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The even and odd integers are both absent from the cofinite filter, but their union is present. Thus its filter quantifier need not turn a disjunction into the disjunction of quantified assertions, and failure of a quantified assertion need not imply truth of its quantified negation. An ultrafilter restores both laws by deciding each set against its complement.

A subset $E$ of a set $X$ is cofinite in $X$ when its complement $X\setminus E$ is a finite set. For infinite $X$, the cofinite subsets form the cofinite filter. A nonprincipal ultrafilter on $\mathbb{N}$ contains every cofinite subset: it contains no singleton, hence no finite set, and decides between each set and its complement.

A nonprincipal ultrafilter contains no finite set. On an infinite set it contains the cofinite filter.

We take $\mathbb{N}=\{1,2,\dots \}$. An ultrafilter $p$ on $\mathbb{N}$ is a proper filter on a set which decides every subset: it contains $\mathbb{N}$ but not $\varnothing$, is closed under finite intersections and passage to supersets, and contains exactly one of $A$ and $\mathbb{N}\setminus A$ for every $A\subseteq \mathbb{N}$. A principal ultrafilter has the form ${\delta }_n=\{A:n\in A\}$; all other ultrafilters are nonprincipal ultrafilters.

To prove existence, start with the cofinite filter and order its proper filter extensions by inclusion. The union of a chain is again a proper filter on a set: the finitely many sets involved in an intersection all belong to one member of the chain, and no member contains the empty set. Thus Zorn's lemma supplies a maximal proper filter $p$. If $A\notin p$, adjoining $A$ must make the generated filter improper; equivalently, some $B\in p$ has $A\cap B=\varnothing$. Then $B\subseteq \mathbb{N}\setminus A$, so $\mathbb{N}\setminus A\in p$. This proves that $p$ is an ultrafilter. It contains the complement of every finite set and hence no finite set. In particular, it contains no singleton and is nonprincipal.

The Stone-Čech compactification of the natural numbers $\beta \mathbb{N}$ is the set of all ultrafilters with basic open setsWe have $\hat{A}\cap \hat{B}=\widehat{A\cap B}$ and $\beta \mathbb{N}\setminus \hat{A}=\widehat{\mathbb{N}\setminus A}$, so these basic sets define a topology and are clopen sets. If $p\ne q$, choose $A\in p\setminus q$. The disjoint basic neighbourhoods $\hat{A}$ and $\widehat{\mathbb{N}\setminus A}$ separate them. Thus the space is Hausdorff.

For compactness, it suffices to show every basic open cover has a finite subcover, since an arbitrary open cover can be refined by basic open sets. Suppose $\{\widehat{A_i}:i\in I\}$ has no finite subcover. The complements $\mathbb{N}\setminus A_i$ have the finite intersection property: if a finite intersection were empty, the corresponding finite family of $\widehat{A_i}$ would cover every ultrafilter. Their generated proper filter on a set extends to an ultrafilter, by the same Zorn's lemma argument. This ultrafilter contains every $\mathbb{N}\setminus A_i$, and therefore belongs to none of the alleged cover members, a contradiction. We have proved that $\beta \mathbb{N}$ is a compact Hausdorff space. The map $n\mapsto {\delta }_n$ embeds the discrete natural numbers densely: any nonempty $\hat{A}$ contains ${\delta }_n$ for some $n\in A$.

For addition on the Stone-Čech compactification of the natural numbers, defineand putThe map $D_q$ preserves intersections and complements, because translation does and $q$ is an ultrafilter. It also sends $\mathbb{N}$ to $\mathbb{N}$ and the empty set to itself. Consequently the displayed rule defines an ultrafilter $p+q$. On principal points it satisfies ${\delta }_n+{\delta }_m={\delta }_{n+m}$, so it extends ordinary addition.

Write $({\forall }^{p}n)\phi (n)$ to mean that $\{n:\phi (n)\}\in p$. The ultrafilter addition rule is then an iterated quantifier, with its order fixed. Expansion givesOrdinary addition is an associative operation, and the quantifiers are in the same order on both lines. Thus $\boxed{(p+q)+r=p+(q+r)}$. This argument does not interchange ultrafilter quantifiers and does not assert that this extended addition is commutative.

For fixed $q$, the translation $R_q:p\mapsto p+q$ hasa basic clopen set. Therefore addition is continuous in its left variable. This is the left-continuity convention used here: right translations are continuous, giving a left-topological semigroup. Continuity in both variables jointly is not part of the assertion.

Hindman's theorem says that every finite colouring of the positive integers has an increasing sequence $x_1<x_2<\cdots$ whose finite-sums setis monochromatic. Assume, as permitted, that the addition just defined has an idempotent ultrafilter $p$, so $p+p=p$. This ultrafilter is nonprincipal: a principal ${\delta }_n$ would satisfy ${\delta }_n+{\delta }_n={\delta }_{2n}\ne {\delta }_n$ for positive $n$. Hence every member of $p$ is infinite and every cofinite set belongs to $p$.

Exactly one cell $A$ of the finite colour partition belongs to $p$. Define its star set bySince $A\in p+p$, we have $D_p(A)\in p$ and therefore $A^{\ast }\in p$. Moreover, for each $n\in A^{\ast }$, the set $A-n$ belongs to $p$. Idempotence gives $D_p(A-n)\in p$, and translation of the defining formula showsThis proves the idempotent-ultrafilter star-set lemma rather than merely invoking it.

Choose $x_1\in A^{\ast }$. Suppose $x_1<\cdots <x_k$ have been chosen with every nonempty finite sum in $A^{\ast }$. Choose $x_{k+1}$ fromThis is a finite intersection of members of the ultrafilter $p$, and so it is nonempty. The new sums are $x_{k+1}$ and $s+x_{k+1}$; all lie in $A^{\ast }$ by the choice. Mathematical induction yields an increasing infinite sequence withThus the assumed idempotent gives the full Hindman theorem, with distinct increasing generators and all their nonempty finite sums of one colour.

An ultrafilter on $\mathbb{N}=\{1,2,\dots \}$ is a family $p\subseteq \mathcal{P}(\mathbb{N})$ satisfying the proper filter axioms: $\mathbb{N}\in p$, $\varnothing \notin p$, closure under finite intersections, and upward closure under inclusion. In addition, for every $A\subseteq \mathbb{N}$, exactly one of $A$ and $A^c$ belongs to $p$. Equivalently, an ultrafilter is a maximal proper filter. The principal ultrafilter at $n$ consists of all subsets containing $n$; an ultrafilter not of this form is a nonprincipal ultrafilter.

To prove existence, start with the cofinite filter and order the proper filters containing it by inclusion. The union of a chain is still a proper filter: finitely many of its members lie in one filter of the chain, and no constituent contains the empty set. Thus Zorn lemma supplies a maximal such filter $p$. If $A\notin p$, adjoining $A$ cannot generate a proper filter; otherwise maximality fails. Consequently some $B\in p$ has $B\cap A=\varnothing$, so $A^c\in p$ by upward closure. This proves the ultrafilter alternative. No finite $A$ can belong to $p$, because $A^c$ is cofinite and already belongs to $p$. In particular $p$ contains no singleton and is a nonprincipal ultrafilter. The same argument, starting from any proper filter, proves the ultrafilter lemma used below.

Define $\beta \mathbb{N}$ to be the set of all ultrafilters on $\mathbb{N}$, with basic open setsThey form a topological basis because $\hat{\mathbb{N}}=\beta \mathbb{N}$ and $\hat{A}\cap \hat{B}=\widehat{A\cap B}$. Moreover $(\hat{A}{)}^c=\widehat{A^c}$, so they are clopen sets. This is the compact Hausdorff topology on ultrafilters. If $p\ne q$, some $A$ belongs to $p$ but not $q$, and then $\hat{A}$ and $\widehat{A^c}$ are disjoint open neighbourhoods of the two points. Thus $\beta \mathbb{N}$ is Hausdorff.

For compactness, take an open cover and refine it by basic open sets $\widehat{A_{\lambda }}$. If no finite subfamily covers, then for every finite collection of indices the intersection $\bigcap A_{\lambda }^c$ is nonempty. Indeed, if that intersection were empty, the corresponding $A_{\lambda }$ would cover $\mathbb{N}$, and every ultrafilter would contain at least one of them by the finite ultrafilter alternative. The complements therefore have the finite intersection property and generate a proper filter. Extend it to an ultrafilter $q$ by the proved ultrafilter lemma. Then $A_{\lambda }^c\in q$ for every $\lambda$, so $q$ belongs to none of the covering $\widehat{A_{\lambda }}$, a contradiction. A finite basic subcover lies inside a finite subcover of the original cover. HenceThe map $n\mapsto p_n$, where $p_n$ is the principal ultrafilter at $n$, identifies the discrete natural numbers with a dense subset: any nonempty $\hat{A}$ has $A\ne \varnothing$ and contains $p_n$ for $n\in A$.

Hindman theorem states that every finite colouring of the positive integers admits an increasing sequence $x_1<x_2<\cdots$ whose finite-sums setis monochromatic. We now give the Idempotent-ultrafilter proof of Hindman's theorem. For $A\subseteq \mathbb{N}$, write $A-x=\{y\in \mathbb{N}:x+y\in A\}$. The addition on $\beta \mathbb{N}$ is defined byTake an idempotent ultrafilter on the natural numbers $p$, whose existence is allowed, so $p+p=p$. It is a nonprincipal ultrafilter: addition of principal points is $p_m+p_n=p_{m+n}$, whereas no positive integer satisfies $2m=m$.

Exactly one colour class $A$ belongs to $p$. DefineBy idempotence, $A^{\ast }\in p$. The idempotent-ultrafilter star-set lemma needed for the recursion is that $A^{\ast }-x\in p$ whenever $x\in A^{\ast }$. To prove it, put $D=A-x\in p$. Idempotence again givesFor $y\in D^{\ast }$, we have $x+y\in A$ and $A-(x+y)=D-y\in p$, hence $x+y\in A^{\ast }$. Thus $D^{\ast }\subseteq A^{\ast }-x$, proving the lemma by upward closure.

Choose $x_1\in A^{\ast }$. Suppose $F_n=FS(x_1,\dots ,x_n)\subseteq A^{\ast }$ has been constructed. Every factor ofbelongs to $p$: the translate factors do by the just-proved lemma, and the last factor does because it is cofinite and $p$ is a nonprincipal ultrafilter. The finite intersection is therefore nonempty. Choose $x_{n+1}$ in it. Then $x_{n+1}$ and every $s+x_{n+1}$ with $s\in F_n$ lie in $A^{\ast }$, so $F_{n+1}\subseteq A^{\ast }$. This constructs a strictly increasing sequence, indeed $x_{n+1}>{\sum }_{i\le n}{x}_i$, and proves Hindman theorem.

Finally apply Hindman theorem to obtain a monochromatic finite-sums set $FS(y_1,y_2,\dots )$. We construct a divisibility chain inside a finite-sums set using disjoint successive blocks of indices. Start with $x_1=y_1$. If $x_i=m$, take $2m$ unused terms after all indices used so far, and split them into two groups of $m$ consecutive terms. In each group its $m+1$ partial sums, including $0$, contain two in the same congruence class modulo $m$ by the pigeonhole principle. Their difference is a nonempty consecutive sum divisible by $m$, and positivity makes it at least $m$. Let $x_{i+1}$ be the sum of these two selected sums. Then $m\mid x_{i+1}$ and $x_{i+1}\ge 2m>m$.

The index set defining $x_{i+1}$ lies strictly after all previous index sets. Discard the other terms in these two groups before continuing. Because the chosen index sets are disjoint, every finite sum of distinct $x_i$ is a finite sum of distinct $y_j$, retaining the same colour. Therefore

Let $M^{\ast }$ be a full Skolem expansion of an infinite structure $M$, choose distinct $b_n\in M$ for $n\in \mathbb{N}$, and extend the cofinite filter to a nonprincipal ultrafilter $U$ on $\mathbb{N}$. For a finite subset $F=\{i_1<\cdots <i_r\}$ of the desired index order $I$, define the ordered Fubini product of ultrafilters $U_F$ on ${\mathbb{N}}^F$ bywhere $UnP(n)$ means $\{n:P(n)\}\in U$. These nested tests decide complements and preserve intersections by induction on $r$, so $U_F$ is indeed an ultrafilter. For the empty set use the one-point index set and its principal ultrafilter.

Put $M_F=(M^{\ast }{)}^{{\mathbb{N}}^F}/U_F$. If $F\subseteq G$, projection of coordinates inducesA truth test independent of a coordinate is unchanged by its dummy ultrafilter quantifier. Consequently pullback preserves exactly the $U_F$-large subsets, proving that the map is well defined and injective. The Łoś theorem, applied to every formula rather than just to equality, proves that it is an elementary embedding. Projections compose, so these elementary maps form a coherent directed system.

Take its directed limit of elementary embeddings $N^{\ast }$. Explicitly identify two stage elements when their images agree at a common larger stage, and interpret functions and relations there. For an existential formula true in the limit, its parameters and a witness occur at a common stage; elementarity then pulls truth back to the stage of the original parameters. This verifies that all stage maps into the limit are elementary.

Let $a_i$ be the image in this limit of the coordinate class $[n\mapsto b_n]\in M_{\{i\}}$. These elements are distinct: in $U_{\{i,j\}}$, equality would require $n_i=n_j$, whose inner-coordinate section is a singleton and hence not in the nonprincipal $U$. For $i_1<\cdots <i_r$, the truth of any expanded-language formula on $(a_{i_1},\dots ,a_{i_r})$ is exactlyThis expression depends on the formula and the tuple length, not on the chosen increasing indices. Thus $(a_i{)}_{i\in I}$ is an order-indiscernible sequence. The empty-coordinate stage embeds $M^{\ast }$ elementarily into $N^{\ast }$.

Their Skolem hull is elementary by the witness-function argument, and an order automorphism of $I$ extends to it by transporting the generators in every term. Equality and relation preservation follow from the displayed uniform truth test, and the inverse order automorphism gives the inverse map. Therefore this proves the Ehrenfeucht-Mostowski theorem through ultrapowers and their directed limit, with no Ramsey-theoretic step.

If the complement of a truth set belongs to a proper filter on a set, the truth set itself cannot belong: their intersection is empty. Hence the right side always implies the left side.

The reverse implication can fail. In the cofinite filter, the set of even integers is absent, but its odd complement is absent as well. The filter-quantified evenness assertion is false, while the filter-quantified assertion of oddness is also false. Therefore (iii) can be false.

For an ultrafilter the equivalence is true, precisely because it contains exactly one of any set and its complement. The filter quantifier preserves conjunction for arbitrary proper filters, but its full classical Boolean behaviour requires the ultrafilter property.

Membership of either truth set in a filter on a set implies membership of its union, by upward closure. The converse need not hold. For the cofinite filter, take $p(x)$ to mean that $x$ is even and $q(x)$ that $x$ is odd. The union of their truth sets is all of $\mathbb{N}$, while neither truth set is cofinite.

Thus the left side of the printed equivalence is true and its right side false: (ii) can be false. An ultrafilter does satisfy the equivalence, because its dichotomy forces one member of a finite union into the ultrafilter. General filters need not have that dichotomy. This is one aspect of the Boolean failure of the cofinite-filter quantifier.

A proper filter on a set $\mathcal{F}$ on $\mathbb{N}$ contains $\mathbb{N}$, excludes the empty set, is closed under finite intersections and is upward closed under inclusion. An ultrafilter is a maximal proper filter. Equivalently, for every $A\subseteq \mathbb{N}$ it contains exactly one of $A,A^c$. To see maximality implies this dichotomy, if $A$ is absent then adjoining it must make the generated filter improper; hence some filter member is disjoint from $A$, forcing $A^c$ into the filter. Conversely, a filter with this dichotomy cannot be properly enlarged without acquiring disjoint members.

Extend the cofinite filter to a maximal proper filter using Zorn's lemma. Every chain of proper extensions has its union as a proper filter upper bound: any finite collection of its members lies in one member of the chain, and the empty set never enters. The resulting ultrafilter contains no finite set, because it already contains that set's cofinite complement. It is therefore a free ultrafilter, or nonprincipal ultrafilter. This proves the required existence with the usual choice principle explicit.

Define the Stone-Čech compactification of the natural numbers as the set of all ultrafilters, with basic open setsThey form a basis because $\hat{\mathbb{N}}$ is the whole space and $\hat{A}\cap \hat{B}=\widehat{A\cap B}$. Also $(\hat{A}{)}^c=\widehat{A^c}$, so each basic set is clopen. Distinct ultrafilters disagree on some $A$, putting them in the disjoint open sets $\hat{A}$ and $\widehat{A^c}$. Thus this space is Hausdorff.

To prove compactness, suppose an open cover has no finite subcover and refine it by basic sets $\widehat{A_i}$. Their complements $B_i=\mathbb{N}\setminus A_i$ have the finite intersection property: otherwise finitely many $\widehat{A_i}$ would cover every ultrafilter. Here a nonempty finite intersection of the $B_i$ has a principal ultrafilter containing it, whereas an empty intersection cannot belong to any proper filter. The $B_i$ therefore generate a proper filter, which extends to an ultrafilter by the same Zorn argument. That ultrafilter lies outside every $\widehat{A_i}$, contradicting the cover. Hence $\beta \mathbb{N}$ is compact and Hausdorff. Natural number $n$ is identified with its principal ultrafilter.

Hindman's theorem asserts that every finite colouring of the positive integers has an increasing sequence $x_1<x_2<\cdots$ for which all nonempty finite sums of distinct terms have one colour. Let $\mathcal{U}+\mathcal{U}=\mathcal{U}$ be the given idempotent ultrafilter. Since $\mathbb{N}$ is positive, a principal ultrafilter cannot be idempotent: its sum with itself is principal at $2n$, not $n$. Thus $\mathcal{U}$ is nonprincipal and contains every cofinite tail. In a convention including zero, one instead uses an idempotent in the nonprincipal part, excluding the trivial principal idempotent at zero.

For $A\subseteq \mathbb{N}$ define $A-n=\{m:n+m\in A\}$. Addition on the Stone-Čech compactification of the natural numbers is characterized byOne cell $A$ of the finite colour partition belongs to $\mathcal{U}$. PutIdempotence makes $A^{\ast }\in \mathcal{U}$. Moreover, if $n\in A^{\ast }$, then $A^{\ast }-n\in \mathcal{U}$. Indeed, write $B=\{y:A-y\in \mathcal{U}\}$ so $A^{\ast }=A\cap B$. We have $A-n\in \mathcal{U}$, and idempotence applied to that set givesTheir intersection is $A^{\ast }-n$. This is the idempotent-ultrafilter star-set lemma.

Choose $x_1\in A^{\ast }$. If the finite-sums set $F_k$ of the first $k$ choices lies in $A^{\ast }$, selectEvery factor belongs to $\mathcal{U}$, so this finite intersection is nonempty. Its choice preserves $F_{k+1}\subseteq A^{\ast }$. ThereforeThis proves the requested Idempotent-ultrafilter proof of Hindman's theorem, without assuming an idempotent-existence proof.

Finally, for the first logical assertion put $P=\{x:p(x)\}$ and $Q=\{x:q(x)\}$. A proper filter contains $P\cap Q$ if and only if it contains both $P$ and $Q$: one direction is finite-intersection closure and the other is upward closure. Thus (i) is always true. This is the conjunction law for filter quantifiers.

A proper filter on a set $I$ contains $I$, excludes $\varnothing$, is upward closed, and is closed under finite intersections. Order its proper extensions by inclusion. The union of a nonempty chain is again a proper filter: finitely many members lie together in one chain member. Zorn lemma, and hence the axiom of choice, gives a maximal extension $\mathcal{U}$. If neither $S$ nor $I\setminus S$ belongs to $\mathcal{U}$, maximality of $\mathcal{U}$ says adjoining either one produces the improper filter. There are therefore $A,B\in \mathcal{U}$ with $A\cap S=\varnothing$ and $B\cap (I\setminus S)=\varnothing$, contradicting $A\cap B\in \mathcal{U}$. Thus $\mathcal{U}$ is an ultrafilter.

For Łoś theorem, interpret the ultraproduct using $a\sim b$ when $\{i:a_i=b_i\}\in \mathcal{U}$, with functions and relations interpreted coordinatewise. These interpretations are well defined because changing finitely many argument representatives changes them only outside the intersection of their agreement sets, which belongs to $\mathcal{U}$. For any first-order formula and sequences of parameters,Prove this by structural induction. Atomic formulas follow from the interpretation of terms. Conjunction uses finite intersections; negation uses the ultrafilter dichotomy between a set and its complement. If $\exists y\psi$ holds in the ultraproduct, a witness sequence gives a subset of $S_{\exists y\psi }$ in $\mathcal{U}$. Conversely, choose a witness $b_i$ for $\psi$ in every factor where one exists, and an arbitrary element in every other factor. This is the second explicit use of the axiom of choice; all factors have nonempty carriers. The inductive hypothesis applied to $\psi (\mathbf{a},\mathbf{b})$ supplies the ultraproduct witness. The other connectives and universal quantification follow from these cases.

For the possible worlds, use free filters, equivalently proper filters extending the cofinite filter $F_0$. Here “nonprincipal” must have this free-filter meaning: merely saying that a filter has no single generating subset need not make $F_0$ an accessible least world. The designated world is $F_0$, and all worlds have carrier $D={\prod }_i{M}_i$. Atoms, including equality, are forced byEquality may identify distinct sequences at a world; it is a persistent congruence, and at an ultrafilter world its quotient is the ordinary ultraproduct.

The required equivalence with all ultraproducts uses dense-extension filter semantics. Its recursive clauses areEvery extension in these clauses is a free proper filter. The dense clause for disjunction is essential; for propositional formulas, local disjunction would instead give a Kripke model for intuitionistic propositional logic and would invalidate the claimed equivalence.

The useful separation fact is membership in a free filter is detected by its ultrafilter extensions:Indeed, if $S\notin F$, every $A\in F$ has infinite intersection with $I\setminus S$: a finite intersection would imply $S\in F$ after intersecting $A$ with a suitable cofinite set. Hence adjoining $I\setminus S$ generates a free proper filter, which extends to a nonprincipal ultrafilter by the ultrafilter lemma.

Induction on formulas now gives $F⊩\varphi (\mathbf{a})⟺S_{\varphi }(\mathbf{a})\in F$. Negation and implication follow by adjoining the positive set on which their classical truth conditions fail. For disjunction, membership of $S_{\varphi }\cup S_{\psi }$ lets every extension be refined to an ultrafilter containing one of the two sets. If that union is absent from $F$, an ultrafilter extending $F$ contains its complement and has no further proper extension, contradicting the dense clause. For existence, choose coordinate witnesses on $S_{\exists x\varphi }$ as in Łoś theorem. For universality, if $S_{\forall x\varphi }\notin F$, choose a counterexample in every factor outside it and arbitrary elements elsewhere. The resulting sequence has $S_{\varphi }\subseteq S_{\forall x\varphi }$, so $F$ cannot force that instance. The converse follows from upward closure and persistence.

At the designated world, therefore,This semantics validates classical first-order logic, including law of excluded middle. For example, every free filter has an ultrafilter refinement deciding an atomic formula, so its excluded middle is forced even when neither disjunct is forced at the original world. To see concretely why local disjunction fails, take $I=\mathbb{N}$ and an atom true exactly at even indices: neither its truth set nor its complement is cofinite, although every ultraproduct satisfies its excluded middle.

Yes. Order the proper filters containing the cofinite filter by inclusion. The union of every chain is again a proper filter containing $\mathcal{F}$: any finite collection of its members already lies in one filter in the chain. Zorn lemma gives a maximal proper filter $\mathcal{U}$.

A maximal proper filter is an ultrafilter. Indeed, if $A\notin \mathcal{U}$, adjoining $A$ cannot generate another proper filter, so some $U\in \mathcal{U}$ has $U\cap A=\varnothing$. Thus $U\subseteq A^c$, and upward closure gives $A^c\in \mathcal{U}$. Finally, $\mathcal{U}$ cannot equal any principal ultrafilter ${\mathcal{U}}_n$, because it contains the cofinite set $\mathbb{N}\setminus \{n\}$ whereas ${\mathcal{U}}_n$ does not. Thus $\mathcal{U}$ is a nonprincipal ultrafilter on $\mathbb{N}$.

The cofinite filter $\mathcal{F}$ is nonempty, because $\mathbb{N}\in \mathcal{F}$; finite unions of finite complements show closure under intersections, and taking a superset can only shrink the complement. The empty set is excluded because its complement is infinite. It is not an ultrafilter: the even numbers and the odd numbers both have infinite complements, so neither belongs to $\mathcal{F}$. Finally, $\mathbb{N}\setminus \{n\}$ is cofinite but does not belong to ${\mathcal{U}}_n$, proving $\mathcal{F}⊈{\mathcal{U}}_n$ for every $n$.

Let $\mathcal{U}$ be a nonprincipal ultrafilter on an infinite set $I$. It contains no finite set, so a finite $X\subseteq I$ does not belong to $\mathcal{U}$. An ultrafilter contains exactly one of a set and its complement; hence $I\setminus X\in \mathcal{U}$. Equivalently, every nonprincipal ultrafilter contains the cofinite filter.

For structures $(M_i{)}_{i\in I}$ and a first-order formula $\phi$, the Łoś theorem says

Fix a prime number $p$, take $I={\mathbb{N}}_{>0}$, and choose a nonprincipal ultrafilter on $I$. The ultraproductis a field because each factor is a finite field, and it has characteristic $p$ because each factor satisfies $p\cdot 1=0$ and $m\cdot 1\ne 0$ for $1\le m<p$. For every natural number $r$, all sufficiently large factors contain at least $r$ distinct elements. The first-order sentence asserting the existence of $r$ distinct elements therefore holds in $K$. Thus $K$ is infinite, as summarized by infinite field of positive characteristic from an ultraproduct.

If $\mathcal{U}$ contains no finite set, then every cofinite set belongs to it: for a finite $F$, one has $F\notin \mathcal{U}$, so the ultrafilter alternative forces $\mathbb{N}\setminus F\in \mathcal{U}$. Thus $\mathcal{U}$ contains the cofinite filter.