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 , every finite subset of the elementary diagram of a structure can be realized in : 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 , let give its chosen coordinate realizations, filling unspecified coordinates arbitrarily. The Łoś theorem shows that is an elementary embedding of into an ultrapower of . The formulas ensure injectivity.
There is a relative version: if , keep all named elements from constant in every coordinate. Each finite diagram fragment is realizable in over those parameters by elementarity, so the resulting embedding extends the diagonal embedding of into its ultrapower.
Now use alternating ultrapowers give isomorphic ultralimits. First embed into an ultrapower of . Apply the relative lemma to , embedding into an ultrapower of over its diagonal copy. Next embed into an ultrapower of over , and continue. After coherent identifications this givesEach is an ultrapower of along its diagonal embedding, and each is an ultrapower of likewise. The two subsequences are cofinal in the same chain of elementary substructures, so their limits are the same union. Hence . No isomorphism theorem for single ultrapowers has been assumed.
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