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In a countable language, an ultraproduct over a nonprincipal ultrafilter on $\omega$ realizes every countable finitely satisfiable type, including types over countably many parameters. Enumerate the type ${\phi }_1,{\phi }_2,\dots$, and let $A_n$ be the ultrafilter-large set of coordinates where the first $n$ first-order formulas have a simultaneous witness. Put $B_n=\{i:i\ge n\}\cap {\bigcap }_{j\le n}{A}_j$. At coordinate $i$, choose a witness for the largest $n\le i$ with $i\in B_n$, or an arbitrary element when there is none. For each fixed $n$, the resulting function satisfies the first $n$ first-order formulas on $B_n$. The Łoś theorem then realizes the entire type. Countability of the language and parameter set makes the enumeration possible.

An ultraproduct over a nonprincipal ultrafilter on $\omega$ realizes each countable finitely satisfiable type. For the first $n$ formulas, their coordinate simultaneous-witness set $E_n$ belongs to the ultrafilter by the Łoś theorem. Replace it by $E_n\cap [n,\infty )$ and choose at coordinate $i$ a witness to as many initial formulas as that coordinate permits. This finite number tends to infinity modulo the ultrafilter, so the resulting product class realizes every formula. More generally countably incomplete ultrafilters admit the same descending-set diagonalization. This statement does not assert saturation at every larger cardinal.

If $A\equiv B$, the elementary diagram of $B$ is finitely satisfiable by interpreting its finitely many named elements in $A$. Choose those finite realizations as coordinates, extend the filter of diagram cones to an ultrafilter, and use the Łoś theorem to embed $B$ elementarily into an ultrapower of $A$. If $A\prec B$, work over the named elements of $A$ and keep their coordinates constant. The resulting embedding extends the diagonal map of $A$. This relative assertion allows an alternating chain of ultrapowers to keep every previously embedded substructure fixed.

For a prime number $p$, a nonprincipal ultrafilter on $\mathbb{N}$ givesThe Łoś theorem makes $K$ a field of characteristic $p$. For every natural number $m$, almost all factors have at least $m$ elements, so $K$ is infinite.

The saturated model condition in degree $\kappa$ means that a first-order model $M$ realizes every one-variable complete type over a parameter set $A\subseteq M$ of size less than $\kappa$. Equivalently every finitely satisfiable such complete type is realized, since it can be extended to a complete type. Without a specified degree, saturated usually means $|M|$-saturated. Countable saturation means ${\aleph }_1$-saturation, including complete types over countably many parameters.

Here is a general saturated elementary extension theorem, with proof: for every infinite regular cardinal $\kappa$, every first-order structure $M$ has a $\kappa$-saturated elementary extension. At a stage $M_{\alpha }$, list all complete types over its subsets of size less than $\kappa$. There is a set of them, since their formulas lie in a set-sized language. Add a witness constant for each complete type to the elementary diagram of $M_{\alpha }$, together with every formula in that complete type evaluated at its witness constant. A finite part mentions finitely many complete types and finitely many formulas from each; each finite conjunction is realizable in $M_{\alpha }$, and the witnesses for different complete types are unconstrained relative to each other. Thus the finite part is satisfiable. The compactness theorem produces an elementary extension $M_{\alpha +1}$ realizing all those complete types. At limits take elementary unions, justified by the elementary chain theorem.

Iterate for $\kappa$ stages and put $N={\bigcup }_{\alpha <\kappa }{M}_{\alpha }$. If $A\subseteq N$ has size below $\kappa$, regularity bounds the stages at which its elements enter, so $A\subseteq M_{\alpha }$ for some $\alpha <\kappa$. A complete type over $A$ consistent with $N$ is finitely satisfiable in $M_{\alpha }$: each finite conjunction is an existential formula with parameters from $M_{\alpha }$, and elementarity transfers its truth from $N$. The complete type is therefore realized in $M_{\alpha +1}$. This provesFor a singular desired degree, apply the theorem at a larger regular cardinal. If $M$ is infinite and an uncountable regular $\kappa$ satisfies ${\kappa }^{<\kappa }=\kappa$, with $|L|<\kappa$ and $|M|\le \kappa$, the construction can keep every stage of size $\kappa$. There are then at most $\kappa$ parameter sets and complete types, and downward Löwenheim-Skolem gives that size after each extension; adding $\kappa$ distinct elements initially ensures final size exactly $\kappa$. The resulting model is saturated in the unqualified sense. The cardinal-arithmetic hypothesis belongs to this size refinement, not to the general existence theorem.

An explicit ultraproduct version is useful too. In a countable language let $U$ be a nonprincipal ultrafilter on $\omega$ and $N={\prod }_{i<\omega }{M}_i/U$, where each factor is nonempty. Enumerate a countable finitely satisfiable complete type, including its chosen parameter representatives, as ${\phi }_1(x),{\phi }_2(x),\dots$. By the Łoś theorem, the set $A_n$ of coordinates where the first $n$ formulas have a simultaneous witness belongs to $U$. PutThese are decreasing members of $U$. At coordinate $i$, let $k(i)$ be the greatest $n\le i$ with $i\in B_n$, if there is one. Choose a witness to the first $k(i)$ formulas there, and an arbitrary element when there is none. For fixed $n$, every coordinate in $B_n$ has $k(i)\ge n$, so the chosen function satisfies ${\phi }_n$ on a $U$-large set. Its ultraproduct class realizes the whole complete type. A countable language over a countable parameter set has only countably many formulas, so this proves countable saturation of a nonprincipal ultraproduct over omega.

For NFU, we give the rank-indiscernible construction of an NFU model explicitly. NFU has a unary predicate $S$ for sets, atoms have no members, extensionality applies to sets, and comprehension applies to every stratified formula. A stratification assigns integer types to variables so that equality uses equal types and $x\in y$ requires $\mathrm{type}(y)=\mathrm{type}(x)+1$. A unary set predicate adds no type difference.

Start with the actual set structure $B=(V_{\omega +\omega },\in )$. This structure satisfies extensionality and every pure-membership separation instance: the subset defined in a set $a$ of rank below $\omega +\omega$ still has rank below $\omega +\omega$. We do not assert that $B$ satisfies replacement or all of ZFC. Expand it by Skolem functions. In it use the sequence of rank objects $V_{\omega +n+6}$, $n<\omega$. For two such objects $d<e$ in sequence order, we havewith quantifiers in $B$. The second statement holds because every subset of $V_{\alpha }$ belongs to $V_{\alpha +1}$, and the later rank is at least $\alpha +1$.

Introduce constants $d_i$, $i\in \mathbb{Z}$, and require them to be order indiscernibles in the Skolem language, satisfying these two assertions whenever $i<j$. Also require $V_{\omega +5}\subseteq d_i$ for every $i$; this fixed rank object is first-order definable in $B$. Every finite part of these requirements together with $\mathrm{Th}(B^{\ast })$ is satisfiable: color finite increasing tuples of the original rank sequence by the truth values of the finitely many formulas mentioned, and use Ramsey's theorem to get a homogeneous subsequence. The rank assertions hold for every increasing tuple there. The compactness theorem gives a model of the full theory. In its Skolem hull $N$ generated by the $d_i$, the integer shift extends to an automorphism $j$ with $j(d_i)=d_{i+1}$, by the term-transport proof of the Ehrenfeucht-Mostowski theorem. Thus $N$ still satisfies extensionality and all pure-membership separation instances, andThis is a set-sized first-order model; no satisfaction predicate for a proper-class universe is being assumed.

Externally let $D_i=\{x\in N:N\models x\in d_i\}$. The automorphism bijects $D_i$ onto $D_{i+1}$. Interpret a typed structure with sort $i$ equal to $D_i$. At sort $i+1$, declare $y$ a set exactly when $N\models y\subseteq d_i$; otherwise it is an atom. Define adjacent-sort membership byThe guard is necessary: a typed atom might have some ordinary $N$-members in $D_i$, and those must not become its typed members. Set-extensionality follows from extensionality in $N$, because the ordinary members of a typed set all lie in $D_i$. For any typed formula on sort $i$, its quantifiers can be restricted to the corresponding $d_l$, its set predicates replaced by subset assertions, and its memberships replaced by the guarded relation. This is an ordinary pure-membership formula of $N$ with finitely many parameters. Separation gives its extension $X\subseteq d_i$, and the displayed closure assertion gives $X\in d_{i+1}$. It is therefore a typed set witnessing comprehension. The automorphism shifts these sorted domains and preserves the set flags and guarded memberships.

Collapse the types onto $D_0$. DefineObjects not satisfying $S$ have no $E$-members. If two sets have the same $E$-members, their images under $j$ are subsets of $d_0$ with the same ordinary members, so are equal by extensionality of $N$; injectivity of $j$ gives equality of the original objects.

To verify every stratified comprehension instance, assign a variable $v$ its stratification type $t(v)$ and translate its value $a\in D_0$ to $j^{t(v)}(a)\in D_{t(v)}$. Equality is preserved. An atomic $E(x,y)$ translates to the guarded adjacent-sort membership because $t(y)=t(x)+1$; the unary predicate $S(y)$ translates to $j^{t(y)}(y)\subseteq d_{t(y)-1}$. Induction on formulas, using the domain bijections for quantifiers, preserves truth. If the free variable $x$ has type $t$, typed comprehension produces its extension $X\subseteq d_t$, with $X\in d_{t+1}$. Put $b=j^{-(t+1)}(X)\in D_0$. Then $S(b)$ holds, and for every $a\in D_0$,This is exactly the required NFU set. No formula containing the external automorphism $j$ has been used in a separation or comprehension scheme; $j$ only transports values after the pure formula is formed.

The construction also permits the usual infinity requirement. The ordinary $\omega$ and its successor graph $f$ are definable in $N$, hence fixed by $j$, and lie below $V_{\omega +5}$, so belong to all the required domains. Under $E$, the members of $\omega$ are still its ordinary $N$-members. The new Kuratowski pair satisfiesSince $j(f)=f$, membership of this pair in $f$ under $E$ is equivalent to $⟨x,y{⟩}_N\in f$. Thus $f$ is an internal injection of $\omega$ into itself omitting zero, giving a Dedekind-infinite set.

We have built a model of NFU, with infinity if it is included in the formulation, in ordinary ZFC metatheory:In particular $\mathrm{Con}(\mathrm{ZFC})\Rightarrow \mathrm{Con}(\mathrm{NFU})$. This proof does not assume $\mathrm{Con}(\mathrm{ZFC})$ as an additional internal axiom: its starting structure is the set $V_{\omega +\omega }$, not a model of ZFC.

An ultraproduct converts coordinatewise finite information into a single first-order structure. Let $(M_i{)}_{i\in I}$ be nonempty structures in a common first-order language, and let $U$ be an ultrafilter on $I$. In ${\prod }_i{M}_i$, setThe ultraproduct ${\prod }_i{M}_i/U$ has these equivalence classes as its elements. Functions are interpreted coordinatewise; a relation holds of classes exactly when it holds on a $U$-large set of indices. Intersecting finitely many large agreement sets shows that these interpretations are independent of representatives.

The Łoś theorem, which explains the construction's usefulness, saysHere is the proof. Induction on terms establishes the coordinatewise interpretation of atomic formulas. Finite intersections handle conjunction, and the ultrafilter property handles negation, since precisely one of a set and its complement is large. For an existential quantification, a witness class gives coordinate witnesses on a large set. Conversely, when the coordinate existential truth set is large, select a witness in each of those structures and a default element elsewhere. Its class is a witness in the ultraproduct. This uses choice. Structural induction on formulas now proves the theorem, with universal quantification obtained by negation.

Compactness. If every finite subset of a first-order theory $T$ has a model, take $I$ to be the finite subsets $\Gamma \subseteq T$ and choose $M_{\Gamma }\models \Gamma$. The cones $\{\Gamma :\Delta \subseteq \Gamma \}$ for finite $\Delta$ have the finite intersection property. Extend their filter to an ultrafilter by the ultrafilter lemma. For each $\phi \in T$, its cone is large, so the Łoś theorem makes the ultraproduct satisfy $\phi$. This proves the compactness theorem, including theories of arbitrary set size.

Elementary extensions and nonstandard elements. An ultrapower uses a fixed structure at every coordinate. The diagonal map sending $a$ to the class of the constant function $a$ is an elementary embedding by the Łoś theorem. For a nonprincipal ultrafilter on $\omega$, the class of $i\mapsto i$ in an ultrapower of the natural numbers exceeds every standard integer, because each corresponding tail is large. In an ultrapower of the real ordered field, the reciprocal of this element is positive and smaller than every positive standard reciprocal integer: an infinitesimal. These examples implement ordinary finite statements in a larger structure without claiming that every external subset or second-order assertion transfers.

Saturation. Such an ultraproduct over $\omega$ is countably saturated. To see the actual diagonal argument, list a finitely satisfiable type ${\phi }_0(x),{\phi }_1(x),\dots$ with parameters in the ultraproduct and fix representatives for those parameters. For each $n$, the set $E_n$ of coordinates admitting a simultaneous witness to its first $n$ formulas belongs to $U$ by the Łoś theorem. Arrange that the $E_n$ decrease and put $D_n=E_n\cap \{i:i\ge n\}$. The $D_n$ decrease, belong to $U$, and have empty intersection. At coordinate $i$, choose a witness to the first $m(i)$ formulas, where $m(i)$ is the largest $n$ with $i\in D_n$, or choose a default element if there is no such $n$. For each fixed $n$, $m(i)\ge n$ on the large set $D_n$. Therefore the resulting class realizes every formula. This proves countable saturation of an ultraproduct over omega; it does not assert saturation at all larger cardinalities.

Algebraic limits. Take finite fields ${\mathbb{F}}_p$ indexed by the primes and a nonprincipal ultrafilter. Their ultraproduct is a field of characteristic zero: for every fixed positive integer $n$, only finitely many primes divide $n$, so $n\cdot 1\ne 0$ on a large set. Every first-order sentence true in all finite fields holds in this infinite field, and more generally so does any sentence true for all but finitely many of the factors. This is a way to create an infinite field retaining uniform first-order information from finite fields. It does not make the field algebraically closed: the first-order sentence that every element is a square already fails in infinitely many of the factors.

Large cardinals. A countably complete ultrafilter gives a well-founded membership ultrapower of the universe. If it had an infinite descending chain represented by $f_n$, each setwould be large. Countable completeness makes ${\bigcap }_n{A}_n$ nonempty, giving an actual infinite membership descent at any index in the intersection, contrary to foundation. The Mostowski collapse therefore gives a transitive target and an ultrapower embedding $j:V\to M$.

For a measure on a measurable cardinal $\kappa$, every function $\kappa \to \alpha$ with $\alpha <\kappa$ is constant on a large set: otherwise intersect the fewer than $\kappa$ complements of all its fibres. Consequently $j$ fixes the ordinals below $\kappa$. The class of the identity function is below $j(\kappa )$ and above every constant class below $\kappa$, since all tails are large. Thus $j(\kappa )>\kappa$ and its critical point is $\kappa$. Fine ultrafilters on $P_{\kappa }(\lambda )$ that are normal ultrafilters on small subsets and kappa-complete yield the stronger embeddings witnessing supercompact cardinals.

These applications share a single principle: an ultraproduct preserves precisely the first-order information seen by its ultrafilter. Principal ultrafilters merely select a factor; nonprincipal ones can produce new sizes, elements and saturation. Existence of the needed ultrafilters and selection of coordinate witnesses are set-theoretic assumptions, and changing the ultrafilter may change the resulting model.

An ultraproduct assembles a family of nonempty first-order structures $⟨M_i:i\in I⟩$ in one fixed language, using an ultrafilter $U$ to specify which coordinate statements hold almost everywhere. Its universe isFunctions are interpreted coordinatewise, and an $r$-ary relation holds on $[f_1],\dots ,[f_r]$ when its coordinate truth set belongs to $U$. Changing representatives changes such a truth set only off a $U$-large set, so these definitions are well defined. A principal ultrafilter simply recovers its distinguished factor; a nonprincipal ultrafilter can produce new elements and structures.

The fundamental result is the Łoś theorem:Prove it by structural induction on first-order formulas. Atomic formulas are the definition. Intersections handle conjunction, while exactly one of a set and its complement belongs to an ultrafilter, handling negation. For the existential step, if the coordinate existential truth set is in $U$, use choice to select witnesses there and arbitrary values elsewhere; their product function is an ultraproduct witness. Conversely a product witness makes the coordinate existential truth set contain a $U$-large set. Other connectives and universal quantification follow.

In an ultrapower, all factors are one structure $M$. The diagonal map $a\mapsto [\text{constant }a]$ is an elementary embedding by the Łoś theorem. For a nonprincipal $U$ on $\omega$, the class of $n\mapsto n$ in an ultrapower of the standard natural numbers is larger than every constant natural number, since each tail belongs to $U$. This gives a nonstandard model of Peano arithmetic. Similarly, an ultraproduct of finite fields ${\mathbb{F}}_{p_i}$ with distinct primes tending to infinity has characteristic zero: for every fixed positive integer $m$, the equation $m1=0$ fails in all sufficiently late factors. An infinite structure can therefore arise from finite factors.

Ultraproducts prove the compactness theorem. If each finite subset $\Delta$ of a theory $T$ has a model $M_{\Delta }$, index these models by $[T{]}^{<\omega }$. The cones $\{\Delta :\phi \in \Delta \}$ have the finite intersection property. Extend their filter to an ultrafilter using the ultrafilter lemma. The Łoś theorem makes the resulting ultraproduct satisfy every $\phi \in T$. This construction also gives elementary extensions realizing prescribed finitely satisfiable types.

A useful stronger property is countable saturation of an ultraproduct over omega. Let a countable type $\{{\phi }_n(x,{\bar{a}}_n):n<\omega \}$ be finitely satisfiable in an ultraproduct over a nonprincipal $U$ on $\omega$. Choose coordinate representatives of its parameters. Let $E_n$ be the coordinates where the first $n$ formulas have a simultaneous witness; then $E_n\in U$, the $E_n$ decrease, and we can replace $E_n$ by $E_n\cap [n,\infty )$. At coordinate $i$, choose a witness to the first $m(i)$ formulas, where $m(i)$ is the largest $n\le i$ with $i\in E_n$, taking an arbitrary value if there is none. For each fixed $n$, the set where $m(i)\ge n$ is $U$-large. Its class realizes the entire type. This proof uses countable incompleteness of $U$, not arbitrary completeness or automatic saturation at larger cardinals.

Finally, complete ultrafilters connect ultraproducts to large cardinals. A countably complete ultrafilter prevents an externally infinite descending membership chain in an ultrapower of a well-founded universe: intersect the countably many coordinate truth sets and obtain an impossible descending chain at one coordinate. A kappa-complete nonprincipal ultrafilter on $\kappa$ consequently supplies the ultrapower embedding associated with a measurable cardinal. Thus the same construction supports both elementary compactness arguments and large-cardinal embeddings, with the completeness hypothesis deciding which well-foundedness and closure properties survive.

A measurable cardinal is an uncountable cardinal $\kappa$ carrying a kappa-complete nonprincipal ultrafilter $U$ on $\kappa$. An elementary embedding $j:M\to N$ preserves all first-order formulas with parameters:For a measurable $\kappa$, the Łoś theorem gives an elementary map from the universe into its ultrapower. Countable completeness makes that ultrapower well founded, so the Mostowski collapse gives a transitive target $M$ and an ultrapower embedding $j:V\to M$. The least moved ordinal, its critical point of an elementary embedding, is $\kappa$: every function into an ordinal below $\kappa$ is constant on a $U$-large set by kappa-completeness, whereas the identity function on $\kappa$ represents an ordinal above every constant ordinal below $\kappa$ and below the image of $\kappa$. Conversely a suitably available embedding with critical point $\kappa$ defines the measure $U=\{X\subseteq \kappa :\kappa \in j(X)\}$.

The identity $V\to V$ is elementary. In ZFC there is no nonidentity elementary class embedding $j:V\to V$, by the Kunen inconsistency theorem. Here the embedding is a class for which restrictions to sets and the critical sequence are available, as in the usual class-theoretic formulation. The axiom of choice is part of this conclusion; it is not a claimed contradiction for the choice-free Reinhardt-cardinal hypothesis.

Here is the stationary-set proof. A nonidentity $j$ has a least moved ordinal $\kappa$; if all ordinals were fixed, induction on rank would fix every set. Put ${\kappa }_0=\kappa$, ${\kappa }_{n+1}=j({\kappa }_n)$ and $\lambda ={\sup }_{n<\omega }{\kappa }_n$. Since $j$ fixes $\omega$ and shifts this sequence, $j(\lambda )=\lambda$. It therefore fixes the regular successor cardinal $\delta ={\lambda }^{+}$. The stationarity of ordinals of prescribed cofinality gives the stationary setUse the stationary partition at a successor cardinal to split $S$ into $\kappa$ disjoint stationary pieces $⟨S_{\alpha }:\alpha <\kappa ⟩$, merging pieces if necessary. Applying $j$ gives a partition $⟨T_{\alpha }:\alpha <j(\kappa )⟩$ of the same $S$ into stationary pieces. The additional piece $T_{\kappa }$ is stationary.

The closure pointsform a club set. For unboundedness, repeatedly close a bound under the values of $j$ below it and take the supremum of the resulting countable sequence; regularity of $\delta$ keeps it below $\delta$. Closure under limits is immediate. Choose $\beta \in C\cap T_{\kappa }$ and an increasing sequence $⟨{\beta }_n:n<\omega ⟩$ cofinal in $\beta$. Thenwhile every ordinal satisfies $j(\beta )\ge \beta$, so $j(\beta )=\beta$. There is an $\alpha <\kappa$ with $\beta \in S_{\alpha }$. Since $j(\alpha )=\alpha$, elementarity gives $\beta =j(\beta )\in j(S_{\alpha })=T_{\alpha }$, contrary to disjointness from $T_{\kappa }$.

We prove the Ehrenfeucht-Mostowski theorem by ultraproducts, with no application of Ramsey theorem. Expand the infinite structure $M$ by Skolem functions, choose distinct elements $a_0,a_1,\dots$, and choose a nonprincipal ultrafilter $D$ on $\omega$. Let $I$ be the desired total index order and put $J={\omega }^I$.

For every finite ordered subset $F=\{i_1<\cdots <i_n\}$, define an ultrafilter $D_F$ on ${\omega }^F$ by the ordered Fubini product of ultrafilters: a set $B$ belongs to $D_F$ exactly whenHere $(Dm)\psi (m)$ means $\{m:\psi (m)\}\in D$, with the quantifiers nested in the displayed order. The resulting collection is an ultrafilter, by induction using the ultrafilter laws for negation and conjunction. For $F\subseteq H$, the inverse image of $B\subseteq {\omega }^F$ under coordinate projection belongs to $D_H$ exactly when $B\in D_F$: quantifiers on unused coordinates leave a truth value unchanged.

Consequently there is a well-defined ultrafilter on the Boolean algebra of finite-coordinate cylinders in $J$, declaring a cylinder large by this test. Coherence proves finite intersection closure and ensures that the empty cylinder is not large. Extend its generated filter to an ultrafilter $U$ on all subsets of $J$. Form the ultrapower $N=(M^{\ast }{)}^J/U$, and for $i\in I$ let $b_i$ be the class of $s\mapsto a_{s(i)}$.

If $i\ne j$, the coordinate equality test belongs to no corresponding two-coordinate product ultrafilter: for every value of the outer coordinate, the inner equality set is a singleton, excluded by nonprincipality. Hence the $b_i$ are distinct. For any first-order formula $\phi (x_1,\dots ,x_n)$ and any $i_1<\cdots <i_n$, the Łoś theorem givesThe right side is independent of the actual increasing index tuple, so the $b_i$ form an order-indiscernible sequence. Constant functions embed $M^{\ast }$ elementarily into $N$. Take the Skolem hull of the generators. The Tarski-Vaught test gives an elementary substructure, and transporting terms along an index-order automorphism gives a well-defined automorphism of the hull, with inverse obtained by transporting along the inverse index automorphism. Equality of term representations is preserved by indiscernibility. This is the indiscernible and automorphism conclusion of Ehrenfeucht–Mostowski, obtained entirely from ultrafilters and Łoś's theorem. The ordered Fubini products need not be symmetric; order indiscernibility is exactly what their coherence supplies.

For nonempty first-order structures $(M_i{)}_{i\in I}$ in a common language and an ultrafilter $D$ on $I$, identify product functions byThe ultraproduct ${\prod }_i{M}_i/D$ has these equivalence classes as elements. Functions are interpreted coordinatewise, and a relation holds of classes exactly when its coordinatewise truth set belongs to $D$. Closure under finite intersections makes these interpretations independent of representatives.

The Łoś theorem assertsProve it by induction on first-order formulas. Atomic first-order formulas hold by the definitions and induction on terms. Conjunction uses intersections, and negation uses the fact that an ultrafilter contains exactly one of a set and its complement. For an existential first-order formula, a product witness gives a coordinate witness on a $D$-large set. Conversely, on the $D$-large set where a coordinate witness exists, choose one in each factor, and choose arbitrary values elsewhere. Its class is a product witness by the induction hypothesis. This is the only witness-selection step; the surrounding argument is made in a choice metatheory. The special case with all factors equal is an ultrapower, and constant functions give an elementary embedding.

Here is a direct compactness theorem proof. Suppose every finite subset of a theory $T$ has a model. Index factors by the finite subsets $i\subseteq T$, choosing $M_i\models i$. For finite $F\subseteq T$, the cone $C_F=\{i:F\subseteq i\}$ is nonempty, and $C_F\cap C_H=C_{F\cup H}$. Extend the generated proper filter to an ultrafilter $D$. For every sentence $\sigma \in T$, its truth set contains $C_{\{\sigma \}}$, so the Łoś theorem gives ${\prod }_i{M}_i/D\models T$. Finite satisfiability therefore implies satisfiability, directly from the ultraproduct construction rather than from a syntactic completeness argument.

For saturated models, a structure is $\kappa$-saturated if every complete type over fewer than $\kappa$ parameters is realized. A useful concrete case is countable saturation of a nonprincipal ultraproduct over omega. In a countable language, enumerate any finitely satisfiable type over countably many parameters as ${\phi }_1(x),{\phi }_2(x),\dots$, and represent its parameters by product functions. By the Łoś theorem, the set $A_n$ of coordinates where the first $n$ first-order formulas have a simultaneous witness belongs to the nonprincipal ultrafilter $D$. PutThese are decreasing $D$-large sets. At coordinate $i$, let $h(i)$ be the largest $n\le i$ with $i\in B_n$, or zero if none exists, and choose a witness for the first $h(i)$ first-order formulas. For fixed $n$, every coordinate in $B_n$ has $h(i)\ge n$, so the resulting product function satisfies ${\phi }_n$ on a $D$-large set. Its class realizes the whole type. Thus such an ultraproduct is ${\aleph }_1$-saturated.

There is also an existence construction at every prescribed degree $\kappa$. Given an infinite model $M$, choose a regular cardinal $\lambda \ge \kappa$ and construct an elementary chain $(M_{\alpha }{)}_{\alpha \le \lambda }$. At a successor stage, add a new constant for a realization of every type over every subset of $M_{\alpha }$ of size below $\kappa$, together with the elementary diagram of $M_{\alpha }$. Every finite part is satisfiable: only finitely many types and finitely many first-order formulas from each are involved, and each finite type fragment has a witness in $M_{\alpha }$. Compactness therefore supplies a simultaneous elementary extension. At limits take unions. To justify elementarity of a union, any existential first-order formula with parameters in an earlier stage has a witness in that stage whenever it has one at a later stage, by elementarity; this is the Tarski-Vaught test.

Any fewer-than-$\kappa$ parameters of $M_{\lambda }$ occur together in some $M_{\alpha }$, by regularity of $\lambda$. A type over them which is finitely satisfiable in $M_{\lambda }$ is finitely satisfiable in $M_{\alpha }$, again by elementarity, and was realized in $M_{\alpha +1}$. Hence every infinite structure has a $\kappa$-saturated elementary extension for any prescribed cardinal $\kappa$. No bound on the size of this extension is asserted; full saturation at the model's own cardinality has additional cardinal-arithmetic issues.

An uncountable cardinal $\kappa$ is a measurable cardinal if there is a nonprincipal $\kappa$-complete ultrafilter $U$ on $\kappa$: intersections of fewer than $\kappa$ members of $U$ remain in $U$. Such an ultrafilter is uniform. No singleton belongs to it, and intersecting the complements of fewer than $\kappa$ singletons shows that no set of cardinality below $\kappa$ belongs to it.

Form the ultrapower of the universe by $U$, with classes $[f]$ of functions $f:\kappa \to V$, and $[f]{\in }_U[g]$ exactly when $\{\xi :f(\xi )\in g(\xi )\}\in U$. The Łoś theorem proves that the map taking $x$ to the constant function with value $x$ is elementary. The ultrapower relation is well-founded: from an infinite descending sequence $[f_0]{\ni }_U[f_1]{\ni }_U\cdots$, countable completeness gives a coordinate satisfying all the membership relations, producing an actual infinite descending membership sequence and contradicting foundation. It is also set-like. Predecessors of $[g]$ can be represented by functions whose value at $\xi$ lies in $g(\xi )\cup \{\varnothing \}$; these functions form a set. The Mostowski collapse theorem therefore gives a transitive class $N$ and an elementary embeddingThe usual class-ultrapower notation is understood via set-sized representatives and this set-like collapse.

For $\alpha <\kappa$, any function into $\alpha$ is constant on a $U$-large set: if none of its fewer-than-$\kappa$ fibers belonged to $U$, intersect their complements to get the empty set in $U$. Consequently every member of the ultrapower ordinal represented by the constant $\alpha$ is represented by a constant ordinal below $\alpha$. Induction on $\alpha$ now gives $j(\alpha )=\alpha$.

On the other hand the identity function $d(\xi )=\xi$ represents an ordinal below $j(\kappa )$. For every $\alpha <\kappa$, the tail $\{\xi :\xi >\alpha \}$ belongs to $U$, so the collapsed ordinal $[d]$ is above $j(\alpha )=\alpha$. HenceThis proves nonidentity explicitly. The collapsed identity class is at least $\kappa$; it need not equal $\kappa$ unless an additional normality convention is imposed on $U$.

Conversely, an elementary embedding $j:V\to N$ into a transitive class with critical point $\kappa$ yieldsFor the converse use the usual amenability assumption on the class embedding, so this collection is a set. Since $j(\kappa )>\kappa$, exactly one of $j(X)$ and $j(\kappa \setminus X)$ contains $\kappa$, proving the ultrafilter condition. Singletons are excluded because $j(\alpha )=\alpha <\kappa$. If $\lambda <\kappa$ and $X_i\in U$ for $i<\lambda$, then $j$ fixes $\lambda$ and every index below it, giving $j({\bigcap }_{i<\lambda }{X}_i)={\bigcap }_{i<\lambda }j(X_i)$; the intersection still contains $\kappa$. Thus $U$ is $\kappa$-complete and $\kappa$ is measurable.

In particular the first moved ordinal is a strongly inaccessible cardinal. If $\mathrm{cf}(\kappa )<\kappa$, partition $\kappa$ into fewer than $\kappa$ bounded intervals. Each is too small to lie in $U$, contradicting completeness. Thus $\kappa$ is regular. If $2^{\lambda }\ge \kappa$ for some $\lambda <\kappa$, choose distinct subsets $A_{\xi }\subseteq \lambda$ for $\xi <\kappa$. For each $\eta <\lambda$, choose the $U$-large side of the question $\eta \in A_{\xi }$. Intersect these fewer-than-$\kappa$ large sides. The intersection belongs to $U$, but all its indices have identical $A_{\xi }$, so it contains at most one index, contradicting nonprincipality. Therefore $2^{\lambda }<\kappa$ for every $\lambda <\kappa$, as required.

Here an ultralimit in the model-theoretic sense is a model-theoretic ultralimit: start with a first-order structure, take successive ultrapowers along their diagonal elementary embeddings, and take the directed limit of elementary embeddings of that chain. The elementary chain theorem, proved by induction on formulas after identifying the embeddings with inclusions, makes every stage elementary in the limit. This definition concerns structures, rather than the topological ultrafilter limit.

We first prove the needed Frayne embedding lemma. If $C\equiv D$, every finite subset of the elementary diagram of a structure $D$ can be realized in $C$: existentially quantify its finitely many named elements, and use elementary equivalence. Index by finite diagram fragments, choose such realizations, and extend the filter of cones requiring each diagram formula to an ultrafilter. For each $d\in D$, let $f_d$ give its chosen coordinate realizations, filling unspecified coordinates arbitrarily. The Łoś theorem shows that $d\mapsto [f_d]$ is an elementary embedding of $D$ into an ultrapower of $C$. The formulas $c_d\ne c_e$ ensure injectivity.

There is a relative version: if $C⪯D$, keep all named elements from $C$ constant in every coordinate. Each finite diagram fragment is realizable in $C$ over those parameters by elementarity, so the resulting embedding extends the diagonal embedding of $C$ into its ultrapower.

Now use alternating ultrapowers give isomorphic ultralimits. First embed $B$ into an ultrapower $A_1$ of $A$. Apply the relative lemma to $B⪯A_1$, embedding $A_1$ into an ultrapower $B_1$ of $B$ over its diagonal copy. Next embed $B_1$ into an ultrapower $A_2$ of $A_1$ over $A_1$, and continue. After coherent identifications this givesEach $A_{n+1}$ is an ultrapower of $A_n$ along its diagonal embedding, and each $B_{n+1}$ is an ultrapower of $B_n$ likewise. The two subsequences are cofinal in the same chain of elementary substructures, so their limits are the same union. Hence $\boxed{A\equiv B⟹A_{\infty }\cong B_{\infty }}$. No isomorphism theorem for single ultrapowers has been assumed.

Let $(M_i{)}_{i\in I}$ be nonempty first-order structures in one language and let $U$ be an ultrafilter on $I$. In the ultraproduct $M={\prod }_i{M}_i/U$, identify functions when $\{i:f(i)=g(i)\}\in U$, interpret functions coordinatewise and relations by their coordinate truth sets. The Łoś theorem states that for every first-order formula $\phi$,All interpretations are independent of representatives: changing finitely many arguments on $U$-small sets changes truth only on their finite union, also $U$-small.

Prove the theorem by structural induction on formulas. Terms evaluate coordinatewise by induction on terms. This proves the atomic cases of logical equality and relation symbols. For conjunction, intersect the two truth sets and use the filter laws. For negation, the truth set is complemented, and an ultrafilter contains exactly one of a set and its complement. These cases supply the other Boolean connectives too.

For the existential step, a witness $[g]$ in the ultraproduct makes the coordinate truth set for $\psi (g(i),\bar{f}(i))$ belong to $U$ by the induction hypothesis. That set is contained in the coordinate truth set of $\exists x\psi (x,\bar{f}(i))$, so the latter is in $U$. Conversely, if that existential truth set $J$ belongs to $U$, choose a witness $g(i)$ in $M_i$ for each $i\in J$, and any element of $M_i$ elsewhere. The axiom of choice supplies this function. The induction hypothesis makes $[g]$ a witness in the ultraproduct. Universal quantification follows by negation. This completes the proof.

For the compactness theorem, take $I$ to be the set of finite subsets of the given theory $T$. For each $s\in I$, choose $M_s\models s$. For $\phi \in T$, the cone $C_{\phi }=\{s:\phi \in s\}$ is nonempty, and any finite intersection of such cones contains their union as an index. Extend the filter they generate to an ultrafilter $U$. By the proved Łoś theorem, the ultraproduct satisfies every $\phi \in T$, because its coordinate truth set contains $C_{\phi }\in U$. Thus $\boxed{\prod _{s\in I}{M}_s/U\models T}$. This proves compactness without assuming it in the ultraproduct construction.

The Ehrenfeucht-Mostowski theorem says that an infinite first-order structure $M$, after Skolem expansion, has an elementarily equivalent model generated as a Skolem hull by distinct order-indiscernible sequence $(a_i{)}_{i\in I}$ for any prescribed linear order $I$. Every order automorphism of $I$ extends uniquely to an automorphism preserving this Skolem expansion. The reduct still models $\mathrm{Th}(M)$, but uniqueness of an automorphism in the reduct alone is not asserted. Iterate adjoining witness functions through all successively enlarged languages, so every existential formula in the final language has its own Skolem function. Write $M^{\ast }$ for the resulting expanded structure.

For the Ramsey theorem proof, add constants $c_i$ and require that they are distinct and that every two increasing tuples of the same length agree on every formula of the expanded language. Include $\mathrm{Th}(M^{\ast })$. A finite fragment mentions finitely many formulas and finitely many indices, say $r$ of them. Choose distinct $b_n\in M$. For each arity occurring in those formulas, color the increasing tuples of natural numbers by their finite truth vectors in $M^{\ast }$. Repeated applications of the infinite Ramsey theorem give an infinite subset homogeneous for all these finitely many colorings. Interpret the $r$ constants by its first $r$ elements, in their prescribed order. All the fragment's indiscernibility requirements hold. Thus compactness theorem produces a model $N^{\ast }$ of the whole scheme.

Let $H$ be the Skolem hull of the $c_i$. Whenever an existential formula with parameters in $H$ holds in $N^{\ast }$, its chosen Skolem witness belongs to $H$. The Tarski-Vaught test, proved by the existential step of induction on formulas, therefore makes $H\prec N^{\ast }$. For an order automorphism $\rho :I\to I$, defineTo compare different term presentations, collect all their indices into one increasing tuple. Indiscernibility transfers the equality of the terms to the transported tuple, so this map is well defined. The same argument transfers every relation; it preserves all functions by construction, and the map for ${\rho }^{-1}$ is its inverse. Since every hull element is a term in the generators, uniqueness follows.

For a genuinely ultraproduct proof, keep the distinct $b_n$ and choose a nonprincipal ultrafilter $\mathcal{U}$ on $\mathbb{N}$. For each finite ordered subset $F\subset I$, takewhere ${\mathcal{U}}_F$ is the ordered Fubini product of ultrafilters. Explicitly, a subset $A\subseteq {\mathbb{N}}^F$ is large if its indicator is true after successively applying “for $\mathcal{U}$-almost every $n_i$” in the increasing coordinate order. Projection to any sublist has exactly that sublist's product ultrafilter. Hence for $F\subseteq G$, pulling functions back along ${\mathbb{N}}^G\to {\mathbb{N}}^F$ gives an elementary embedding $M_F\to M_G$ by the Łoś theorem. These embeddings commute. Form their directed limit of elementary embeddings; each finite tuple lies in one stage, so induction on formulas makes the stage embeddings elementary.

At a stage containing $i$, let $a_i$ be the class of the coordinate function $\mathbf{n}\mapsto b_{n_i}$. If $i<j$, equality of these coordinate functions is small: for a fixed first coordinate there is only one possible equal second coordinate, and a singleton is not in $\mathcal{U}$. Thus $a_i\ne a_j$. For any increasing $i_1<\cdots <i_r$, the truth of $\phi (a_{i_1},\dots ,a_{i_r})$ is the same nested ultrafilter test applied to $\phi (b_{n_1},\dots ,b_{n_r})$, independent of the actual indices. This is precisely indiscernibility in the expanded language. Its Skolem hull, and the term-transport construction above, finish the second proof. Both constructions give the required model and the extended index automorphisms.

For nonempty first-order structures $(M_i{)}_{i\in I}$ and an ultrafilter $\mathcal{U}$ on $I$, define the ultraproduct by quotienting the product domain byFunctions are interpreted coordinatewise; a relation holds when its coordinate truth set belongs to the ultrafilter. Closure under finite intersections makes these interpretations independent of representatives. The Łoś theorem asserts, for every formula $\phi$,

Prove it by structural induction. A term evaluates coordinatewise, by induction on its construction, so atomic equality and relations are exactly their defining truth sets. Conjunction uses intersection; negation uses the ultrafilter property that exactly one of a set and its complement belongs to $\mathcal{U}$. These establish all Boolean connectives.

For the existential step put $A=\{i:M_i\models \exists x\psi (x,{\bar{a}}_i)\}$. If an ultraproduct witness $[b]$ exists, induction says $\{i:M_i\models \psi (b_i,{\bar{a}}_i)\}\in \mathcal{U}$, and this set is contained in $A$, so $A\in \mathcal{U}$. Conversely if $A\in \mathcal{U}$, choose a witness $b_i$ at every $i\in A$ and any domain element at the other coordinates. Induction makes $[b]$ a witness. This coordinatewise selection uses choice in the metatheory; nonemptiness of the factors is essential. Universal quantification follows from negation and existence, completing the proof.

For the requested compactness theorem, let $I=[T{]}^{<\omega }$. For each finite $F\subseteq T$, choose $M_F\models F$. For each sentence $\sigma \in T$, its cone $C_{\sigma }=\{F:\sigma \in F\}$ is nonempty, and intersections of finitely many cones contain the finite union of their requirements. These cones generate a proper filter. The ultrafilter lemma extends it to $\mathcal{U}$. The coordinate models satisfying $\sigma$ include $C_{\sigma }$, so the Łoś theorem makes their ultraproduct satisfy $\sigma$. Since this holds for each $\sigma \in T$, the ultraproduct is a model of $T$. No completeness theorem is needed in this second compactness proof.