An ultrafilter on is a family satisfying the proper filter axioms: , , closure under finite intersections, and upward closure under inclusion. In addition, for every , exactly one of and belongs to . Equivalently, an ultrafilter is a maximal proper filter. The principal ultrafilter at consists of all subsets containing ; 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 . If , adjoining cannot generate a proper filter; otherwise maximality fails. Consequently some has , so by upward closure. This proves the ultrafilter alternative. No finite can belong to , because is cofinite and already belongs to . In particular contains no singleton and is a nonprincipal ultrafilter. The same argument, starting from any proper filter, proves the ultrafilter lemma used below.
Define to be the set of all ultrafilters on , with basic open sets
They form a topological basis because and . Moreover , so they are clopen sets. This is the compact Hausdorff topology on ultrafilters. If , some belongs to but not , and then and are disjoint open neighbourhoods of the two points. Thus is Hausdorff.
For compactness, take an open cover and refine it by basic open sets . If no finite subfamily covers, then for every finite collection of indices the intersection is nonempty. Indeed, if that intersection were empty, the corresponding would cover , 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 by the proved ultrafilter lemma. Then for every , so belongs to none of the covering , a contradiction. A finite basic subcover lies inside a finite subcover of the original cover. Hence
The map , where is the principal ultrafilter at , identifies the discrete natural numbers with a dense subset: any nonempty has and contains for .
Hindman theorem states that every finite colouring of the positive integers admits an increasing sequence whose finite-sums set
is monochromatic. We now give the Idempotent-ultrafilter proof of Hindman's theorem. For , write . The addition on is defined by
Take an idempotent ultrafilter on the natural numbers , whose existence is allowed, so . It is a nonprincipal ultrafilter: addition of principal points is , whereas no positive integer satisfies .
Exactly one colour class belongs to . Define
By idempotence, . The idempotent-ultrafilter star-set lemma needed for the recursion is that whenever . To prove it, put . Idempotence again gives
For , we have and , hence . Thus , proving the lemma by upward closure.
Choose . Suppose has been constructed. Every factor of
belongs to : the translate factors do by the just-proved lemma, and the last factor does because it is cofinite and is a nonprincipal ultrafilter. The finite intersection is therefore nonempty. Choose in it. Then and every with lie in , so . This constructs a strictly increasing sequence, indeed , and proves Hindman theorem.
Finally apply Hindman theorem to obtain a monochromatic finite-sums set . We construct a divisibility chain inside a finite-sums set using disjoint successive blocks of indices. Start with . If , take unused terms after all indices used so far, and split them into two groups of consecutive terms. In each group its partial sums, including , contain two in the same congruence class modulo by the pigeonhole principle. Their difference is a nonempty consecutive sum divisible by , and positivity makes it at least . Let be the sum of these two selected sums. Then and .
The index set defining 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 is a finite sum of distinct , retaining the same colour. Therefore