, κ

is said to be singular. These notions are of interest when κ is an inﬁnite

cardinal. In particular, ω is regular.

Lemma.

1. For each limit ordinal κ, cf(κ) is a regular cardinal.

2. For each limit ordinal κ, κ

+

is a regular cardinal.

3. Each inﬁnite singular cardinal contains a coﬁnal subset of regular car-

dinals.

Exercise 22. Prove this lemma.

Theorem 27. (K¨onig’s Theorem)

For each inﬁnite cardinal κ, [

cf(κ)

κ[ > κ.

Proof. We show that there is no surjection g : κ →

δ

κ, where δ = cf(κ).

Let f : δ → κ witness that cf(κ) = δ. Deﬁne h: δ → κ such that each

h(α) / ∈ ¦g(β)(α) : β < f(α)¦. Then h / ∈ g

→

(κ), since otherwise h = g(β) for

some β < κ; pick α ∈ δ such that f(α) > β.

Corollary. For each inﬁnite cardinal κ, cf([{(κ)[) > κ.

Proof. Let λ = [{(κ)[. Suppose cf(λ) ≤ κ. Then

λ = [{(κ)[ = [

κ

2[ = [

(κ×κ)

2[ = [

κ

(

κ

2)[ = [

κ

λ[ ≥ [

cf(λ)

λ[ > λ.

Cantor’s Theorem guarantees that for each ordinal α there is a set, {(α),

which has cardinality greater than α. However, it does not imply, for exam-

ple, that ω

+

= [{(ω)[. This statement is called the Continuum Hypothesis,

and is equivalent to the third question in the introduction.

64 CHAPTER 7. CARDINALITY

The aleph function ℵ: ON →ON is deﬁned as follows:

ℵ(0) = ω

ℵ(α) = sup ¦ℵ(β)

+

: β ∈ α¦.

We write ℵ

α

for ℵ(α). We also sometimes write ω

α

for ℵ(α).

The beth function : ON →ON is deﬁned as follows:

(0) = ω

(α) = sup ¦[{((β))[ : β ∈ α¦.

We write

β

for (β).

It is apparent that ℵ

1

≤

1

. The continuum hypothesis is the statement

ℵ

1

=

1

; this is abbreviated as CH. The generalised continuum hypothesis,

GCH, is the statement ∀α ∈ ON ℵ

α

=

α

.

Exercise 23. Prove that

∀κ [κ is an inﬁnite cardinal → (∃α ∈ ON(κ = ℵ

α

)].

A cardinal κ is said to be inaccessible whenever both κ is regular and

∀λ < κ [{(λ)[ < κ.

An inaccessible cardinal is sometimes said to be strongly inaccessible, and

the term weakly inaccesible is given to a regular cardinal κ such that

∀λ < κ λ

+

< κ.

Under the GCH these two notions are equivalent.

Axiom of Inaccessibles ∃κ κ > ω and κ is an inaccessible cardinal

This axiom is a stronger version of the Axiom of Inﬁnity, but the mathemat-

ical community is not quite ready to replace the Axiom of Inﬁnity with it

just yet. In fact, the Axiom of Inacessibles is not included in the basic ZFC

axiom system and is therefore always explicitly stated whenever it is used.

Exercise 24. Are the following two statements true? What if κ is assumed

to be a regular cardinal?

1. κ is weakly inaccessible iﬀ κ = ℵ

κ

.

2. κ is strongly inaccesssible iﬀ κ =

κ

.

Chapter 8

There Is Nothing Real About

The Real Numbers

We now formulate three familiar number systems in the language of set the-

ory. From the natural numbers we shall construct the integers; from the

integers we shall construct the decimal numbers and the real numbers.

For each n ∈ N let −n = ¦¦m¦ : m ∈ n¦. The integers, denoted by Z,

are deﬁned as

Z = N ∪ ¦−n : n ∈ N¦.

For each n ∈ N ` ¦∅¦ we denote ¦n¦ by −n.

We can extend the ordering < on N to Z by letting x < y iﬀ one of the

following holds:

1. x ∈ N ∧ y ∈ N ∧ x < y;

2. x / ∈ N ∧ y ∈ N; or,

3. x / ∈ N ∧ y / ∈ N ∧

¸

y <

¸

x.

To form the reals, ﬁrst let

F = ¦f : f ∈

ω

Z¦.

65

66CHAPTER 8. THERE IS NOTHINGREAL ABOUT THE REAL NUMBERS

We pose a few restrictions on such functions as follows. Let us write:

A(f) for (∀n > 0)(−9 ≤ f(n) ≤ 9);

B(f) for (∀n ∈ ω)(f(n) ≥ 0) ∨ (∀n ∈ ω)(f(n) ≤ 0);

C(f) for (∀m ∈ ω)(∃n ∈ ω ` m)(f(n) / ∈ ¦9, −9¦); and,

D(f) for (∃m ∈ ω)(∀n ∈ ω ` m)(f(n) = 0).

Finally, let

R = ¦f : f ∈ F and A(f) and B(f) ∧ C(f)¦

to obtain the real numbers and let

D = ¦f : f ∈ R and D(f)¦

to obtain the decimal numbers.

We now order R as follows: let f < g iﬀ

(∃n ∈ ω) [f(n) < g(n) ∧ (∀m ∈ n)(f(m) = g(m))].

This ordering clearly extends our ordering on N and Z, and restricts to D.

In light of these deﬁnitions, the operations of addition, multiplication and

exponentiation deﬁned in Chapter 4 can be formally extended from N to Z,

D and R in a natural—if cumbersome—fashion.

Lemma.

1. [D[ = ℵ

0

.

2. R is uncountable.

3. < is a linear order on D.

4. (∀p ∈ R)(∀q ∈ R) [p < q → ∃d ∈ D p < d < q].

I.e., D is a countable dense subset of R.

5. < is complete; i.e., bounded subsets have suprema and inﬁma.

Exercise 25. Prove this lemma.

Theorem 28. Any two countable dense linear orders without endpoints are

isomorphic.

67

Proof. This method of proof, the back-and-forth argument, is due to G.Cantor.

The idea is to deﬁne an isomorphism recursively in ω steps, such that at each

step we have an order-preserving ﬁnite function; at even steps f(x

i

) is deﬁned

and at odd steps f

−1

(y

j

) is deﬁned.

Precisely, if X = ¦x

i

: i ∈ ω¦ and Y = ¦y

j

: j ∈ ω¦ are two countable

dense linear orders we deﬁne f : X → Y by the formulas

f

0

= ¦'x

0

, y

0

`¦

f

n+1

= f

n

∪ ¦'x

i

, y

j

`¦

where

1. if n is even, i = min ¦k ∈ ω : x

k

/ ∈ dom(f

n

)¦ and j is chosen so that

f

n

∪ ¦'x

i

, y

j

`¦ is order-preserving; and,

2. if n is odd, j = min ¦k ∈ ω : y

k

/ ∈ rng(f

n

)¦ and i is chosen so that

f

n

∪ ¦'x

i

, y

j

`¦ is order-preserving.

We then check that for each n ∈ ω, there is indeed a choice of j in (1) and i

in (2) and that f =

¸

¦f

n

: n ∈ ω¦ is an isomorphism.

Any complete dense linear order without endpoints and with a countable

dense subset is isomorphic to 'R, <`. Can “with a countable dense subset”

be replaced by “in which every collection of disjoint intervals is countable”?.

The aﬃrmation of this is called the Suslin Hypothesis. It is the second most

important problem in Set Theory. It too requires new axioms for its solution.

We have begun with N, extended to Z, then extended again to R. We

now extend once more to

∗

R. This is the set of hyperreals. In order to do

this, we introduce the important notion of an ultraﬁlter.

A collection of subsets | ⊆ {(S) is a ﬁlter provided that it satisﬁes the

ﬁrst three of the following conditions:

1. S ∈ | and ∅ / ∈ |.

68CHAPTER 8. THERE IS NOTHINGREAL ABOUT THE REAL NUMBERS

2. If A ∈ | and B ∈ |, then A ∩ B ∈ |.

3. If A ∈ | and A ⊆ B, then B ∈ |.

4. A ∈ | or B ∈ | whenever A ∪ B = S.

5. ∀x ∈ S ¦x¦ / ∈ |.

If a ﬁlter | obeys condition (4) it is called an ultraﬁlter, and if | satisﬁes

conditions (1) through (5) it is said to be a free or non-principal ultraﬁlter.

An ultraﬁlter is a maximal ﬁlter under inclusion. Every ﬁlter can be

extended to an ultraﬁlter. (We can recursively deﬁne it.) There is a free

ultraﬁlter over ω.

Theorem 29. (Ramsey)

If P : [ω]

2

→ ¦0, 1¦, then there is H ∈ [ω]

ω

such that [P

[H]

2

[ = 1.

Proof. Let | be a free ultraﬁlter over ω. Either:

1. ¦α ∈ ω : ¦β ∈ ω : P(¦α, β¦) = 0¦ ∈ |¦ ∈ |; or,

2. ¦α ∈ ω : ¦β ∈ ω : P(¦α, β¦) = 1¦ ∈ |¦ ∈ |.

As such, the proof breaks into two similar cases. We address case (1).

Let S = ¦α ∈ ω : ¦β ∈ ω : P(¦α, β¦) = 0¦ ∈ |¦. Pick α

0

∈ S and let

S

0

= ¦β ∈ ω : P(¦α

0

, β¦) = 0¦.

Pick α

1

∈ S ∩ S

0

and let

S

1

= ¦β ∈ ω : P(¦α

1

, β¦) = 0¦.

In general, recursively choose ¦α

n

: n < ω¦ such that for each n

α

n+1

∈ S ∩ S

0

∩ ∩ S

n

,

69

where

S

n

= ¦β ∈ ω : P(¦α

n

, β¦) = 0¦.

Then H = ¦α

n

: n < ω¦ exhibits the desired property.

Theorem 30. (Sierpinski)

There is a function P : [ω

1

]

2

→ ¦0, 1¦ such that there is no H ∈ [ω

1

]

ω

1

with [P

[H]

2

[ = 1.

Proof. Let f : ω

1

→R be an injection. Deﬁne P as follows: for α < β, let

P(¦α, β¦) =

0, if f(α) < f(β);

1, if f(α) > f(β).

(8.1)

The following exercise ﬁnishes the proof.

Exercise 26. There is no subset of R with order type ω

1

.

Let | be a free ultraﬁlter over ω. Form an equivalence relation ∼ on

ω

R

by the rule:

f ∼ g whenever ¦n ∈ ω : f(n) = g(n)¦ ∈ |.

The equivalence class of f is denoted by

[f] = ¦g ∈

ω

R : g ∼ f¦.

The set of equivalence classes of ∼ is called the ultrapower of R with respect

to |. The elements of

ω

R are often called the hyperreal numbers and denoted

∗

R.

There is a natural embedding of R into

∗

R given by

x → [f

x

]

where f

x

: ω → R is the constant function; i.e., f

x

(n) = x for all n ∈ ω; we

identify R with its image under the natural embedding.

70CHAPTER 8. THERE IS NOTHINGREAL ABOUT THE REAL NUMBERS

We can deﬁne an ordering

∗

< on

∗

R by the rule:

a <

∗

b whenever ∃f ∈ a ∃g ∈ b ¦n ∈ ω : f(n) < g(n)¦ ∈ |.

Lemma.

∗

< is a linear ordering on

∗

R which extends the usual ordering of

R.

Exercise 27. Prove this lemma.

We usually omit the asterisk, writing < for

∗

<.

Exercise 28. There is a subset of

∗

R of order type ω

1

.

For each function F : R

n

→R there is a natural extension

∗

F : (

∗

R)

n

→

∗

R

given by

∗

F(a) = [F ◦ s]

where a = 'a

0

, . . . , a

n−1

` ∈ (

∗

R)

n

and s: ω →R

n

such that for each j ∈ ω

s(j) = 's

0

(j), . . . , s

n−1

(j)`

and s

i

∈ a

i

for each i.

Theorem 31. (The Leibniz Transfer Principle)

Suppose F : R

n

→R and G: R

n

→R.

1. ∀a ∈ R

n

F(a) = G(a) iﬀ ∀a ∈ (

∗

R)

n ∗

F(a) =

∗

G(a).

2. ∀a ∈ R

n

F(a) < G(a) iﬀ ∀a ∈ (

∗

R)

n ∗

F(a) <

∗

G(a).

Exercise 29. Prove the above theorem. This includes verifying that

∗

F is

a function.

As a consequence of this theorem, we can extend + and to

∗

R. For

example, a + b = c means that

∃f ∈ a ∃g ∈ b ∃h ∈ c ¦n ∈ ω : f(n) + g(n) = h(n)¦ ∈ |.

71

Indeed, the natural embedding embeds R as an ordered subﬁeld of

∗

R.

In order to do elementary calculus we consider the inﬁnitesimal elements

of

∗

R. Note that R =

∗

R; consider

α = ['1, 1/2, 1/3, . . . , 1/n, . . . `].

Then α > 0 but α < r for each positive r ∈ R; a member of

∗

R with this

property is called a positive inﬁnitesimal. There are negative inﬁnitesimals;

0 is an inﬁnitesimal. Since

∗

R is a ﬁeld 1/α exists and 1/α > r for any real

number r; it is an example of a positive inﬁnite number.

A hyperreal number a is said to be ﬁnite whenever [a[ < r for some real

r. Two hyperreal numbers a and b are said to be inﬁnitely close whenever

a −b is inﬁnitesimal. We write a ≈ b.

Lemma. Each ﬁnite hyperreal number is inﬁnitely close to a unique real

number.

Proof. Let a be ﬁnite. Let s = sup ¦r ∈ R : r < a¦. Then a ≈ s. If we also

have another real t such that a ≈ t, then we have s ≈ t and so s = t.

If a is ﬁnite, the standard part of a, st(a), is deﬁned to be the unique real

number which is inﬁnitely close to a.

It is easy to check that for ﬁnite a and b,

st(a + b) = st(a) + st(b); and,

st(a b) = st(a) st(b).

For a function F : R →R we deﬁne the derivative, F

(x), of F(x) to be

st

F(x +´x) −F(x)

´x

**provided this exists and is the same for each non-zero inﬁnitesimal ´x.
**

72CHAPTER 8. THERE IS NOTHINGREAL ABOUT THE REAL NUMBERS

The fact that F

**(x) exists implies that for each inﬁnitesimal ´x there is
**

an inﬁnitesimal such that F(x + ´x) = F(x) + F

(x)´x + ´x. That is,

for any ´x ≈ 0 there is some ≈ 0 such that

´y = F

(x)´x + ´x

where ´y = F(x +´x) −F(x).

Theorem 32. (The Chain Rule)

Suppose y = F(x) and x = G(t) are diﬀerentiable functions.

Then y = F(G(t)) is diﬀerentiable and has derivative F

(G(t)) G

(t).

Proof. Let ´t be any non-zero inﬁnitesimal. Let ´x = G(t + ´t) − G(t).

Since G

**(x) exists, ´x is inﬁnitesimal. Let ´y = F(x + ´x) − F(x). We
**

wish to calculate st(

y

x

), which will be the derivative of y = F(G(t)). We

consider two cases.

Case 0: ´x = 0

´y = 0, st(

y

t

) = 0, and G

(t) = st(

x

t

) = 0.

So st(

y

t

) = F

(G(t)) G

(t).

Case 1: ´x = 0

y

t

=

y

x

x

t

. So st(

y

t

) = st(

y

x

) st(

x

t

), and again,

st(

y

t

) = F

(x) G

(t) = F

(G(t)) G

(t).

Chapter 9

The Universe

In this chapter we shall discuss two methods of measuring the complexity

of a set, as well as their corresponding gradations of the universe. For this

discussion it will be helpful to develop both a new induction and a new

recursion procedure, this time on the whole universe. Each of these will

depend upon the fact that every set is contained in a transitive set, which

we now prove.

By recursion on N, we deﬁne:

¸

0

X = X; and,

¸

n+1

X =

¸

(

¸

n

X).

We deﬁne the transitive closure of X as,

trcl(X) =

¸

¦

¸

n

X : n ∈ ω¦.

Theorem 33.

1. ∀X trcl(X) is the smallest transitive set containing X.

2. ∀x trcl(x) = x ∪

¸

¦trcl(y) : y ∈ x¦.

Proof. Note that Y is transitive iﬀ

¸

Y ⊆ Y , so trcl(X) is transitive.

73

74 CHAPTER 9. THE UNIVERSE

1. If Y is transitive and X ⊆ Y then for each n ∈ N,

¸

n

X ⊆

¸

n

Y ⊆ Y .

So trcl(X) ⊆ Y .

2. To prove that trcl(x) ⊇ x ∪

¸

¦trcl(y) : y ∈ x¦, notice ﬁrst that

since ∀y ∈ x y ⊆

¸

x, we have that ∀n ∈ ω

¸

n

y ⊆

¸

n+1

x. Hence

trcl(y) ⊆ trcl(x). For the opposite containment, we prove by induction

that ∀n ∈ ω

¸

n

x ⊆ x ∪

¸

¦trcl(y) : y ∈ x¦.

As with N and ON, we can perform induction on the universe, called

∈ −induction, as illustrated by the following theorem scheme.

For each formula Φ(v, w) of the language of set theory we have:

Theorem 34. Φ

For all w, if

∀n [(∀m ∈ n Φ(m, w)) → Φ(n, w)]

then

∀n Φ(n, w).

Proof. We shall assume that the theorem is false and derive a contradiction.

We have w and a ﬁxed l such that Φ(l, w).

Let t be any transitive set containing l. Thanks to the previous theorem,

we can let t = trcl(l ∪ ¦l¦). The proof now proceeds verbatim as the proofs

of Theorems 8 and 13.

We can also carry out recursive deﬁnitions on V; this is called ∈ −recursion.

For any formula Φ(x, f, y, w) of the language of set theory, we denote by

REC(Φ, V) the class

¦'x, y` : (∃n)(∃f) [f : n →V ∧ f(x) = y ∧ ∀m ∈ n Φ(m, f[m, f(m), w)]¦.

∈ −recursion is justiﬁed by the next theorem scheme.

75

For each formula Φ(x, f, y, w) of the language of set theory we have:

Theorem 35. Φ

For all w, suppose that we have

(∀x)(∀f) [(f : x →V) → ∃!y Φ(x, f, y, w)].

Then, letting F denote REC(Φ, V), we have:

1. F : V →V;

2. ∀x Φ(x, F[x, F(x), w); and furthermore for any n and any function H

with n ∈ dom(H) we have,

3. Φ(x, H[x, H(x), w) for all x ∈ n ∪ ¦n¦ then H(n) = F(n).

Proof. The proof is similar to that of Theorems 9 and 14.

Our ﬁrst new measure of the size of a set is given by the rank function.

This associates, to each set x, an ordinal rank(x) by the following rule:

rank(x) = sup ¦rank(y) + 1 : y ∈ x¦

Observe that ∀α ∈ ON rank(α) = α.

By recursion on ON we deﬁne the cumulative hierarchy, an ordinal-gradation

on V, as follows.

R(0) = ∅;

R(α + 1) = {(R(α)); and,

R(δ) =

¸

¦R(α) : α < δ¦ if δ is a limit ordinal.

Sometimes we write R

α

or V

α

for R(α). The next theorem connects and lists

some useful properties of the cumulative hierarchy and the rank function.

Theorem 36.

76 CHAPTER 9. THE UNIVERSE

1. ∀α ∈ ON R(α) is transitive.

2. ∀α ∈ ON ∀β ∈ ON (β < α →R(β) ⊆ R(α).

3. ∀x ∀α ∈ ON (x ∈ R(α) ↔ ∃β ∈ α x ⊆ R(β)).

4. ∀x ∀α ∈ ON (x ∈ R(α + 1) ` R(α) ↔ rank(x) = α).

5. ∀x ∃α ∈ ON x ∈ R(α); i.e., V =

¸

¦R(α) : α ∈ ON¦.

Proof.

1. This is an easy induction on α ∈ ON.

2. Apply induction on α, using (1).

3. (→) Note that if γ is least ordinal such that x ∈ R(γ), then γ is a

successor ordinal, so choose β such that γ = β + 1;

(←) This uses (2).

4. First show by induction on α that rank(x) < α implies x ∈ R(α).

5. This follows from ∀x ∃α ∈ ON rank(x) = α.

We have discussed cardinality as a way of measuring the size of a set.

However, if our set is not transitive, the cardinality function does not tell the

whole story since it cannot distinguish the elements of the set. For example,

although N ∈ ¦N¦, [N[ = ℵ

0

while [¦N¦[ = 1. Intuitively, we think of ¦N¦ as

no smaller than N. As such, we deﬁne the hereditary cardinality, hcard(x),

of a set x, as the cardinality of its transitive closure:

hcard(x) = [trcl(x)[

The corresponding cardinal-gradation is deﬁned as follows.

For each cardinal κ,

H(κ) = ¦x : [trcl(x) < κ¦.

77

The members of H(ω) are called the hereditarily ﬁnite sets and the members

of H(ω

1

) are called the hereditarily countable sets. The next theorem lists

some important properties of H.

Theorem 37.

1. For any inﬁnite cardinal κ, H(κ) is transitive.

2. For any inﬁnite cardinal κ, ∀x hcard(x) < κ → rank(x) < κ.

3. For any inﬁnite cardinal κ, H(κ) ⊆ R(κ).

4. For any inﬁnite cardinal κ, ∃z z = H(κ).

5. ∀x ∃κ (κ is a cardinal and x ∈ H(κ)); i.e,

V =

¸

¦H(κ) : κ is a cardinal¦.

Proof.

1. Apply part (2) of Theorem 33.

2. Case 1: κ is regular.

The proof is by ∈-induction on V, noting that if rank(y) < κ for

each y ∈ x and [x[ < κ, then rank(x) < κ.

Case 2: κ is singular.

There is a regular cardinal λ such that hcard(x) < λ < κ; now

use Case 1.

3. This follows from (2) and Theorem 36.

4. Apply (3) and Comprehension.

5. This follows since ∀x ∃κ hcard(x) = κ.

Theorem 38. If κ is an inaccessible cardinal, then H(κ) = R(κ).

78 CHAPTER 9. THE UNIVERSE

Proof. From Theorem 37 we have H(κ) ⊆ R(κ).

For the reverse containment, let x ∈ R(κ). By Theorem 36, ∃α < κ

such that x ∈ R(α + 1) ` R(α). So x ⊆ R(α). Since R(α) is transitive,

trcl(x) ⊆ R(α).

It suﬃces to prove by induction that ∀α < κ [R(α)[ < κ. For successor

α = β + 1, we note that [{(λ)[ < κ, where λ = [R(β)[; for limit α we apply

Theorem 36, observing that κ is regular.

Chapter 10

Reﬂection

There is a generalisation of the Equality Axiom, called the Equality Principle,

which states that for any formula Φ we have x = y implying that Φ holds at

x iﬀ Φ holds at y. The proof requires a new technique, called induction on

complexity of the formula.

We make this precise. For each formula Φ of set theory all of whose free

variables lie among v

0

, . . . , v

n

we write Φ(v

0

, . . . , v

n

) and for each i and j with

0 ≤ i ≤ n, we denote by Φ(v

0

, . . . , v

i

/v

j

, . . . , v

n

) the result of substituting v

j

for each free occurance of v

i

.

For each formula Φ(v

0

, . . . , v

n

) and each i and j with 0 ≤ i ≤ n we have:

Theorem 39. Φ, i, j

∀v

0

. . . ∀v

i

. . . ∀v

n

∀v

j

[v

i

= v

j

→ (Φ(v

0

, . . . , v

n

) ↔ (Φ(v

0

, . . . , v

i

/v

j

, . . . , v

n

))]

This is a scheme of theorems, one for each appropriate Φ, i, j.

Proof. The proof will come in two steps.

1. We ﬁrst prove this for atomic formulas Φ.

79

80 CHAPTER 10. REFLECTION

Case 1 Φ is v

i

∈ v

k

where i = k

This is true by Axiom of Equality.

Case 2 Φ is v

k

∈ v

i

where i = k

This is true by Axiom of Extensionality.

Case 3 Φ is v

i

∈ v

i

This is true since by Theorem 2 both v

i

∈ v

j

and v

j

∈ v

i

are false.

Case 4 Φ is v

k

∈ v

k

where i = k

This is true since both Φ(v

0

, . . . , v

n

) and Φ(v

0

, . . . , v

i

/v

j

, . . . , v

n

)

are the same.

Case 5 Φ is v

i

= v

k

where i = k

This is true by Theorem 1.

Case 6 Φ is v

k

= v

i

where i = k

This is similar to case 5.

Case 7 Φ is v

i

= v

i

This is true since by Theorem 1 both v

i

= v

i

and v

j

= v

j

are true.

Case 8 Φ is v

k

= v

k

where i = k

This is similar to case 4.

2. We now show that for any subformula Ω of Φ, if the theorem is true

for all proper subformulas of Ω then it is true for Ω. Here Θ and Ψ

are subformulas of Ω and Ω is expressed in parentheses for each case

according to how Ω is built.

Case 1 (Θ)

This is true since if

Θ(v

0

, . . . , v

n

) ↔ Θ(v

0

, . . . , v

i

/v

j

, . . . , v

n

)

then

Θ(v

0

, . . . , v

n

) ↔ Θ(v

0

, . . . , v

i

/v

j

, . . . , v

n

)

Case 2 (Θ∧ Ψ)

From the hypothesis that

Θ(v

0

, . . . , v

n

) ↔ Θ(v

0

, . . . , v

i

/v

j

, . . . , v

n

)

and

Ψ(v

0

, . . . , v

n

) ↔ Ψ(v

0

, . . . , v

i

/v

j

, . . . , v

n

)

81

we obain

Θ(v

0

, . . . , v

n

) ∧ Ψ(v

0

, . . . , v

n

)

iﬀ

Θ(v

0

, . . . , v

i

/v

j

, . . . , v

n

) ∧ Ψ(v

0

, . . . , v

i

/v

j

, . . . , v

n

).

Cases 3 through 5 result from Cases 1 and 2.

Case 3 (Θ∨ Ψ)

Case 4 (Θ → Ψ)

Case 5 (Θ ↔ Ψ)

Case 6 (∀v

k

Θ) and i = k

We have

∀v

0

. . . ∀v

n

∀v

j

[v

i

= v

j

→ Θ(v

0

, . . . , v

n

)

↔ Θ(v

0

, . . . , v

i

/v

j

, . . . , v

n

)].

If v

k

is not free in Θ, then Θ ↔ ∀v

k

Θ and we are done. If v

k

is

free in Θ, then since 0 ≤ k ≤ n we have

∀v

0

. . . ∀v

n

∀v

j

∀v

k

[v

i

= v

j

→ Θ(v

0

, . . . , v

n

)

↔ Θ(v

0

, . . . , v

i

/v

j

, . . . , v

n

)]

and so

∀v

0

. . . ∀v

n

∀v

j

[v

i

= v

j

→ (∀v

k

)(Θ(v

0

, . . . , v

n

)

↔ Θ(v

0

, . . . , v

i

/v

j

, . . . , v

n

))]

and so

∀v

0

. . . ∀v

n

∀v

j

[v

i

= v

j

→ (∀v

k

)Θ(v

0

, . . . , v

n

)

↔ (∀v

k

)Θ(v

0

, . . . , v

i

/v

j

, . . . , v

n

))].

Case 7 (∃v

k

) Θ) and i = k

This follows from Cases 1 and 6.

Case 8 (∀v

i

Θ)

This is true since v

i

is not free in Φ, hence Φ(v

0

, . . . , v

i

/v

j

, . . . , v

n

)

is Φ(v

0

, . . . , v

n

).

82 CHAPTER 10. REFLECTION

Case 9 (∃v

i

) Θ)

This is similar to case 8.

We conclude that the theorem scheme holds for all appropriate Φ, i, j.

Let M be a term and Φ any formula of the language of set theory. We

deﬁne the relativisation of Φ to M, denoted by Φ

M

, as follows:

1. If Φ is atomic then Φ

M

is Φ;

2. If Φ is Ψ then Φ

M

is Ψ

M

;

3. If Φ is (Ψ

1

∧ Ψ

2

) then Φ

M

is (Ψ

M

1

∧ Ψ

M

2

);

4. If Φ is (Ψ

1

∨ Ψ

2

) then Φ

M

is (Ψ

M

1

∨ Ψ

M

2

);

5. If Φ is (Ψ

1

→ Ψ

2

) then Φ

M

is (Ψ

M

1

→ Ψ

M

2

);

6. If Φ is (Ψ

1

↔ Ψ

2

); then Φ

M

is (Ψ

M

1

↔ Ψ

M

2

);

7. If Φ is (∀v

i

)Ψ then Φ

M

is (∀v

i

∈ M)Ψ

M

; and,

8. If Φ is (∃v

i

)Ψ then Φ

M

is (∃v

i

∈ M)Ψ

M

.

We write M [= Φ for Φ

M

and moreover whenever Φ has no free variables we

say that M is a model of Φ.

We denote by ZFC the collection of axioms which include: Equality,

Extensionality, Existence, Pairing, Foundation, Union, Intersection, the Re-

placement Scheme, Power Set, Choice and Inﬁnity.

For each axiom Φ of ZFC, except for the Axiom of Inﬁnity, we have:

Lemma. Φ

R(ω) [= Φ.

83

Lemma. If M is transitive, then M models Equality, Extensionality, Exis-

tence and Foundation.

For each axiom Φ of ZFC, except for those in the Replacement Scheme,

we have:

Theorem 40. For each uncountable κ, R(κ) [= Φ.

Exercise 30. Prove the above theorem scheme. Use the fact that V [= Φ.

For each axiom Φ of ZFC, except for Power Set, we have:

Theorem 41. For each uncountable regular cardinal κ, H(κ) [= Φ.

Exercise 31. Prove the above theorem scheme.

If κ is an inaccessible cardinal, then R(κ) = H(κ) [= Φ, for each axiom

Φ of ZFC.

Lemma. If κ is the least inaccessible cardinal, then

H(κ) [= ∃ an inaccessible cardinal.

From this lemma we can infer that there is no proof, from ZFC, that

there is an inaccessible cardinal. Suppose Θ is the conjuction of all the

(ﬁnitely many) axioms used in such a proof. Then from Θ we can derive

(∃λ)(λ is an inaccessible). Let κ be the least inaccessible cardinal. Then

H(κ) [= Θ so

H(κ) [= (∃λ)(λ is an inaccessible).

This assumes that our proof system is sound; i.e., if from Θ

1

we can derive Θ

2

and M [= Θ

1

, then M [= Θ

2

. We conclude that ZFC plus “∃ an inaccessible”

is consistent.

We can also infer that ZFC minus “Inﬁnity” plus “(∃z)(z = N)” is

consistent. Suppose not. Suppose Θ is the conjuction of the ﬁnitely many

axioms of ZFC − Inf needed to prove (∃z)(z = N). Then H(ω) [= Θ, so

H(ω) [= (∃z)(z = N), which is a contradiction.

84 CHAPTER 10. REFLECTION

In fact, given any collection of formulas without free variables and a class

M such that for each Φ in the collection M [= Φ, we can then conclude that

the collection is consistent.

For example, ZFC minus “Power Set” plus “(∀x)(x is countable)” is con-

sistent:

Lemma. H(ω

1

) [= (∀x)(x is countable).

If Φ(v

0

, . . . , v

k

) is a formula of the language of set theory and

M = ¦x : χ

M

(x, v)¦ and C = ¦x : χ

C

(x, v)¦ are classes, then we say Φ

is absolute between M and C whenever

(∀v

0

∈ M ∩ C) . . . (∀v

k

∈ M ∩ C) [Φ

M

↔ Φ

C

].

This concept is most often used when M ⊆ C. When C = V, we say that

Φ is absolute for M.

For classes M = ¦x : χ

M

(x, v)¦ and C = ¦x : χ

C

(x, v)¦ with M ⊆ C and

a list Φ

0

, . . . , Φ

m

of formulas of set theory such that for each i ≤ m every

subformula of Φ

i

is contained in the list, we have:

Lemma. χ

M

, χ

C

, Φ

1

, . . . , Φ

m

The following are equivalent:

1. Each of Φ

1

, . . . , Φ

m

are absolute between M and C.

2. Whenever Φ

i

is ∃x Φ

j

(x, v) for i, j ≤ m we have

(∀v

1

∈ M . . . ∀v

k

∈ M)(∃x ∈ C Φ

C

j

(x, v) → ∃x ∈ M Φ

C

j

(x, v)).

The latter statement is called the Tarski-Vaught Condition.

Proof. ((1) ⇒ (2))

85

Let v

0

∈ M, . . . , v

k

∈ M and suppose ∃x ∈ C Φ

C

j

(x, v

0

, . . . , v

k

). Then

Φ

C

i

(v

0

, . . . , v

k

) holds. By absoluteness Φ

M

i

(v

0

, . . . , v

k

) holds; i.e.,

∃x ∈ M Φ

M

j

(x, v

0

, . . . , v

k

), so by absoluteness of Φ

j

(x, v

0

, . . . , v

k

) for x ∈ M

we have ∃x ∈ M Φ

C

j

(x, v

0

, . . . , v

k

).

(2) ⇒ (1)

This is proved by induction on complexity of Φ

i

, noting that each sub-

formula appears in the list. There is no problem with the atomic formula

step since atomic formulas are always absolute. Similarly, the negation and

connective steps are easy. Now if Φ

i

is ∃x Φ

j

and each of v

1

, . . . , v

k

is in M

we have

Φ

M

i

(v

1

, . . . , v

k

) ⇔ ∃x ∈ M Φ

M

j

(x, v

1

, . . . , v

k

)

⇔ ∃x ∈ M Φ

C

j

(x, v

1

, . . . , v

k

)

⇔ ∃x ∈ C Φ

C

j

(x, v

1

, . . . , v

k

)

⇔ Φ

C

i

(v

1

, . . . , v

k

)

where the second implication is due to the inductive hypothesis and the third

implication is by part (2).

The next theorem scheme is called the Levy Reﬂection Principle.

For each formula Φ of the language of set theory, we have:

Theorem 42. Φ

∀α ∈ ON ∃β ∈ ON [β > α and Φ is absolute for R(β)].

If, in addition, Φ has no free variables then Φ implies R(β) [= Φ. This is

interpreted as the truth of Φ being reﬂected to R(β).

Proof. Form a collection Φ

1

, . . . , Φ

m

of all the subformulas of Φ. We will

use the Tarski-Vaught Condition for Φ

1

, . . . , Φ

m

to get absoluteness between

R(β) and V; but ﬁrst we must ﬁnd β.

86 CHAPTER 10. REFLECTION

For each i = 1, . . . , m such that Φ

i

is ∃x Ψ for some formula Ψ we deﬁne

f

i

such that f

i

: V →ON by setting

f

i

('y

1

, . . . , y

l

i

`) = min ¦γ : γ ∈ ON ∧ ∃x ∈ R(γ) Ψ(x, y

1

, . . . , y

l

i

)¦

if such an ordinal exists, and f

i

('y

1

, . . . , y

l

i

`) = α otherwise.

Now deﬁne h: ω →ON by recursion by the formulas

h(0) = α

h(n + 1) = sup ¦f

i

('y

1

, . . . , y

l

i

`) : 1 ≤ i < m and each y

j

∈ R(h(n))¦

and then let β = sup ¦h(n) : n ∈ ω¦. This β works.

The analogous theorem scheme can be proven for the H(κ) hierarchy as

well.

We can now argue that ZFC cannot be ﬁnitely axiomatised. That is,

there is no one formula without free variables which implies all axioms of

ZFC and is, in turn, implied by ZFC. Suppose such a Φ exists. By the

Levy Reﬂection Principle, choose the least β ∈ ON such that Φ

R(β)

. We

have R(β) [= Φ. Hence R(β) [= ∃α ∈ ON Φ

R(α)

, since this instance of the

theorem follows from ZFC. Thus,

(∃α ∈ ON Φ

R(α)

)

R(β)

.

That is,

∃α ∈ (ON ∩ R(β)) Φ

R(α)∩R(β)

.

But ON ∩ R(β) = β, the ordinals of rank < β. So, α < β and we have

∃α < β Φ

R(α)

, contradicting the minimality of β.

For any formula Φ of the language of set theory with no free variables

and classes M = ¦v : χ

M

(v)¦, C = ¦v : χ

C

(v)¦, and F = ¦v : χ

F

(v)¦ we

have:

Lemma. Φ, χ

M

, χ

C

, χ

F

If F : M → C is an isomorphism then Φ is absolute between M and C.

That is, M [= Φ iﬀ C [= Φ.

87

Proof. It is easy to show by induction on the complexity of Φ that

Ψ(x

1

, . . . , x

k

) ⇔ Ψ(F(x

1

), . . . , F(x

k

))

for each subformula Ψ of Φ.

A bounded formula (also called a ´

0

formula) is one which is built up as

usual with respect to atomic formulas and connectives, but where each ∃x Φ

clause is replaced by ∃x ∈ y Φ, and the ∀x Φ clause is replaced by ∀x ∈ y Φ.

´

0

formulas are absolute for transitive models. That is, for each ´

0

formula Φ(v

0

, . . . , v

k

, w) and for each class M = ¦x : χ

M

(x, w)¦ we have:

Theorem 43. Φ, χ

M

∀ w if M is transitive, then

(∀v

0

∈ M) . . . (∀v

k

∈ M) [Φ

M

(v

0

, . . . , v

k

, w) ↔ Φ(v

0

, . . . , v

k

, w)]

Proof. We use induction on the complexity of Φ. We only show the ∃ step.

Suppose [(∀v

0

∈ M) . . . (∀v

k

∈ M) Φ

M

(v

0

, . . . , v

k

, w)] ↔ Φ(v

0

, . . . , v

k

, w).

We wish to consider (∃v

i

∈ v

j

) Φ(v

0

, . . . , v

k

, w).

Fix any v

0

, . . . , v

k

∈ M, but not v

i

; however, v

j

is ﬁxed in M. Now

(∃v

i

∈ v

j

Φ(v

0

, . . . , v

k

, w))

M

→ (∃v

i

∈ v

j

Φ(v

0

, . . . , v

k

, w))

since Φ

M

(v, w) → Φ(v, w). Also,

(∃v

i

∈ v

j

) Φ(v, w)

→(∃v

i

∈ v

j

) Φ

M

(v, w) since Φ(v, w)

→Φ

M

(v, w)

→∃v

i

∈ (v

j

∩ M) Φ

M

(v, w) since v

j

∈ M implies v

j

⊆ M

→((∃v

i

∈ v

j

) Φ(v, w))

M

88 CHAPTER 10. REFLECTION

A formula Φ( w) is said to be ´

T

1

, where T is a subcollection of ZFC,

whenever there are ´

0

formulas Φ

1

(v, w) and Φ

2

(v, w) such that using only

the axioms from T we can prove that both:

(∀ w)(Φ

1

( w) ↔ ∃v

0

. . . ∃v

k

Φ

1

(v, w))

(∀ w)(Φ

2

( w) ↔ ∀v

0

. . . ∀v

k

Φ

2

(v, w)).

We can now use the above theorem to show that if Φ( w) is a ´

T

1

formula

and M [= Θ for each Θ in T, then Φ( w) is absolute for M, whenever M is

transitive. We do so as follows, letting Ψ play the role of Ψ

1

above:

Φ( w) ⇔ ∃v

0

. . . ∃v

k

Ψ(v, w)

⇔ (∃v

0

∈ M) . . . (∃v

k

∈ M) [Ψ(v, w)]

⇔ ∃v

0

. . . ∃v

k

Ψ(v, w)

M

⇔ Φ( w)

M

The ﬁrst and third implications accrue from Φ( w) being ´

T

1

; the second from

the fact that Ψ is ´

0

and M is transitive and models the axioms of T.

This is often used with T as ZFC without Power Set and M = H(κ).

Chapter 11

Elementary Submodels

In this chapter we shall ﬁrst introduce a collection of set operations proposed

by Kurt G¨odel which are used to build sets. We shall then discuss the new

concept of elementary submodel.

We now deﬁne the ordered n−tuple with the following inﬁnitely many

formulas, thereby extending the notion of ordered pair.

'x` = x

'x, y` = ¦¦x¦, ¦x, y¦¦

'x, y, z` = ''x, y`, z`

'x

1

, . . . , x

n

` = ''x

1

, . . . , x

n−1

`, x

n

`

The following operations shuﬄe the components of such tuples in a set

S.

F

0

(S) = ¦''u, v`, w` : 'u, 'v, w`` ∈ S¦

F

1

(S) = ¦'u, 'v, w`` : ''u, v`, w` ∈ S¦

F

2

(S) = ¦'v, u` : 'u, v` ∈ S¦

F

3

(S) = ¦'v, u, w` : 'u, v, w` ∈ S¦

F

4

(S) = ¦'t, v, u, w` : 't, u, v, w` ∈ S¦

Lemma. (Shuﬄe Lemma Scheme)

89

90 CHAPTER 11. ELEMENTARY SUBMODELS

For any m ∈ N and any permutation σ: m → m, there is a composition of

the operations F

0

, F

1

, F

2

, F

3

, F

4

such that for any S,

F

σ

(S) = ¦'x

σ(0)

, . . . , x

σ(m−1)

` : 'x

0

, . . . , x

m−1

` ∈ S¦.

Proof. Since binary exchanges generate the symmetric group, noting that

the identity permutation is given by F

2

◦ F

2

, it suﬃces to consider only σ

such that for some l ≤ m,

σ(i) =

i + 1, if i = l;

i −1, if i = l + 1;

i, otherwise.

For convenience, let F

n

i

denote the n−fold composition of F

i

. There are

several cases.

Case 1: m = 2

F

σ

= F

2

Case 2: m = 3, l = 1

F

σ

= F

3

Case 3: m = 3, l = 2

F

σ

= F

0

◦ F

2

◦ F

3

◦ F

2

◦ F

1

Case 4: m ≥ 4, l = 1

F

σ

= F

m−3

0

◦ F

3

◦ F

m−3

1

Case 5: m ≥ 4, 1 ≤ l ≤ m−1

F

σ

= F

m−l−2

0

◦ F

4

◦ F

m−l−2

1

Case 6: m ≥ 4, l = m−1

Fσ = F

0

◦ F

2

◦ F

3

◦ F

2

◦ F

1

The G¨odel Operations are as follows:

91

G

1

(X, Y ) = ¦X, Y ¦

G

2

(X, Y ) = X ` Y

G

3

(X, Y ) = ¦'u, v` : u ∈ X ∧ v ∈ Y ¦; i.e., X Y

G

4

(X, Y ) = ¦'u, v` : u ∈ X ∧ v ∈ Y ∧ u = v¦

G

5

(X, Y ) = ¦'u, v` : u ∈ X ∧ v ∈ Y ∧ u ∈ v¦

G

6

(X, Y ) = ¦'u, v` : u ∈ X ∧ v ∈ Y ∧ v ∈ u¦

G

7

(X, R) = ¦u : ∃x ∈ X 'u, x` ∈ R¦

G

8

(X, R) = ¦u : ∀x ∈ X 'u, x` ∈ R¦

G

9

(X, R) = F

0

(R)

G

10

(X, R) = F

1

(R)

G

11

(X, R) = F

2

(R)

G

12

(X, R) = F

3

(R)

G

13

(X, R) = F

4

(R)

G

9

through G

13

are deﬁned as binary operations for conformity.

We now construct a function which, when coupled with recursion on ON,

will enumerate all possible compositions of G¨odel operations. G: NV →V

is given by the following rule. For each k ∈ ω and each s: k →V, we deﬁne

G[

N×s

by recursion on N as follows:

G(n, s) =

s(i), if n = 17

i

, 0 ≤ i ≤ k;

G

m

(G(i, s), G(j, s)), if n = m 19

i+1

23

j+1

, 1 ≤ m ≤ 13;

∅, otherwise.

—

Now G enumerates all compositions of G¨odel operations.

We wish to prove that sets deﬁned by ´

0

formulas can be obtained

through a composition of G¨odel operations. First we need a lemma.

Lemma. Each of the following sets is equal to a composition of G¨odel oper-

ations on X, w.

92 CHAPTER 11. ELEMENTARY SUBMODELS

1. ¦'x

1

, . . . , x

m

` : x

1

∈ X ∧ ∧ x

m

∈ X ∧ w

i

= w

j

¦

2. ¦'x

1

, . . . , x

m

` : x

1

∈ X ∧ ∧ x

m

∈ X ∧ w

i

∈ w

j

¦

3. ¦'x

1

, . . . , x

m

` : x

1

∈ X ∧ ∧ x

m

∈ X ∧ w

i

= x

j

¦

4. ¦'x

1

, . . . , x

m

` : x

1

∈ X ∧ ∧ x

m

∈ X ∧ w

i

∈ x

j

¦

5. ¦'x

1

, . . . , x

m

` : x

1

∈ X ∧ ∧ x

m

∈ X ∧ x

i

∈ w

j

¦

6. ¦'x

1

, . . . , x

m

` : x

1

∈ X ∧ ∧ x

m

∈ X ∧ x

i

= x

j

¦

7. ¦'x

1

, . . . , x

m

` : x

1

∈ X ∧ ∧ x

m

∈ X ∧ x

i

∈ x

j

¦

Proof. First note that

¦'x

1

, . . . , x

m

` : x

1

∈ X ∧ ∧ x

m

∈ X¦ = G

3

(G

3

. . . (G

3

(X, X), . . . X), X)

where G

3

is composed (m − 1)−fold; i.e., (. . . ((X X) X) X).

Now call this set P

m

(X), the m

th

power of X. Let us now examine each of

the seven cases individually.

1. This is either P

m

(X) or ∅ depending upon whether or not w

i

= w

j

.

2. This is either P

m

(X) or ∅ depending upon whether or not w

i

∈ w

j

.

3. If m = 1, then this set is 'w

i

` = w

i

. For m > 1, we may, thanks to the

Shuﬄe Lemma, without loss of generality assume that j = m. The set

is equal to

G

3

(P

m−1

(X), w

i

)

if w

i

∈ X and ∅ otherwise.

4. Again, without loss of generality, we assume j = m. This set is equal

to

G

3

(P

m−1

(X), G

7

(X, G

6

(X, ¦w

i

¦))).

5. Again, assume j = m. This set is given by

G

3

(P

m−1

(X), G

7

(X, G

5

(X, ¦w

i

¦))).

93

6. This time, assume i = m−1 and j = m. This set is

G

3

(P

m−2

(X), G

4

(X, X)).

7. We assume again that i = m−1 and j = m. This set becomes

G

3

(P

m−2

(X), G

5

(X, X)).

For each formula Φ(x, w) of the language of set theory we have:

Theorem 44. Φ

(∀ w)(∀X)(∃n ∈ ω) [¦x ∈ X : Φ

X

(x, w)¦ = G(n, s)]

where s(i) = w

i

for i < k and s(k) = X.

Proof. We prove by induction on the complexity of Φ that for all m ∈ ω and

Φ

(∀ w)(∃n ∈ ω)[¦'x

1

, . . . , x

m

` : x

1

∈ X ∧ ∧ x

m

∈ X

and Φ

X

(x

1

, . . . , x

m

, w)¦ = G(n, s)]

The proof of the theorem for any given Φ will assume the corresponding

result for a ﬁnite number of simpler formulas, the proper subformulas of Φ.

We begin by looking at atomic formulas Φ. This step is covered by the

previous lemma.

Now we proceed by induction on complexity. Suppose that

¦'x

1

, . . . , x

m

` : x

1

∈ X ∧ ∧ x

m

∈ X and Φ

X

1

(x

1

, . . . , x

m

, w)¦ = G(n

1

, s)

and

¦'x

1

, . . . , x

m

` : x

1

∈ X ∧ ∧ x

m

∈ X and Φ

X

2

(x

1

, . . . , x

m

, w)¦ = G(n

2

, s).

94 CHAPTER 11. ELEMENTARY SUBMODELS

Then

¦'x

1

, . . . , x

m

` : x

1

∈ X . . . x

m

∈ X and Φ

X

1

(x

1

, . . . , x

m

, w)¦

= P

m

(X) ` G(n

1

, s) = G

2

(P

m

(X), G(n

1

, s))

and

¦'x

1

, . . . , x

m

` : x

1

∈ X . . . x

m

∈ X and Φ

X

1

∧ Φ

X

2

(x

1

, . . . , x

m

, w)¦

= G(n

1

, s) ∩ G(n

2

, s).

The other connectives can be formed from and ∧; as such, ∀x

l

is ∃x

l

,

so it only remains to do the Φ = ∃x

l

Φ

1

step. Thanks again to the last

lemma, we may assume that l = m. Then Φ is ∃x

m

Φ

1

and

¦'x

1

. . . x

m−1

` : x

1

∈ X ∧ ∧ x

m−1

∈ X and Φ

X

(x

1

, . . . , x

m−1

, w)¦

= G

7

(G(n

1

, s))

Let’s write G(n, X, y) for G(n, s), where s(0) = X and s(k + 1) = y(k)

for all k ∈ dom(y) = dom(s) −1.

M is said to be an elementary submodel of N whenever

1. M ⊆ N; and,

2. ∀k ∈ ω ∀y ∈

k

M ∀n ∈ ω G(n, N, y) ∩ N = ∅ ⇔ G(n, N, y) ∩ M = ∅.

We write M ≺ N.

Justiﬁcation of the terminology comes from the following theorem scheme.

For each formula Φ of the language of set theory we have:

Theorem 45. Φ

Suppose M ≺ N. Then Φ is absolute between M and N.

95

Proof. We will use the Tarski-Vaught criterion. Let Φ

0

, . . . , Φ

m

enumer-

ate Φ and each of its subformulas. Suppose Φ

i

is ∃x Φ

j

(x, y

0

, . . . , y

k

) with

y

0

, . . . , y

k

∈ M in a sequence y.

Let n ∈ ω so that by Theorem 44 we can ﬁnd n ∈ ω such that

G(n, N, y) = ¦x ∈ N : Φ

N

j

(x, y

0

, . . . , y

k

)¦.

Then

∃x ∈ N Φ

N

j

(x, y

0

, . . . , y

k

) ↔ G(n, N, y) ∩ N = ∅

↔ G(n, N, y) ∩ M = ∅

↔ ∃x ∈ M Φ

N

j

(x, y

0

, . . . , y

k

).

The following is sometimes called the Lowenheim-Skolem-Tarski theorem.

Theorem 46. Suppose X ⊆ N. Then there is an M such that

1. M ≺ N;

2. X ⊆ M; and,

3. [M[ ≤ max¦ω, [X[¦.

Proof. Deﬁne F : ω

¸

¦

k

N : k ∈ ω¦ → N by choice:

F(n, s) =

some element of G(n, N, s) if G(n, N, s) = ∅

any element of N otherwise

Now deﬁne ¦X

n

¦

n∈ω

by recursion on N as follows:

X

0

= X

X

m+1

= X

m

∪ F

(ω

¸

¦

k

(X

m

) : k ∈ ω¦)

96 CHAPTER 11. ELEMENTARY SUBMODELS

Let M =

¸

m∈ω

X

m

. As such, (2) and (3) are clearly satisﬁed. To check

(1), let y ∈

k

(X

m

). If G(n, N, y) ∩ N = ∅, then F(n, y) ∈ X

m+1

⊆ M and

G(n, N, y) ∩ M = ∅.

The use of elementary submodels of the H(θ) can be illustrated.

Theorem 47. (Pressing Down Lemma)

Let f : ω

1

` ¦0¦ → ω

1

be regressive; i.e., f(α) < α for all α.

Then ∃β ∈ ω

1

such that f

←

¦β¦ is uncountable.

Theorem 48. (Delta System Lemma)

Let / be an uncountable collection of ﬁnite sets.

Then ∃T ⊆ / ∃R such that

1. T is uncountable, and

2. ∀D

1

, D

2

∈ T D

1

∩ D

2

= R.

We need some lemmas. Assume M ≺ H(θ) where θ is an uncountable

regular cardinal. For each ´

0

formula Φ(v

0

, . . . , v

k

) we have:

Lemma. Φ

(∀y

0

∈ M) . . . (∀y

k

∈ M) [M [= Φ(y

0

, . . . , y

k

) ⇔ Φ(y

0

, . . . , y

k

)].

Proof.

M [= Φ(y

0

, . . . , y

k

) ⇔ H(θ) [= Φ(y

0

, . . . , y

k

) by elementarity,

⇔ Φ(y

0

, . . . , y

k

) since H(θ) is transitive.

97

Remark. The same is true for ´

T

1

formulas where T is ZFC without Power

Set.

For any formula Φ(v

0

, . . . , v

k

) of LOST, we have:

Lemma. Φ

∀y

0

∈ M ∀y

2

∈ M . . . ∀y

k

∈ M ∀x ∈ H(θ)

[H(θ) [= z = ¦x : Φ(x, y

0

, . . . , y

k

)¦ → z ∈ M].

Proof. Let y

0

, . . . , y

k

∈ M and z ∈ H(θ) be given such that

H(θ) [= z = ¦x : Φ(x, y

0

, . . . , y

k

)¦.

Then,

H(θ) [= ∃u u = ¦x : Φ(x, y

0

, . . . , y

k

)¦

⇒M [= ∃u u = ¦x : Φ(x, y

0

, . . . , y

k

)¦

⇒∃p ∈ M [M [= p = ¦x : Φ(x, y

0

, . . . , y

k

)¦]

⇒H(θ) [= p = ¦x : Φ(x, y

0

, . . . , y

k

)¦

⇒H(θ) [= p = z.

H(θ) is transitive; therefore, p = z and hence z ∈ M.

Corollaries. 1. If M ≺ H(θ), then

(a) ∅ ∈ M;

(b) ω ∈ M; and,

(c) ω ⊆ M.

2. If also θ > ω

1

, then ω

1

∈ M.

Proof. ∅ and ω are direct. For ω ⊆ M show that y ∈ M ⇒ y ∪ ¦y¦ ∈ M.

98 CHAPTER 11. ELEMENTARY SUBMODELS

Lemma. Suppose M ≺ H(θ) where θ is regular and uncountable. Suppose

p is countable and p ∈ M. Then p ⊆ M.

Proof. Let q ∈ p; we must show that q ∈ M. Let f

0

: ω → p be a surjection.

Since ¦ω, p¦ ⊂ H(θ) we must have f

0

∈ H(θ). Since the formula “f : ω →

p and p is surjective” is a ´

0

formula and ¦f

0

, ω, p¦ ⊂ H(θ), we have H(θ) [=

(f

0

: ω → p and p is surjective). So

H(θ) [= (∃f)(f : ω → and p is surjective).

Since ¦ω, p¦ ⊂ M we have,

M [= (∃f)(f : ω → p and p is surjective).

That is, (∃f

p

∈ M)(f

p

: ω → p and p is surjective).

Pick n ∈ ω such that f

p

(n) = q, and again use the ﬁrst lemma as follows.

Since ¦p, f

p

, n¦ ⊂ M and (∃!x)(x ∈ p and f

p

(n) = x) is a ´

0

formula

M [= (∃!x)(x ∈ p and f

p

(n) = x).

That is, (∃!x)(x ∈ p ∩ M and f

p

(n) = x). Since x is unique, x = q and thus

q ∈ M.

Corollary. ω

1

∩ M ∈ ω

1

.

Proof. It is enough to show that ω

1

∩M is a countable initial segment of ω

1

.

If α ∈ ω

1

∩ M, then by the above lemma, α ⊆ M.

Proof of Pressing Down Lemma

Let M ≺ H(ω

2

) such that M is countable and f ∈ M. Let δ = ω

1

∩ M

and let β = f(δ) < δ. Then,

(∀α < δ)(∃x ∈ ω

1

) [x > α ∧ f(x) = β].

99

So ∀α < δ H(ω

2

) [= (∃x ∈ ω

1

)(x > α ∧ f(x) = β), since everything relevant

is in H(ω

2

). Hence,

∀α < δ M [= (∃x ∈ ω

1

)(x > α ∧ f(α) = β)

since ¦α, β, ω

1

, f¦ ⊂ M. Now, since δ = ω

1

∩ M we have,

M [= (∀α ∈ ω

1

)(∃x ∈ ω

1

) [x > α ∧ f(α) = β].

So H(ω

2

) [= (∀α ∈ ω

1

)(∃x ∈ ω

1

) [x > α ∧ f(α) = β]. Thus we have

H(ω

2

) [= f

←

¦β¦ is uncountable.

Again, since everything relevant is in H(ω

2

) we conclude that f

←

¦β¦ is

uncountable.

2

Proof of the Delta System Lemma

Let / be as given. We may, without loss of generosity, let

/ = ¦a(α) : α < ω

1

¦

where a: ω

1

→V. We may also assume that a: ω

1

→ {(ω

1

).

Let M be countable with ¦/, ¬¦ ⊆ ´ and M ≺ H(ω

2

). Let δ = ω

1

∩M.

Let R = a(δ) ∩ δ. Since R ⊆ M, we know R ∈ M by the second lemma. So,

∀α < δ ∃β > α a(β) ∩ β = R

⇒H(ω

2

) [= (∀α < δ)(∃β > α) [a(β) ∩ β = R]

⇒(∀α < δ) [H(ω

2

) [= (∃β > α)(a(β) ∩ β = R)]

⇒(∀α < δ) [M [= (∃β > α)(a(β) ∩ β = R)]

⇒M [= (∀α < ω

1

)(∃β > α) [a(β) ∩ β = R]

⇒(∀α < ω

1

)(∃β > α) [a(β) ∩ β = R].

Now recursively deﬁne D: ω

1

→ / as follows:

D(α) = a(0);

D(γ) = a(β)

100 CHAPTER 11. ELEMENTARY SUBMODELS

where β is the least ordinal such that

β > sup ¦D(γ) : γ < α¦ and a(β) ∩ β = R.

Now if γ

1

< γ

2

< ω

1

, then D(γ

1

) ⊆ γ

2

. So,

R ⊆ D(γ

1

) ∩ D(γ

2

) ⊆ γ

2

∩ D(γ

2

) = R.

Thus we let T = ¦D(α) : α < ω

1

¦.

2

Theorem 49. (Elementary Chain Theorem)

Suppose that δ is a limit ordinal and ¦M

α

: α < δ¦ is a set of elementary

submodels of H(θ) such that

∀α ∀α

(α < α

< δ → M

α

⊂ M

α

).

Let

M

δ

=

¸

¦M

α

: α < δ¦.

Then M

δ

≺ H(θ).

Proof. Let k ∈ ω, let y ∈

k

M

δ

, and let n ∈ ω. We need to show that

G(n, H(θ), y) ∩ H(θ) = ∅ ⇒ G(n, H(θ), y) ∩ M

δ

= ∅.

But this is easy since y ∈

k

M

α

for some α < δ.

Chapter 12

Constructibility

The G¨odel closure of a set X is denoted by

cl(X) = ¦X ∩ G(n, y) : n ∈ ω and ∃k ∈ ω y ∈

k

(X)¦.

The constructible sets are obtained by ﬁrst deﬁning a function

L: ON →V

by recursion as follows:

L(0) = ∅

L(α + 1) = cl(L(α) ∪ ¦L(α)¦)

L(δ) =

¸

¦L(α) : α < δ¦ for a limit ordinal δ

We denote by L the class

¸

¦L(α) : α ∈ ON¦. Sets in L are said to be

constructible.

Lemma. For each ordinal α, L(α) ⊆ R(α).

Proof. This is proved by induction. L(0) = ∅ = R(0) and for each α ∈ ON

we have, by deﬁnition,

L(α + 1) ⊆ {(L(α))

⊆ R(α + 1)

101

102 CHAPTER 12. CONSTRUCTIBILITY

Lemma.

1. ∀X X ⊆ cl(X).

2. If X is transitive, then cl(X) is transitive.

3. For each ordinal α, L(α) is transitive.

Proof.

1. For any w ∈ X, w = G(1, s), where s(0) = w.

2. Now, if z ∈ cl(X) then z ⊆ X so z ⊆ cl(X).

3. This follows from (1) by induction on ON.

Lemma.

1. For all ordinals α < β, L(α) ∈ L(β).

2. For all ordinals α < β, L(α) ⊆ L(β).

Proof.

1. For each α, L(α) ∈ L(α + 1) by Part (1) of the previous lemma. We

then apply induction on β.

2. This follows from (1) by transitivity of L(β).

Lemma.

1. For each ordinal β, β / ∈ L(β).

2. For each ordinal β, β ∈ L(β + 1).

103

Proof.

1. This is proved by induction on β. The case β = 0 is easy. If β = α +1

then β ∈ L(α + 1) would imply that β ⊆ L(α) and hence

α ∈ β ⊆ L(α)

contradicting the inductive hypothesis. If β is a limit ordinal and β ∈

L(β) then β ∈ L(α) for some α ∈ β and hence α ∈ β ∈ L(α), again a

contradiction.

2. We employ induction on β. The β = 0 case is given by 0 ∈ ¦0¦. We

do the sucessor and limit cases uniformly. Assume that

∀α ∈ β α ∈ L(α + 1).

Claim 1. β = L(β) ∩ ON.

Proof of Claim 1. If α ∈ β, then α ∈ L(α + 1) ⊆ L(β). If α ∈ L(β),

then α ∈ β because otherwise α = β or β ∈ α, which contradicts

β / ∈ L(β) from (1).

Claim 2. ∀x x ∈ ON iﬀ

[(∀u ∈ x ∀v ∈ u v ∈ x) ∧ (∀u ∈ x ∀v ∈ x (u ∈ v ∨ v ∈ u ∨ u = v))

∧(∀u ∈ x ∀v ∈ x ∀w ∈ x (u ∈ v ∧ v ∈ w → u ∈ w))].

Proof of Claim 2. The statement says that x is an ordinal iﬀ x is a tran-

sitive set and the ordering ∈ on x is transitive and satisﬁes trichotomy.

This is true since ∈ is automatically well founded.

The importance of this claim is that this latter formula, call it Φ(x), is

´

0

and hence absolute for transitive sets.

We have:

β = L(β) ∩ ON = ¦x ∈ L(β) : x is an ordinal¦

= ¦x ∈ L(β) : Φ(x)¦

= ¦x ∈ L(β) : Φ

L(β+1)

(α)¦

∈ cl(L(β)) using Theorem 44

= L(β + 1).

104 CHAPTER 12. CONSTRUCTIBILITY

Lemma.

1. For each ordinal β, β = L(β) ∩ ON.

2. ON ⊆ L.

Proof. This is easy from the previous lemmas.

Lemma.

1. If W is a ﬁnite subset of X then W ∈ cl(X).

2. If W is a ﬁnite subset of L(β) then W ∈ L(β + 1).

Proof.

1. We apply Theorem 44 to the formula “x = w

0

∨ ∨ x = w

n

”, where

W = ¦w

1

, w

2

, . . . , w

n

¦.

2. This follows immediately from (1).

Lemma.

1. If X is inﬁnite then [cl(X)[ = [X[.

2. α ≥ ω then [L(α)[ = [α[.

Proof.

1. By Theorem 44 we can construct an injection cl(X) → ω

¸

¦

k

X : k ∈

ω¦. Hence, [X[ ≤ [cl(X)[ ≤ max (ℵ

0

, [¦

k

X : k ∈ ω¦[) = [X[.

105

2. We proceed by induction, beginning with the case α = ω. We ﬁrst note

that from the previous lemma, we have L(n) = R(n) for each n ∈ ω.

Therefore,

[L(ω)[ = [

¸

¦L(n) : n ∈ ω¦[

= max (ℵ

0

, sup ¦[L(n)[ : n ∈ ω¦)

= max (ℵ

0

, sup ¦[R(n)[ : n ∈ ω¦)

= ℵ

0

.

For the successor case,

[L(β + 1)[ = [L(β)[ by (1)

= [β[ by inductive hypothesis

= [β + 1[ since β is inﬁnite .

And if δ is a limit ordinal then

[L(δ)[ = [

¸

¦L(β) : β ∈ δ¦[

= max ([δ[, sup ¦[L(β)[ : β ∈ δ¦)

= max ([δ[, sup ¦[(β)[ : β ∈ δ¦) by inductive hypothesis

= [δ[.

Lemma. (∀x) [x ⊆ L → (∃y ∈ L)(x ⊆ y)].

Proof. x ⊆ L means that ∀u ∈ x ∃α ∈ ON x ∈ L(α). By the Axiom of

Replacement,

∃z z = ¦α : (∃u ∈ x)(α is the least ordinal such that u ∈ L(α))¦.

Let β = sup z; then β ∈ ON and for each u ∈ x, there is α ≤ β such that

u ∈ L(α) ⊆ L(β). Since L(β) ∈ L(β + 1) ⊆ L, we can take y = L(β).

Remark. The above lemma is usually quoted as “L is almost universal”.

106 CHAPTER 12. CONSTRUCTIBILITY

Lemma. L [= V = L.

Proof. This is not the trivial statement

∀x ∈ L x ∈ L

but rather

∀x ∈ L (x ∈ L)

L

which is equivalent to (∀x ∈ L)(∃α ∈ ON x ∈ L(α))

L

; which is, in turn, since

ON ⊆ L, equivalent to (∀x ∈ L)(∃α ∈ ON)(x ∈ L(α))

L

.

This latter statement is true since “x ∈ L(α)” is a ´

0

formula when

written out in full in LOST, and since L is transitive.

For each Axiom Φ of ZFC we have:

Theorem 50. Φ

L [= Φ.

Proof. Transitivity of L automatically gives Equality, Extensionality, Exis-

tence and Foundation. We get Inﬁnity since ω ∈ L and “z = N” is a ´

0

formula.

For Comprehension, let Φ be any formula of LOST; we wish to prove

∀y ∈ L ∀w

0

∈ L. . . ∀w

n

∈ L ∃z ∈ L z = ¦x ∈ y : Φ

L

(x, y, w

0

, . . . , w

n

)¦

since L is transitive.

Fix y, w

0

, . . . , w

n

and α ∈ ON such that ¦y, w¦ ⊆ L(α). By the Levy

Reﬂection Principle, there is some β > α such that Φ is absolute between L

and L(β).

By Theorem 44, there is an n ∈ ω such that

G(n, L(β), y, w) = ¦x ∈ L(β) : Φ

L(β)

(x, y, w)¦.

107

and so by deﬁnition, ¦x ∈ L(β) : Φ

L(β)

(x, y, w)¦ ∈ L(β + 1). Now by

absoluteness, ¦x ∈ L(β) : Φ

L(β)

(x)¦ = ¦x ∈ L(β)Φ

L

(x)¦. So we have

¦x ∈ L(β) : Φ

L

(x, y, w)¦ ∈ L(β + 1).

Moreover, since y ∈ L(β + 1),

¦x ∈ y : Φ

L

(x, y, w)¦ = y ∩ ¦x ∈ L(β + 1) : Φ

L

(x, y, w)¦

∈ L(β + 2)

and since L(β + 2) ⊆ L we are done.

For the Power Set Axiom, we must prove that (∀x ∃z z = ¦y : y ⊆ x¦)

L

.

That is, ∀x ∈ L ∃z ∈ L z = ¦y : y ∈ L and y ⊆ x¦. Fix x ∈ L; by the Power

Set Axiom and the Axiom of Comprehension we get

∃z

z

= ¦y ∈ {(x) : y ∈ L ∧ y ⊆ x¦ = ¦y : y ∈ L ∧ y ⊆ x¦.

By the previous lemma L is almost universal and z

⊆ L so

∃z

∈ L z

⊆ z

.

So z

= z

∩ z

= ¦y ∈ z

**: y ∈ L ∩ y ⊆ x¦. By the fact that the Axiom of
**

Comprehension holds relativised to L we get

(∃z z = ¦y ∈ z

: y ⊆ x¦)

L

;

i.e.,

∃z ∈ L z = ¦y ∈ z

: y ∈ L ∧ y ⊆ x¦

= ¦y : y ∈ L ∧ y ⊆ x¦

The Union Axiom and the Replacement Scheme are treated similarly. To

prove (the Axiom of Choice)

L

, we will show that the Axiom of Choice follows

from the other axioms of ZFC with the additional assumption that V = L.

It suﬃces to prove that for each α ∈ ON there is a β ∈ ON and a

surjection f

α

: b

α

→ L(α).

108 CHAPTER 12. CONSTRUCTIBILITY

To do this we deﬁne f

α

recursively. Of course f

0

= β

0

= ∅ = L(0). If α

is a limit ordinal, then we let

β

α

=

¸

¦β

: < α¦

and f

α

(σ) = f

δ

(τ) where σ =

¸

¦β

: < δ¦ + τ and τ < β

δ

.

If α = γ + 1 is a successor ordinal, use f

γ

to generate a well ordering of

L(γ) and use this well ordering to generate a lexicographic well ordering of

¸

¦

k

(L(γ)) : k ∈ ω¦ and use this to obtain an ordinal

¯

β

α

and a surjection

¯

f

γ

:

¯

β

γ

→

¸

¦

k

(L(γ)) : k ∈ ω¦.

Now let β

α

= β

γ+1

=

¯

β

γ

ω and let

f

α

: β

α

→ L(α) = ¦G(n, L(α), y) : n ∈ ω and ∃k ∈ ω y ∈

k

L(γ)¦

be deﬁned by f

α

(σ) = G(n, L(γ),

¯

f

γ

(τ)) where σ =

¯

β

γ

n + τ, τ <

¯

β

γ

.

This completes the proof of Theorem 50 Φ and motivates calling “V = L”

the Axiom of Constructibility.

Remark. V = L is consistent with ZFC in the sense that no ﬁnite subcollec-

tion of ZFC can possibly prove V = L; To see this, suppose

¦Ψ

0

, . . . , Ψ

n

¦ ¬ V = L.

Then

Ψ

L

0

, . . . , Ψ

L

n

¦ ¬ (V = L)

L

.

by Theorem 50. This contradicts the preceding lemma.

Remark. Assuming V = L we actually can ﬁnd a formula Ψ(x, y) which gives

a well ordering of the universe.

We denote by Φ

L

the conjunction of a ﬁnite number of axioms of ZFC

conjoined with “V = L” such that Φ

L

implies all our lemmas and theorems

about ordinals and ensures that x ∈ L(α) is equivalent to some ´

0

formula

109

(but I think we have already deﬁned it to be ´

0

). In particular, x ∈ ON will

be equivalent to a ´

0

formula.

Furthermore, we explicitly want Φ

L

to imply that ∀α ∈ ON ∃z z = L(α)

and that there is no largest ordinal.

We shall use the abbreviation o(M) = ON ∩ M.

Lemma. ∀M(M is transitive and Φ

M

L

→ M = L(o(M))).

Proof. Let M be transitive such that M [= Φ

L

. Note that o(M) ∈ ON. We

have M [= ∀α ∈ ON ∃z z = L(α). So,

∀α ∈ o(M) M [= ∃z z = L(α)

⇒∀α ∈ o(M) ∃z ∈ M M [= z = L(α)

⇒∀α ∈ o(M) ∃z ∈ M z = L(α)

⇒∀α ∈ o(M) L(α) ∈ M

⇒∀α ∈ o(M) L(α) ⊆ M.

Since M [= Φ

L

, o(M) is a limit ordinal and hence

L(o(M)) =

¸

¦L(α) : α ∈ o(M)¦ ⊆ M.

Now let a ∈ M. Since M [= V = L we have

M [= ∀x ∃y ∈ ON x ∈ L(y)

⇒M [= ∃y ∈ ON a ∈ L(y)

⇒∃α ∈ o(M) M [= a ∈ L(α)

⇒∃α ∈ o(M) a ∈ L(α)

⇒a ∈ L(o(M)).

Lemma. χ

C

If ON ⊆ C, C is transitive, and Φ

C

L

, then C = L.

110 CHAPTER 12. CONSTRUCTIBILITY

Proof. The proof is similar to that of the previous lemma.

Theorem 51. (K. G¨odel)

If V = L then GCH holds.

Proof. We ﬁrst prove the following:

Claim. ∀α ∈ ON {(L(α)) ⊆ L(α

+

).

Proof of Claim. This is easy for ﬁnite α, since L(n) = R(n) for each n ∈ ω.

Let’s prove the claim for inﬁnite α ∈ ON. Let X ∈ {(L(α)); we will

show that X ∈ L(α

+

).

Let A = L(α) ∪ ¦X¦. A is transitive and [A[ = [α[.

By the Levy Reﬂection Principle, there is a β ∈ ON such that both

A ⊆ L(β) and L(β) [= Φ

L

, where Φ

L

is the formula introduced earlier.

Now use the Lowenheim-Skolem-Tarski Theorem to obtain an elementary

submodel K ≺ L(β) such that A ⊆ K and [K[ = [A[ = [α[ so by elementarily

we have K [= Φ

L

.

Now use the Mostowski Collapsing Theorem to get a transitive M such

that K

∼

= M. Since A is transitive, the isomorphism is the indentity on A

and hence A ⊆ M. We also get M [= Φ

L

and [M[ = [α[.

Now we use the penultimate lemma to infer that M = L(o(M)). Since

[M[ = [α[ we have [o(M)[ = [α[ so that o(M) < [α

+

[.

Hence A ⊆ M = L(o(M)) ⊆ L(α

+

), so that X ∈ L(α

+

).

We now see that the GCH follows from the claim. For each cardinal κ

we have κ ⊆ L(κ) so that [{(κ)[ ≤ [{(L(κ))[ ≤ [L(κ

+

).

Since [L(κ

+

)[ = κ

+

we have [P(κ)[ = κ

+

.

111

We now turn our attention to whether V = L is true.

Let µ be a cardinal and let | be an ultraﬁlter over µ. Recalling that

µ

V = ¦f : f : µ →V¦, let ∼

U

be a binary relation on

µ

V deﬁned by

f ∼

U

g iﬀ ¦α ∈ µ : f(α) = g(α)¦ ∈ |.

It is easy to check that ∼

U

is an equivalence relation.

For each f ∈

µ

V let ρ(f) be the least element of

¦α ∈ ON : rank(g) = α ∧ f ∼

U

g¦.

Let [f] = ¦g ∈ R(ρ(f) + 1) : g ∼

U

f¦ and let ULT

U

V = ¦[f] : f ∈

µ

V¦.

Deﬁne a relation ∈

U

on ULT

U

V by

[f] ∈

U

[g] iﬀ ¦α ∈ µ : f(α) ∈ g(α)¦ ∈ |.

It is easy to check that ∈

U

is well deﬁned.

For each cardinal κ, we use the abbreviation

[X]

<κ

= ¦Y ⊆ X : [Y [ < κ¦.

Given an uncountable cardinal κ, an ultraﬁlter | is said to be κ−complete

if ∀X ∈ [|]

<κ

¸

X ∈ |.

An uncountable cardinal κ is said to be measurable whenever there exists

a κ−complete free ultraﬁlter over κ.

Lemma. If | is a countably complete ultraﬁlter (in particular if | is a

µ−complete ultraﬁlter) then ∈

U

is set-like, extensional and well founded.

Proof. To see that ∈

U

is set-like, just note that

¦[g] : [g] ∈

U

[f]¦ ⊆ R(ρ(f) + 2).

For extentionality, suppose [f] = [g]; i.e., ¦α ∈ µ : f(α) = g(α)¦ / ∈ |.

Then either ¦α ∈ µ : f(α) ⊆ g(α)¦ ∈ | or ¦α ∈ µ : g(α) ⊆ f(α)¦ ∈ |.

This leads to two similar cases; we address the ﬁrst.

112 CHAPTER 12. CONSTRUCTIBILITY

Pick any h ∈

µ

V such that h(α) ∈ f(α) ` g(α) whenever f(α) ⊆ g(α).

Then [h] ∈

U

[f] and [h] ∈

U

[g].

To see that ∈

U

is well founded, suppose ∃¦f

n

¦

n∈ω

such that

∀n ∈ ω [f

n+1

] ∈

U

[f

n

].

Let

A =

¸

¦¦α ∈ µ : f

n+1

(α) ∈ f

n

(α)¦ : n ∈ ω¦ ∈ |.

A ∈ | by the countable completeness of |, so that A = ∅. Pick any β ∈ A.

Then F

n+1

(β) ∈ f

n

(β) for each n ∈ ω, which is a contradiction.

We now create a Mostowski collapse of ULT

U

V

h

U

: ULT

U

V → M

U

given by the recursion

h

U

([f]) = ¦h

U

([g]) : [g] ∈

U

[f]¦

As per the Mostowski Theorem, h is an isomorphism and M

U

is transitive.

The natural embedding i

U

: V → ULT

U

V is given by i

U

(x) = [f

x

] where

f

x

: µ →V such that f

x

(α) = x for all α ∈ µ.

This natural embedding i

U

combines with the unique isomorphism h

U

to

give

j

U

: V → M

U

given by j

U

(x) = h

U

(i

U

(x)).

j

U

is called the elementary embedding generated by |, since for all for-

mulas Φ(v

0

, . . . , v

n

) of LOST we have:

Lemma. ∀v

0

. . . ∀v

n

Φ(v

0

, . . . , v

n

) ↔ Φ

M

U

(j

U

(v

0

), . . . , j

U

(v

n

)).

Proof. This follows from two claims, each proved by induction on the com-

plexity of Φ.

113

Claim 1. ∀v

0

. . . ∀v

n

Φ(v

0

, . . . , v

n

) ↔

¯

Φ(i

U

(v

0

), . . . , i

U

(v

n

)).

Claim 2. ∀v

0

. . . ∀v

n

¯

Φ(i

U

(v

0

), . . . , i

U

(v

n

)) ↔ Φ

M

U

(j

U

(v

0

), . . . , j

U

(v

n

)), where

¯

Φ is Φ with ∈ replaced by ∈

U

and all quantiﬁers restricted to ULT

U

V.

We leave the proofs to the reader.

Theorem 52. Every measurable cardinal is inaccessible.

Proof. We ﬁrst prove that κ is regular. If cf(κ) = λ < κ, then κ is the union

of λ sets each smaller than κ. This contradicts the existence of a κ−complete

free ultraﬁlter over κ.

We now prove that if λ < κ, then [{(λ)[ < κ. Suppose not; then there

is X ∈ [{(λ)]

κ

and a κ−complete free ultraﬁlter | over X. Now, for each

α ∈ λ let A

α

= ¦x ∈ X : α ∈ x¦ and B

α

= ¦x ∈ X : α / ∈ x¦. Let

I = ¦α ∈ λ : A

α

∈ |¦ and J = ¦α ∈ λ : B

α

∈ |¦. Since | is an ultraﬁlter,

I ∪ J = λ. Since | is κ−complete and λ < κ we have

¸

¦A

α

: α ∈ I¦ ∩

¸

¦B

α

: α ∈ J¦ ∈ |.

But this intersection is equal to X∪¦I¦, which is either empty or a singleton,

contradicting that | is a free ﬁlter.

Lemma. Let | be a µ−complete ultraﬁlter over an measurable cardinal µ.

Let M = M

U

, h = h

U

, i = i

U

and j = j

U

as above. Then for each β ∈ ON

we have j(β) ∈ ON and j(β) ≥ β. Furthermore, if β < µ then j(β) = β and

j(µ) > µ.

Proof. For each β ∈ ON we get, by the elementary embedding property of j,

that M [= j(β) ∈ ON; since M is transitive, j(β) ∈ ON.

Let β be the least ordinal such that j(β) ∈ β. Then M [= j(j(β)) ∈ j(β)

by elementarity, and j(j(β)) ∈ j(β) by transitivity of M. This contradicts

the minimality of β.

114 CHAPTER 12. CONSTRUCTIBILITY

Now let’s prove that j(β) = β for all β < µ by induction on β. Suppose

that j(γ) = γ for all γ < β < µ. We have

j(β) = h(i(β))

= ¦h([g]) : [g] ∈

U

i(β)¦

= ¦h([g]) : [g] ∈

U

[f

β

]¦ where f

β

(α) = β for all α ∈ µ

= ¦h([g]) : ¦α ∈ µ : g(α) ∈ f

β

(α)¦ ∈ |¦

= ¦h([g]) : ¦α ∈ µ : g(α) ∈ β¦ ∈ |¦

= ¦h([g]) : ∃γ ∈ β ¦α ∈ µ : g(α) = γ¦ ∈ |¦ by µ −completeness of |

= ¦h([g]) : ∃γ ∈ β [g] = [f

γ

]¦ where f

γ

(α) = γ for all α ∈ µ

= ¦h([f

γ

]) : γ ∈ β¦

= ¦h(i(γ)) : γ ∈ β¦

= ¦j(γ) : γ ∈ β¦

= ¦γ : γ ∈ β¦ by inductive hypothesis

Hence j(β) = β.

We now show that j(µ) > µ. Let g : µ →ON such that g(α) = α for each

α. We will show that β ∈ h([g]) for each β ∈ µ and that h([g]) ∈ j(µ).

Let β ∈ µ.

¦α ∈ µ : f

β

(α) ∈ g(α)¦ = ¦α ∈ µ : β ∈ α¦

= µ ` (β + 1)

∈ |

Hence [f

β

] ∈

U

[g] and so h([f

β

]) ∈ h([g]). But since β ∈ µ,

β = j(β)

= h(i(β))

= h([f(β)])

Hence β ∈ h([g]).

Now, ¦α ∈ µ : g(α) ∈ f

µ

(α)¦ = ¦α ∈ µ : α ∈ µ¦ = µ ∈ |. Hence

[g] ∈

U

[f

µ

] and so h[g] ∈ h([f

µ

]) = h(i(µ)) = j(µ).

115

Theorem 53. (D. Scott)

If V = L then there are no measurable cardinals.

Proof. Assume that V = L and that µ is the least measurable cardinal; we

derive a contradiction. Let | be a µ−complete ultraﬁlter over µ and consider

j = j

U

and M = M

U

as above.

Since V = L we have Φ

L

and by elementarity of j we have Φ

M

L

. Note that

Φ

L

is a sentence; i.e., it has no free variables.

Since M is transitive, ON ⊆ M by the previous lemma. So, by an earlier

lemma M = L. So we have

L = V [= (µ is the least measurable cardinal)

and

L = M [= (j(µ) is the least measurable cardinal).

Thus L [= j(µ) = µ; i.e., j(µ) = µ, contradicting the previous theorem.

Remark. We have demonstrated the existence of an elementary embedding

j : V → M. K. Kunen has shown that there is no elementary j : V →V.

Large cardinal axioms are often formulated as embedding axioms. For

example, κ is said to be supercompact whenever

∀λ ∃j [j : V → M and j(κ) > λ and j[

R(λ)

= id[

R(λ)

and

λ

M ⊆ M].

116 CHAPTER 12. CONSTRUCTIBILITY

Chapter 13

Appendices

.1 The Axioms of ZFC

Zermelo-Frankel (with Choice) Set Theory, abbreviated to ZFC, is consti-

tuted by the following axioms.

1. Axiom of Equality

∀x ∀y [x = y → ∀z (x ∈ z ↔ y ∈ z)]

2. Axiom of Extensionality

∀x ∀y [x = y ↔ ∀u (u ∈ x ↔ u ∈ y)]

3. Axiom of Existence

∃z z = ∅

4. Axiom of Pairing

∀x ∀y ∃z z = ¦x, y¦

5. Union Axiom

∀x [x = ∅ → ∃z z = ¦w : (∃y ∈ x)(w ∈ y)]

117

118 CHAPTER 13. APPENDICES

6. Intersection Axiom

∀x [x = ∅ → ∃z z = ¦w : (∀y ∈ x)(w ∈ y)]

7. Axiom of Foundation

∀x [x = ∅ → (∃y ∈ x)(x ∩ y = ∅)]

8. Replacement Axiom Scheme

For each formula Φ(x, u, v, w

1

, . . . , w

n

) of the language of set theory,

∀w

1

. . . ∀w

n

∀x [∀u ∈ x ∃!v Φ → ∃z z = ¦v : ∃u ∈ x Φ¦]

9. Axiom of Choice

∀X [(∀x ∈ X ∀y ∈ X (x = y ↔ x∩y = ∅)) → ∃z (∀x ∈ X ∃!y y ∈ x∩z)]

10. Power Set Axiom

∀x ∃z z = ¦y : y ⊆ x¦

11. Axiom of Inﬁnity

N = ON

.2 Tentative Axioms

Here is a summary of potential axioms which we have discussed but which

lie outside of ZFC.

1. Axiom of Inaccessibles

∃κ κ > ω and κ is an inaccessible cardinal

2. Continuum Hypothesis

[{(ω)[ = ω

1

.2. TENTATIVE AXIOMS 119

3. Generalised Continuum Hypothesis

∀κ [κ is a cardinal → [{(κ)[ = κ

+

4. Suslin Hypothesis

Suppose that R is a complete dense linear order without endpoints in

which every collection of disjoint intervals is countable.

Then R

∼

= R.

5. Axiom of Constructibility

V = L

2

Contents

0 Introduction 1 LOST 2 FOUND 3 The Axioms of Set Theory 4 The Natural Numbers 5 The Ordinal Numbers 6 Relations and Orderings 7 Cardinality 8 There Is Nothing Real About The Real Numbers 9 The Universe 3

7 11 19 23 31 41 53 59 65 73

. . . . .4 10 Reﬂection 11 Elementary Submodels 12 Constructibility 13 Appendices . . . . . . . . . . . . . .2 CONTENTS 79 89 101 117 The Axioms of ZFC . . . . . . . . . . . . . . . 117 Tentative Axioms . . . . .1 . . . . . . . . 118 . . . . .

Chapters 1 to 9 are close to ﬁnal form. One more chapter will be added. but should not be considered as a ﬁnal draft. .CONTENTS Preface 5 These notes for a graduate course in set theory are on their way to becoming a book. Cynthia Church produced the ﬁrst electronic copy in December 2002. William Weiss. James Talmage Adams produced the copy here in February 2005. Chapters 10. 11. They originated as handwritten notes in a course at the University of Toronto given by Prof. and 12 are quite readable.

6 CONTENTS .

If there is a one-to-one function from X into Y and also a one-to-one function from Y into X. it is expected to provide a ﬁrm foundation for the rest of mathematics. And it does—up to a point. 3. basic problems in the subject seem elementary. They look like they could appear on a homework assignment in an undergraduate course. Because the fundamentals of Set Theory are known to all mathematicians. 1. For any two sets X and Y . however.Chapter 0 Introduction Set Theory is the true study of inﬁnity. because they are quite dif7 . They won’t appear on an assignment. But even more. we will prove theorems shedding light on this issue. either there is a one-to-one function from X into Y or a one-to-one function from Y into X. This alone assures the subject of a place prominent in human culture. As such. then either there is a one-to-one function from the set of real numbers into X or there is a one-to-one function from X into the set of rational numbers. If X is a subset of the real numbers. Here are three simple statements about sets and functions. Set Theory is the milieu in which mathematics takes place today. 2. then there is a one-to-one function from X onto Y .

It was the ﬁrst problem in a tremendously inﬂuential list of twenty-three problems posed by David Hilbert to the 1900 meeting of the International Congress of Mathematicians. We do know. Although Elementary Set Theory is well-known and straightforward. Statement (3) is a reformulation of the famous Continuum Hypothesis. The set {x : x is a number which can be described in fewer than twenty English words} must be ﬁnite since there are only ﬁnitely many English words. Statement (2) is true. but its proof needed a new concept from the twentieth century. computer science or philosophy. Now. Axiomatic Set Theory. Mathematical Logic is used in a fundamental way. the modern subject. Complex issues arise in Set Theory more than any other area of pure mathematics. it is called the Schroder-Bernstein Theorem. a new axiom called the Axiom of Choice. We don’t know if it is true or not. it would be beneﬁcial for everyone to have had a course in logic. In fact.8 CHAPTER 0. the natural numbers) and so there must be some counting number (in fact inﬁnitely many of them) which are not in our set. The proof. in particular. however. say in fewer then twenty English words. that another new axiom will be needed here. but there is hope that the twenty-ﬁrst century will bring a solution.e. but most people seem to make their way in the world without one. In order to introduce one of the thorny issues. if you haven’t seen it before. This leads to something called Richard’s Paradox. let’s consider the set of all those numbers which can be easily described. So the number must be in the set. is both conceptually more diﬃcult and more interesting. So there is a smallest counting number which is not in the set. is quite tricky but nevertheless uses only standard ideas from the nineteenth century. INTRODUCTION ﬁcult to prove. But it can’t be in the set. it would be beneﬁcial for the reader to have taken a prior course in logic under the auspices of mathematics. Statement (1) is also true.. there are inﬁnitely many counting numbers (i. That’s . Count them—14 words. Statement (3) actually was on a homework assignment of sorts. Although the necessary logic is presented in this book. This number can be uniquely described as “the smallest counting number which cannot be described in fewer than twenty English words”. All these statements will be discussed later in the book.

In fact it would be better to stay away from using languages like English to describe sets. What is wrong here? Our naive intuition about sets is wrong here. Many problems are still unsolved simply because we do not know whether or not certain objects constitute a set or not.9 a contradiction. . What is a set? We do not know the complete answer to this question. one in which such contradictions cannot arise. Nevertheless. Not every collection of numbers with a description is a set. there is much that we do know about sets and this book is the beginning of the story. Most of the proposed new axioms for Set Theory are of this nature. We also need to clarify exactly what is meant by “set”. Our ﬁrst task will be to build a new language for describing sets.

INTRODUCTION .10 CHAPTER 0.

v1 . . = ∈ ∧. ¬. ↔ ∀. . If Φ is any formula. 2. If Φ and Ψ are formulas. ∨. ) The atomic formulas are strings of symbols of the form: (vi ∈ vj ) or (vi = vj ) The collection of formulas of set theory is deﬁned as follows: 1. The symbols: variables equality symbol membership symbol logical connectives quantiﬁers parentheses v 0 . →. v2 . An atomic formula is a formula. then (Φ ∧ Ψ) is also a formula. .Chapter 1 LOST We construct a language suitable for describing sets. ∃ (. 3. 11 . then (¬Φ) is also a formula.

Φ is a subformula of Φ. If (¬Ψ) is a subformula of Φ. 7. Now that we have speciﬁed a language of set theory. G¨del) which essentially says o that any formula either has a proof or it has an interpretation in which it is false (but not both!). then (Φ ∨ Ψ) is also a formula. then (Φ → Ψ) is also a formula.12 CHAPTER 1. 3. In all these proof systems we have the usual logical equivalences which are common to everyday mathematics. 8. and. For example: For any formulas Φ and Ψ: (¬(¬(Φ))) (Φ ∧ Ψ) (Φ → Ψ) (Φ ↔ Ψ) (∃vi )Φ (Φ ↔ Ψ) is is is is is is equivalent equivalent equivalent equivalent equivalent equivalent to to to to to to Φ. If Φ is a formula and vi is a variable. we could specify a proof system. then (∀vi )Φ is also a formula. Furthermore. then so is Ψ. 2. then (∃vi )Φ is also a formula. then (Φ ↔ Ψ) is also a formula. LOST 4. If (Θ ∧ Ψ) is a subformula of Φ. ¬((¬Φ) ∨ (¬Ψ)). If Φ and Ψ are formulas. 5. We will not do this here—see n diﬀerent logic books for n diﬀerent proof systems. If Φ and Ψ are formulas. The complete collection of subformulas of a formula Φ is deﬁned as follows: 1. these are essentially all the same— satisfying the completeness theorem (due to K. 6. . However. then so are Θ and Ψ. (¬(∀vi )(¬Φ)). (Ψ ↔ Φ). If Φ and Ψ are formulas. If Φ is a formula and vi is a variable. ((Φ → Ψ) ∧ (Ψ → Φ)). ((¬Φ) ∨ Ψ). any formula is built up this way from atomic formulas and a ﬁnite number of applications of the inferences 2 through 8.

8. 2. If (Θ ↔ Ψ) is a subformula of Φ. If Ψ is (Γ ↔ Θ) for some formula Θ. 6. For some subformula Ψ of Φ. of substituting the variable vj for each bound occurrence of the variable vi in the formula Φ is deﬁned by constructing a Ψ∗ for each subformula Ψ of Φ as follows: 1.13 4. 7. For some subformula Ψ of Φ. and. then Ψ∗ is (Γ∗ ∨ Θ∗ ). If (Θ → Ψ) is a subformula of Φ. To say that a variable vi occurs bound in a formula Φ means one of the following two conditions holds: 1. then so are Θ and Ψ. Φ∗ . and. If (∀vi )Ψ is a subformula of Φ and vi is a variable. If (∃vi )Ψ is a subformula of Φ and vi is a variable. 7. (∀vi )Ψ is a subformula of Φ. or. then Ψ is a subformula of Φ. 4. 3. If Ψ is (∀vk )Θ for some formula Θ then Ψ∗ is just (∀vk )Θ∗ if k = i. If Ψ is (Γ ∧ Θ) for some formula Θ. (∃vi )Ψ is a subformula of Φ. 2. If Ψ is (Γ → Θ) for some formula Θ. then Ψ∗ is (Γ∗ → Θ∗ ). If Ψ is (Γ ∨ Θ) for some formula Θ. then Ψ is a subformula of Φ. If Ψ is atomic. then Ψ∗ is Ψ. Note that the subformulas of Φ are those formulas used in the construction of Φ. The result. then so are Θ and Ψ. 5. 6. then Ψ∗ is (Γ∗ ↔ Θ∗ ). . then Ψ∗ is (Γ∗ ∧ Θ∗ ). 5. then so are Θ and Ψ. If Ψ is (¬Θ) for some formula Θ. If (Θ ∨ Ψ) is a subformula of Φ. then Ψ∗ is (¬Θ∗ ). but if k = i then Ψ∗ is (∀vj )Γ where Γ is the result of substituting vj for each occurrence of vi in Θ.

14 CHAPTER 1. Θ and Ψ are formulas and vi occurs free in Θ or occurs free in Ψ. (Θ ∧ Ψ). 5. 6. 1. notice that if a variable occurs in a formula at all it must occur either free. but if k = i then Ψ∗ is (∃vj )Γ where Γ is the result of substituting vj for each occurrence of vi in Θ. This procedure is as follows. Θ and Ψ are formulas and vi occurs free in Θ or occurs free in Ψ. Substitute another new variable vk for all bound occurrences of vj in the result of (1). 3. Φ is (Θ → Ψ). Θ and Ψ are formulas and vi occurs free in Θ or occurs free in Ψ. That a variable vi occurs free in a formula Φ means that at least one of the following is true: 1. or. 4. As in the example below. However. Φ is (¬Ψ). a variable can occur both free and bound in a formula. or bound. If Ψ is (∃vk )Θ for some formula Θ then Ψ∗ is just (∃vk )Θ∗ if k = i. We deﬁne the important notion of the substitution of a variable vj for each free occurrence of the variable vi in the formula Φ. LOST 8. 8. Θ and Ψ are formulas and vi occurs free in Θ or occurs free in Ψ. 7. Φ is (∃vj )Ψ and Ψ is a formula and vi occurs free in Ψ and i = j. Φ is an atomic formula and vi occurs in Φ. Φ is (Θ ∨ Ψ). or both (but not at the same occurrence). Substitute a new variable vl for all bound occurrences of vi in Φ. Φ is (Θ ↔ Ψ). . Ψ is a formula and vi occurs free in Ψ. 2. Φ is (∀vj )Ψ and Ψ is a formula and vi occurs free in Ψ and i = j. 2.

the ﬁrst new variable available is used. Of course. seems quite diﬀerent. . “v1 is non-empty”. if Φ is the formula on the ﬁrst line. but the reason is not obvious until we look again at the example to see what would happen if step (2) were omitted. we insist that in steps (1) and (2) of the substitution process. Let us substitute v2 for all free occurrences of v1 in the formula ((∀v1 )((v1 = v2 ) → (v1 ∈ v0 )) ∧ (∃v2 )(v2 ∈ v1 )) The steps are as follows. What caused this problem? An occurrence of the variable v2 became bound as a result of being substituted for v1 . However. the use of any other new variable gives an equivalent formula. For a formula Φ and variables vi and vj . ((∀v3 )((v3 = v2 ) → (v3 ∈ v0 )) ∧ (∃v4 )(v4 ∈ v2 )) For the reader who is new to this abstract game of formal logic. ((∀v3 )((v3 = v2 ) → (v3 ∈ v0 )) ∧ (∃v2 )(v2 ∈ v1 )) 3. then Φ(v1 |v2 ) is the formula on the fourth line. (∃v2 )(v2 ∈ v2 ). This step essentially changes (∃v2 )(v2 ∈ v1 ) to (∃v4 )(v4 ∈ v1 ). let Φ(vi |vj ) denote the formula which results from substituting vj for each free occurance of vi . In the example. when v2 is directly substituted into each we get something diﬀerent: (∃v2 )(v2 ∈ v2 ) and (∃v4 )(v4 ∈ v2 ). of course what we would hope would be the result of substituting v2 for v1 in “v1 is non-empty”. Directly substitute vj for each occurrence of vi in the result of (2). 1. Example.15 3. We can agree that each of these means the same thing. step (2) in the substitution proceedure may appear to be unnecessary. In order to make Φ(vi |vj ) well deﬁned. The latter says that “v2 is non-empty” and this is. It is indeed necessary. We will not allow this to happen. and this is not what we have in mind. making the strange assertion that “v2 is an element of itself”. namely. When we substitute v2 for the free v1 we must ensure that this freedom is preserved for v2 . But the former statement. ((∀v3 )((v3 = v2 ) → (v3 ∈ v0 )) ∧ (∃v4 )(v4 ∈ v1 )) 4. ((∀v1 )((v1 = v2 ) → (v1 ∈ v0 )) ∧ (∃v2 )(v2 ∈ v1 )) 2.

Continuing the analogy. vk and vl be variables. However. the predicates. We write: vk ∈ {vj : Ψ} vk = {vj : Ψ} {vj : Ψ} = vk {vj : Ψ} = {vk : Θ} {vj : Ψ} ∈ vk {vj : Ψ} ∈ {vk : Θ} instead instead instead instead instead instead of of of of of of Ψ(vj |vk ) (∀vl )((vl ∈ vk ) ↔ Ψ(vj |vl )) (∀vl )(Ψ(vj |vl ) ↔ (vl ∈ vk )) (∀vl )(Ψ(vj |vl ) ↔ Θ(vk |vl )) (∃vl )((vl ∈ vk ) ∧ (∀vj )((vj ∈ vl ) ↔ Ψ)) (∃vl )(Θ(vk |vl ) ∧ (∀vj )((vj ∈ vl ) ↔ Ψ)) . A term is deﬁned to be either a class or a variable. Let Ψ and Θ be formulas of the language of set theory and let vj . that is. and {v0 : (v0 = v0 )} which is called the universe and is usually denoted by V. Two important and well-known examples are: {v0 : (¬(v0 = v0 ))} which is called the empty set and is usually denoted by ∅. A class is just a string of symbols of the form {vi : Φ} where vi is a variable and Φ is a formula.16 CHAPTER 1. For any formula Φ of the language of set theory we denote by (∃!vj )Φ the formula ((∃vj )Φ ∧ (∀vj )(∀vl )((Φ ∧ Φ(vj |vl )) → (vj = vl ))) where vl is the ﬁrst available variable which does not occur in Φ. The expression (∃!vj ) can be considered as an abbreviation in the language of set theory. We can incorporate classes into the language of set theory by showing how the predicates relate to them. whenever we have a formula containing this expression. an expression which is not actually part of the language. Terms are the names for what the language of set theory talks about. The atomic formulas are the basic relationships among the predicates and the variables. we can quickly convert it to a proper formula of the language of set theory. are = and ∈. A grammatical analogy is that terms correspond to nouns and pronouns—classes to nouns and variables to pronouns. or verbs. LOST As a simple application we can show how to express “there exists a unique element”.

the atomic subformula (vi = vi ) is replaced by the new subformula (∀vl )(Ψ(vj |vl ) ↔ Ψ(vj |vl )) where vl is the ﬁrst available new variable (although it is not important to change from vj to vl in this particular instance).17 whenever vl is neither vj nor vk and occurs in neither Ψ nor Θ. Now we turn our attention to the case when t is a class {vj : Ψ} and carry out a proceedure similar to the variable case. Likewise. directly substitute {vj : Ψ} for vi into each atomic subformula in turn. The case when t is a variable vj has already been discussed. In the result of (1). 3. in turn. using the table above. the ﬁrst available new variable for all bound occurrences of each variable which occurs free in Ψ. We denote the resulting formula of set theory by Φ(vi |t). We can now show how to express. Substitute the ﬁrst available new variable for all bound occurrences of vi in Φ. In the result of (2). the atomic subformula (vi ∈ vk ) is replaced by the new subformula (∃vl )((vl ∈ vk ) ∧ (∀vj )((vj ∈ vl ) ↔ Ψ)) where vl is the ﬁrst available new variable. substitute. the substitution of a term t for each free occurrence of the variable vi in the formula Φ. For example. 2. as a proper formula of set theory. 1. .

18 CHAPTER 1. LOST .

2. We can freely omit parentheses and sometimes use brackets ] and [ instead.then. In order to avoid the inconsistencies associated with Richard’s paradox.. .. but it is extremely diﬃcult for us to read mathematical formulas in that language.Chapter 2 FOUND The language of set theory is very precise. We can use any letters that we like for variables. v1 . We need to ﬁnd a way to make these formulas more intelligible. . . not just v0 . “implies” for “→” and use the “if. v2 . . 19 . It is not so important that we actually write classes using proper formulas. “or” for “∨”. Let’s adopt these conventions.. we must ensure that the formula Φ in the class {vj : Φ} is indeed a proper formula of the language of set theory—or. but what is important is that whatever formula we write down can be converted into a proper formula by eliminating abbreviations and slang. can be converted to a proper formula once the abbreviations are eliminated. We can now relax our formalism if we keep the previous paragraph in mind.” format as well as other common English expressions for the logical connectives and quantiﬁers. 3. at least. 1.. We can write out “and” for “∧”.

20 CHAPTER 2. in any way easily seen to be convertible to a proper formula in the language of set theory. s. y. . 5. . t2 . . t. Furthermore. . y )} {x : ∃y x. When the context is clear we use the notation Φ(x. . . and t. . . FOUND 4. wk . y ∈ f } . . We also abbreviate the following important classes. while {x ∈ t : Φ} will represent {x : x ∈ t ∧ Φ}. i. (∀x ∈ t)Φ (∃x ∈ t)Φ s∈t / s=t s⊆t for for for for for (∀x)(x ∈ t → Φ) (∃x)(x ∈ t ∧ Φ) ¬(s ∈ t) ¬(s = t) (∀x)(x ∈ s → x ∈ t) Whenever we have a ﬁnite number of terms t1 . . {t : Φ} will stand for {x : x = t ∧ Φ}. . For any terms r. . . Φ(y|t). w1 . . We can write out formulas. . w1 . t}} {p : ∃x ∃y (x ∈ s ∧ y ∈ t ∧ p = x. including statements of theorems. we make the following abbreviations of formulas. . tn } is used as an abbreviation for the class: {x : x = t1 ∨ x = t2 ∨ · · · ∨ x = tn }. y. tn the notation {t1 . Union s ∪ t Intersection s ∩ t Diﬀerence s\t Symmetric Diﬀerence s t Ordered Pair s. . . . w1 .. t Cartesian Product s × t Domain dom(f ) Range rng(f ) for for for for for for for for {x : x ∈ s ∨ x ∈ t} {x : x ∈ s ∧ x ∈ t} {x : x ∈ s ∧ x ∈ t} / (s \ t) ∪ (t \ s) {{s}. wk ) to indicate that all free variables of Φ lie among x. y ∈ f } {y : ∃x x. {s. wk ) for the result of substituting the term t for each free occurrence of the variable y in Φ. We will use the notation Φ(x.e. t2 . .

y ∈ f → ∃!y x. although they each have descriptions in English. y ∧ (∀x)(∃y x. surjection (for an onto function). y ∈ f } {x : ∃y ∈ B x. Bertrand Russell did exist and Peter Pan did not. y ∈ f ) and we write f : X → Y for f is a function ∧ dom(f ) = X ∧ rng(f ) ⊆ Y f is one − to − one for ∀y ∈ rng(f ) ∃!x x. / The proof of this is simple. y } {p : ∃x ∃y x. Upon reﬂection. y ∈ f f is onto Y for Y = rng(f ) We also use the terms injection (for a one-to-one function). {x : x ∈ x} is a class—just / a description in the language of set theory. you might say that in fact. Although Peter Pan does not exist. x = p} These latter abbreviations are most often used when f is a function. Just ask whether or not z ∈ z. In everyday life we describe many things which don’t exist. We write f is a function for ∀p ∈ f ∃x ∃y p = x. ¬∃z z = {x : x ∈ x}. The paradox is only for the naive. nothing is an element of itself so that {x : x ∈ x} = {x : x = x} = V / . There is no reason why what it describes should exist. y ∈ f ∧ y. ﬁctional characters for example. and bijection (for both properties together). The same is true in mathematics. y ∈ f } {p : p ∈ f ∧ ∃x ∈ A ∃y p = x. we still ﬁnd it worthwhile to speak about him.21 Image Inverse Image Restriction Inverse f →A f ←B f |A f −1 for for for for {y : ∃x ∈ A x. Russell’s Paradox The following is a theorem. not for us.

they are the foundation upon which everything else is built. of course. it only required the basic rules of logic and required nothing mathematical—that is. You can’t prove very much. we can’t. We will begin to study it in the next chapter. only the things which are not obviously true which need some form of proof. A pity! The mathematical universe fails to have a mathematical existence in the same way that the physical universe fails to have a physical existence. All of mathematics is based on these assumptions. at least not yet. We could prove Russell’s Paradox because. are quite willing to assume anything which is obviously true. nothing about the “real meaning” of ∈. all our proofs become infected with the virus of inconsistency and all of our theorems become suspect. but a mathematical assumption none the less. FOUND It seems we have proved that the universe does not exists. . It is. Historically. This does bring up an important point—do any of the usual mathematical objects exist? What about the other things we described as classes? What about ∅? Can we prove that ∅ exists? Actually. These assumptions are called axioms and this system is called the ZFC Axiom System. Generally set theorists. is that we must somehow know what is “obviously true”. The problem. The existence of the empty set “∃z z = ∅” may well be another necessary assumption. and indeed all mathematicians. CHAPTER 2. Naively. Continuing from Russell’s Paradox to “¬∃z z = V” required us to assume that “∀x x ∈ / x”—not an unreasonable assumption by any means. considerable thought has been given to the construction of the basic assumptions for set theory. after all. The things that have a physical existence are exactly the things in the universe. if you don’t assume something to start.22 and so Russell’s paradox leads to: ¬∃z z = V. but the universe itself is not an object in the universe. amazingly. “∃z z = V” would seem to be true. but it is not and if it or any other false statement is assumed.

We begin. Redundancy is not a bad thing and there is considerable redundancy in this system. G¨del. we must rely on intuition to determine truth. Intuition is o our only guide. y} Diﬀerent authors give slightly diﬀerent formulations of the ZFC axioms. 23 . We include them for emphasis. All formulations are equivalent.Chapter 3 The Axioms of Set Theory We will explore the ZFC Axiom System. Since we are unable to prove that our assumptions are true. Some authors omit the Axiom of Equality and Axiom of Existence because they are consequences of the usual logical background to all mathematics. We have the following axioms: The Axiom of Equality The Axiom of Extensionality The Axiom of Existence The Axiom of Pairing ∀x ∀y [x = y → ∀z (x ∈ z ↔ y ∈ z)] ∀x ∀y [x = y ↔ ∀u (u ∈ x ↔ u ∈ y)] ∃z z = ∅ ∀x ∀y ∃z z = {x. Because we cannot give a mathematical proof of a basic assumption. even if this feels uncomfortable. we cannot even do this—it is ruled out by the famous incompleteness theorems of K. Beyond the issue of truth is the question of consistency. Each axiom should be “obviously true” in the context of those things that we desire to call sets. can we at least show that together they will not lead to a contradiction? Unfortunately.

For any z1 ∈ x we would be able to get z2 ∈ z1 ∩ x. The Intersection Axiom ∀x [x = ∅ → ∃z z = {w : (∀y ∈ x)(w ∈ y)}] x and called the “big The class {w : (∀y ∈ x)(w ∈ y)} is abbreviated as intersection”. y . 5. ∀x ∀y ∀z [(x = y ∧ y = z) → x = z]. were they not to follow from the axioms. ∀u ∀v ∀x ∀y [ u. Here however. v = x. The Union Axiom ∀x [x = ∅ → ∃z z = {w : (∃y ∈ x)(w ∈ y)}] x and called the “big The class {w : (∃y ∈ x)(w ∈ y)} is abbreviated as union”. Prove parts (4) and (5) of Theorem 1 We now assert the existence of unions and intersections. Since z2 ∈ x we would be able to get z3 ∈ z2 ∩ x. The ﬁrst three parts are immediate consequences of the Axiom of Extensionality. while it may be “obviously true”.24 CHAPTER 3. ∀x ∀y x = y → y = x. the Intersection Axiom is redundant and is omitted in most developments of the subject. Theorem 1. is not certainly obvious. We include it here because it has some educational value (see Exercise 4). The Axiom of Foundation ∀x [x = ∅ → (∃y ∈ x)(x ∩ y = ∅)] This axiom. 1. ∀x x = x. No doubt the reader has experienced a symmetry between these two concepts. 4. THE AXIOMS OF SET THEORY The following theorem gives some results that we would be quite willing to assume outright. 3. The process continues forever: · · · ∈ z4 ∈ z3 ∈ z2 ∈ z1 ∈ x . while the Union Axiom is used extensively. Let’s investigate what it says: suppose there were a non-empty x such that (∀ y ∈ x) (x ∩ y = ∅). ∀x ∀y ∃z z = x. y ↔ (u = x ∧ v = y)]. 2. Exercise 1.

That is. ∀x ∀y x ∈ y → y ∈ x. but inﬁnitely many—one axiom for each formula of the language of set theory. Let f (x) denote the class {y : x. We cannot express “for each formula” in the language of set theory—in fact this formal language was designed for the express purpose of avoiding such expressions which bring us perilously close to Richard’s Paradox. ∀x x ∈ x. We can guarantee that each u is replaced by exactly one v by insisting that ∀u ∈ x ∃!v Φ(x. We want our sets to be founded: each such sequence should eventually end with the empty set. . However. written in the language of set theory stating that for each set x and each such formula Φ we get a set z. Φ. 2. Such a system is called an axiom scheme. in the language of set theory.25 We wish to rule out such an inﬁnite regress. Suppose that x is a set and that there is some way of removing each element u ∈ x and replacing u with some element v. y ∈ f }. / Exercise 2. there should be a well deﬁned replacement procedure which ensures that each u is replaced by only one v. This well deﬁned procedure should be described by a formula. Exercise 3. The answer to this conundrum is to utilise not just one axiom. v). of course—provided there are no tricks here. this is impossible. Prove that x. It is nevertheless best understood by its consequences. u. Would the result be a set? Well. 3. which is also known as the Axiom of Regularity. Theorem 2. y ∈ f iﬀ y = f (x). / 4. ∀x ∀y ∃z z = x ∪ y. Prove Theorem 2. Hence the name of the axiom. ∀x ∀y ∃z z = x ∩ y. We would like to obtain an axiom. Suppose f is a function and x ∈ dom(f ). 1.

u. for all t ∈ y we get ∀u ∈ x ∃!v v = u. . This is illustrated by the following theorem. t . . . wn as parameters. We obtain. t } =x×y . w1 . t }. t } ∧ p ∈ q]} = {p : (∃t ∈ y)p ∈ {v : ∃u ∈ x v = u. v.26 CHAPTER 3. Theorem 3. q. We obtain: ∃r r = {q : ∃t ∈ y q = {v : ∃u ∈ x v = u. . t ”. in fact ∀t ∈ y ∃!q q = {v : ∃u ∈ x v = u. By Extensionality. we have the axiom: ∀w1 . x) as “q = {v : ∃u ∈ x v = u. We again use Replacement. From Theorem 1 parts (4) and (5). here x is a parameter. t }. t is a parameter. t }} = {p : (∃t ∈ y)(∃u ∈ x) p = u. Proof. We now use Replacement with the formula “Φ(x. ∀x ∀y ∃z z = x × y. that is. t. . t }} By the Union Axiom ∃z z = r and so we have: z = {p : ∃q [q ∈ r ∧ p ∈ q]} = {p : ∃q [(∃t ∈ y) q = {v : ∃u ∈ x v = u. for each t ∈ y: ∃q q = {v : ∃u ∈ x v = u. free variables which may be used to specify various procedures in various contexts within a mathematical proof. u. t)” as “v = u. . t } ∧ p ∈ q]} = {p : (∃t ∈ y)(∃q)[q = {v : ∃u ∈ x v = u. v. wn ) of the language of set theory. . this time with the formula Φ(y. t }”. ∀wn ∀x [∀u ∈ x ∃!v Φ → ∃z z = {v : ∃u ∈ x Φ}] Note that we have allowed Φ to have w1 . THE AXIOMS OF SET THEORY The Replacement Axiom Scheme For each formula Φ(x. . . .

wn ) of the language of set theory we have: Theorem 4. . wn ) of the language of set theory. . one for each formula of the language of set theory. . w1 . wn ) → v = ∅) to obtain: ∃y y = {v : (∃u ∈ x)[(Φ → v = {u}) ∧ (¬Φ → v = ∅)]}. We give this general method below. w1 . . Apply Replacement with the formula Ψ(x. . w1 . . so how can we prove this theorem scheme? We give a uniform method for proving each instance of the scheme. since the Comprehension Scheme follows from what we have already assumed. . It is. wn ) given by: (Φ(x. . inﬁnitely many theorems. . Again. Of course we cannot write down inﬁnitely many proofs. in fact. . w1 . Show that the Intersection Axiom is indeed redundant. . a theorem scheme—that is. ∀wn ∀x ∃z z = {y : y ∈ x ∧ Φ(x. y. this would be unnecessary. Φ ∀w1 . y. u. . wn ) → v = {u}) ∧ (¬Φ(x. no tricks—the property should be speciﬁed by a formula of the language of set theory. For each formula Φ(x. . . . . we consider the uniform method applied to that particular instance. . So to be certain that any given instance of the theorem scheme is true. . Since this should hold for any formula. u. . w1 . However. . w1 .27 Exercise 4. Proof. u. . . we are again led to a scheme. ∀wn ∀x ∃z z = {u : u ∈ x ∧ Φ}. The Comprehension Scheme For each formula Φ(x. . the collection of those elements y ∈ x which satisfy some particular property should also be a set. . . wn )} This scheme could be another axiom scheme (and often is treated as such). v. . . u. It is natural to believe that for any set x. . . we have the statement: ∀w1 .

. So. Proof. Then f : X → X and each f (x) ∈ x.. The proof of any one of those theorems can be done in a ﬁnite number of steps. . Let f = z ∩ ( Y ). in which each set in the collection is replaced by one of its elements. there is no mention of uniqueness—there are quite likely many possible sets z which satisfy the axiom and we are given no formula which would single out any one particular z. Given such an X. wn )} ⊆ y and the only other possible element of y is ∅. . i. Although the axiom gives the existence of some “choice set” z. We state the last of the “set behavior” axioms.e. There is a choice function on any set of non-empty sets. ∃z ∀y ∈ Y ∃!p p ∈ y ∩ z. by Replacement there is a set Y = {{x} × x : x ∈ X} which satisﬁes the hypothesis of the Axiom of Choice.28 CHAPTER 3. This leads to the following useful reformulation which will be used in Theorem 22. which invoke only a ﬁnite number of theorems or axioms. . then you get a set z which contains one element from each set in the collection. nor invoke inﬁnitely many axioms or lemmas. A proof cannot have inﬁnite length. Theorem 5. u. the Axiom of Choice says that if you have a collection X of pairwise disjoint non-empty sets. The Axiom of Choice can be viewed as a kind of replacement. . one for each Φ. ∀X [∅ ∈ X → (∃f )(f : X → / X ∧ (∀x ∈ X)(f (x) ∈ x))]. The Axiom of Choice ∀X [(∀x ∈ X ∀y ∈ X (x = y ↔ x ∩ y = ∅)) → ∃z (∀x ∈ X ∃!y y ∈ x ∩ z)] In human language. Now let z = y to ﬁnish the proof. Theorem 4 Φ can be thought of as inﬁnitely many theorems. w1 . THE AXIOMS OF SET THEORY Note that {{u} : Φ(x.

This completes the list of the ZFC Axiom System with one exception to come later—higher analogues of the Axiom of Existence.29 We state the last of the “set creation” axioms. The Power Set Axiom ∀x ∃z z = {y : y ⊆ x} We denote {y : y ⊆ x} by P(x). called the power set of x. . it is important to know explicitly when the Power Set Axiom is used. For reasons to be understood later.

THE AXIOMS OF SET THEORY .30 CHAPTER 3.

with exactly the same arithmetic and order properties. That is. We begin by taking 0 as the empty set ∅. 1. We will not claim that what we construct are the actual natural numbers—whatever they are made of. 31 . We write 1 2 3 succ(x) for for for for {0} {0. 2} x ∪ {x} We write “n is a natural number” for [n = ∅ ∨ (∃l ∈ n)(n = succ(l))] ∧ (∀m ∈ n)[m = ∅ ∨ (∃l ∈ n)(m = succ(l))] and write: N for {n : n is a natural number} The reader can gain some familiarity with these deﬁnitions by checking that succ(n) ∈ N for all n ∈ N.Chapter 4 The Natural Numbers We now construct the natural numbers. But we will take the liberty of calling our constructs “the natural numbers”. We will construct a number system which behaves mathematically exactly like the natural numbers. 1} {0. we will represent the natural numbers in our universe of set theory.

2. Proof. Suppose that (1) were false. m = n. every element of a natural number is a natural number. contradicting that y ∈ x.. n ∈ N. some n ∈ N is not transitive.32 CHAPTER 4. Each natural number is transitive. contradicting that y ∈ x. Hence / y = l ∪ {l} ⊆ n. THE NATURAL NUMBERS We now begin to develop the basic properties of the natural numbers by introducing an important concept. That at least one occurs follows from this lemma. But since l ∈ y. suppose n ∈ N with {m : m ∈ n and m ∈ N} = ∅. so that: {k : k ∈ n and ¬(k ⊆ n)} = ∅.. Since y ∈ n. Since l ∈ y and y ∩ x = ∅ we must have l ∈ N. Proof. .e. we have y = succ(l) for some l ∈ n. That at most one occurs follows from Theorem 2. n ∈ m. Theorem 6. l ∈ x and so l ⊆ n. i.e. (Trichotomy of Natural Numbers) Let m. Theorem 7. Note that since ∅ ∈ x and y ∈ n we have that / y = succ(l) for some l ∈ n. We also prove (2) indirectly. N is transitive. i. Exactly one of three situations occurs: m ∈ n. / By Comprehension ∃x x = {m ∈ n : m ∈ N} and so Foundation gives y ∈ x / such that y ∩ x = ∅. But then y = succ(l) ∈ N. By Comprehension ∃x x = {k ∈ n : ¬(k ⊆ n)} and so by Foundation there is y ∈ x such that y ∩ x = ∅. We say that a term t is transitive whenever we have (∀x ∈ t)(x ⊆ t). 1.

choose m ∈ N with m ⊆ n.33 Lemma. >. By transitivity. Transitivity of m gives k ⊆ m and so we have k ⊆ l. because l ∈ n we have l ∈ N and l ∈ S so that either k = l or k ∈ l. We begin the proof of (1) by letting S denote {x ∈ N : (∃y ∈ N)(y ⊆ x and y = x and y ∈ x)}. k = l contradicts l ∈ m / / and k ∈ l contradicts k ∈ m \ l. . we conclude that l = m. then either m = n or m ∈ n. 1. Hence m ∈ n. If m ⊆ n. then n ⊆ m. pick k ∈ m \ l such that k ∩ (m \ l) = ∅. Foundation gives us n2 ∈ n1 ∩ S with n2 ∩ (n1 ∩ S) = ∅. m = n. / It will suﬃce to prove that S = ∅. Using Foundation. using Foundation pick l ∈ n \ m such that l ∩ (n \ m) = ∅. Suppose that n is not a subset of m. In fact. If n1 ∩ S = ∅. and ≥ in their usual sense. We prove the contrapositive of (2). choose l ∈ n \ m such that l ∩ (n \ m) = ∅. Transitivity gives l ⊆ n. Let m. We use an indirect proof—pick some n1 ∈ S. l ⊆ n and hence l ⊆ m. we often use “<” for “∈” when writing about the natural numbers. and m ∈ n. These theorems show that “∈” behaves on N just like the usual ordering “<” on the natural numbers. For just such an n. However. / Proof. We also use the relation symbols ≤. n ∈ N. 2. If m ∈ n. we always have some n ∈ S such that n ∩ S = ∅. Using / Foundation. We have l = m since l ∈ n and m ∈ n. Now. so we must have l ⊆ m. Now by (1) applied to l and m. By transitivity. n2 ⊆ n1 so that n2 ∩ S = ∅. / Therefore we conclude that m \ l = ∅. Thus.

Exercise 5. all this is a little vague. w)] then ∀n ∈ N Φ(n. Prove or disprove that for each formula Φ(v. By Foundation.. w)) → ∀n ∈ N Φ(n. w)) → Φ(n. By Comprehension. Φ For all w. w) in Theorem 8 Φ is usually called the inductive hypothesis. Transitivity of t guarantees that (∀n ∈ y) Φ(n. Roughly speaking. we get y ∈ s such that y ∩ s = ∅. . w)]. We will assume that the theorem is false and derive a contradiction. w). For each formula Φ(v. THE NATURAL NUMBERS The next theorem scheme justiﬁes ordinary mathematical induction. The reader may carry out this procedure a few steps and recognise this function F as F (n) = 3 + n. Proof. w)) → Φ(n. contradicts that y ∈ s. wn . We have w and a ﬁxed l ∈ N such that ¬Φ(l. ∃s s = {n ∈ t : ¬Φ(n. in turn. However. w) we have ∀w [(∀n ∈ N)((∀m > n Φ(m. w).g. w)}. t = l ∪ {l}). We have set out a short recursive procedure which gives a way to calculate F (n) for any n ∈ N. w). Let t be any transitive subset of N containing l (e. values of a function F at larger numbers are deﬁned in terms of the values of F at smaller numbers. Recursion on N is a way of deﬁning new terms (in particular. . functions with domain N). if ∀n ∈ N [(∀m ∈ n Φ(m. For brevity let us write w for w1 . What exactly is F ? .34 CHAPTER 4. . . This. w) of the language of set theory we have: Theorem 8. The statement ∀m ∈ n Φ(m. We begin with the example of a function F . where we set F (0) = 3 and F (succ(n)) = succ(F (n)) for each natural number n.

Let us now go to the general context in which the above example will be a special case. f |x. the very thing that we are trying to describe. f. F |x. for example f = { 0. 4 } or f = { 0.35 In particular. In order to describe F we use functions f which approximate F on initial parts of its domain. it just involves F |x. 3 . f (m). f. not F (x) itself. y. is there a formula for calculating F ? How do we verify that F behaves like we think it should? In order to give some answers to these questions. 3 }. which simply states that we have a well deﬁned procedure given by Φ. y). But in order to justify this we will need to notice that (∀x ∈ N)(∀f )[(f : x → V) → ∃!y Φ(x. you might say that the formula doesn’t really involve F at all. 4 . f. we denote by REC(Φ. 1. . y : (∃n ∈ N)(∃f )[f : n → V ∧ f (x) = y ∧ ∀m ∈ n Φ(m. Is this a vicious circle? No — the formula only involves the value of F at a number n less than x. Let’s rewrite the formula as [x = 0 → y = 3] ∧ (∀n)[x = succ(n) → y = succ(f (n))] and denote it by Φ(x. We will obtain F as the amalgamation of all these little f ’s. N. Our recursive procedure is then described by Φ(x. let us analyse the example. For any formula Φ(x. f |m. where each such f satisﬁes Φ(x. w) the class { x. f |m. y : (∃n ∈ N)(∃f )[f : n → V ∧ f (x) = y ∧ ∀m ∈ n Φ(m. There is an implicit formula for the calculation of y = F (x) which is [x = 0 → y = 3] ∧ (∀n ∈ N)[x = succ(n) → y = succ(F (n))] However the formula involves F . In fact. f (x)) for the appropriate x’s. 2. w)]}. F (x)). f (m))]}. f = { 0. 3 . F is { x. w) of the language of set theory. y)]. 5 }. 1.

This requires a theorem scheme. w). 2. we assume that m ∈ N and (∀j ∈ m)(j ∈ x ∪ {x} → f1 (j) = f2 (j)) . we have: 3. functions fi with domains ni ∈ N such that fi (x) = yi and (∀m ∈ ni ) Φ(m.36 CHAPTER 4. We ﬁrst prove the following claim. Then. w) is the unique function on N which satisﬁes the procedure given by Φ. furthermore. For each formula Φ(x. for i = 1. F (m). N. that REC(Φ. w). H(m). F : N → V. fi |m. we have: 1. ∀m ∈ N Φ(m. suppose that we have (∀x ∈ N)(∀f )[(f : x → V) → ∃!y Φ(x. Φ For all w. then H(n) = F (n). w)]. THE NATURAL NUMBERS We will show. under the appropriate hypothesis. for any n ∈ N and any function H with n ∈ dom(H). w) of the language of set theory we have: Theorem 9. which we do by induction on m ∈ N. Claim. H|m. To this end. y. N. y1 ∈ F ∧ x. By deﬁnition of F we have. f. letting F denote REC(Φ. w). f. (∀x ∈ N)(∀y1 )(∀y2 )[( x. y. w) for all m ∈ n ∪ {n}. fi (m). y2 ∈ F → y1 = y2 ] Proof of Claim. It suﬃces to prove that (∀m ∈ N)(m ∈ x ∪ {x} → f1 (m) = f2 (m)). and. F |m. Proof. 2. If Φ(m.

for each x ∈ N there is n ∈ N and f : n → V such that F (x) = f (x) and. By the claim. Now by the hypothesis of this theorem with f = f1 |m = f2 |m we deduce that f1 (m) = f2 (m). we assume that (∀j ∈ x)(∃y) [ j. Let g = {fj : j ∈ x}. f1 (m). For each j ∈ x there is nj ∈ N and fj : nj → V such that (∀m ∈ nj ) Φ(m. Hence. it suﬃces to show that (∀x ∈ N)(∃y) [ x. in fact. fj (m). f2 (m). Deﬁne f to be the function f = g ∪ { x. then x. y ∈ F ] by induction. w). f |m. note that. F |n = f . y ∈ F ] with intent to show that ∃y x. w). y }. fj (x) ∈ F and we are done. y ∈ F . f2 |m. It is straightforward to verify that f witnesses that x. g|m. . To do this suppose m ∈ x ∪ {x}. w).37 with intent to show that m ∈ x ∪ {x} → f1 (m) = f2 (m). By the hypothesis of the theorem applied to g there is a unique y such that Φ(x. g. by (1). If x ∈ nj for some j. the fj ’s agree on their common domains. so that g is a function with domain x and (∀m ∈ x) Φ(m. f1 |m. f (m). Since x ∈ n1 ∩ n2 we have m ∈ n1 ∩ n2 so that we have both Φ(m. By transitivity j ∈ x ∪ {x} for all j ∈ m and so by the inductive hypothesis f1 |m = f2 |m. g(m). y ∈ F . w). To prove (2). fj |m. To this end. so assume that nj ≤ x for all j. w) and Φ(m. w). (∀m ∈ n) Φ(m. In order to verify (1). This concludes the proof of the claim. y.

38

CHAPTER 4. THE NATURAL NUMBERS We prove (3) by induction. Assume that (∀m ∈ n) H(m) = F (m)

with intent to show that H(n) = F (n). We assume Φ(n, H|n, H(n), w) and by (2) we have Φ(n, F |n, F (n), w). By the hypothesis of the theorem applied to H|n = F |n we get H(n) = F (n).

By applying this theorem to our speciﬁc example we see that REC(Φ, N, w) does indeed give us a function F . Since F is deﬁned by recursion on N, we use induction on N to verify the properties of F . For example, it is easy to use induction to check that F (n) ∈ N for all n ∈ N. We do not often explicitly state the formula Φ in a deﬁnition by recursion. The deﬁnition of F would be more often given by: F (0) = 3 F (succ(n)) = succ(F (n)) This is just how the example started; nevertheless, this allows us to construct the formula Φ immediately, should we wish. Of course, in this particular example we can use the plus symbol and give the deﬁnition by recursion by the following formulas. 3+0=3 3 + succ(n) = succ(3 + n) Now, let’s use deﬁnition by recursion in other examples. We can deﬁne general addition on N by the formulas a+0=a a + succ(b) = succ(a + b) for each a ∈ N. Here a is a parameter which is allowed by the inclusion of w in our analysis. The same trick can be used for multiplicaton: a·0=0 a · (succ(b)) = a · b + a

39 for each a ∈ N, using the previously deﬁned notion of addition. In each example there are two cases to specify—the zero case and the successor case. Exponentiation is deﬁned similarly: a0 = 1 asucc(b) = ab · a The reader is invited to construct, in each case, the appropriate formula Φ, with a as a parameter, and to check that the hypothesis of the previous theorem is satisﬁed. G. Peano developed the properties of the natural numbers from zero, the successor operation and induction on N. You may like to see for yourself some of what this entails by proving that multiplication is commutative. A set X is said to be ﬁnite provided that there is a natural number n and a bijection f : n → X. In this case n is said to be the size of X. Otherwise, X is said to be inﬁnite. Exercise 6. Use induction to prove the ”pigeon-hole principle”: for n ∈ N there is no injection f : (n + 1) → n. Conclude that a set X cannot have two diﬀerent sizes. Do not believe this next result: Proposition. All natural numbers are equal. Proof. It is suﬃcient to show by induction on n ∈ N that if a ∈ N and b ∈ N and max (a, b) = n, then a = b. If n = 0 then a = 0 = b. Assume the inductive hypothesis for n and let a ∈ N and b ∈ N be such that max (a, b) = n + 1. Then max (a − 1, b − 1) = n and so a − 1 = b − 1 and consequently a = b.

40

CHAPTER 4. THE NATURAL NUMBERS

¬(∃z)(z = ON). ON is transitive. An ordinal is a transitive set of transitive sets. More formally: for any term t. We denote {α : α is an ordinal} by ON. We often use lower case Greek letters to denote ordinals. Let α ∈ ON. 2. Proof. we must prove that 41 . 1. we must prove that α ⊆ ON.Chapter 5 The Ordinal Numbers The natural number system can be extended to the system of ordinal numbers. From Theorem 6 we see immediately that N ⊆ ON. Let x ∈ α. 1. Theorem 10. “t is an ordinal” is an abbreviation for (t is transitive) ∧ (∀x ∈ t)(x is transitive).

This leads to the contradiction ON ∈ ON. and. In fact. We can either add “N = ON” to our axiom system. (Trichotomy of Ordinals) (∀α ∈ ON)(∀β ∈ ON)(α ∈ β ∨ β ∈ α ∨ α = β). we often write α < β for α ∈ β. we know that “N = ON” can be neither proved nor disproved from the axioms that we have stated (provided. Of course. CHAPTER 5. 2.e.42 (a) x is transitive. Because of this theorem. or we can add “N = ON”. We ﬁnd ourselves at a crossroads in Set Theory. From (1) we have that ON is a transitive set of transitive sets. the axiom “N = ON” essentially says that there are no inﬁnite sets and the axiom “N = ON” essentially says that there are indeed inﬁnite sets. it is natural to wonder whether N = ON. that those axioms are actually consistent). of course. To prove (b). Assume (∃z)(z = ON). when α and β are ordinals. The reader may check that a proof of this theorem can be obtained by replacing “N” with “ON” in the proof of Theorem 7.. Theorem 11. Proof. i. As we shall see. let y ∈ x. by transitivity of α we have y ∈ α. THE ORDINAL NUMBERS (b) (∀y ∈ x)(y is transitive). Since N ⊆ ON. hence y is transitive. an ordinal. we go for the inﬁnite! The Axiom of Inﬁnity N = ON . Clearly (a) follows from the deﬁnition of ordinal.

(∃z)(z ∈ ON ∧ z = N). ∀α ∈ ON ∃β ∈ ON β = succ(α). Proof.. i. 1. after which the rest follow. Thus N = {x ∈ α : x ∈ N} and by Comprehension ∃z z = {x ∈ α : x ∈ N}. ω = N. 2. this follows immediately from the trichotomy of ordinals and the transitivity of N. N ∈ ON. there is a set of all natural numbers. Theorems 6 and 12 now show that the natural numbers are the smallest ordinals. We claim that for each n ∈ N we have n ∈ α.43 As a consequence. Exercise 8. in fact. Prove this lemma. then α is called a limit ordinal. Lemma. Theorem 12.e. which are immediately succeeded by ω. . An ordinal α is called a successor ordinal whenever ∃β ∈ ON α = succ(β). Lemma. Since N ⊆ ON and N = ON. ∀S [S ⊆ ON → ∃β ∈ ON β = Exercise 7. Prove this lemma. pick α ∈ ON \ N. The fact that N ∈ ON now follows immediately from Theorem 6. The other ordinals are generated by two processes illustrated by the next lemma. The lower case Greek letter ω is reserved for the set N considered as an ordinal. For S ⊆ ON we write sup S for the least element of {β ∈ ON : (∀α ∈ S)(α ≤ β)} if such an element exists. ∀S [S ⊆ ON → S = sup S] S]. in fact. If α = sup α.

if ∀n ∈ ON [(∀m ∈ n Φ(m. The reader may check that a proof of this theorem scheme can be obtained by replacing “N” with “ON” in the proof of Theorem Scheme 8. y. w)]. w) of the language of set theory we have: Theorem 14. w)] then ∀n ∈ ON Φ(n. We can also carry out recursive deﬁnitions on ON. w) the class { x. For each formula Φ(x. letting F denote REC(Φ. f. Each ordinal is either a successor ordinal or a limit ordinal. w)) → Φ(n.44 CHAPTER 5. f |m. Transﬁnite recursion is justiﬁed by the following theorem scheme. Then. Proof. THE ORDINAL NUMBERS Lemma. In order to justify transﬁnite induction we need a theorem scheme. ON. but not both. This process is called transﬁnite recursion. y : (∃n ∈ ON)(∃f )[f : n → V∧f (x) = y∧∀m ∈ n Φ(m. y. w). Φ For all w. w) of the language of set theory. we have: . w). f. For each formula Φ(v. Exercise 9. f (m). suppose that we have (∀x ∈ ON)(∀f )[(f : x → V) → ∃!y Φ(x. Prove this lemma. ON. For any formula Φ(x. w) of the language of set theory we have: Theorem 13. w)]}. y. We can perform induction on the ordinals via a process called transﬁnite induction. Φ For all w. we denote by REC(Φ. f.

When applying transﬁnite recursion on ON we often have three separate cases to specify. for a limit ordinal δ. ∀x ∈ ON Φ(x. Note that. in each case. α + succ(β) = succ(α + β). and. Multiplication: Exponentiation: αsucc(β) = (αβ ) · α. Addition: α + 0 = α. H|x. H(x). αδ = sup {αη : η ∈ δ}. we are extending the operation from N to all of ON. furthermore. rather than just two as with recursion on N. F : ON → V. α · 0 = 0.45 1. F |x. for any n ∈ ON and any function H with n ∈ dom(H) we have: 3. w) for all x ∈ n ∪ {n} then H(n) = F (n). 2. This is illustrated by the recursive deﬁnitions of the arithmetic operations on ON. F (x). for a limit ordinal δ. α · δ = sup {α · η : η ∈ δ}. . for a limit ordinal δ. w). Proof. If Φ(x. The reader may check that a proof of this theorem scheme can be obtained by replacing “N” with “ON” in the proof of Theorem Scheme 9. The following theorem shows that these operations behave somewhat similarly on N and ON. α0 = 1. α · succ(β) = (α · β) + α. α + δ = sup {α + η : η ∈ δ}.

1 · α = α. If α < β then αδ ≤ β δ . 8. Let α. α + (β + δ) = (α + β) + δ. If 0 < α and β < δ then α · β < α · δ. Build your transﬁnite induction skills by proving two parts of this theorem. and. We have. 0 · α = 0. 16. 7. 6. α(β+δ) = αβ · αδ . 12. α + sup S = sup {α + η : η ∈ S}. If α < β then α + δ ≤ β + δ. 15. α · (β · δ) = (α · β) · δ. 2. 5. β. 1α = 1. 4. 1. 9. 10. α · sup S = sup {α · η : η ∈ S}. If α < β then α · δ ≤ β · δ. If β < δ then α + β < α + δ. αsup S = sup {αη : η ∈ S}.46 CHAPTER 5. and δ be ordinals and S be a non-empty set of ordinals. 14. 0 + α = α. 18. . Exercise 10. 13. (αβ )δ = αβ·δ . If 1 < α and β < δ then αβ < αδ . 17. α · (β + δ) = (α · β) + (α · δ). 3. THE ORDINAL NUMBERS Theorem 15. 11.

There is no inﬁnite descending sequence of ordinals. If dom(f ) ⊆ n + 1 for some n ∈ ω. Theorem 16. Such ordinals β are called epsilon numbers (The smallest such ordinal α = ω α is called 0 . If β is a non-zero ordinal then ω β is a limit ordinal. 1. 2ω = 4ω 6. we say that f is a ﬁnite sequence. otherwise f is an inﬁnite sequence. If α is a non-zero ordinal. . which are easy to verify from the basic deﬁnitions. 1 + ω = ω + 1 3. ∀α ∈ ON ∀β ∈ α ∃!γ ∈ ON α = β + γ. This is illustrated by the following examples. Lemma. Examples. 1 + ω = 2 + ω 2. Prove this lemma. Prove this lemma. where each fn = f (n).47 However. ordinal addition and multiplication are not commutative. Commonly. (2 · 2)ω = 2ω · 2ω Lemma. 1 · ω = 2 · ω 4. any function f with dom(f ) ⊆ ω is called a sequence. As usual.) Lemma. then there is a largest ordinal β such that ω β ≤ α. Exercise 12. 2 · ω = ω · 2 5. Exercise 13. Show that the β ≤ α and that there are cases in which β = α. Prove this lemma. we denote the sequence f by {fn }. Exercise 11.

. However. . . if m ∈ x and m > n then f (m) ∈ f (n). Suppose x ⊆ ω is inﬁnite and f : x → ON such that if n < m then f (n) > f (m). and. for m < n. Let’s use an indirect proof. .48 CHAPTER 5. . which is a contradiction.. . . . THE ORDINAL NUMBERS Proof. By Foundation there is y ∈ X such that y ∩ X = ∅. (Cantor Normal Form) For each non-zero ordinal α there is a unique n ∈ ω and ﬁnite sequences m0 . βn of ordinals which satisfy β0 > β1 > · · · > βn such that α = ω β0 m 0 + ω β1 m 1 + · · · + ω βn m n .e. i. 0 s(i) = s(0). This shows that statements like the following theorem can be written precisely in the language of set theory. i=0 m+1 m s(i) = i=0 i=0 s(i) + s(m + 1). then the n sum i=0 s(i) is deﬁned by recursion as follows. let β0 = max {β : ω β ≤ α} and then let m0 = max {m ∈ ω : ω β0 m ≤ α} which must exist since ω β0 m ≤ α for all m ∈ ω would imply that ω β0 +1 ≤ α. mn of positive natural numbers and β0 . If n ∈ ω and s : (n + 1) → ON is a ﬁnite sequence of ordinals. Using the penultimate lemma. Proof. there is n ∈ x such that f (n) ∩ X = ∅. Theorem 17. Let X = {f (n) : n ∈ x}. .

would be an inﬁnite decreasing sequence of ordinals. . 2. Lemma. then m 0 · ω α0 + · · · + m k · ω αk < ω β . mk < ω. then m · ω α = ω α . . . {xn }. We have 54 = 25 + 24 + 22 + 2 when it is written as the simplest sum of powers of 2. Exercise 14. If k ∈ ω. This proves the existence of the sum. We continue in this manner as long as possible. Prove this lemma and note that it implies that m · δ = δ for each positive integer m and each limit ordinal δ. The only way we could stop would be if some αn = 0. and m0 . there is some α0 ∈ ON such that α = ω β0 m0 + α0 where the maximality of m0 ensures that α0 < ω β0 . Proceed to get m1 = max {m ∈ ω : ω β1 m ≤ α0 } and α1 < ω β1 such that α0 = ω β1 m1 + α1 . It begins with n = 2 and is constructed as follows. Verify the last statement of this proof. We must have to stop after a ﬁnite number of steps or else β0 > β1 > β2 > . . Now let β1 = max {β : ω β ≤ α0 } so that β1 < β0 . This will be the ﬁrst step in a recursively deﬁned sequence of natural numbers. we can write out 54 using only the the arithmetic operations and the numbers 1 and 2. . In fact. . Pick a number—say x = 54. Uniqueness follows by induction on α ∈ ON. .49 By the previous lemma. If 0 < m < ω and α is a non-zero ordinal. . 2 . . Exercise 15. There is an interesting application of ordinal arithmetic to Number Theory. and α0 . αk < β. x2 = 54 = 2(2 2 +1) + 22 + 22 + 2. 1. .

+ 3 · ω 3 + 3 · ω 2 + 3 · ω + 3. For each n ≥ 2 we let gn be the result of replacing each occurrence of n in xn by ω. leaving any 1’s or 2’s alone. subtracting 1. From this sequence. THE ORDINAL NUMBERS x2 − 1 = 2(2 x3 = 3(3 Subtract 1. suppose x ∈ N and for all n ≥ 2 we have xn = 0. leaving the 1’s alone. 2’s or 3’s alone. + ω ω + 1. (Goodstein) For any initial choice of x there is some n such that xn = 0. leaving any 1’s. we construct another sequence. 4 +1) + 44 + 44 .50 Subtract 1. 4 3 Change all 3’s to 4’s. Proof. 4 Change all 4’s to 5’s. 3 2 Change all 2’s to 3’s. . 3 +1) + 33 + 33 + 1. One may ask the value of the limit n→∞ lim xn . + ωω . changing 6’s to 7’s and so on. 3 +1) x3 − 1 = 3(3 x4 = 4(4 Subtract 1. What is your guess? The answer is surprising. 5 Subtract 1 and continue. in the example above we would get: g2 = ω (ω g3 = ω (ω g4 = ω (ω g5 = ω (ω g6 = ω (ω ω +1) ω +1) ω +1) ω +1) ω +1) + ω (ω + ω (ω + ω (ω + ω (ω + ω (ω ω) ω) ω) ω) ω) + ω ω + ω. x5 = 5(5 5 +1) + 55 + 3 · 53 + 3 · 52 + 3 · 5 + 3. CHAPTER 5. 2 +1) + 22 + 22 + 1. + 3 · ω 3 + 3 · ω 2 + 3 · ω + 2. Theorem 18. + 44 + 3 · 43 + 3 · 42 + 3 · 4 + 3. x4 − 1 = 4(4 4 +1) + 33 + 33 . So. changing 5’s to 6’s. We use an indirect proof.

The reader can do this for x = 4. We do not need the Axiom of Inﬁnity in order to verify the theorem for any one particular value of x—we just need to carry out the arithmetic.51 etc. although the statement of the theorem does not mention inﬁnity in any way. in fact. . It is interesting that. ﬁnishing our example x = 54 would be tedious. Moreover. The previous lemma can now be used to show that {gn } would be an inﬁnite decreasing sequence of ordinals. there is no uniform method of ﬁnitary calculations which will give a proof of the theorem for all x. The Axiom of Inﬁnity is necessary for the proof. Mathematical logicians have proved that. the calculations are somewhat diﬀerent for diﬀerent values of x. we used the Axiom of Inﬁnity in its proof. however.

THE ORDINAL NUMBERS .52 CHAPTER 5.

x ∈ R)].] 4. 2. 1. 6. 53 . 5. We say a relation R is total on C whenever ∀x ∈ C ∀y ∈ C [ x. z ∈ R. We say a relation R is well founded on C whenever ∀X [(X ⊆ C ∧ X = ∅) → (∃x ∈ X ∀y ∈ X y.Chapter 6 Relations and Orderings In the following deﬁnitions. / 3. x ∈ R. y ∈ R ∧ y. y ∈ R)]. / Such an x is called minimal for X. y ∈ R ∨ y. We say R is extensional on C whenever ∀x ∈ C ∀y ∈ C [x = y ↔ ∀z ∈ C ( z. We say a relation R is irreﬂexive on C whenever ∀x ∈ C x. We say R is a relation on C whenever R ⊆ C × C. x ∈ R ↔ z. R and C are terms. z ∈ R) → x. x ∈ R ∨ x = y]. We say a relation R is transitive on C whenever ∀x ∀y ∀z [( x.

This means that g(δ) = ∅. . By Theorem 10 and the Axiom of Replacement there must be some least δ ∈ ON such that δ ∈ rng(f ). Suppose δ is an ordinal and f : X → δ. On the other hand. Any well founded relation is irreﬂexive. In fact. Exercise 16. Prove that a transitive set α is an ordinal iﬀ the membership relation is total on α. y ∈ R iﬀ x ∈ y. y ∈ R. Using recursion on ON we deﬁne g : ON → P(X) by g(β) = x : x is a minimal element of X \ From g we obtain f : X → ON by f (x) = the unique α ∈ ON with x ∈ g(α). We treat only the forward implication. y ∈ R iﬀ y ∈ x is not well founded but nevertheless has all the other properties. y ∈ R must be a well founded relation. RELATIONS AND ORDERINGS An example of a relation R on an ordinal is given by the membership relation: x. Proof. this turns out to be a characterisation. R is well founded iﬀ there is an ordinal δ and a surjection f : X → δ such that f (x) < f (y) whenever x. Any relation which is both well founded and total is also transitive. Theorem 19. {g(α) : α < β} .54 CHAPTER 6. R satisﬁes all the above properties. 0. Any total relation is extensional. A relation R on X with the property that f (x) < f (y) whenever x. if possible. and since R is well / founded we must have X= {g(α) : α < δ}. the reverse / relation R given by x. if α ∈ ω. Let R be a relation on a set X. otherwise.

the relation on the transitive set is the membership relation. which is extensional and well founded. This unexpected result leads to the important Mostowski Collapsing Theorem. Theorem 20. Proof. . In other words x ∈ g(α) for some α < β and so f (x) = α < β = f (y). We have y ∈ g(β) so that y is a minimal element of X\ and hence we have that x∈X\ / {g(α : α < β}. Clearly h is a function with domain X. There is a unique transitive set M and a unique isomorphism h : X → M . y ∈ R and f (y) = β. y ∈ R}. By recursion on the ordinals we deﬁne for each β < δ a function hβ : f ← {β} → V such that hβ (y) = {hα (x) : α < β and x. Let h = {hβ : β < δ}. Exercise 17. Note that if y ∈ f ← {β} and x. such that for all x and y in A we have x. Of course. Prove that any isomorphism between transitive sets is the identity. y ∈ R then x ∈ f ← {α} for some α < β. Obtain f : X → δ directly from the previous theorem. Let R be a well founded extensional relation on a set X.55 To ﬁnish the proof suppose x. y ∈ R iﬀ f (x). so that in fact hβ (y) = {hα (x) : α < δ and x. A relation R on a set A is said to be isomorphic to a relation S on a set B provided that there is a bijection f : A → B. y ∈ R}. f (y) ∈ S. {g(α) : α < β}. called an isomorphism.

Proof. if in addition it is well founded. We say that a relation R is a partial ordering or partial order whenever it is both irrefexive and transitive. The unique ordinal given by this theorem is called the order type of the well ordered set. Letting M = rng(h). furthermore. < by type X.56 and hence we have CHAPTER 6. if in addition it is total. Since well orders are extensional and well founded we can use the Mostowski Collapsing Theorem. We similarly have the concepts of linearly ordered set and well ordered set. . The study of partially ordered sets continues to be a major theme in contemporary Set Theory and the construction of elaborate partial orders is of great technical importance. < . y ∈ R}. < is a parially ordered set. Since R is extensional. Whenever ∃z z = X. In contrast. < and < is a partial ordering on X. h is an injection. For those orderings we usually write < instead of R and we write x < y for x. We denote the order type of X. then it is called a well ordering or well order. then it is called a linear ordering or linear order. Theorem 21. RELATIONS AND ORDERINGS h(y) = {h(x) : x. Exercise 18. Verify the last two sentences in this proof. Each well ordered set is isomorphic to a unique ordinal. By Exercise 16 the resulting transitive set is an ordinal. it is now straightforward to use the previous exercise to complete the proof. well orders have been thoroughly analysed and we shall now classify all well ordered sets. y ∈ R. we say that X.

Theorem 22. which completes the proof. y ∈ X × X : x = g(α) and y = g(β) for some α < β < δ} is a well ordering of X. The Axiom of Replacement gives the resulting set S ⊆ ON. g(δ) = X and so X ⊆ {g(α) : α < δ}. It is now / straightforward to verify that { x. This Well Ordering Principle is used frequently in modern Set Theory. ﬁrst used in this proof. By Theorem 10 there is a δ ∈ ON \ S. The Power Set Axiom. In order to prove it we use the Axiom of Choice and. where S = {β ∈ ON : g(β) ∈ X}. We begin by using Theorem 5 to obtain a choice function f : P(X) \ {∅} → X such that for each nonempty A ⊆ X we have f (A) ∈ A. . most uses of the Axiom of Choice are via the Well Ordering Principle. (∀X)(∃ <) [ X. Choosing any such. By recursion on ON we deﬁne g : ON → X ∪ {X} as: g(β) = f (X \ {g(α) : α < β}).57 We now come to the Well Ordering Principle. < is a well ordered set]. will now also be used frequently without special mention.1) Now replace each x ∈ X ∩ran(g) by the unique ordinal β such that g(β) = x. we must have g(δ) ∈ X. if X \ {g(α) : α < β} = ∅. the Power Set Axiom. for the ﬁrst time. otherwise. (6. which is the fundamental theorem of Set Theory due to E. In fact. Proof. that is. X. Zermelo.

RELATIONS AND ORDERINGS .58 CHAPTER 6.

3. Every set has a cardinality. We deﬁne the cardinality of x. Those ordinals which are |x| for some x are called cardinals. Prove that each n ∈ ω is a cardinal and that ω is a cardinal. κ is a cardinal. 59 . Therefore. for any set x there is some ordinal κ ∈ ON and a bijection f : x → κ.Chapter 7 Cardinality In this chapter. we investigate a concept which aims to translate our intuitive notion of size into formal language. Theorem 23. By Theorem 21. |κ| = κ. to be the least κ ∈ ON such that there is some bijection f : x → κ. |x|. (∀α < κ)(¬∃ bijection f : κ → α). Show that ω + 1 is not a cardinal and that. i. 1. every well ordered set is isomorphic to an ordinal. (∀α < κ)(¬∃ injection f : κ → α). The following are equivalent. in fact.. Exercise 19.e. each other cardinal is a limit ordinal. 2. By Zermelo’s Well Ordering Principle (Theorem 22) every set can be well ordered.

there is an isomorphism g : β → f → κ for some β ∈ ON. The following exercises are applications of the theorem. we must have γ ≤ g(γ) for each γ ∈ β and hence β ≤ α. Cantor) ∀x |x| < |P(x)|.60 CHAPTER 7. |x| = |y| iﬀ ∃ bijection f : x → y. CARDINALITY Proof. 3. |x| ≤ |y| iﬀ ∃ injection f : x → y. Theorem 24. First note that if |x| ≥ |P(x)|. ¬(1) ⇒ ¬(3) Just consider x = κ. By Theorem 21. (G. Prove the following: 1. But this cannot happen. 2. The ﬁrst two statements relate to the questions raised in the introduction. Now g −1 ◦ f : κ → β is the desired bijection. Proof. Assume here that y = ∅. Exercise 20. ¬(3) ⇒ ¬(2) Suppose α < κ and f : κ → α is an injection. since {a ∈ x : a ∈ g(a)} ∈ g → (x). We prove the negations of each are equivalent: ¬(1) (∀x)[(∃ bijection g : x → κ) → (∃α < κ)(∃ bijection h : x → α)] ¬(2) ∃α < κ ∃ bijection f : κ → α ¬(3) ∃α < κ ∃ injection f : κ → α ¬(2) ⇒ ¬(1) Just take h = f ◦ g. / / . Since g is order preserving. then there would be a surjection g : x → P(x). |x| ≥ |y| iﬀ ∃ surjection f : x → y.

This is possible since κ is a limit ordinal. If λ is inﬁnite. β0 } = max {α1 . β1 }. type <← { α. 2. Prove the following: 1. we denote by α+ the least cardinal greater than α. It now suﬃces to prove that type <← { δ. . max {α0 . or. this is true by inductive hypothesis. This is well deﬁned by Theorem 24. δ }| < κ and so it suﬃces to prove that |δ × δ| < κ. β0 } < max {α1 . β1 } ∧ α0 = α1 ∧ β0 < β1 . β0 < α1 . The supremum of a set of cardinals is a cardinal.61 For any ordinal α. Exercise 21. It is easy to check that < well orders κ × κ. The formulas |κ| = |κ × {0}| and |κ × {0}| ≤ |κ × κ| imply that κ ≤ |κ × κ|. ¬∃z z = {κ : κ is a cardinal}. δ }. < < κ. β ∈ κ × κ. We deﬁne an ordering on κ × κ by: max {α0 . < < κ. We use induction and assume that |λ × λ| = λ for each inﬁnite cardinal λ < κ. β1 iﬀ max {α0 . It suﬃces to show that θ ≤ κ. Since |δ × δ| = ||δ| × |δ||. If λ is ﬁnite. Proof. β0 } = max {α1 . To this end. Let θ = type κ × κ. Let κ be an inﬁnite cardinal. β }. β } ⊆ δ × δ. < . And for this it suﬃces to show that for all α. By Theorem 23 it suﬃces to prove that |<← { δ. Let δ ∈ κ be such that <← { α. pick α. |κ × κ| = κ. β1 } ∧ α0 < α1 . then |λ × λ| < ω ≤ κ. Theorem 25. α0 . β ∈ κ × κ. We now show that |κ × κ| ≤ κ. For any inﬁnite cardinal κ. it suﬃces to prove that |λ × λ| < κ for all cardinals λ < κ.

|κ λ| ≤ |[λ]κ |. A function f : δ → α is said to be coﬁnal whenever rng(f ) is coﬁnal in α. of a limit ordinal α is the least δ ∈ ON such that there is a coﬁnal f : δ → α. The coﬁnality. cf (α). Deﬁne B A as {f : f : B → A} and [A]κ as {x : x ⊆ A ∧ |x| = κ}. Proof. For each x ∈ [λ]κ there is a bijection fx : κ → x. κ λ. Let κ = sup {|a| : a ∈ X}. We have. then |X × Y | = max {|X|. Thus. provided that at least one element of X ∪ {X} is inﬁnite. then |κ λ| = |[λ]κ |. Since |κ × κ| = κ we have the result. If κ ≤ λ and λ is an inﬁnite cardinal. CARDINALITY Corollary. If κ is an inﬁnite cardinal. then |κ κ| = |[κ]κ | = |P(κ)|. Using characteristic functions it is easily proved that |κ 2| = |P(κ)|. Proof. If X is inﬁnite. Lemma. . Theorem 26. sup {|a| : a ∈ X}}. Using Exercise 20 and the previous corollary. Using Exercise 20. |Y |}.62 CHAPTER 7. Deﬁne a surjection f : X × κ → X by f ( a. Lemma. α ) = fa (α). we A subset S of a limit ordinal α is said to be coﬁnal whenever sup S = α. Proof. Now κ λ ⊆ [κ × λ]κ . κ 2⊆ κ κ ⊆ [κ × κ]κ ⊆ P(κ × κ). Since fx ∈ have an injection from [λ]κ into κ λ. so |[λ]κ | ≤ |κ λ|. the result follows. For any X we have | X| ≤ max {|X|. for each a ∈ X there is a surjection fa : κ → a.

and is equivalent to the third question in the introduction. 2. 3. Let λ = |P(κ)|. Theorem 27. that ω + = |P(ω)|. which has cardinality greater than α. Then λ = |P(κ)| = |κ 2| = |(κ×κ) 2| = |κ (κ 2)| = |κ λ| ≥ |cf (λ) λ| > λ. . κ is said to be singular. Prove this lemma. for example. Suppose cf (λ) ≤ κ. These notions are of interest when κ is an inﬁnite cardinal. We show that there is no surjection g : κ → δ κ.63 A cardinal κ is said to be regular whenever cf (κ) = κ. This statement is called the Continuum Hypothesis. Then h ∈ g → (κ). For each inﬁnite cardinal κ. Cantor’s Theorem guarantees that for each ordinal α there is a set. since otherwise h = g(β) for / / some β < κ. Lemma. Let f : δ → κ witness that cf (κ) = δ. Otherwise. For each limit ordinal κ. Each inﬁnite singular cardinal contains a coﬁnal subset of regular cardinals. |cf (κ) κ| > κ. Proof. Proof. cf (κ) is a regular cardinal. Corollary. (K¨nig’s Theorem) o For each inﬁnite cardinal κ. where δ = cf (κ). ω is regular. Deﬁne h : δ → κ such that each h(α) ∈ {g(β)(α) : β < f (α)}. Exercise 22. 1. cf (|P(κ)|) > κ. In particular. κ+ is a regular cardinal. P(α). pick α ∈ δ such that f (α) > β. However. For each limit ordinal κ. it does not imply.

Under the GCH these two notions are equivalent. It is apparent that ℵ1 ≤ 1 . 2. A cardinal κ is said to be inaccessible whenever both κ is regular and ∀λ < κ |P(λ)| < κ. Exercise 23. . The generalised continuum hypothesis. this is abbreviated as CH. GCH. The beth function : ON → ON is deﬁned as follows: (0) = ω (α) = sup {|P( (β))| : β ∈ α}. and the term weakly inaccesible is given to a regular cardinal κ such that ∀λ < κ λ+ < κ. An inaccessible cardinal is sometimes said to be strongly inaccessible. In fact. Axiom of Inaccessibles ∃κ κ > ω and κ is an inaccessible cardinal This axiom is a stronger version of the Axiom of Inﬁnity. Are the following two statements true? What if κ is assumed to be a regular cardinal? 1.64 CHAPTER 7. The continuum hypothesis is the statement ℵ1 = 1 . We write β for (β). is the statement ∀α ∈ ON ℵα = α . κ is weakly inaccessible iﬀ κ = ℵκ . κ is strongly inaccesssible iﬀ κ = κ. We write ℵα for ℵ(α). CARDINALITY The aleph function ℵ : ON → ON is deﬁned as follows: ℵ(0) = ω ℵ(α) = sup {ℵ(β)+ : β ∈ α}. but the mathematical community is not quite ready to replace the Axiom of Inﬁnity with it just yet. We also sometimes write ωα for ℵ(α). the Axiom of Inacessibles is not included in the basic ZFC axiom system and is therefore always explicitly stated whenever it is used. Exercise 24. Prove that ∀κ [κ is an inﬁnite cardinal → (∃α ∈ ON(κ = ℵα )].

The integers. . x ∈ N ∧ y ∈ N. from the integers we shall construct the decimal numbers and the real numbers. From the natural numbers we shall construct the integers. ﬁrst let F = {f : f ∈ 65 ω Z}. / 3. To form the reals. x ∈ N ∧ y ∈ N ∧ / / y< x. For each n ∈ N let −n = {{m} : m ∈ n}. For each n ∈ N \ {∅} we denote {n} by −n. x ∈ N ∧ y ∈ N ∧ x < y.Chapter 8 There Is Nothing Real About The Real Numbers We now formulate three familiar number systems in the language of set theory. or. denoted by Z. are deﬁned as Z = N ∪ {−n : n ∈ N}. 2. We can extend the ordering < on N to Z by letting x < y iﬀ one of the following holds: 1.

I. (∀p ∈ R)(∀q ∈ R) [p < q → ∃d ∈ D p < d < q]. let R = {f : f ∈ F and A(f ) and B(f ) ∧ C(f )} to obtain the real numbers and let D = {f : f ∈ R and D(f )} to obtain the decimal numbers. < is complete. −9}). 2. In light of these deﬁnitions. bounded subsets have suprema and inﬁma. Any two countable dense linear orders without endpoints are isomorphic. Lemma. 3. Prove this lemma. We now order R as follows: let f < g iﬀ (∃n ∈ ω) [f (n) < g(n) ∧ (∀m ∈ n)(f (m) = g(m))]. < is a linear order on D.66CHAPTER 8. R is uncountable. D and R in a natural—if cumbersome—fashion. 4. (∀n ∈ ω)(f (n) ≥ 0) ∨ (∀n ∈ ω)(f (n) ≤ 0).. Let us write: A(f ) B(f ) C(f ) D(f ) Finally. for for for for (∀n > 0)(−9 ≤ f (n) ≤ 9). i. and. This ordering clearly extends our ordering on N and Z.. Exercise 25. . |D| = ℵ0 . THERE IS NOTHING REAL ABOUT THE REAL NUMBERS We pose a few restrictions on such functions as follows. Theorem 28. the operations of addition. and restricts to D. D is a countable dense subset of R. / (∃m ∈ ω)(∀n ∈ ω \ m)(f (n) = 0). 5. 1.e. multiplication and exponentiation deﬁned in Chapter 4 can be formally extended from N to Z.e. (∀m ∈ ω)(∃n ∈ ω \ m)(f (n) ∈ {9.

yj } is order-preserving. 2. We then check that for each n ∈ ω.67 Proof. It is the second most important problem in Set Theory. the back-and-forth argument. if X = {xi : i ∈ ω} and Y = {yj : j ∈ ω} are two countable dense linear orders we deﬁne f : X → Y by the formulas f0 = { x0 . In order to do this. and. if n is even. then extended again to R. Can “with a countable dense subset” be replaced by “in which every collection of disjoint intervals is countable”?. < .Cantor. / . at even steps f (xi ) is deﬁned and at odd steps f −1 (yj ) is deﬁned. We have begun with N. y0 } fn+1 = fn ∪ { xi . there is indeed a choice of j in (1) and i in (2) and that f = {fn : n ∈ ω} is an isomorphism. This is the set of hyperreals. Any complete dense linear order without endpoints and with a countable dense subset is isomorphic to R. such that at each step we have an order-preserving ﬁnite function. We now extend once more to ∗ R. we introduce the important notion of an ultraﬁlter. yj } is order-preserving. yj } where 1. is due to G. This method of proof. It too requires new axioms for its solution. Precisely. extended to Z. The aﬃrmation of this is called the Suslin Hypothesis. A collection of subsets U ⊆ P(S) is a ﬁlter provided that it satisﬁes the ﬁrst three of the following conditions: 1. i = min {k ∈ ω : xk ∈ dom(fn )} and j is chosen so that / fn ∪ { xi . if n is odd. j = min {k ∈ ω : yk ∈ rng(fn )} and i is chosen so that / fn ∪ { xi . The idea is to deﬁne an isomorphism recursively in ω steps. S ∈ U and ∅ ∈ U.

68CHAPTER 8. then A ∩ B ∈ U. In general. recursively choose {αn : n < ω} such that for each n αn+1 ∈ S ∩ S0 ∩ · · · ∩ Sn . ∀x ∈ S {x} ∈ U. β}) = 0}.) There is a free ultraﬁlter over ω. Pick α0 ∈ S and let S0 = {β ∈ ω : P ({α0 . A ∈ U or B ∈ U whenever A ∪ B = S. β}) = 1} ∈ U} ∈ U. β}) = 0} ∈ U} ∈ U. . Every ﬁlter can be extended to an ultraﬁlter. THERE IS NOTHING REAL ABOUT THE REAL NUMBERS 2. the proof breaks into two similar cases. β}) = 0}. If A ∈ U and B ∈ U. {α ∈ ω : {β ∈ ω : P ({α. 1}. As such. Theorem 29. Either: 1. / If a ﬁlter U obeys condition (4) it is called an ultraﬁlter. An ultraﬁlter is a maximal ﬁlter under inclusion. (We can recursively deﬁne it. Pick α1 ∈ S ∩ S0 and let S1 = {β ∈ ω : P ({α1 . Let U be a free ultraﬁlter over ω. 2. (Ramsey) If P : [ω]2 → {0. If A ∈ U and A ⊆ B. Let S = {α ∈ ω : {β ∈ ω : P ({α. and if U satisﬁes conditions (1) through (5) it is said to be a free or non-principal ultraﬁlter. {α ∈ ω : {β ∈ ω : P ({α. β}) = 0} ∈ U}. or. then there is H ∈ [ω]ω such that |P [H]2 | = 1. 3. We address case (1). then B ∈ U. 5. 4. Proof.

Exercise 26.. Then H = {αn : n < ω} exhibits the desired property. let P ({α. (Sierpinski) There is a function P : [ω1 ]2 → {0. Deﬁne P as follows: for α < β. There is a natural embedding of R into ∗ R given by x → [fx ] where fx : ω → R is the constant function. Proof. 1} such that there is no H ∈ [ω1 ]ω1 with |P [H]2 | = 1. Let U be a free ultraﬁlter over ω.1) The following exercise ﬁnishes the proof. Form an equivalence relation ∼ on ω R by the rule: f ∼ g whenever {n ∈ ω : f (n) = g(n)} ∈ U. The set of equivalence classes of ∼ is called the ultrapower of R with respect to U. Let f : ω1 → R be an injection. if f (α) > f (β). i. we identify R with its image under the natural embedding.69 where Sn = {β ∈ ω : P ({αn . Theorem 30. The equivalence class of f is denoted by [f ] = {g ∈ ω R : g ∼ f }. β}) = 0}. 1. . (8.e. fx (n) = x for all n ∈ ω. β}) = 0. There is no subset of R with order type ω1 . The elements of ω R are often called the hyperreal numbers and denoted ∗ R. if f (α) < f (β).

70CHAPTER 8. THERE IS NOTHING REAL ABOUT THE REAL NUMBERS We can deﬁne an ordering ∗ < on ∗ R by the rule: a <∗ b whenever ∃f ∈ a ∃g ∈ b {n ∈ ω : f (n) < g(n)} ∈ U. Lemma. R.

∗

< is a linear ordering on ∗ R which extends the usual ordering of

Exercise 27. Prove this lemma. We usually omit the asterisk, writing < for ∗ <. Exercise 28. There is a subset of ∗ R of order type ω1 . For each function F : Rn → R there is a natural extension

∗

F : (∗ R)n → ∗ R

∗

given by F (a) = [F ◦ s] where a = a0 , . . . , an−1 ∈ (∗ R)n and s : ω → Rn such that for each j ∈ ω s(j) = s0 (j), . . . , sn−1 (j) and si ∈ ai for each i. Theorem 31. (The Leibniz Transfer Principle) Suppose F : Rn → R and G : Rn → R. 1. ∀a ∈ Rn F (a) = G(a) iﬀ ∀a ∈ (∗ R)n 2. ∀a ∈ Rn F (a) < G(a) iﬀ ∀a ∈ (∗ R)n

∗ ∗

F (a) = F (a) <

∗ ∗

G(a). G(a).

Exercise 29. Prove the above theorem. This includes verifying that ∗ F is a function. As a consequence of this theorem, we can extend + and × to ∗ R. For example, a + b = c means that ∃f ∈ a ∃g ∈ b ∃h ∈ c {n ∈ ω : f (n) + g(n) = h(n)} ∈ U.

71 Indeed, the natural embedding embeds R as an ordered subﬁeld of ∗ R. In order to do elementary calculus we consider the inﬁnitesimal elements of R. Note that R = ∗ R; consider

∗

α = [ 1, 1/2, 1/3, . . . , 1/n, . . . ]. Then α > 0 but α < r for each positive r ∈ R; a member of ∗ R with this property is called a positive inﬁnitesimal. There are negative inﬁnitesimals; 0 is an inﬁnitesimal. Since ∗ R is a ﬁeld 1/α exists and 1/α > r for any real number r; it is an example of a positive inﬁnite number. A hyperreal number a is said to be ﬁnite whenever |a| < r for some real r. Two hyperreal numbers a and b are said to be inﬁnitely close whenever a − b is inﬁnitesimal. We write a ≈ b. Lemma. Each ﬁnite hyperreal number is inﬁnitely close to a unique real number. Proof. Let a be ﬁnite. Let s = sup {r ∈ R : r < a}. Then a ≈ s. If we also have another real t such that a ≈ t, then we have s ≈ t and so s = t.

If a is ﬁnite, the standard part of a, st(a), is deﬁned to be the unique real number which is inﬁnitely close to a. It is easy to check that for ﬁnite a and b, st(a + b) = st(a) + st(b); and, st(a × b) = st(a) × st(b). For a function F : R → R we deﬁne the derivative, F (x), of F (x) to be st F (x + x) − F (x) x x.

provided this exists and is the same for each non-zero inﬁnitesimal

72CHAPTER 8. THERE IS NOTHING REAL ABOUT THE REAL NUMBERS The fact that F (x) exists implies that for each inﬁnitesimal x there is an inﬁnitesimal such that F (x + x) = F (x) + F (x) x + x. That is, for any x ≈ 0 there is some ≈ 0 such that y = F (x) x + where y = F (x + x) − F (x). x

Theorem 32. (The Chain Rule) Suppose y = F (x) and x = G(t) are diﬀerentiable functions. Then y = F (G(t)) is diﬀerentiable and has derivative F (G(t)) · G (t). Proof. Let t be any non-zero inﬁnitesimal. Let x = G(t + t) − G(t). Since G (x) exists, x is inﬁnitesimal. Let y = F (x + x) − F (x). We y wish to calculate st( x ), which will be the derivative of y = F (G(t)). We consider two cases. Case 0: x = 0 y = 0, st( y ) = 0, and G (t) = st( t So st( y ) = F (G(t)) · G (t). t Case 1:

y t

x ) t

= 0.

x=0 y y = x · x . So st( y ) = st( x ) · st( x ), and again, t t t st( y ) = F (x) · G (t) = F (G(t)) · G (t). t

1. so trcl(X) is transitive. Each of these will depend upon the fact that every set is contained in a transitive set. and. ∀X trcl(X) is the smallest transitive set containing X. Note that Y is transitive iﬀ . we deﬁne: 0 n+1 X = X. 2. trcl(X) = Theorem 33. Proof. ∀x trcl(x) = x ∪ {trcl(y) : y ∈ x}. 73 { n X : n ∈ ω}. as well as their corresponding gradations of the universe. For this discussion it will be helpful to develop both a new induction and a new recursion procedure. which we now prove. Y ⊆ Y . By recursion on N.Chapter 9 The Universe In this chapter we shall discuss two methods of measuring the complexity of a set. We deﬁne the transitive closure of X as. X= ( n X). this time on the whole universe.

if ∀n [(∀m ∈ n Φ(m. . as illustrated by the following theorem scheme. THE UNIVERSE 1. We have w and a ﬁxed l such that ¬Φ(l. called ∈ −induction. Let t be any transitive set containing l. this is called ∈ −recursion. y. w) of the language of set theory. To prove that trcl(x) ⊇ x ∪ {trcl(y) : y ∈ x}. The proof now proceeds verbatim as the proofs of Theorems 8 and 13. V) the class { x. f. Hence trcl(y) ⊆ trcl(x). We shall assume that the theorem is false and derive a contradiction. w). f |m. ∈ −recursion is justiﬁed by the next theorem scheme. we can perform induction on the universe. Thanks to the previous theorem. As with N and ON. notice ﬁrst that n since ∀y ∈ x y ⊆ x. w)] then ∀n Φ(n.74 CHAPTER 9. So trcl(X) ⊆ Y . 2. Φ For all w. we have that ∀n ∈ ω y ⊆ n+1 x. we denote by REC(Φ. y : (∃n)(∃f ) [f : n → V ∧ f (x) = y ∧ ∀m ∈ n Φ(m. For each formula Φ(v. w)) → Φ(n. w) of the language of set theory we have: Theorem 34. We can also carry out recursive deﬁnitions on V. For the opposite containment. w). we prove by induction n that ∀n ∈ ω x ⊆ x ∪ {trcl(y) : y ∈ x}. we can let t = trcl(l ∪ {l}). n X⊆ n Y ⊆Y. Proof. w)]}. f (m). If Y is transitive and X ⊆ Y then for each n ∈ N. For any formula Φ(x.

Proof. R(α + 1) = P(R(α)). f. V). w) of the language of set theory we have: Theorem 35.75 For each formula Φ(x. to each set x. and furthermore for any n and any function H with n ∈ dom(H) we have. Sometimes we write Rα or Vα for R(α). H|x. . w) for all x ∈ n ∪ {n} then H(n) = F (n). letting F denote REC(Φ. 2. Φ For all w. y. 3. F (x). Φ(x. By recursion on ON we deﬁne the cumulative hierarchy. an ordinal rank(x) by the following rule: rank(x) = sup {rank(y) + 1 : y ∈ x} Observe that ∀α ∈ ON rank(α) = α. y. Theorem 36. The next theorem connects and lists some useful properties of the cumulative hierarchy and the rank function. ∀x Φ(x. Our ﬁrst new measure of the size of a set is given by the rank function. F |x. R(δ) = {R(α) : α < δ} if δ is a limit ordinal. an ordinal-gradation on V. R(0) = ∅. as follows. f. suppose that we have (∀x)(∀f ) [(f : x → V) → ∃!y Φ(x. This associates. H(x). w). and. The proof is similar to that of Theorems 9 and 14. w)]. Then. F : V → V. we have: 1.

This follows from ∀x ∃α ∈ ON rank(x) = α. CHAPTER 9. so choose β such that γ = β + 1. Intuitively. 4. ∀x ∃α ∈ ON x ∈ R(α).. V = Proof. 3. although N ∈ {N}. {R(α) : α ∈ ON}. (←) This uses (2). i. we deﬁne the hereditary cardinality. 5. of a set x. 2.e. as the cardinality of its transitive closure: hcard(x) = |trcl(x)| The corresponding cardinal-gradation is deﬁned as follows. However. We have discussed cardinality as a way of measuring the size of a set. 3. For each cardinal κ. This is an easy induction on α ∈ ON. H(κ) = {x : |trcl(x) < κ}. ∀x ∀α ∈ ON (x ∈ R(α + 1) \ R(α) ↔ rank(x) = α). using (1). ∀x ∀α ∈ ON (x ∈ R(α) ↔ ∃β ∈ α x ⊆ R(β)). (→) Note that if γ is least ordinal such that x ∈ R(γ). ∀α ∈ ON ∀β ∈ ON (β < α → R(β) ⊆ R(α). 5. Apply induction on α. First show by induction on α that rank(x) < α implies x ∈ R(α). . then γ is a successor ordinal. 4. |N| = ℵ0 while |{N}| = 1. For example. we think of {N} as no smaller than N. As such. THE UNIVERSE 2. ∀α ∈ ON R(α) is transitive.76 1. hcard(x). 1. the cardinality function does not tell the whole story since it cannot distinguish the elements of the set. if our set is not transitive.

If κ is an inaccessible cardinal. For any inﬁnite cardinal κ. 1. 4. Case 1: κ is regular. 3. i. 1. 3. then H(κ) = R(κ). For any inﬁnite cardinal κ. then rank(x) < κ. . This follows since ∀x ∃κ hcard(x) = κ. Theorem 38. now use Case 1. Proof. ∀x hcard(x) < κ → rank(x) < κ.77 The members of H(ω) are called the hereditarily ﬁnite sets and the members of H(ω1 ) are called the hereditarily countable sets. Apply (3) and Comprehension. 2. ∃z z = H(κ). For any inﬁnite cardinal κ. H(κ) is transitive. 5. V = {H(κ) : κ is a cardinal}. The proof is by ∈-induction on V. H(κ) ⊆ R(κ). noting that if rank(y) < κ for each y ∈ x and |x| < κ. 2. ∀x ∃κ (κ is a cardinal and x ∈ H(κ)). The next theorem lists some important properties of H. Case 2: κ is singular. For any inﬁnite cardinal κ. This follows from (2) and Theorem 36. Apply part (2) of Theorem 33. Theorem 37.e. 4. There is a regular cardinal λ such that hcard(x) < λ < κ. 5.

For the reverse containment. By Theorem 36. let x ∈ R(κ). It suﬃces to prove by induction that ∀α < κ |R(α)| < κ. So x ⊆ R(α). . we note that |P(λ)| < κ. Since R(α) is transitive. From Theorem 37 we have H(κ) ⊆ R(κ). where λ = |R(β)|. ∃α < κ such that x ∈ R(α + 1) \ R(α). trcl(x) ⊆ R(α). observing that κ is regular. THE UNIVERSE Proof. for limit α we apply Theorem 36. For successor α = β + 1.78 CHAPTER 9.

one for each appropriate Φ. . . vn ) ↔ (Φ(v0 . . i. . vn ) and each i and j with 0 ≤ i ≤ n we have: Theorem 39. . . ∀vn ∀vj [vi = vj → (Φ(v0 . vi /vj . we denote by Φ(v0 . . . . vn ) and for each i and j with 0 ≤ i ≤ n. . 1. . . which states that for any formula Φ we have x = y implying that Φ holds at x iﬀ Φ holds at y. . For each formula Φ of set theory all of whose free variables lie among v0 . . The proof requires a new technique. vi /vj . . . . We make this precise. . vn we write Φ(v0 . . . . 79 . . The proof will come in two steps. vn ) the result of substituting vj for each free occurance of vi . . j. vn ))] This is a scheme of theorems. Φ. j ∀v0 . . For each formula Φ(v0 . . . . . ∀vi . called the Equality Principle. i. . . .Chapter 10 Reﬂection There is a generalisation of the Equality Axiom. Proof. . . . . We ﬁrst prove this for atomic formulas Φ. called induction on complexity of the formula. .

. . . . . Case 5 Φ is vi = vk where i = k This is true by Theorem 1. . vn ) Case 2 (Θ ∧ Ψ) From the hypothesis that Θ(v0 . . vi /vj . . . . . Here Θ and Ψ are subformulas of Ω and Ω is expressed in parentheses for each case according to how Ω is built. vn ) and Ψ(v0 . . vn ) ↔ ¬Θ(v0 . . vn ) ↔ Ψ(v0 . . . Case 4 Φ is vk ∈ vk where i = k This is true since both Φ(v0 . . vn ) . . . Case 6 Φ is vk = vi where i = k This is similar to case 5. . . We now show that for any subformula Ω of Φ. . . if the theorem is true for all proper subformulas of Ω then it is true for Ω. . Case 1 (¬Θ) This is true since if Θ(v0 . . . . vn ) and Φ(v0 . . vi /vj . vn ) are the same. vi /vj . Case 2 Φ is vk ∈ vi where i = k This is true by Axiom of Extensionality.80 CHAPTER 10. . vn ) ↔ Θ(v0 . 2. . vi /vj . . REFLECTION Case 1 Φ is vi ∈ vk where i = k This is true by Axiom of Equality. . . . . . Case 8 Φ is vk = vk where i = k This is similar to case 4. . . . . . . . . . . . . Case 7 Φ is vi = vi This is true since by Theorem 1 both vi = vi and vj = vj are true. . . Case 3 Φ is vi ∈ vi This is true since by Theorem 2 both vi ∈ vj and vj ∈ vi are false. . . . . vn ) ↔ Θ(v0 . . . . . . vn ) then ¬Θ(v0 . . . vi /vj .

vn ))]. . vi /vj . hence Φ(v0 . . . . vn ). . . . then since 0 ≤ k ≤ n we have ∀v0 . . vn ) ↔ Θ(v0 . . ∀vn ∀vj ∀vk [vi = vj → Θ(v0 . vi /vj . .81 we obain Θ(v0 . vn ). . . . . ∀vn ∀vj [vi = vj → (∀vk )Θ(v0 . then Θ ↔ ∀vk Θ and we are done. . . . vn )]. . . . . vi /vj . vn ) ∧ Ψ(v0 . . . If vk is free in Θ. . . . . Cases 3 through 5 result from Cases 1 and 2. . . vn )] and so ∀v0 . . . . . . Case 7 (∃vk ) Θ) and i = k This follows from Cases 1 and 6. . . vi /vj . . vn ) ↔ (∀vk )Θ(v0 . . . . . . . . . vn ) ↔ Θ(v0 . . . vn ) is Φ(v0 . . . If vk is not free in Θ. ∀vn ∀vj [vi = vj → (∀vk )(Θ(v0 . . vn ) ∧ Ψ(v0 . Case 8 (∀vi Θ) This is true since vi is not free in Φ. . . . . . . . . . vn ) ↔ Θ(v0 . . . . vi /vj . . ∀vn ∀vj [vi = vj → Θ(v0 . . . . . . . . vi /vj . . . . . . . . . . . . . . . vn ) iﬀ Θ(v0 . Case 3 (Θ ∨ Ψ) Case 4 (Θ → Ψ) Case 5 (Θ ↔ Ψ) Case 6 (∀vk Θ) and i = k We have ∀v0 . . vi /vj . . . . . vn ))] and so ∀v0 . . . . .

Pairing. 2. We deﬁne the relativisation of Φ to M . We write M |= Φ for ΦM and moreover whenever Φ has no free variables we say that M is a model of Φ. If Φ is (Ψ1 ∧ Ψ2 ) then ΦM is (ΨM ∧ ΨM ). Foundation. Extensionality. the Replacement Scheme. denoted by ΦM . Union. Let M be a term and Φ any formula of the language of set theory. If Φ is atomic then ΦM is Φ. REFLECTION We conclude that the theorem scheme holds for all appropriate Φ. If Φ is ¬Ψ then ΦM is ¬ΨM . j. and. 1 2 7. 1 2 4. If Φ is (∃vi )Ψ then ΦM is (∃vi ∈ M )ΨM . . Power Set. except for the Axiom of Inﬁnity. For each axiom Φ of ZFC. If Φ is (∀vi )Ψ then ΦM is (∀vi ∈ M )ΨM . as follows: 1. If Φ is (Ψ1 → Ψ2 ) then ΦM is (ΨM → ΨM ). If Φ is (Ψ1 ↔ Ψ2 ). Intersection. 1 2 5. We denote by ZFC the collection of axioms which include: Equality. If Φ is (Ψ1 ∨ Ψ2 ) then ΦM is (ΨM ∨ ΨM ). 1 2 6.82 Case 9 (∃vi ) Θ) This is similar to case 8. 8. Φ R(ω) |= Φ. CHAPTER 10. Existence. i. 3. then ΦM is (ΨM ↔ ΨM ). we have: Lemma. Choice and Inﬁnity.

Let κ be the least inaccessible cardinal. Suppose not. except for those in the Replacement Scheme. from ZFC. that there is an inaccessible cardinal. R(κ) |= Φ. From this lemma we can infer that there is no proof. which is a contradiction. if from Θ1 we can derive Θ2 and M |= Θ1 . except for Power Set.. Then H(κ) |= Θ so H(κ) |= (∃λ)(λ is an inaccessible).e. If κ is an inaccessible cardinal. If κ is the least inaccessible cardinal. Use the fact that V |= Φ. then M |= Θ2 . Exercise 31. then R(κ) = H(κ) |= Φ. for each axiom Φ of ZFC. then M models Equality. We can also infer that ZFC minus “Inﬁnity” plus “¬(∃z)(z = N)” is consistent. For each axiom Φ of ZFC. Then H(ω) |= Θ. Lemma. we have: Theorem 40. Exercise 30. Suppose Θ is the conjuction of the ﬁnitely many axioms of ZFC − Inf needed to prove (∃z)(z = N ). Prove the above theorem scheme. For each uncountable κ. Then from Θ we can derive (∃λ)(λ is an inaccessible). Existence and Foundation. H(κ) |= Φ. Prove the above theorem scheme. For each axiom Φ of ZFC. This assumes that our proof system is sound. For each uncountable regular cardinal κ. then H(κ) |= ¬∃ an inaccessible cardinal. We conclude that ZFC plus “¬∃ an inaccessible” is consistent. . If M is transitive. i.83 Lemma. we have: Theorem 41. Suppose Θ is the conjuction of all the (ﬁnitely many) axioms used in such a proof. Extensionality. so H(ω) |= (∃z)(z = N).

For classes M = {x : χM (x. we can then conclude that the collection is consistent. . v) for i. . χM . . .84 CHAPTER 10. Φ1 . . If Φ(v0 . ∀vk ∈ M )(∃x ∈ C ΦC (x. v)} and C = {x : χC (x. . we have: Lemma. χC . . H(ω1 ) |= (∀x)(x is countable). . v)} are classes. . v)} with M ⊆ C and a list Φ0 . . given any collection of formulas without free variables and a class M such that for each Φ in the collection M |= Φ. . . . v)). When C = V. (∀vk ∈ M ∩ C) [ΦM ↔ ΦC ]. v) → ∃x ∈ M ΦC (x. . Φm The following are equivalent: 1. Whenever Φi is ∃x Φj (x. . . v)} and C = {x : χC (x. Φm of formulas of set theory such that for each i ≤ m every subformula of Φi is contained in the list. j ≤ m we have (∀v1 ∈ M . Φm are absolute between M and C. j j The latter statement is called the Tarski-Vaught Condition. Proof. . REFLECTION In fact. ((1) ⇒ (2)) . Each of Φ1 . vk ) is a formula of the language of set theory and M = {x : χM (x. we say that Φ is absolute for M . . 2. ZFC minus “Power Set” plus “(∀x)(x is countable)” is consistent: Lemma. This concept is most often used when M ⊆ C. For example. . . then we say Φ is absolute between M and C whenever (∀v0 ∈ M ∩ C) .

Proof. . Similarly. . vk ∈ M and suppose ∃x ∈ C ΦC (x. . . vk ) i where the second implication is due to the inductive hypothesis and the third implication is by part (2). . The next theorem scheme is called the Levy Reﬂection Principle. vk ). . vk ) i j ⇔ ∃x ∈ M ΦC (x. Φm of all the subformulas of Φ. Φm to get absoluteness between R(β) and V. This is interpreted as the truth of Φ being reﬂected to R(β). . . . . . . . . . . . . . . By absoluteness ΦM (v0 . . . . If. vk ). . vk ) holds. . Form a collection Φ1 . . . . . . vk ) for x ∈ M j we have ∃x ∈ M ΦC (x. Φ has no free variables then Φ implies R(β) |= Φ. i. . vk ) ⇔ ∃x ∈ M ΦM (x. . . . .85 Let v0 ∈ M. . v1 . vk ) j ⇔ ΦC (v1 . . vk is in M we have ΦM (v1 . we have: Theorem 42. . v0 . . . . . vk ) holds. vk ) j ⇔ ∃x ∈ C ΦC (x. . Then j ΦC (v0 .e. We will use the Tarski-Vaught Condition for Φ1 . v0 . vk ). j (2) ⇒ (1) This is proved by induction on complexity of Φi . . i i ∃x ∈ M ΦM (x. but ﬁrst we must ﬁnd β. . .. . v1 . . . . . v0 . There is no problem with the atomic formula step since atomic formulas are always absolute. in addition. . . For each formula Φ of the language of set theory. v0 . v1 . . Now if Φi is ∃x Φj and each of v1 . . noting that each subformula appears in the list. so by absoluteness of Φj (x. . . . . . . the negation and connective steps are easy. Φ ∀α ∈ ON ∃β ∈ ON [β > α and Φ is absolute for R(β)].

The analogous theorem scheme can be proven for the H(κ) hierarchy as well. . This β works. . That is. That is. m such that Φi is ∃x Ψ for some formula Ψ we deﬁne fi such that fi : V → ON by setting fi ( y1 . and F = {v : χF (v)} we have: Lemma. We have R(β) |= Φ. C = {v : χC (v)}. . But ON ∩ R(β) = β. . . there is no one formula without free variables which implies all axioms of ZFC and is. . (∃α ∈ ON ΦR(α) )R(β) . . That is. . . . χF If F : M → C is an isomorphism then Φ is absolute between M and C. and fi ( y1 . Thus. REFLECTION For each i = 1. M |= Φ iﬀ C |= Φ.86 CHAPTER 10. Hence R(β) |= ∃α ∈ ON ΦR(α) . χC . y1 . ∃α ∈ (ON ∩ R(β)) ΦR(α)∩R(β) . . choose the least β ∈ ON such that ΦR(β) . χM . By the Levy Reﬂection Principle. We can now argue that ZFC cannot be ﬁnitely axiomatised. . since this instance of the theorem follows from ZFC. the ordinals of rank < β. . Φ. Suppose such a Φ exists. For any formula Φ of the language of set theory with no free variables and classes M = {v : χM (v)}. . . . So. . yli ) = α otherwise. . in turn. . yli )} if such an ordinal exists. yli ) = min {γ : γ ∈ ON ∧ ∃x ∈ R(γ) Ψ(x. contradicting the minimality of β. α < β and we have ∃α < β ΦR(α) . implied by ZFC. yli ) : 1 ≤ i < m and each yj ∈ R(h(n))} and then let β = sup {h(n) : n ∈ ω}. . Now deﬁne h : ω → ON by recursion by the formulas h(0) = α h(n + 1) = sup {fi ( y1 . .

vk . .87 Proof. . w). . . . . That is. w)) since ΦM (v. . w) →ΦM (v. . . . w) since vj ∈ M implies vj ⊆ M →((∃vi ∈ vj ) Φ(v. (∀vk ∈ M ) [ΦM (v0 . w) →∃vi ∈ (vj ∩ M ) ΦM (v. . w) →(∃vi ∈ vj ) ΦM (v. We only show the ∃ step. . Φ. . . w) → Φ(v. . . . w) and for each class M = {x : χM (x. w)] Proof. It is easy to show by induction on the complexity of Φ that Ψ(x1 . . Fix any v0 . but not vi . vk . . xk ) ⇔ Ψ(F (x1 ). vj is ﬁxed in M . . w))M → (∃vi ∈ vj Φ(v0 . w) since Φ(v. . w). . w) ↔ Φ(v0 . vk . . . . F (xk )) for each subformula Ψ of Φ. w)] ↔ Φ(v0 . and the ∀x Φ clause is replaced by ∀x ∈ y Φ. We wish to consider (∃vi ∈ vj ) Φ(v0 . . . We use induction on the complexity of Φ. A bounded formula (also called a 0 formula) is one which is built up as usual with respect to atomic formulas and connectives. then (∀v0 ∈ M ) . w). Suppose [(∀v0 ∈ M ) . for each formula Φ(v0 . . . . Also. . formulas are absolute for transitive models. but where each ∃x Φ clause is replaced by ∃x ∈ y Φ. . vk . vk . w)} we have: 0 0 Theorem 43. vk . . however. (∀vk ∈ M ) ΦM (v0 . . . . . Now (∃vi ∈ vj Φ(v0 . . . . . . χM ∀w if M is transitive. vk ∈ M . . (∃vi ∈ vj ) Φ(v. . . vk . . . . w))M . vk .

. w)] ⇔ ∃v0 . . the second from 1 the fact that Ψ is 0 and M is transitive and models the axioms of T . REFLECTION A formula Φ(w) is said to be T . whenever M is transitive. then Φ(w) is absolute for M . w)). ∃vk Ψ(v.88 CHAPTER 10. letting Ψ play the role of Ψ1 above: Φ(w) ⇔ ∃v0 . ∀vk Φ2 (v. w) such that using only the axioms from T we can prove that both: (∀w)(Φ1 (w) ↔ ∃v0 . . 1 whenever there are 0 formulas Φ1 (v. . This is often used with T as ZFC without Power Set and M = H(κ). . . w) ⇔ (∃v0 ∈ M ) . We can now use the above theorem to show that if Φ(w) is a T formula 1 and M |= Θ for each Θ in T . . . ∃vk Ψ(v. w)) (∀w)(Φ2 (w) ↔ ∀v0 . where T is a subcollection of ZFC. . We do so as follows. w) and Φ2 (v. . . ∃vk Φ1 (v. w)M ⇔ Φ(w)M The ﬁrst and third implications accrue from Φ(w) being T . (∃vk ∈ M ) [Ψ(v.

v. w : u. w ∈ S} v. z x1 . u : u. . . y}} = x. v. . u. xn The following operations shuﬄe the components of such tuples in a set S. v . (Shuﬄe Lemma Scheme) 89 . y x. w ∈ S} Lemma. w : t. v. . xn−1 . u. v. . We now deﬁne the ordered n−tuple with the following inﬁnitely many formulas. We shall then discuss the new o concept of elementary submodel. x n =x = {{x}. {x. x x. F0 (S) = { F1 (S) = { F2 (S) = { F3 (S) = { F4 (S) = { u. y. w ∈ S} t. w : u. . v ∈ S} v. z = x1 . . y . v . w : u. thereby extending the notion of ordered pair.Chapter 11 Elementary Submodels In this chapter we shall ﬁrst introduce a collection of set operations proposed by Kurt G¨del which are used to build sets. u. w ∈ S} u. v. .

There are several cases. F3 . xσ(m−1) : x0 . Fσ (S) = { xσ(0) . Since binary exchanges generate the symmetric group. 1 ≤ l ≤ m − 1 m−l−2 m−l−2 Fσ = F0 ◦ F4 ◦ F1 Case 6: m ≥ 4. noting that the identity permutation is given by F2 ◦ F2 . l = 2 Fσ = F0 ◦ F2 ◦ F3 ◦ F2 ◦ F1 Case 4: m ≥ 4. if i = l + 1. . For convenience. F1 . ELEMENTARY SUBMODELS For any m ∈ N and any permutation σ : m → m. . σ(i) = i − 1. Proof. . F2 . F4 such that for any S. there is a composition of the operations F0 . Case 1: m = 2 Fσ = F2 Case 2: m = 3. xm−1 ∈ S}. l = m − 1 F σ = F0 ◦ F2 ◦ F3 ◦ F2 ◦ F1 The G¨del Operations are as follows: o .90 CHAPTER 11. . it suﬃces to consider only σ such that for some l ≤ m. l = 1 m−3 m−3 Fσ = F0 ◦ F3 ◦ F1 Case 5: m ≥ 4. let Fin denote the n−fold composition of Fi . if i = l. i. otherwise. . l = 1 Fσ = F3 Case 3: m = 3. . . i + 1. .

R) = F3 (R) G13 (X. ∅. X × Y G4 (X. x ∈ R} G8 (X.e. v : u ∈ X ∧ v ∈ Y ∧ u = v} G5 (X. Y ) = { u. i. w. 1 ≤ m ≤ 13..91 G1 (X. s)). R) = {u : ∀x ∈ X u. v : u ∈ X ∧ v ∈ Y ∧ v ∈ u} G7 (X. otherwise. Y ) = {X. will enumerate all possible compositions of G¨del operations. — Now G enumerates all compositions of G¨del operations. Y ) = { u. R) = F1 (R) G11 (X. when coupled with recursion on ON. G : N × V → V o is given by the following rule. Y ) = { u. G(n. R) = F2 (R) G12 (X. o We wish to prove that sets deﬁned by 0 formulas can be obtained through a composition of G¨del operations. R) = {u : ∃x ∈ X u. Y } G2 (X. We now construct a function which. o Lemma. x ∈ R} G9 (X. s) = Gm (G(i. G(j. First we need a lemma. Y ) = X \ Y G3 (X. 0 ≤ i ≤ k. For each k ∈ ω and each s : k → V. if n = 17i . we deﬁne G|N×s by recursion on N as follows: s(i). Y ) = { u. R) = F4 (R) G9 through G13 are deﬁned as binary operations for conformity. Each of the following sets is equal to a composition of G¨del opero ations on X. R) = F0 (R) G10 (X. v : u ∈ X ∧ v ∈ Y }. s). . v : u ∈ X ∧ v ∈ Y ∧ u ∈ v} G6 (X. if n = m · 19i+1 23j+1 .

. . without loss of generality assume that j = m. (. . . the mth power of X. . xm : x1 ∈ X ∧ · · · ∧ xm ∈ X ∧ wi ∈ wj } 3. The set is equal to G3 (Pm−1 (X). . X). { x1 . X) where G3 is composed (m − 1)−fold. 1. . For m > 1. Again. xm : x1 ∈ X ∧ · · · ∧ xm ∈ X} = G3 (G3 . . . .92 CHAPTER 11. . ELEMENTARY SUBMODELS 1. wi ) if wi ∈ X and ∅ otherwise. { x1 . . 4. . . . . xm : x1 ∈ X ∧ · · · ∧ xm ∈ X ∧ xi = xj } 7. we may. . . {wi }))). then this set is wi = wi . xm : x1 ∈ X ∧ · · · ∧ xm ∈ X ∧ wi = wj } 2. X). xm : x1 ∈ X ∧ · · · ∧ xm ∈ X ∧ xi ∈ wj } 6. Let us now examine each of the seven cases individually. we assume j = m.e. . . { x1 . .. . { x1 . xm : x1 ∈ X ∧ · · · ∧ xm ∈ X ∧ wi = xj } 4. . { x1 . . . If m = 1. Again. . . This is either Pm (X) or ∅ depending upon whether or not wi = wj . . G6 (X. . This set is given by G3 (Pm−1 (X). This is either Pm (X) or ∅ depending upon whether or not wi ∈ wj . G7 (X. . . 3. xm : x1 ∈ X ∧ · · · ∧ xm ∈ X ∧ xi ∈ xj } Proof. 5. . (G3 (X. . . ((X × X) × X) × · · · × X). { x1 . i. {wi }))). . thanks to the Shuﬄe Lemma. G5 (X. First note that { x1 . . 2. . . This set is equal to G3 (Pm−1 (X). assume j = m. without loss of generality. xm : x1 ∈ X ∧ · · · ∧ xm ∈ X ∧ wi ∈ xj } 5. . G7 (X. { x1 . Now call this set Pm (X). .

. xm . This step is covered by the previous lemma. . w) of the language of set theory we have: Theorem 44. This set becomes G3 (Pm−2 (X). This time. s) 1 and { x1 . . xm : x1 ∈ X ∧ · · · ∧ xm ∈ X and ΦX (x1 . We assume again that i = m − 1 and j = m. 7. . . For each formula Φ(x. . xm : x1 ∈ X ∧ · · · ∧ xm ∈ X and ΦX (x1 . . s). w)} = G(n. the proper subformulas of Φ. s)] The proof of the theorem for any given Φ will assume the corresponding result for a ﬁnite number of simpler formulas. 2 . xm . . . X)). . Φ (∀w)(∀X)(∃n ∈ ω) [{x ∈ X : ΦX (x. . . X)). . . w)} = G(n2 . . G4 (X. Now we proceed by induction on complexity.93 6. . . . . Proof. We prove by induction on the complexity of Φ that for all m ∈ ω and Φ (∀w)(∃n ∈ ω)[{ x1 . assume i = m − 1 and j = m. xm : x1 ∈ X ∧ · · · ∧ xm ∈ X and ΦX (x1 . . This set is G3 (Pm−2 (X). w)} = G(n1 . . Suppose that { x1 . G5 (X. . . We begin by looking at atomic formulas Φ. . xm . s)] where s(i) = wi for i < k and s(k) = X. w)} = G(n.

. w)} = G7 (G(n1 . y) ∩ N = ∅ ⇔ G(n. y) for G(n. xm : x1 ∈ X . as such. xm ∈ X and ¬ΦX (x1 . Thanks again to the last lemma. s). ELEMENTARY SUBMODELS { x1 . . xm : x1 ∈ X . G(n1 . . w)} 1 = Pm (X) \ G(n1 . Then Φ is ∃xm Φ1 and { x1 . . M is said to be an elementary submodel of N whenever 1. . . . . w)} 1 2 = G(n1 . N. . . xm ∈ X and ΦX ∧ ΦX (x1 . M ⊆ N . . xm−1 . For each formula Φ of the language of set theory we have: Theorem 45. Φ Suppose M N . . . Then Φ is absolute between M and N . xm . 2. . ∀xl is ¬∃xl . so it only remains to do the Φ = ∃xl Φ1 step. . . ∀k ∈ ω ∀y ∈ We write M N. . and. . X. s). . N. . xm . k M ∀n ∈ ω G(n. . . . s)) and { x1 .94 Then CHAPTER 11. s) ∩ G(n2 . s) = G2 (Pm (X). . xm−1 : x1 ∈ X ∧ · · · ∧ xm−1 ∈ X and ΦX (x1 . Justiﬁcation of the terminology comes from the following theorem scheme. where s(0) = X and s(k + 1) = y(k) for all k ∈ dom(y) = dom(s) − 1. we may assume that l = m. . y) ∩ M = ∅. . s)) Let’s write G(n. . The other connectives can be formed from ¬ and ∧.

. yk )}. N. . and. . N. Let n ∈ ω so that by Theorem 44 we can ﬁnd n ∈ ω such that G(n. . . . . . j Then ∃x ∈ N ΦN (x. . . Deﬁne F : ω × F (n. s) if G(n. . Let Φ0 . y0 . . y0 . 3. yk ). . .95 Proof. yk ∈ M in a sequence y. . . . N. y0 . s) = ∅ any element of N otherwise Now deﬁne {Xn }n∈ω by recursion on N as follows: X0 = X Xm+1 = Xm ∪ F (ω × {k (Xm ) : k ∈ ω}) . . |X|}. Suppose X ⊆ N . j The following is sometimes called the Lowenheim-Skolem-Tarski theorem. y) ∩ N = ∅ j ↔ G(n. . Then there is an M such that 1. yk ) ↔ G(n. |M | ≤ max{ω. Φm enumerate Φ and each of its subformulas. . We will use the Tarski-Vaught criterion. yk ) with y0 . y) ∩ M = ∅ ↔ ∃x ∈ M ΦN (x. s) = {k N : k ∈ ω} → N by choice: some element of G(n. N. Proof. Theorem 46. 2. y0 . N. . . M N. . y) = {x ∈ N : ΦN (x. Suppose Φi is ∃x Φj (x. . X ⊆ M .

. . For each 0 formula Φ(v0 . . . N. To check (1). y) ∩ N = ∅. . let y ∈ k (Xm ). . The use of elementary submodels of the H(θ) can be illustrated. ELEMENTARY SUBMODELS Let M = m∈ω Xm . If G(n. N. As such. yk )]. . . Proof. . D is uncountable. Then ∃D ⊆ A ∃R such that 1. yk ) by elementarity.. ⇔ Φ(y0 . f (α) < α for all α. Then ∃β ∈ ω1 such that f ← {β} is uncountable. We need some lemmas. yk ) ⇔ Φ(y0 . vk ) we have: Lemma. Assume M H(θ) where θ is an uncountable regular cardinal. D2 ∈ D D1 ∩ D2 = R. . y) ∩ M = ∅. . . .96 CHAPTER 11. . yk ) since H(θ) is transitive. M |= Φ(y0 . . ∀D1 . . . yk ) ⇔ H(θ) |= Φ(y0 .e. . and 2. (2) and (3) are clearly satisﬁed. . . then F (n. . Theorem 47. (Delta System Lemma) Let A be an uncountable collection of ﬁnite sets. . y) ∈ Xm+1 ⊆ M and G(n. . . (Pressing Down Lemma) Let f : ω1 \ {0} → ω1 be regressive. i. Φ (∀y0 ∈ M ) . Theorem 48. (∀yk ∈ M ) [M |= Φ(y0 . . . .

vk ) of LOST. . . For ω ⊆ M show that y ∈ M ⇒ y ∪ {y} ∈ M . . . therefore. T 1 formulas where T is ZFC without Power For any formula Φ(v0 . . . H(θ) is transitive. . If also θ > ω1 . Let y0 . Corollaries. y0 . . . . . yk ∈ M and z ∈ H(θ) be given such that H(θ) |= z = {x : Φ(x. . . p = z and hence z ∈ M . yk )}. . . . yk )} → z ∈ M ]. we have: Lemma. yk )} ⇒M |= ∃u u = {x : Φ(x. . then ω1 ∈ M . yk )} ⇒H(θ) |= p = z. y0 . . . then (a) ∅ ∈ M . . yk )}] ⇒H(θ) |= p = {x : Φ(x. Φ ∀y0 ∈ M ∀y2 ∈ M . y0 . . H(θ) |= ∃u u = {x : Φ(x. . y0 . . yk )} ⇒∃p ∈ M [M |= p = {x : Φ(x. Proof. . The same is true for Set. (c) ω ⊆ M . 2. . . 1. . . . . . y0 . and. y0 . ∅ and ω are direct. Then. . . ∀yk ∈ M ∀x ∈ H(θ) [H(θ) |= z = {x : Φ(x. .97 Remark. . If M H(θ). Proof. (b) ω ∈ M .

98 CHAPTER 11. (∃!x)(x ∈ p ∩ M and fp (n) = x). Proof. and again use the ﬁrst lemma as follows. Pick n ∈ ω such that fp (n) = q. Let q ∈ p. we must show that q ∈ M . Corollary. n} ⊂ M and (∃!x)(x ∈ p and fp (n) = x) is a 0 formula M |= (∃!x)(x ∈ p and fp (n) = x). ELEMENTARY SUBMODELS Lemma. . If α ∈ ω1 ∩ M . Since the formula “f : ω → p and p is surjective” is a 0 formula and {f0 . fp . p} ⊂ M we have. Let δ = ω1 ∩ M and let β = f (δ) < δ. ω1 ∩ M ∈ ω1 . Since {ω. p} ⊂ H(θ). Proof of Pressing Down Lemma Let M H(ω2 ) such that M is countable and f ∈ M . we have H(θ) |= (f0 : ω → p and p is surjective). Suppose p is countable and p ∈ M . Then. Proof. (∀α < δ)(∃x ∈ ω1 ) [x > α ∧ f (x) = β]. M |= (∃f )(f : ω → p and p is surjective). Since {ω. Let f0 : ω → p be a surjection. ω. Since {p. Then p ⊆ M . It is enough to show that ω1 ∩ M is a countable initial segment of ω1 . then by the above lemma. That is. So H(θ) |= (∃f )(f : ω → and p is surjective). Since x is unique. That is. α ⊆ M . x = q and thus q ∈ M. p} ⊂ H(θ) we must have f0 ∈ H(θ). (∃fp ∈ M )(fp : ω → p and p is surjective). Suppose M H(θ) where θ is regular and uncountable.

ω1 . since everything relevant is in H(ω2 ). Hence. since everything relevant is in H(ω2 ) we conclude that f ← {β} is uncountable. we know R ∈ M by the second lemma. So H(ω2 ) |= (∀α ∈ ω1 )(∃x ∈ ω1 ) [x > α ∧ f (α) = β]. Thus we have H(ω2 ) |= f ← {β} is uncountable. f } ⊂ M . D(γ) = a(β) . Let R = a(δ) ∩ δ. Now. M |= (∀α ∈ ω1 )(∃x ∈ ω1 ) [x > α ∧ f (α) = β]. ∀α < δ M |= (∃x ∈ ω1 )(x > α ∧ f (α) = β) since {α. } ⊆ M and M H(ω2 ).99 So ∀α < δ H(ω2 ) |= (∃x ∈ ω1 )(x > α ∧ f (x) = β). without loss of generosity. So. Let M be countable with {A. since δ = ω1 ∩ M we have. 2 Proof of the Delta System Lemma Let A be as given. β. Again. Since R ⊆ M . Now recursively deﬁne D : ω1 → A as follows: D(α) = a(0). let A = {a(α) : α < ω1 } where a : ω1 → V. We may. ∀α < δ ∃β > α a(β) ∩ β = R ⇒H(ω2 ) |= (∀α < δ)(∃β > α) [a(β) ∩ β = R] ⇒(∀α < δ) [H(ω2 ) |= (∃β > α)(a(β) ∩ β = R)] ⇒(∀α < δ) [M |= (∃β > α)(a(β) ∩ β = R)] ⇒M |= (∀α < ω1 )(∃β > α) [a(β) ∩ β = R] ⇒(∀α < ω1 )(∃β > α) [a(β) ∩ β = R]. Let δ = ω1 ∩ M . We may also assume that a : ω1 → P(ω1 ).

Proof. R ⊆ D(γ1 ) ∩ D(γ2 ) ⊆ γ2 ∩ D(γ2 ) = R. We need to show that G(n. then D(γ1 ) ⊆ γ2 . Now if γ1 < γ2 < ω1 . let y ∈ Mδ . Let Mδ = Then Mδ H(θ). Let k ∈ ω. y) ∩ H(θ) = ∅ ⇒ G(n. H(θ). k {Mα : α < δ}. 2 Theorem 49. . But this is easy since y ∈ k Mα for some α < δ. (Elementary Chain Theorem) Suppose that δ is a limit ordinal and {Mα : α < δ} is a set of elementary submodels of H(θ) such that ∀α ∀α (α < α < δ → Mα ⊂ Mα ). So. Thus we let D = {D(α) : α < ω1 }. H(θ). y) ∩ Mδ = ∅. and let n ∈ ω.100 CHAPTER 11. ELEMENTARY SUBMODELS where β is the least ordinal such that β > sup {D(γ) : γ < α} and a(β) ∩ β = R.

L(0) = ∅ = R(0) and for each α ∈ ON we have.Chapter 12 Constructibility The G¨del closure of a set X is denoted by o cl(X) = {X ∩ G(n. L(α) ⊆ R(α). This is proved by induction. Proof. Lemma. For each ordinal α. The constructible sets are obtained by ﬁrst deﬁning a function L : ON → V by recursion as follows: L(0) = ∅ L(α + 1) = cl(L(α) ∪ {L(α)}) L(δ) = {L(α) : α < δ} for a limit ordinal δ {L(α) : α ∈ ON}. L(α + 1) ⊆ P(L(α)) ⊆ R(α + 1) 101 . Sets in L are said to be We denote by L the class constructible. by deﬁnition. y) : n ∈ ω and ∃k ∈ ω y ∈ k (X)}.

where s(0) = w. . For all ordinals α < β. Proof. 1. We then apply induction on β. 1. Proof. For all ordinals α < β. For each α. For each ordinal β. 1. For each ordinal α. 1. L(α) ∈ L(α + 1) by Part (1) of the previous lemma. L(α) ⊆ L(β). 1. L(α) is transitive. 2. L(α) ∈ L(β). 2. This follows from (1) by transitivity of L(β). s). β ∈ L(β + 1). 3. For any w ∈ X. CONSTRUCTIBILITY Lemma. Lemma. For each ordinal β. This follows from (1) by induction on ON. 2. w = G(1. ∀X X ⊆ cl(X). β ∈ L(β). if z ∈ cl(X) then z ⊆ X so z ⊆ cl(X). Now. 3. If X is transitive. 2. / 2. then cl(X) is transitive.102 CHAPTER 12. Lemma.

103 Proof. The case β = 0 is easy. Assume that ∀α ∈ β α ∈ L(α + 1). We have: β = L(β) ∩ ON = {x ∈ L(β) : x is an ordinal} = {x ∈ L(β) : Φ(x)} = {x ∈ L(β) : ΦL(β+1) (α)} ∈ cl(L(β)) using Theorem 44 = L(β + 1). / Claim 2. This is true since ∈ is automatically well founded. Claim 1. We employ induction on β. is 0 and hence absolute for transitive sets. 2. . The β = 0 case is given by 0 ∈ {0}. then α ∈ β because otherwise α = β or β ∈ α. If β is a limit ordinal and β ∈ L(β) then β ∈ L(α) for some α ∈ β and hence α ∈ β ∈ L(α). The statement says that x is an ordinal iﬀ x is a transitive set and the ordering ∈ on x is transitive and satisﬁes trichotomy. call it Φ(x). ∀x x ∈ ON iﬀ [(∀u ∈ x ∀v ∈ u v ∈ x) ∧ (∀u ∈ x ∀v ∈ x (u ∈ v ∨ v ∈ u ∨ u = v)) ∧(∀u ∈ x ∀v ∈ x ∀w ∈ x (u ∈ v ∧ v ∈ w → u ∈ w))]. If α ∈ L(β). This is proved by induction on β. Proof of Claim 1. The importance of this claim is that this latter formula. then α ∈ L(α + 1) ⊆ L(β). We do the sucessor and limit cases uniformly. If β = α + 1 then β ∈ L(α + 1) would imply that β ⊆ L(α) and hence α ∈ β ⊆ L(α) contradicting the inductive hypothesis. If α ∈ β. 1. again a contradiction. Proof of Claim 2. β = L(β) ∩ ON. which contradicts β ∈ L(β) from (1).

1. Lemma. . CONSTRUCTIBILITY Lemma. β = L(β) ∩ ON. 2. Lemma. For each ordinal β. w2 . By Theorem 44 we can construct an injection cl(X) → ω × {k X : k ∈ ω}. If W is a ﬁnite subset of L(β) then W ∈ L(β + 1). This follows immediately from (1). .104 CHAPTER 12. Proof. Hence. 2. 1. 1. 1. This is easy from the previous lemmas. If W is a ﬁnite subset of X then W ∈ cl(X). . . Proof. 1. 2. We apply Theorem 44 to the formula “x = w0 ∨ · · · ∨ x = wn ”. If X is inﬁnite then |cl(X)| = |X|. ON ⊆ L. wn }. α ≥ ω then |L(α)| = |α|. where W = {w1 . 2. Proof. |X| ≤ |cl(X)| ≤ max (ℵ0 . |{k X : k ∈ ω}|) = |X|. .

x ⊆ L means that ∀u ∈ x ∃α ∈ ON x ∈ L(α). Lemma. there is α ≤ β such that u ∈ L(α) ⊆ L(β). (∀x) [x ⊆ L → (∃y ∈ L)(x ⊆ y)]. Since L(β) ∈ L(β + 1) ⊆ L. Proof. We proceed by induction. Let β = sup z. |L(ω)| = | {L(n) : n ∈ ω}| = max (ℵ0 . By the Axiom of Replacement. beginning with the case α = ω. . We ﬁrst note that from the previous lemma. sup {|L(n)| : n ∈ ω}) = max (ℵ0 . sup {|R(n)| : n ∈ ω}) = ℵ0 . sup {|L(β)| : β ∈ δ}) = max (|δ|. ∃z z = {α : (∃u ∈ x)(α is the least ordinal such that u ∈ L(α))}. we have L(n) = R(n) for each n ∈ ω. For the successor case. And if δ is a limit ordinal then |L(δ)| = | {L(β) : β ∈ δ}| = max (|δ|. we can take y = L(β). Remark. |L(β + 1)| = |L(β)| by (1) = |β| by inductive hypothesis = |β + 1| since β is inﬁnite . sup {|(β)| : β ∈ δ}) by inductive hypothesis = |δ|. Therefore. The above lemma is usually quoted as “L is almost universal”.105 2. then β ∈ ON and for each u ∈ x.

y. . L(β). We get Inﬁnity since ω ∈ L and “z = N” is a 0 formula. . y. Φ L |= Φ. .106 Lemma. By Theorem 44. By the Levy Reﬂection Principle. let Φ be any formula of LOST. This latter statement is true since “x ∈ L(α)” is a written out in full in LOST. wn )} since L is transitive. This is not the trivial statement ∀x ∈ L x ∈ L but rather ∀x ∈ L (x ∈ L)L which is equivalent to (∀x ∈ L)(∃α ∈ ON x ∈ L(α))L . and since L is transitive. we wish to prove ∀y ∈ L ∀w0 ∈ L . w)}. w) = {x ∈ L(β) : ΦL(β) (x. L |= V = L. CHAPTER 12. . 0 formula when For each Axiom Φ of ZFC we have: Theorem 50. w0 . w} ⊆ L(α). . . Fix y. Transitivity of L automatically gives Equality. CONSTRUCTIBILITY Proof. wn and α ∈ ON such that {y. y. there is some β > α such that Φ is absolute between L and L(β). Proof. ∀wn ∈ L ∃z ∈ L z = {x ∈ y : ΦL (x. w0 . . equivalent to (∀x ∈ L)(∃α ∈ ON)(x ∈ L(α))L . . . For Comprehension. Existence and Foundation. Extensionality. which is. . there is an n ∈ ω such that G(n. since ON ⊆ L. . in turn.

{x ∈ L(β) : ΦL(β) (x. by the Power Set Axiom and the Axiom of Comprehension we get ∃z z = {y ∈ P(x) : y ∈ L ∧ y ⊆ x} = {y : y ∈ L ∧ y ⊆ x}. Moreover. So z = z ∩ z = {y ∈ z : y ∈ L ∩ y ⊆ x}. By the previous lemma L is almost universal and z ⊆ L so ∃z ∈ L z ⊆ z . i. y. since y ∈ L(β + 1). For the Power Set Axiom. w)} = y ∩ {x ∈ L(β + 1) : ΦL (x. To prove (the Axiom of Choice) L . we must prove that (∀x ∃z z = {y : y ⊆ x})L . {x ∈ y : ΦL (x. {x ∈ L(β) : ΦL(β) (x)} = {x ∈ L(β)ΦL (x)}. w)} ∈ L(β + 2) and since L(β + 2) ⊆ L we are done.107 and so by deﬁnition. It suﬃces to prove that for each α ∈ ON there is a β ∈ ON and a surjection fα : bα → L(α). That is.. . By the fact that the Axiom of Comprehension holds relativised to L we get (∃z z = {y ∈ z : y ⊆ x})L . w)} ∈ L(β + 1).e. Fix x ∈ L. y. Now by absoluteness. ∃z ∈ L z = {y ∈ z : y ∈ L ∧ y ⊆ x} = {y : y ∈ L ∧ y ⊆ x} The Union Axiom and the Replacement Scheme are treated similarly. So we have {x ∈ L(β) : ΦL (x. ∀x ∈ L ∃z ∈ L z = {y : y ∈ L and y ⊆ x}. y. w)} ∈ L(β + 1). y. we will show that the Axiom of Choice follows from the other axioms of ZFC with the additional assumption that V = L.

. If α = γ + 1 is a successor ordinal. fγ (τ )) where σ = βγ × n + τ . V = L is consistent with ZFC in the sense that no ﬁnite subcollection of ZFC can possibly prove V = L. L(α). ¯ Now let βα = βγ+1 = βγ × ω and let fα : βα → L(α) = {G(n.108 CHAPTER 12. L(γ). . . If α is a limit ordinal. y) : n ∈ ω and ∃k ∈ ω y ∈k L(γ)} ¯ ¯ ¯ be deﬁned by fα (σ) = G(n. Ψn } Then ΨL . . We denote by ΦL the conjunction of a ﬁnite number of axioms of ZFC conjoined with “V = L” such that ΦL implies all our lemmas and theorems about ordinals and ensures that x ∈ L(α) is equivalent to some 0 formula V = L. then we let βα = and fα (σ) = fδ (τ ) where σ = {β : < α} {β : < δ} + τ and τ < βδ . by Theorem 50. CONSTRUCTIBILITY To do this we deﬁne fα recursively. Remark. . . suppose {Ψ0 . . Assuming V = L we actually can ﬁnd a formula Ψ(x. ΨL } 0 n (V = L)L . τ < βγ . y) which gives a well ordering of the universe. . . This completes the proof of Theorem 50 Φ and motivates calling “V = L” the Axiom of Constructibility. To see this. Remark. Of course f0 = β0 = ∅ = L(0). use fγ to generate a well ordering of L(γ) and use this well ordering to generate a lexicographic well ordering of ¯ {k (L(γ)) : k ∈ ω} and use this to obtain an ordinal βα and a surjection ¯ ¯ fγ : βγ → {k (L(γ)) : k ∈ ω}. This contradicts the preceding lemma.

Lemma. L . We have M |= ∀α ∈ ON ∃z z = L(α). then C = L. ∀α ∈ o(M ) ⇒∀α ∈ o(M ) ⇒∀α ∈ o(M ) ⇒∀α ∈ o(M ) ⇒∀α ∈ o(M ) M |= ∃z z = L(α) ∃z ∈ M M |= z = L(α) ∃z ∈ M z = L(α) L(α) ∈ M L(α) ⊆ M. Lemma. C is transitive. χC If ON ⊆ C. ∀M (M is transitive and ΦM → M = L(o(M ))).109 (but I think we have already deﬁned it to be be equivalent to a 0 formula. L Proof. 0 ). Since M |= V = L we have M |= ∀x ∃y ∈ ON x ∈ L(y) ⇒M |= ∃y ∈ ON a ∈ L(y) ⇒∃α ∈ o(M ) M |= a ∈ L(α) ⇒∃α ∈ o(M ) a ∈ L(α) ⇒a ∈ L(o(M )). and ΦC . We shall use the abbreviation o(M ) = ON ∩ M . In particular. x ∈ ON will Furthermore. Now let a ∈ M . Note that o(M ) ∈ ON. Let M be transitive such that M |= ΦL . o(M ) is a limit ordinal and hence L(o(M )) = {L(α) : α ∈ o(M )} ⊆ M. we explicitly want ΦL to imply that ∀α ∈ ON ∃z z = L(α) and that there is no largest ordinal. So. Since M |= ΦL .

Let A = L(α) ∪ {X}. Since |L(κ+ )| = κ+ we have |P (κ)| = κ+ . the isomorphism is the indentity on A = and hence A ⊆ M . G¨del) o If V = L then GCH holds. By the Levy Reﬂection Principle. We ﬁrst prove the following: Claim. The proof is similar to that of the previous lemma. For each cardinal κ we have κ ⊆ L(κ) so that |P(κ)| ≤ |P(L(κ))| ≤ |L(κ+ ). Proof of Claim. where ΦL is the formula introduced earlier. We now see that the GCH follows from the claim. Since |M | = |α| we have |o(M )| = |α| so that o(M ) < |α+ |. so that X ∈ L(α+ ). since L(n) = R(n) for each n ∈ ω. Now use the Mostowski Collapsing Theorem to get a transitive M such that K ∼ M . CONSTRUCTIBILITY Proof. Theorem 51. (K. . Proof. This is easy for ﬁnite α. We also get M |= ΦL and |M | = |α|. Hence A ⊆ M = L(o(M )) ⊆ L(α+ ). A is transitive and |A| = |α|. Let’s prove the claim for inﬁnite α ∈ ON. ∀α ∈ ON P(L(α)) ⊆ L(α+ ). Since A is transitive. Now use the Lowenheim-Skolem-Tarski Theorem to obtain an elementary submodel K L(β) such that A ⊆ K and |K| = |A| = |α| so by elementarily we have K |= ΦL . Now we use the penultimate lemma to infer that M = L(o(M )). there is a β ∈ ON such that both A ⊆ L(β) and L(β) |= ΦL . we will show that X ∈ L(α+ ). Let X ∈ P(L(α)).110 CHAPTER 12.

we address the ﬁrst. suppose [f ] = [g]. Let [f ] = {g ∈ R(ρ(f ) + 1) : g ∼U f } and let U LTU V = {[f ] : f ∈ Deﬁne a relation ∈U on U LTU V by [f ] ∈U [g] iﬀ {α ∈ µ : f (α) ∈ g(α)} ∈ U. µ V}. / Then either {α ∈ µ : ¬f (α) ⊆ g(α)} ∈ U or {α ∈ µ : ¬g(α) ⊆ f (α)} ∈ U. It is easy to check that ∼U is an equivalence relation. To see that ∈U is set-like.. Lemma. {α ∈ µ : f (α) = g(α)} ∈ U. . If U is a countably complete ultraﬁlter (in particular if U is a µ−complete ultraﬁlter) then ∈U is set-like. Recalling that V = {f : f : µ → V}. For extentionality. let ∼U be a binary relation on µ V deﬁned by f ∼U g iﬀ {α ∈ µ : f (α) = g(α)} ∈ U. An uncountable cardinal κ is said to be measurable whenever there exists a κ−complete free ultraﬁlter over κ. For each cardinal κ. just note that {[g] : [g] ∈U [f ]} ⊆ R(ρ(f ) + 2).e. we use the abbreviation [X]<κ = {Y ⊆ X : |Y | < κ}. Given an uncountable cardinal κ. extensional and well founded. µ Let µ be a cardinal and let U be an ultraﬁlter over µ. Proof. an ultraﬁlter U is said to be κ−complete if ∀X ∈ [U]<κ X ∈ U. This leads to two similar cases. i.111 We now turn our attention to whether V = L is true. For each f ∈ µ V let ρ(f ) be the least element of {α ∈ ON : rank(g) = α ∧ f ∼U g}. It is easy to check that ∈U is well deﬁned.

suppose ∃{fn }n∈ω such that ∀n ∈ ω [fn+1 ] ∈U [fn ]. Then [h] ∈U [f ] and [h] ∈U [g]. This natural embedding iU combines with the unique isomorphism hU to give jU : V → M U given by jU (x) = hU (iU (x)). This follows from two claims.112 CHAPTER 12. ∀v0 . The natural embedding iU : V → U LTU V is given by iU (x) = [fx ] where fx : µ → V such that fx (α) = x for all α ∈ µ. CONSTRUCTIBILITY Pick any h ∈ µ V such that h(α) ∈ f (α) \ g(α) whenever ¬f (α) ⊆ g(α). . To see that ∈U is well founded. Let A= {{α ∈ µ : fn+1 (α) ∈ fn (α)} : n ∈ ω} ∈ U. . ∀vn Φ(v0 . which is a contradiction. vn ) ↔ ΦMU (jU (v0 ). Proof. . . . Pick any β ∈ A. . . . We now create a Mostowski collapse of U LTU V hU : U LTU V → MU given by the recursion hU ([f ]) = {hU ([g]) : [g] ∈U [f ]} As per the Mostowski Theorem. . each proved by induction on the complexity of Φ. h is an isomorphism and MU is transitive. jU (vn )). . A ∈ U by the countable completeness of U. . . jU is called the elementary embedding generated by U. since for all formulas Φ(v0 . . Then Fn+1 (β) ∈ fn (β) for each n ∈ ω. . . so that A = ∅. vn ) of LOST we have: Lemma.

Let M = MU . Now. Let U be a µ−complete ultraﬁlter over an measurable cardinal µ. . Then M |= j(j(β)) ∈ j(β) by elementarity. Proof. . since M is transitive. then |P(λ)| < κ. . We now prove that if λ < κ. where ¯ Φ is Φ with ∈ replaced by ∈U and all quantiﬁers restricted to U LTU V. Theorem 52. . . . Since U is κ−complete and λ < κ we have {Aα : α ∈ I} ∩ {Bα : α ∈ J} ∈ U. We leave the proofs to the reader. Since U is an ultraﬁlter. jU (vn )). . . h = hU . j(β) ∈ ON. and j(j(β)) ∈ j(β) by transitivity of M . if β < µ then j(β) = β and j(µ) > µ. then κ is the union of λ sets each smaller than κ. for each α ∈ λ let Aα = {x ∈ X : α ∈ x} and Bα = {x ∈ X : α ∈ x}. But this intersection is equal to X ∪{I}. . then there is X ∈ [P(λ)]κ and a κ−complete free ultraﬁlter U over X.113 ¯ Claim 1. . If cf (κ) = λ < κ. which is either empty or a singleton. ∀vn Φ(v0 . . This contradicts the existence of a κ−complete free ultraﬁlter over κ. Proof. We ﬁrst prove that κ is regular. Let / I = {α ∈ λ : Aα ∈ U} and J = {α ∈ λ : Bα ∈ U}. . This contradicts the minimality of β. iU (vn )). . . Let β be the least ordinal such that j(β) ∈ β. ∀v0 . contradicting that U is a free ﬁlter. Every measurable cardinal is inaccessible. ∀vn Φ(iU (v0 ). . . by the elementary embedding property of j. . i = iU and j = jU as above. Then for each β ∈ ON we have j(β) ∈ ON and j(β) ≥ β. ∀v0 . vn ) ↔ Φ(iU (v0 ). I ∪ J = λ. ¯ Claim 2. that M |= j(β) ∈ ON. For each β ∈ ON we get. . . . iU (vn )) ↔ ΦMU (jU (v0 ). Lemma. Suppose not. Furthermore. .

{α ∈ µ : g(α) ∈ fµ (α)} = {α ∈ µ : α ∈ µ} = µ ∈ U.114 CHAPTER 12. Let β ∈ µ. β = j(β) = h(i(β)) = h([f (β)]) Hence β ∈ h([g]). Let g : µ → ON such that g(α) = α for each α. . CONSTRUCTIBILITY Now let’s prove that j(β) = β for all β < µ by induction on β. {α ∈ µ : fβ (α) ∈ g(α)} = {α ∈ µ : β ∈ α} = µ \ (β + 1) ∈U Hence [fβ ] ∈U [g] and so h([fβ ]) ∈ h([g]). We now show that j(µ) > µ. Suppose that j(γ) = γ for all γ < β < µ. Now. We have j(β) = h(i(β)) = {h([g]) : [g] ∈U i(β)} = {h([g]) : [g] ∈U [fβ ]} where fβ (α) = β for all α ∈ µ = {h([g]) : {α ∈ µ : g(α) ∈ fβ (α)} ∈ U} = {h([g]) : {α ∈ µ : g(α) ∈ β} ∈ U} = {h([g]) : ∃γ ∈ β {α ∈ µ : g(α) = γ} ∈ U} by µ − completeness of U = {h([g]) : ∃γ ∈ β [g] = [fγ ]} where fγ (α) = γ for all α ∈ µ = {h([fγ ]) : γ ∈ β} = {h(i(γ)) : γ ∈ β} = {j(γ) : γ ∈ β} = {γ : γ ∈ β} by inductive hypothesis Hence j(β) = β. Hence [g] ∈U [fµ ] and so h[g] ∈ h([fµ ]) = h(i(µ)) = j(µ). But since β ∈ µ. We will show that β ∈ h([g]) for each β ∈ µ and that h([g]) ∈ j(µ).

Scott) If V = L then there are no measurable cardinals. Let U be a µ−complete ultraﬁlter over µ and consider j = jU and M = MU as above. Since V = L we have ΦL and by elementarity of j we have ΦM . For example. j(µ) = µ. (D. ON ⊆ M by the previous lemma. κ is said to be supercompact whenever ∀λ ∃j [j : V → M and j(κ) > λ and j|R(λ) = id|R(λ) and λ M ⊆ M ].e. Kunen has shown that there is no elementary j : V → V. i. So.. contradicting the previous theorem. We have demonstrated the existence of an elementary embedding j : V → M . Assume that V = L and that µ is the least measurable cardinal. .115 Theorem 53. we derive a contradiction.. Large cardinal axioms are often formulated as embedding axioms. Note that L ΦL is a sentence. Proof. Remark. Thus L |= j(µ) = µ. So we have L = V |= (µ is the least measurable cardinal) and L = M |= (j(µ) is the least measurable cardinal). K.e. by an earlier lemma M = L. it has no free variables. i. Since M is transitive.

CONSTRUCTIBILITY .116 CHAPTER 12.

abbreviated to ZFC. y} 5.1 The Axioms of ZFC Zermelo-Frankel (with Choice) Set Theory. 1. Axiom of Extensionality ∀x ∀y [x = y ↔ ∀u (u ∈ x ↔ u ∈ y)] 3. Axiom of Equality ∀x ∀y [x = y → ∀z (x ∈ z ↔ y ∈ z)] 2. Axiom of Pairing ∀x ∀y ∃z z = {x. Axiom of Existence ∃z z = ∅ 4. Union Axiom ∀x [x = ∅ → ∃z z = {w : (∃y ∈ x)(w ∈ y)] 117 . is constituted by the following axioms.Chapter 13 Appendices .

Replacement Axiom Scheme For each formula Φ(x.118 6. . Axiom of Foundation ∀x [x = ∅ → (∃y ∈ x)(x ∩ y = ∅)] 8. Axiom of Inﬁnity N = ON . APPENDICES ∀x [x = ∅ → ∃z z = {w : (∀y ∈ x)(w ∈ y)] 7. . v. Power Set Axiom ∀x ∃z z = {y : y ⊆ x} 11. ∀wn ∀x [∀u ∈ x ∃!v Φ → ∃z z = {v : ∃u ∈ x Φ}] 9. u. . Axiom of Choice ∀X [(∀x ∈ X ∀y ∈ X (x = y ↔ x∩y = ∅)) → ∃z (∀x ∈ X ∃!y y ∈ x∩z)] 10. . wn ) of the language of set theory. w1 . .2 Tentative Axioms Here is a summary of potential axioms which we have discussed but which lie outside of ZFC. ∀w1 . Axiom of Inaccessibles ∃κ κ > ω and κ is an inaccessible cardinal 2. . Continuum Hypothesis |P(ω)| = ω1 . 1. Intersection Axiom CHAPTER 13.

. Generalised Continuum Hypothesis ∀κ [κ is a cardinal → |P(κ)| = κ+ 4. Suslin Hypothesis 119 Suppose that R is a complete dense linear order without endpoints in which every collection of disjoint intervals is countable. TENTATIVE AXIOMS 3.2. Axiom of Constructibility V=L . Then R ∼ R. = 5.

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