Part IV
Nonstandard Frameworks

13 Universes and Frameworks

The discussion of internal sets and functions in the previous two chapters raises some fundamental conceptual issues: • In proving internal versions of induction, the least number principle, order-completeness, etc., we reverted once more to ultrafilter calculations. Could we instead obtain these results by a logical transfer principle, involving an extended version of the formal language of Chapter 4? A limited extension of this kind is provided by the statement (t) of Section 11.7, but perhaps this can be taken further by using a more powerfully expressive language that would allow the quantifiers V, .:3 to range over collections of sets or functions rather than just collections of numbers (cf. Section 4. 7.) • Now that we see how to identify certain subsets and mnctfonfi in *JR as being internal, can we do the same for other more complex entities? Are there internal topologies on *JR? Or internal measures? If A 􀁽 *􀀮 is hyperfinite of internal cardinality N1 does it follow that the power set of A is hyperfinite of cardinality 2N? Or is it the collection of internal subsets of A that should be hyperfinite? This would seem to require the notion of an internal function of the type {1, ... , 2N} -:-+ P(A). theoretic universe that can be erected on a set like 􀃪 by forming sets of 158 13. Universes and Frameworks sets, sets of sets of sets, etc., and then consider how this universe may be "enlarged" to admit nonstandard entities, by analogy with the enlargement of JR. to *JR.. Ultimately this will provide a framework that allows the methodology of nonstandard analysis to be applied to any kind of mathematical structure (function spaces, measure spaces, infinite-dimensional Hilbert spaces, ... ). It will also cause us to review what we have been doing so far from a more abstract set-theoretic standpoint. 13.1 What Do We Need in the Mathematical World? In developing a mathematical theory, or analysing a particular structure, access may be needed to a wide range of entities: sets, members of sets, sequences, relations, functions, etc. We will posit the existence of a "universe" 1IJ that contains all such entities that might be required. This will have an associated formal language .Cu whose sentences express properties of the members of 1IJ. Then 1IJ will be enlarged to another universe *1U that contains certain new (nonstandard) entities whose behaviour can be used to establish results about 1U by the use of transfer and other principles. Here now is some more detailed discussion about the entities and closure properties that 1U should have. • Individuals. Although a real number might be viewed as a set of Cauchy sequences, or a pair of sets of rationals (Section i.3), when studying real analysis we generally regard real numbers as individuals, i.e., as "points" or entities that have no internal structure. The same applies to the basic elements of any other structure that might concern us, be they elements of an algebraic number field, complex numbers, vectors in some Hilbert space, and so on. The universe 1U will contain a set X of entities that are viewed as individuals in this way. An element of X will be taken to have no members within 1U. It will be assumed that JR.􀁽 X. • Functions. If two sets A and B belong to 1U, then we may wish to have all functions f : A􀇗 B available in 1U, along with the range of j, the !-image f(C) 􀁹 B of any C 􀌑oA, and the inverse image of any subset of B under f. Moreover, the set BA of all functions from A to B should itself be in 1U. Also, we should be able to compose functions in 1U. • Relations. An m-ary relation is a set of m-tuples (a1, ... , am), and is usually presented as a subset of some Cartesian product A1 x ··· x Am, the latter being the set of all such m-tuples that have 13.2 Pairs Are Enough 159 a1 E A1, ... , am E Am· Thus 1U should be closed under the formation of tuples, and of Cartesian products and their subsets. For binary relations (m = 2) the domain and range should be avail able, and the operations of composing and inverting relations should be possible within our universe. • Set Operations. All the usual set operations of intersection A n B, union AU B, difference A-B, and power set P(A), when performed on sets in 1U, should produce entities that belong to 1U. In fact, some important constructions will require the union UY and intersection nY of any (possibly infinite) collection y E u to be available. Also, if a set A belongs to 1U, then all subsets of A should too. • Transitivity. If a set A is in 1U, we will want all members. of A to be present in U as well, i.e., A 􀂻 \U. This condition is usually called transitivity of U, because it takes the form a E A E lU implies a E U. This has an important bearing on the interpretation of a bounded quantifier (Vx E A). We naturally read this as "for all x in A", but when used to express a property of an entity of U, there is a potential issue as to whether this means "for all x in A that belong to U"n, or whether the variable x is ranging over all members of A absolutely. When lU is transitive, this is not an issue: the members of A that belong to lU are simply all the members of A that there are. Transitivity thus ensures that quantified variables always range over members of lU when given their natural interpretation. Subset and Relation Closure Transitivity of lU together 􀜕ith closure under the power set operation will guarantee that lU has the property mentioned above of closure under subsets of its members. For then if A􀂻 B E 1U, we get A E P(B) E U, and hence A E 1U by transitivity. Then closure of lU under Cartesian products will lead to closure under relations between given sets in general. Thus if A, B are sets in 1U and R .􀂻Ax B, then if Ax BE U, it follows that R E 1U by the argument just given for subset closure. 13.2 Pairs Are Enough The more we assume about the entities that exist and constructions that can be performed within 1U, the more powerful will be this universe as a 160 13. Universes and Frameworks tool for applications. On the other hand, for demonstrating properties of 1I.J itself or showing that it exists (and *'[]ndoes too), it is desirable to have very few primitive concepts, so that we can minimize the number of cases and the amount and complexity of work required in carrying out proofs. Studies of the foundations of mathematics have shown that these opposing tendencies can be effectively balanced by basing our conceptual framework on set theory. To see this we will first show that apart from purely set-theoretic operations, the other notions just described in Section 13.1 can be reduced to the construction of sets of ordered pairs: • Functions. A function f : A ---+ B can be identified with the set of pairs {(a, b) : b = j(a)}, which is a subset of the Cartesian product set Ax B. Set-theoretically, we define a function from A to B to be a set f of pairs satisfying (i) if (a, b) E f then a E A and b E B; (ii) if (a, b), (a, c) E j, then b = c (functionality); (iii) for each a E A there exists bE B with (a, b) E f (the domain of f is A). • m-Tuples. Given a construction for ordered pairs (2-tuples), the case m > 2 can be handled by defining (ab ... , am) = {(1,a1), ... , (m, am)}. Thus an m-tuple becomes a set of ordered pairs (and actually is a function with domain {1, ... , m}). Note: an alternative approach would be to inductively put (al,··· ,am+!)= ((al,· .. ,am),nam+l), so that an m-tuple beomes a pair of pairs ofn·n·· of pairs. This works just as well, but would be more complex set-theoretically than the definition given. • Relations. An m-ary relation is a set of m-tuples (a1, ... , am), and hence becomes a set of sets of ordered pairs. The Cartesian product A1 x · · · x Am is a particular case of this, being the set of all such m-tuples that have a1 E A1, .o. . , am E Am. 13.3 Actually, Sets Are Enough But what is an ordered pair? Well, one of the most effective ways to explain a mathematical concept is to give an account of when two instances of the 13.4 Strong Transitivity 161 concept are equal, and for ordered pairs the condition is that (a, b) = (c, d) iff a= c and b =d. In fact, this condition is all that is ever needed in handling pairs, and it can be fulfilled by putting (a,ob) = { {a},o{a,b} }. In this way pairs are represented as certain sets, and therefore so too are mtuples, relations, and functions. When it comes to the study of a particular structure whose elements belong to some given set X, all the entities we need can be obtained by applying set theory to X. This demonstrates the power and elegance of set theory, and explains the sense in which it provides a foundation for mathematics. Exercise 13.3.1 (i) Verify that {{a}, {a, b}o} = { {c}, {c, d}o} iff a= c and b =d. (ii) Show that for m 2: 2, Product Closure Closure of 1U under Cartesian products can now be derived set-theoretically from transitivity and closure under unions and power sets. If A, B E 1U and (a, b) E Ax B, then both {a} and {a, b} are subsets of AUB, i.e., members of P(A U B). Hence (a,ob) = { {a},{a,b}} E PP(AUB). This shows that Ax B 􀁹 PP(AUB), and so Ax BE PPP(AuB). Closure under U and P and transitivity of 1U then give A x B E 1U. 13.4 Strong Transitivity Before giving the axioms for a universe, there is a further important property to be explained, which we do with the following example. If a binary relation R belongs to 1U, then its domain dom R should be available in U as well. Now, if a E dom R, then there is some entity b with (a, b) E R. According to our new definition of pairs, we then have the "membership chain" a E {a} E (a, b) ERE 1U. 162 13. Universes and Frameworks Transitivity of lU will ensure that it is closed downwards under such membership chains, giving a E U. But this leads only to the conclusion that domR 􀂻 U, whereas we want domnR E U Is domnR perhaps too "big" to be an element of U? Now, if R itself were transitive, we would get a E R, showing domnR 􀂻 R E U, from which our desired conclusion would result by subset closure. But of course R need not be transitive. On the other hand, it is reasonable to suppose that R can be extended to a transitive set B that belongs to lU (i.e., R 􀂻 B E U). Then we can reason that dom R 􀁹 B E U, leading to domR E U, as desired, by subset closure. The justification for this is that any set A has a transitive closure Tr(A), whose members are precisely the members of members ofn··· of members of A. Tr(A) is the smallest transitive set that includes A: any transitive set including A will include Tr(A). We are going to require that lUbe "big enough" to have room for the transitive closure of any set A E lU. For this to hold it is enough that some transitive set including A belong to lU. Thus our requirement is • Strong Transitivity: for any set A in lU there exists a transitive set BE lU with A􀂻 B 􀂻 U. Note that the stipulation that B 􀂻 lUis superfluous if lUis transitive, since it then follows from B E U. But the definition of strong transitivity itself implies that lU is transitive (since we get A 􀁽 lU when A E lU because A 􀁽 B 􀁽 U), so this single statement captures all that is needed. In a strongly transitive lU we can assume that any set we are dealing with is located within a large transitive set. This will be the "key to the universe", as will become apparent. 13.5 Universes In the light of the foregoing discussion, we now define a universe to be any strongly transitive set lU such that • if a, bE U, then {a, b} E U; • if A and Bnare sets in U, then AU BE U; • if A is a set in U, then P(A) E lU. Such a lU will be called a universe over X if X is a set that belongs to U (X E lU), and the members of X are regarded as individuals that are not sets and have no members: (Vx EX) [x # 0 A (Vy E lU) (y 􀁤 x)]. 13.5 Universes 163 It will always be assumed further that a universe contains at least one set, and also contains the positive integers 1, 2, .n. . to ensure that m-tuple formation can be carried out. In practice we will be using universes that haven􀃪 E ll.J, with each member ofn􀃪 being an individual, so these conditions will hold. Here now is a list of the main closure properties of such universes, many of which have been indicated already. Uppercase letters A, B, Ai, etc. are reserved for members of liJ that are sets. Set Theory • If a E ll.J, then {a} E liJ. • A1, ... , Am E liJ implies A1 U · · U Am E liJ. · • liJ contains all its finite subsets: if A 􀁙 li.J and A is finite, then A E liJ. • A 􀁽 B E liJ implies A E liJ. • 0 E ll.J. • If { Ai : i E I} 􀁹 A E ll.J, then UiEJAi E liJ. (Note: this uses strong transitivity.) • liJ is closed under unions of sets of sets: if B = { Ai : i E I} E li.J and each Ai is a set, then UB = uiEJAi E 1U. • li.J is closed under arbitrary intersections: if { Ai : i E J} 􀂻 ll.J, then niEJAi E liJ, whether or not the set {Aio: i E /}oitself belongs to liJ. Relations and Functions • If a, bE ll.J, then (a, b) E ll.J. • If A,B E li.J and R 􀂻Ax B, then R E ll.J. • If ab ... , am E li.J (m > 2), then (a1, ... , am) E ll.J. • 1U is closed under finitary relations: if A1, ... , Am E liJ and R C A1 X X Am, then R E lU. · · · • If R E 1U is a binary relation, then liJ contains the domain dom R, the range ran R, the R-image R' (C) of any C 􀃮 dom R, and the inverse R-1, where domR {a: 3b((a,b) E R)}, rannR -{b: 3a((a,b) E R)}, 164 13. Universes and Frameworks R'(C) {bo: 3a E C ((a, b) E R)n}, R-1 -{ (b, a) : (a, b) E R}. • If R, S E 1IJ are binary relations, then 1IJ contains their composition R o S = {(a, c) : 3b( (a, b) E R and (b, c) E S)}. • Ifnf : A ----7 B is a function with A, B E 1U, then f E 1IJ. Moreover, for any C 􀁽 A and D 􀃚 B, 1IJ contains the image j'(C) = {f(a) :oa E C} and the inverse image j-1(D) ={a E A: f(a) EoD}. • If A, B E 1U, then the set BA of all functions from A to B belongs to 1IJ. • If {Ai : i E J} E 1IJ and IE 1U, then (IliEI Ai) E 1IJ. 13.6 Superstructures It is time to demonstrate that there are such things as universes. Let X be a set with 1R 􀃚X. The nth cumulative power set 1Un(X) of X is defined inductively by so that lUo(X) -X, lUn+l (X) 1Un (X) U P(lUn(X)), The superstructure over X is the union of all these cumulative power sets: The rank of an entity a is the least n such that a E lUnn(X). The rank 0 entities (members of X) will be regarded as individuals: (Vx E 1Uo(X)) [x of. 0 A (Vy E 1U(X)) (y ¢:. x)]. All other members ofnlU(X) (those with positive rank) are sets, and so lU(X) has just these two types of entity. We can show: (1) 1Un+I(X) =XnU P(lUn(X)). 13.6 Superstructures 165 (2) lUn (X) E 1Un+1(X). Hence lUn (X) E lU(X), and in particular, X E lU(X). (3) lUn+l (X) is transitive. Indeed, a E BE lUn+l (X) implies a E lUn(X). (4) If a,b E lUn (X), then {a,b} E lUn+l (X). (5) If A, BE lUn(X) , then AU BE lUn+l (X). (6) A E lUn(X) implies P(A) E Un+2(X). From (3) it follows that U(X) is strongly transitive, since every element of U(X) belongs to some Un+l (X). Properties (4)-(6) then ensure that lU(X) is a universe, and by (2) it is a universe over X. In fact, U(X) is the smallest universe containing X, in the sense that if any universe U has X E lU, then U(X) 􀂆 lU. Another description of this superstructure over X is that it is the smallest transitive set that contains X and is closed under binary unions AU Bnand power sets P(A). Exercise 13.6.1 Verify results (1)-(6) above, and the observations that follow them. Show further that if X􀂅 Y, then U(IR) 􀂆 U(X) 􀂅 U(Y). D A universe is not closed under arbitrary subsets: if A 􀂆 lU, it need not follow that A E 1U (e.g., consider A = lU). In the case of a superstructure, A will belong to U(X) iff there is an upper bound n E N on the ranks of the members of A, i.e., iff A􀁽 Un(X) for some n. All the entities typically involved in studying the analysis of X can be obtained in lU(X) using only rather low ranks. If A, B E lUn (X), then any subset of A x B, and in particular any function from A to B, is in 1Un+2(X). So constructing a function between given sets increases the rank by at most 2. Using this, we see that: • A topology on X is a subset of P(X), hence a subset of llh (X), so belongs to U2(X). Thus the set of all topologies on X is itself a member of U3(X). • An IR-valued measure on X is a function J.L: A ---+ IR with A a collection of subsets of X, so A is of rank 2 and J.L of rank 4. Thus the set of all measures on X is also an element of U(X) , of rank 5. • A metric on X is a function d : X x X ---+ IR of rank 5 (since X x X has rank 3). The set of all metrics on X has rank 6. • The Riemann integral on a closed interval [a, b] can be viewed as a function J: : R[a, b] ---+ IR, 166 13. Universes and Frameworks where R[a, b] is the set of integrable functions f : [a, b] -t R Such an f is of rank 3, since [a, b] and IR have rank 1, so R[a, b] has rank 4 and therefore the integral J: is an entity of rank 6. 13.7 The Language of a Universe Given a denumerable list of variables, a language £u associated with the universe liJ is generated as follows: Cu-Terms • Each variable is an £u-term. • Each member of 1U is a constant £u-term. • IfnT1, ... ,Tm are £u-terms (mn;::::: 2), then (TI, ... ,Tm) is an £u-term, called a tuple. • If T and u are £u-terms, then T•(u) is a function-value £u-term. Notice that our rules allow iterated formations of tuples of terms, such as ((T, a), T, (Tb ... , Tm)). A term with no variables is closed, and will name a particular entity of U if it is defined (recall the discussion of undefined terms in Section 4.3.1). The rules for determining when a closed tuple is defined, and what it names, are as follows: • If T1, ... , T m name elements a1n, ... , am, respectively, then ( T1n, ... , T m) names the thenm-tuple (ai,o· .. ,am)· • ( T1, ... , T m) is undefined if one of T1, ... , T m is undefined. For a closed function-value term, the rules are: • If T names a function f and u names an entity a that belongs to the domain of J, then T(u) names the entity f(a). • T(a") is undefined if one ofnT and CJ is undefined, or if they are both defined but T does not name a function, or if T names a function but CJ does not name a member of its domain. The language L()l. of Chapter 4 allowed formation of terms f(TJ, ... , T m) where f is an m-ary function. This is catered for here because of tuple formation. Any finitary function on IR belongs to liJ because IR 􀄭 X, so f is a constant of £u, and j(T1n, ... , Tm) can be taken to be a simplified notation 13.7 The Language of a Universe 167 for the £u-term f(( 71, ... , 7 m)). More generally, we can write 0'(71, ... , 7 m) for 0'((71, ... , 7m)) when 0' is an arbitrary £u-term (this is in line with common practice: an m-ary function on a set A is just a one-placed function on Am). It follows that all L!)t-terms are .Cu-terms. Atomi c Cv-Formulae These have one of the forms 7 = 0', 7 E 0', where 7 and 0' are .Cu-terms. For example, if P E 1U is a k-ary relation, then· there are atomic formulae which may also be written P(71 , ... , 7k) as in the notation of Section 4.3, or, in the case k = 2, using infix notation, as in 71 < 72, 71 =/= 72, etc. Since a function is a special kind of relation, symbols for functions may occur in atomic formulae in two ways. For example, the two formulae have the same intended meaning. Formulae • Each atomic .Cu-formula is an .Cu-formula. • If t..p and 'lj; are .Cu-formulae, then so are t..p 1\ 'lj;, t..p V 'lj;, •t..p, t..p ---t 'lj;, t..po􀊍'lj;. • If c.p is an .Cu-formula, then so are (Vx E 7)t..p and (:3x E 7)c.p, where 7 is any .Cu-term and x is any variable symbol that does not occur in 7. A sentence is, as usual, a formula in which every occurrence of a variable is within the scope of a quantifier for that variable. If t..p is a formula in which only the variable x occurs freely, and 7 is a closed term denoting the set A E 1U, then the sentence (Vx E 7)c.p asserts that c.p(a) is true for every a E A, while (::lx E 7)c.p asserts that c.p(a) is true for some such a. As explained in Section 13.1, transitivity of 1IJ ensures that quantified variables always range over members of 1IJ when given their natural interpretation. 168 13. Universes and Frameworks As we will see later in applications of the language .Cu to mathematical reasoning, the term T in a quantifier form (Vx E T) or (3x E T) is usually a variable or a constant. Having observed above that the .Cu-terms include all L!Jt-terms, and that .Cu allows the atomic formation P(T1, ... ,Tk), we can now conclude that the .Cu-formulae include all .C!R-formulae: any subset P of lR is in 1U, so the formation rules of .Cu admit the bounded quantifier forms (Vx E P) and (3x E P). 13.8 Nonstandard Frameworks Let 1U 􀃪 1U1 be a mapping between two universes, taking each a E 1U to an element *a of 1U'. Then each .Cu-term T has an associated *-transform *T, which is the £u,-term obtained by replacing each constant symbol a by *a. A constant a occurring in an .Cu-formula cp will do so as part of a term T that appears either in an atomic formula or within one of the quantifier forms ('i/x E T) and (3x E T). Applying the replacement a􀌏 *a to all such constants transforms cp into an £u,-formula *cp. If cp is a sentence, then so too is *cp. A nonstandard framework for a set X comprises a universe 1U over X and a map 1U 􀃪 lU' satisfying: • *ao= a for all a EX . • *0 = 0. • 'Transfer: an .Cu-sentence cp is true if and only if *cp is true. Such a map will be called a universe embedding or transfer map. It preserves many set-theoretic operations: • a = b iff *a = *b. Hence a 􀃐 *a is injective. • a E B iff *a E *B. • A􀏱 B iff *Ao􀁽 *B. • If A 􀁽 X, then A 􀏱 *A 􀁽 *X. In particular, X 􀁽 *X. • *(AnB)=*An*B. • *(AUB)o=*AU*B. • *(Ao-B) =*A-*B. • *{a1, ... , am}o= {*ab ... , *am}· Thus *A= {*ao: a E A} if A is finite. 13.8 Nonstandard Frameworks 169 • All members of *X are individuals in 1IJ'. • 􀃪 preserves transitivity: if A is a transitive set in 1IJ, then *A is transitive. • *P(A) 􀃚 P(*A). • If R E 1IJ is an m-ary relation, then so is *R. • *(A1 X··· X Am)o= *A1 X··· X *Am. Hence *(Am)= (*A)m fornmE N. • If R E 1IJ is a binary relation, then *(domnR) domn*R, *(ran R) ran*R, *(R-1) (*R)-1, *(R'(C)) (*R)'(*C) for C 􀜔 domnR, *(R-1n(C)) (*R)-1(*C) for C 􀄭 rannR. • If RnandnS are binary relations, then *(R S) = *R o *S. o • If a function f : A ---7 B belongs to 1IJ, then * f is a function from *A to *B, with *(!(a))o= *!(*a) for all a EnA. Also, f is injective/surjective iffn*f is. To show that A 􀄭 *A 􀄭 *X whenever A 􀄭 X, observe that if A 􀃚 X, then *A 􀄭 *X, and if a E A, then a E X, and so a = *a E *A. Also, by transfer (using *0 = 0) we have (Vx E *X) [x =f. 0/\ -{3y Ex) (y Enx)] true, so if b E *X, then b is not the empty set and has no members, and therefore is an individual. For preservation of transitivity by 􀃪. let A E 1IJ be transitive, i.e., (Vx E A) (Vy E x) y E A. This transforms to (Vx E *A) (Vy E x)y E *A, showing that any set belonging to *A is a subset of *A, i.e., *A is transitive asdesired. 170 13. Universes and Frameworks The fact that *P(A) 􀂆 P(*A) follows by transfer of (Vx E P(A)) (Vy Ex) (yoEoA). This shows that if x E *P(A), then y Ex implies y E *A, and sonxo􀂆 *A, whence x E P(*A). The exact relationship between *P(A) and P(*A) will be revealed in Section 13.12. Exercise 13.8.1 Verify all the other properties of the transfer map listed above. If lR 􀂆X, all of the standard operations and relations on lR liken+, -, x, lxl, sinx, <, 2': , =/=-,netc. are entities in 1U, and so have corresponding entitiesn*+, *sinnx, *=/=-, etc. for *JR in 1U'. We will continue the practice of dropping the *-prefix from such familiar notions when the intention is evident. However, while this is harmless for functions and relations between individuals, when entities of nonzero rank are involved, a transformed function * f need not agree with f where their domains overlap, so more caution is needed. In general, if a E domnf, then *f(*a) =o*(!(a)), but even when *ao= a this will reduce to *f(a) = f(a) only when *(!(a)) is equal to f(a). For an example showing that this need not hold, let f: lR-+ P(JR) be defined by f(r) = {x E lR: x > r }. For a given r E JR, transfer of the sentence (Vx E JR.) (x E f(r) 􀂬 x > r) shows (since *r = r) that *f(r) = *(f(r)) = {x E *JRo: x > r}. In particular, f(O) = JR.+ , whilen*f(O) = *JR+. Exercise 13.8.2 If cp(x1, ... ,xm) is an .Cu-formula and A E 1U, show that *{(all ... , am) E Am : cp(a1, ... , am)}o= {(b1, ... , bm) E *Am : *cp(b1, ... , bm)}. Explain how various of the above results about preservation of propertiffi byn􀃪 can be derived from this general fact. 13.9 Standard Entities The members of 1U' of the form *a with a E 1U, will be called standard. The other members of 1U' are nonstandard. Any element a of X is thus standard, since in that case a = *a. 13.9 Standard Entities 171 The question of the existence of nonstandard entities will be taken up in earnest in the next chapter. For now we will just assume that lU is a universe over a set X that includes IR, and that • there exists an element n E *N -N. Then 􀀬 will be infinitesimal, and using transfer instead of ultrafilter calculations we can derive in lU' the arithmetical properties of limited, unlimited, appreciable, etc. numbers as in Chapter 5, and then develop the theory of convergence, continuity, differentiation, integration for IR-valued sequences and functions as in Chapters 6􀛧9. All standard members of *N belong tonN, for if *a E *N, then by transfer a E N, and so *a = a E N. Thus any member of *N-N must be nonstandard. More generally, this argument shows that if A 􀂆 X, then any member of *A -A will be nonstandard. We see then that standard sets *A may have nonstandard members. In fact it turns out that *A has nonstandard members for every infinite set A E 1U (cf. Section 13.14). Examples of nonstandard sets are provided by initial segments of *N. Consider the sentence (Vn EN) (::3V E P(N)) (Vx EN) [x E V +--> x 􀂪 n], which expresses "for all n E N, {1, ... , n} E P(N)"n. By transfer it follows that for any N E *N, the subset {1, ... , N} of *N belongs to the standard set *P(N). If N E *N-N, then {1, ... , N} cannot itself be a standard set. For if *A is any standard subset of *N, then A 􀂆 N, so either A is finite and hence *A = A, or else A is unbounded in N, and hence by transfer *A is unbounded in *N. In either case *A :f= {1, ... , N}. For another illustration, let Int E 1U2(X) be the set of open subintervals of the real line: Int =n{(a, b) 􀄭 IR: a, bE IR}. It follows by a transfer argument that *(a, b) = {X E *JR : a < X < b}, so the standard set *(a, b) will have nonstandard elements. By transfer of the statements (VA E Int) (::3a, bE IR) (Vx E JR) (x E A+--> a< x a < x (V, n, f, Z) be the conjunction of the following formulae with free variables V, n, f, Z: (\fx E V) (x EN 1\ x ::; n), (\fx EN) (xo::; n -4 x E V), (Vb E f) (3x E V) (3y E Z) [b = (x, y)], (Vx E V) (Vy,oz E Z) [(x,ny) E f 1\ (x,oz) E f -4 y = z], (\fx E V) (3y E Z) [(x, y) E f], (\fy E Z) (3x E V) [(x, y) E f], (Vx,ny E V) (Vz E Z) [(x,z) E f 1\ (y,nz) E f -4 x = y]. Thus 4>(V, n, j, Z) asserts that V = { x E N : x 􀂪 n} and f is a function from V onto Z that is injective. Hence if we define c.p(n, f, Z) to be the formula (3V E P(N)) 4>(V, n, f, Z), then c.p asserts that f is a bijection between { 1, ... , n} and Z. Its transform *c.p makes exactly the same assertion, but replaces N by *N and so allows the possibility that n E *Nn-N. Now, if A E 1U, then the .Cu-sentence (VZ E Pp(A)) (3n EN) (3/ E P(N x A)) c.p(n, f, Z) is true. Hence by transfer, if B E *PF(A), then there is some n E *Nnand some f E *P(N x A), i.e., some internal f 􀁽 *N x *A, such that f is a bijection from { 1, ... , n} to B. Moreover, f is internal, as it belongs to the standard set *P(N x A). For the converse, suppose that there is an internal bijection f : Vo----+ B, where V = {x E *N : x ::; n} for some n E *N. Thus B is internal, being the range of an internal function, and sonB E *A for some A E 1U, which we may take to be transitive, with *A transitive as well. Then B 􀁕 *A, so f is an internal subset of *N x *A, whence f E P(*N x *A) n *1U = P(*(N x A)) n *1U = *P(N x A), 180 13. Universes and Frameworks and *cp(n, J, B) holds. Now consider the sentence (VZ E A) ([(3n EN) (3f E 'P(N x A)) cp(n, J,Z)] 􀀆 Z E 'Pp(A)) . This sentence is true (using the fact that Z E A implies Z 􀄭 A), since it asserts that if there is a bijection to Z from a set {1, ... , n} with n EN, then Z is in 'Pp (A). Thus applying transfer and taking Z = B, we conclude that BoE *'Pp (A) , so that B is a hyperfinite subset of *A. D The number n in this theorem is the internal cardinality of the hyperfinite set B: n = IBI. The map B 1--4 IBI is an internal function *'Pp(A) 􀂭 *N, and is the function that arises under the *-embedding from the corresponding function 'Pp (A) 􀀆 N. 13.18 Exercises on Hyperfinite Sets and Sizes (1) If there is an internal injection {1, ... , n} 􀀆 {1, ..n. , m}, then n 􀄀 m. If there is an internal bijection {1, . .o. , n} 􀀆 {1, ... , m }, then n = m. (2) Let A be hyperfinite. Show that any internal set B 􀛢 A is also hyperfinite and has IBI < !AI. (3) Any hyperfinite subset of *JR has a greatest and a least element. (4) If A is hyperfinite, then so is the internal power set 'P1 (A) = P(A) n *1IJ = {B 􀁎A: B is internal}. Moreover, if IAI = n, then i'PI(A) l = 2n. (5) A set B is hyperfinite iff there is a surjection f: {1, ..o. , n} 􀀆 B, for some n E *N, that is internal. (6) Internal images of hyperfinite sets are hyperfinite: ifnf is internal and B is hyperfinite, then f(B) is hyperfinite. 13.19 Hyperfinite Summation In Section 12.7 the ultrapower construction was used to give meaning to the symbol I':xeB f(x) when B is a hyperfinite set and f an internal function. In the context of a universe embedding 1IJ 􀂄 1IJ', summation of hyperfinite sets is obtained by applying transfer to the operation of summing finite sets. The map B 1--4 E B from 'Pp (.IR) to 1R assigns to each finite set B 􀃚 ExEB f(x) +􀀁ExEC f(x) 13.20 Exercises on Hyperfinite Sums 181 IR the sum of its members. This map transforms to an internal function from *Pp(IR) to *JR, thereby giving a (hyperreal) meaning tonE B for every hyperfinite set B 􀂀 *JR. Now, if f is an internal *IR-valued function whose domain includes a hyperfinite set B, then f(B) will be a hyperfinite subset of *JR for which E is defined. Thus we can specify 'ExEB f(x) = 'Ef(B). 13.20 Exercises on Hyperfinite Sums (1) Explain why hyperfinite summation has the following properties: if J, g are internal functions, B, Cnare hyperfinite sets, and c E *IR, then • 'ExEB cf(x) = c ('ExEB f(x)), • 'ExEB f(x) + g(x) = 'ExEB f(x) + 'ExEB g(x), • ExEBUC f(x) if B n c = 0, = (2) Explain how and when it is possible to define indexed sums E􀄘Xi with n unlimited.