Past exam of the mathematics course of the University of Cambridge / 2010 / iii / Paper 20 / 3

Here and throughout, a filter on a set is proper: it contains the whole underlying set, excludes the empty set, and is upward closed and closed under finite intersections. An improper filter cannot be extended to a proper ultrafilter.

Order the proper filter extensions of $\mathcal{F}$ by inclusion. The union of a chain is again a proper filter on a set: any two members already occur in one member of the chain, where their intersection belongs; the empty set never appears. By Zorn lemma, take a maximal proper extension $\mathcal{U}$. If $B\notin \mathcal{U}$, adjoining $B$ must make the generated filter improper, so some $C\in \mathcal{U}$ has $C\cap B=\varnothing$. Upward closure then gives $B^c\in \mathcal{U}$. Exactly one of $B,B^c$ belongs to $\mathcal{U}$, proving the ultrafilter lemma.

Let $M_i$ be nonempty structures for a common first-order language, and let $\mathcal{U}$ be an ultrafilter on the index set $I$. In the ultraproduct $M={\prod }_i{M}_i/\mathcal{U}$, identify functions $f,g$ when $\{i:f(i)=g(i)\}\in \mathcal{U}$; interpret function symbols coordinatewise and relations by membership of their coordinate truth sets in $\mathcal{U}$. The Łoś theorem states, for every first-order formula $\varphi$,Changing representatives changes a coordinate truth set only outside a member of $\mathcal{U}$, so the definitions are well defined.

Prove the theorem by structural induction on formulas. An induction on terms gives $t^M([\bar{f}])=[i\mapsto t^{M_i}(\bar{f}(i))]$, and therefore the required equivalence for atomic equality and relation formulas. For conjunction the truth set is an intersection, and a finite intersection belongs to a proper filter on a set exactly when each constituent does. For negation it is a complement, and the ultrafilter decides exactly one of a set and its complement. These prove the Boolean induction steps.

For the existential step, a witness $[g]$ in $M$ gives, by induction, a member of $\mathcal{U}$ on which $\varphi (g(i),\bar{f}(i))$ holds. It is contained in the coordinate existential truth set, so that set belongs to $\mathcal{U}$. Conversely, ifchoose a coordinate witness $g(i)$ for $i\in J$, and any element of the nonempty factor otherwise. Then the truth set of $\varphi (g(i),\bar{f}(i))$ contains $J$. Induction gives a witness $[g]$ in the ultraproduct. Universal quantification follows from negation and existence. This completes the actual proof of the Łoś theorem.

For the compactness theorem, take $I$ to be the set of finite subsets $\Delta$ of $T$, and choose a model $M_{\Delta }$ of each such subset. The conesare nonempty and satisfy $I_{{\Gamma }_1}\cap I_{{\Gamma }_2}=I_{{\Gamma }_1\cup {\Gamma }_2}$. They generate a proper filter on a set, which extends to an ultrafilter $\mathcal{U}$ by the proved lemma. For every $\sigma \in T$, the coordinate truth set of $\sigma$ contains $I_{\{\sigma \}}\in \mathcal{U}$. The Łoś theorem therefore givesThis proves the requested compactness theorem. In fact the same proof works without the countability restriction on the language.