Chapter II.8

Filtered Products

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Problem II.8.1

Prove that if DD is a filter over II, then I∈DI \in D.

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Problem II.8.2

Let X⊆IX \subseteq I. Prove that {Y∣Y⊆I and X⊆Y}\left\{ Y \mid Y \subseteq I \text{ and } X \subseteq Y\right\} is a filter over II.

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Problem II.8.3

Let DD be a filter over II and J∈DJ \in D. Show that D1={X∩J∣X∈D}D_{1} = \left\{ X \cap J \mid X \in D\right\} is a filter over JJ, and also that if DD is a nonprincipal filter, then D1D_{1} is also a nonprincipal filter.

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Problem II.8.4

Prove that if some finite set belongs to a filter, then this filter is principal.

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Problem II.8.5

Prove that every nonprincipal ultrafilter contains all sets having finite complements.

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Problem II.8.6

Prove that a filter DD over II is an ultrafilter if and only if DD is a maximal element in the set of all filters over II, ordered by inclusion.

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Problem II.8.7

Prove that in the set Φ\Phi of all filters over II, ordered by inclusion, {I}\left\{ I\right\} is the least element. Show also that if ∣I∣≥2\left|I\right| \geq 2, then Φ\Phi has no greatest element.

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Problem II.8.8

Prove that, for a filter over II containing the set S⊆P(I)S \subseteq \mathcal{P}(I) to exist, it is necessary and sufficient that the intersection of any finite number of elements of SS be nonempty.

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Problem II.8.9

Let II be an infinite set of cardinality α\alpha and

Φ={X∣X⊆I and ∣X∣<α}. \Phi = \left\{ X \mid X \subseteq I \text{ and } \left|X\right| < \alpha \right\} .

Prove that Φ\Phi is a filter over II.

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Problem II.8.10

Prove that a system Ψ\Psi of subsets of a set II is contained in some Frechet filter if and only if every intersection of finitely many sets of the system Ψ\Psi has cardinality equal to the cardinality of the set II.

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Problem II.8.11

Show that every nonprincipal ultrafilter over a countable set is a Frechet filter.

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Problem II.8.12

Let FF be a filter over II, A⊆IA \subseteq I, and FA={X∩A∣X∈F}F_{A} = \left\{ X \cap A \mid X \in F\right\}. Prove that, for FAF_{A} to be a filter over AA, it is necessary and sufficient that X∩A≠∅X \cap A \neq \emptyset for every X∈FX \in F.

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Problem II.8.13

Let FF be an ultrafilter over II, A⊆IA \subseteq I, and FA={X∩A∣X∈F}F_{A} = \left\{ X \cap A \mid X \in F\right\}. Prove that, for FAF_{A} to be an ultrafilter over AA, it is necessary and sufficient that AA belong to FF.

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Problem II.8.14

Show that every filter can be extended to an ultrafilter.

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Problem II.8.15

Prove that every filter is the intersection of all ultrafilters containing it.

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Problem II.8.16

Let FF and GG be filters over II. Prove that

F∩G={X∪Y∣X∈F and Y∈G}. F \cap G = \left\{ X \cup Y \mid X \in F \text{ and } Y \in G\right\} .
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Problem II.8.17

Prove that if the union of a finite sequence {Ai}i≤n\left\{ A_{i}\right\}_{i \leq n} of subsets of a set II belongs to an ultrafilter FF, then at least one of the sets AiA_{i} belongs to FF.

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Problem II.8.18

Let FF be an ultrafilter and G1,…,GnG_{1}, \ldots , G_{n} filters over II. Prove that if F⊇G1∩…∩GnF \supseteq G_{1} \cap \ldots \cap G_{n}, then there exists ii (1≤i≤n1 \leq i \leq n) such that F⊇GiF \supseteq G_{i}.

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Problem II.8.19

Let the set JJ be infinite. Construct an ultrafilter FF and a family of ultrafilters {Gj}j∈J\left\{ G_{j}\right\}_{j \in J} such that F⊇⋂j∈JGjF \supseteq \bigcap_{j \in J} G_{j}, but FF does not contain GjG_{j} for any jj.

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Problem II.8.20

Prove that ⋂X∈FX\bigcap_{X \in F} X, where FF is an ultrafilter, contains at most one point.

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Problem II.8.21

Let DD be a filter over II and ∼\sim some equivalence relation on II. Let D∼={B∣∃A(A∈D&B={[x]∼∣x∈A})}D^{\sim } = \left\{ B \mid \exists A (A \in D \& B = \left\{ [x]_{\sim } \mid x \in A\right\} )\right\}. Prove that:

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(a)

D∼D^{\sim } is a filter over I/∼I / {\sim };

(b)

if DD is an ultrafilter, then D∼D^{\sim } is an ultrafilter;

(c)

if DD is an ultrafilter and [x]∼∉D[x]_{\sim } \notin D for every xx, then D∼D^{\sim } is a nonprincipal ultrafilter.

Problem II.8.22

Prove that a filter DD over II is countably complete if and only if there is no decreasing sequence X0⊃X1⊃X2⊃…X_{0} \supset X_{1} \supset X_{2} \supset \ldots of elements Xi∈DX_{i} \in D such that ⋂i∈NXi=∅\bigcap_{i \in \mathbb {N}} X_{i} = \emptyset.

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Problem II.8.23

Prove that ∼D\sim_{D} is an equivalence relation on ∏i∈IMi\prod_{i \in I} M_{i}.

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Problem II.8.24

Prove that if f1∼Dg1,…,fn∼Dgnf_{1} \sim_{D} g_{1}, \ldots , f_{n} \sim_{D} g_{n}, then:

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(a)

Pn(f1/D,…,fn/D)=Pn(g1/D,…,gn/D)P^{n}(f_{1} / D, \ldots , f_{n} / D) = P^{n}(g_{1} / D, \ldots , g_{n} / D);

(b)

Fn(f1,…,fn)∼DFn(g1,…,gn)F^{n}(f_{1}, \ldots , f_{n}) \sim_{D} F^{n}(g_{1}, \ldots , g_{n}).

Problem II.8.25

Prove that for every II,

∏i∈IMi≅∏i∈IMi/D, \prod _{i \in I} \mathfrak {M}_{i} \cong \prod _{i \in I} \mathfrak {M}_{i} / D,

where D={I}D = \left\{ I\right\}.

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Problem II.8.26

Prove that the canonical mapping φ:∏i∈IMi→∏i∈IMi/D\varphi : \prod_{i \in I} \mathfrak {M}_{i} \to \prod_{i \in I} \mathfrak {M}_{i} / D, where φ(f)=f/D\varphi (f) = f / D, is a homomorphism of ∏i∈IMi\prod_{i \in I} \mathfrak {M}_{i} onto ∏i∈IMi/D\prod_{i \in I} \mathfrak {M}_{i} / D. Show that, in general, this homomorphism is not a strong homomorphism.

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Problem II.8.27

Prove that if a sentence containing neither ¬\neg nor ⊃\supset is true on the direct product ∏i∈IMi\prod_{i \in I} \mathfrak {M}_{i}, then it is true on the filtered product ∏i∈IMi/D\prod_{i \in I} \mathfrak {M}_{i} / D with respect to any filter DD.

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Problem II.8.28

Prove that if D,D1D, D_{1} are filters over II and D⊆D1D \subseteq D_{1}, then the mapping φ\varphi defined by φ(f/D)=f/D1\varphi (f / D) = f / D_{1} is a homomorphism of ∏i∈IMi/D\prod_{i \in I} \mathfrak {M}_{i} / D onto ∏i∈IMi/D1\prod_{i \in I} \mathfrak {M}_{i} / D_{1}.

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Problem II.8.29

Let J∈DJ \in D, where DD is a filter over II. Show that

∏i∈IMi/D≅∏j∈JMj/DJ, \prod _{i \in I} \mathfrak {M}_{i} / D \cong \prod _{j \in J} \mathfrak {M}_{j} / D_{J},

where DJD_{J} is the filter formed by the intersections of JJ with the sets of the filter DD. In particular, if DD is a principal filter consisting of subsets of the set JJ, then

∏i∈IMi/D≅∏j∈JMj. \prod _{i \in I} \mathfrak {M}_{i} / D \cong \prod _{j \in J} \mathfrak {M}_{j}.
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Problem II.8.30

Let II be finite and DD a filter over II. Prove that ∏i∈IMi/D\prod_{i \in I} \mathfrak {M}_{i} / D is isomorphic to the direct product of some of the systems Mi\mathfrak {M}_{i}.

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Problem II.8.31

Let {Ik∣k∈K}\left\{ I_{k} \mid k \in K\right\} be a partition of II, let filters DkD_{k} be given over IkI_{k}, and let a filter D∗D^{*} be given over KK. Show that

D={X⊆I∣{k∣k∈K and X∩Ik∈Dk}∈D∗} D = \left\{ X \subseteq I \mid \left\{ k \mid k \in K \text{ and } X \cap I_{k} \in D_{k}\right\} \in D^{*}\right\}

is a filter over II and, for all Mi\mathfrak {M}_{i} (i∈Ii \in I),

∏i∈IMi/D≅∏k∈K(∏i∈IkMi/Dk)/D∗ \prod _{i \in I} \mathfrak {M}_{i} / D \cong \prod _{k \in K} \left( \prod _{i \in I_{k}} \mathfrak {M}_{i} / D_{k} \right) \Big/ D^{*}

(the associative law for filtered products).

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Problem II.8.32

Prove that if the intersection JJ of all sets of a filter DD over II is nonempty and does not belong to DD, then

∏i∈IMi/D≅∏j∈JMj⋅(∏k∈J′Mk/DJ′), \prod _{i \in I} \mathfrak {M}_{i} / D \cong \prod _{j \in J} \mathfrak {M}_{j} \cdot \left( \prod _{k \in J'} \mathfrak {M}_{k} / D_{J'} \right),

where J′=I\JJ' = I \backslash J and DJ′D_{J'} is the filter over J′J' formed by the intersections of J′J' with all sets of the filter DD.

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Problem II.8.33

Let φi:Mi→Ni\varphi_{i}: M_{i} \to N_{i} be homomorphisms, and let φ(f/D)=(φ′(f))/D\varphi (f / D) = (\varphi '(f)) / D, where (φ′(f))(j)=φj(f(j))(\varphi '(f))(j) = \varphi_{j}(f(j)) for f∈∏i∈IMif \in \prod_{i \in I} M_{i}, j∈Jj \in J. Prove that then φ\varphi is a homomorphism of ∏i∈IMi/D\prod_{i \in I} \mathfrak {M}_{i} / D into ∏i∈INi/D\prod_{i \in I} \mathfrak {N}_{i} / D. Prove that if the φi\varphi_{i} are strong homomorphisms (isomorphisms), then so is φ\varphi.

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Problem II.8.34

Let φ\varphi be a one-to-one correspondence between II and JJ, let DD be a filter over II, and D1={φ(X)∣X∈D}D_{1} = \left\{ \varphi (X) \mid X \in D\right\}. Prove that

∏i∈IMi/D≅∏j∈JMφ−1(j)/D1. \prod _{i \in I} \mathfrak {M}_{i} / D \cong \prod _{j \in J} \mathfrak {M}_{\varphi ^{-1}(j)} / D_{1}.
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Problem II.8.35

Let {Ci∣i∈I}\left\{ C_{i} \mid i \in I\right\} be a family of sets, and let an equivalence relation ∼\sim be given on II such that i∼j⇒Ci=Cji \sim j \Rightarrow C_{i} = C_{j}. Prove that for every ultrafilter DD over II there exists an isomorphic embedding of ∏α∈I/∼Cα/D∼\prod_{\alpha \in I / {\sim }} C_{\alpha } / D^{\sim } into ∏i∈ICi/D\prod_{i \in I} C_{i} / D, where D∼D^{\sim } is constructed as in Problem II.8.21, and Cα=CiC_{\alpha } = C_{i} for α∈I/∼\alpha \in I / {\sim } and i∈αi \in \alpha.

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Problem II.8.36

Let {Ik}k∈K\left\{ I_{k}\right\}_{k \in K} be the family of all finite nonempty subsets of II, and let {Mi}i∈I\left\{ \mathfrak {M}_{i}\right\}_{i \in I} be a family of algebraic systems of signature σ\sigma. Prove that there exists a filter DD over KK such that for every filter D1⊇DD_{1} \supseteq D over KK there exists an isomorphic embedding of ∏i∈IMi\prod_{i \in I} \mathfrak {M}_{i} into ∏k∈K(∏i∈IkMi)/D1\prod_{k \in K} \left( \prod_{i \in I_{k}} \mathfrak {M}_{i} \right) \Big/ D_{1}.

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Problem II.8.37

Prove that if AA and BB are conditionally filterable with respect to the filter DD over II, then (A&B)(A \& B), ∃x B\exists x \, B, ∀x A\forall x \, A are also conditionally filterable with respect to DD.

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Problem II.8.38

Prove that if AA and BB are filterable with respect to the filter DD over II, then (A&B)(A \& B), ∃x A\exists x \, A are also filterable with respect to DD.

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Problem II.8.39

Prove that atomic formulas are filterable with respect to every filter.

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Problem II.8.40

Let AA be filterable with respect to the ultrafilter DD. Prove that ¬A\neg A is filterable with respect to DD.

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Problem II.8.41

Prove that every formula is filterable with respect to every ultrafilter (os's theorem).

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Problem II.8.42

Let AA be filterable with respect to the filter DD over II, and let BB be conditionally filterable with respect to DD. Prove that (A⊃B)(A \supset B) and ¬A\neg A are conditionally filterable with respect to DD.

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Problem II.8.43

Call a formula Horn if it is obtained from formulas of the form ¬A\neg A, (A⊃B)(A \supset B), BB, where AA is a conjunction of atomic formulas and BB is an atomic formula, by means of the operations of conjunction and adjoining quantifiers. Prove that Horn formulas are conditionally filterable with respect to every filter.

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Problem II.8.44

Prove that the ultraproduct of linearly ordered sets is linearly ordered.

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Problem II.8.45

Prove that the filtered product of preordered sets is preordered.

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Problem II.8.46

Prove that the filtered product of partially ordered sets is partially ordered.

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Problem II.8.47

Prove that the filtered product of groups is a group.

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Problem II.8.48

Let a finite system M\mathfrak {M} contain nn elements. Prove that every ultrapower of M\mathfrak {M} also contains nn elements.

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Problem II.8.49

Show that if the cardinalities of all the factors do not exceed a natural number nn, then the cardinality of the ultraproduct does not exceed nn.

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Problem II.8.50

Prove that every filtered product of infinite systems is infinite.

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Problem II.8.51

Suppose that for every nn the family {Mi}i∈I\left\{ \mathfrak {M}_{i}\right\}_{i \in I} contains only finitely many systems of cardinality nn. Prove that in this case the ultraproduct ∏i∈IMi/D\prod_{i \in I} \mathfrak {M}_{i} / D with respect to a nonprincipal ultrafilter DD is infinite.

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Problem II.8.52

Prove that if ∣Mi∣≤∣Ni∣\left|M_{i}\right| \leq \left|N_{i}\right| for every i∈Ii \in I, then for every filter DD over II,

∣∏i∈IMi/D∣≤∣∏i∈INi/D∣. \left|\prod _{i \in I} \mathfrak {M}_{i} / D\right| \leq \left|\prod _{i \in I} \mathfrak {N}_{i} / D\right|.
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Problem II.8.53

Let all the factors Mi\mathfrak {M}_{i} (i∈Ni \in \mathbb {N}) be finite, let DD be an ultrafilter over N\mathbb {N}, and let {i∣∣Mi∣=n}∉D\left\{ i \mid \left|M_{i}\right| = n\right\} \notin D for every n∈Nn \in \mathbb {N}. Prove that ∏i∈NMi\prod_{i \in \mathbb {N}} \mathfrak {M}_{i} has the cardinality of the continuum.

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Problem II.8.54

Let all the factors Mi\mathfrak {M}_{i} (i∈Ni \in \mathbb {N}) be finite or countable, let DD be a nonprincipal ultrafilter over the set of natural numbers N\mathbb {N}, and let {i∣∣Mi∣=n}∉D\left\{ i \mid \left|M_{i}\right| = n\right\} \notin D for every natural number nn. Prove that the cardinality of ∏i∈NMi/D\prod_{i \in \mathbb {N}} \mathfrak {M}_{i} / D equals the continuum.

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Problem II.8.55

Prove that if DD is not a countably complete ultrafilter over II, and for every natural number nn we have {i∣∣Mi∣=n}∉D\left\{ i \mid \left|M_{i}\right| = n\right\} \notin D, then ∏i∈IMi/D\prod_{i \in I} \mathfrak {M}_{i} / D has cardinality at least the continuum.

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Problem II.8.56

Let all Mi\mathfrak {M}_{i} (i∈Ii \in I) be countable, and let DD be a countably complete ultrafilter over II. Prove that ∣∏i∈IMi/D∣=ℵ0\left|\prod_{i \in I} \mathfrak {M}_{i} / D\right| = \aleph_{0}.

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Problem II.8.57

Let ⟨Ai;≤⟩\langle A_{i}; \leq \rangle be partially ordered sets (i∈Ni \in \mathbb {N}), where AiA_{i} contains ii minimal elements. What is the cardinality of the set of minimal elements in the ultraproduct ∏i∈NAi/D\prod_{i \in \mathbb {N}} \mathfrak {A}_{i} / D, if DD is a nonprincipal ultrafilter over N\mathbb {N}?

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Problem II.8.58

Prove that for every infinite set II there exists a filter DD over II such that for every filter D1D_{1} over II containing DD, and every infinite system M\mathfrak {M},

∣MI/D1∣≥2∣I∣. \left|M^{I} / D_{1}\right| \geq 2^{\left|I\right|}.
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Problem II.8.59

Prove that for every infinite algebraic system M\mathfrak {M} and every given cardinality mm, there exists an ultrapower of the system M\mathfrak {M} whose cardinality is greater than mm.

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Problem II.8.60

Prove that if DD is a not countably complete ultrafilter over II and the algebraic system M\mathfrak {M} is infinite, then the natural embedding φ:M→MI/D\varphi : M \to M^{I} / D, i.e., φ(a)=f/D\varphi (a) = f / D, where f(i)=af(i) = a for all i∈Ii \in I, is not a one-to-one correspondence between MM and MI/DM^{I} / D.

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