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The Frayne embedding lemma embeds $B$ into an ultrapower $A_1$ of $A$. Its relative version embeds $A_1$ into an ultrapower $B_1$ of $B$, fixing the diagonal copy of $B$. Continue alternately over the previously fixed elementary substructure. After coherent identifications one has $B⪯A_1⪯B_1⪯A_2⪯B_2⪯\cdots$, while each $A_{n+1}$ is an ultrapower of $A_n$ along its diagonal map, and similarly for $B$. The two cofinal subsequences have the same elementary union. This proves the ultralimit assertion without the stronger single-ultrapower isomorphism theorem.

An ultrafilter on $P_{\kappa }(\lambda )$ is fine when it contains the set of small subsets containing $\alpha$, for each $\alpha <\lambda$. Fineness makes every coordinate of $\lambda$ represented in the corresponding ultrapower, though no one small subset is required to contain every coordinate.

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.

An ultralimit is the direct limit of a chain of structures formed by taking successive ultrapowers along their diagonal elementary embeddings. At limit stages use the elementary chain theorem. This is a different concept from a topological ultrafilter limit. Alternating relative ultrapower embeddings constructs isomorphic ultralimits of any two elementarily equivalent structures, without requiring the stronger single-ultrapower isomorphism theorem.

A large cardinal axiom says that there is an uncountable cardinal with a strong closure, reflection, combinatorial or embedding property. Its interest is not merely the magnitude of the cardinal: it packages a universe-like portion of set theory, or a coherent way of comparing the universe with a proper inner model. Such axioms form a hierarchy extending ordinary ZFC, compared through relative consistency implications. The consistency qualifications are essential; an existence axiom is not a theorem of ZFC simply because its consequences are attractive.

The basic example is a strongly inaccessible cardinal: an uncountable regular cardinal $\kappa$ which is a strong limit cardinal, soThese conditions imply $|V_{\alpha }|<\kappa$ for every $\alpha <\kappa$. Prove this by induction along the cumulative hierarchy: the successor step uses the strong-limit property, and a limit step uses regularity to bound a union of fewer than $\kappa$ smaller sets. Thus every member of $V_{\kappa }$ has cardinality below $\kappa$.

Consequently $V_{\kappa }$ is a transitive model of ZFC. Pairing, union, power set, separation, axiom of infinity and foundation stay within the hierarchy. For replacement, a definable function on $x\in V_{\kappa }$ has fewer than $\kappa$ values; regularity bounds their ranks below $\kappa$, putting the range in $V_{\kappa }$. Ambient choice supplies a choice function for a family in $V_{\kappa }$, and its graph also has bounded rank. This verifies the substantial closure axiom rather than only saying that the rank is large. It also shows why inaccessible existence cannot be proved in a consistent ZFC: it would yield a set first-order model of ZFC and hence its consistency, contrary to the Gödel second incompleteness theorem.

An uncountable regular limit cardinal is a weakly inaccessible cardinal; requiring the strong-limit inequality is stronger without additional hypotheses. Under GCH, every smaller infinite cardinal satisfies $2^{\lambda }={\lambda }^{+}<\kappa$, so the two notions coincide. This distinction separates cardinal-arithmetic assumptions from the regularity requirement.

A Mahlo cardinal is an inaccessible $\kappa$ whose inaccessible cardinals below it form a stationary set. Thus every club set meets those inaccessibles, which strengthens mere unboundedness. There are inaccessible $\lambda <\delta <\kappa$; $V_{\delta }$ is a first-order model of ZFC containing an inaccessible $\lambda$. Mahloness therefore supplies a consistency statement stronger than the bare existence of one inaccessible. Iterating the demand that smaller cardinals have the same reflection property leads to further levels of the hierarchy.

A weakly compact cardinal is a logical and combinatorial strengthening of inaccessibility. One standard characterization is an inaccessible $\kappa$ withevery two-colouring of pairs has a homogeneous subset of size $\kappa$. Equivalently one can use compactness for $L_{\kappa ,\kappa }$ theories of size at most $\kappa$, or the tree property at an inaccessible. These viewpoints explain the terminology: a local collection of compatible requirements has a global realization, and tall narrow trees cannot avoid cofinal branches. They are characterization statements; the elementary closure and measure arguments below are separate proofs of the consequences used here.

A measurable cardinal carries a nonprincipal kappa-complete ultrafilter $U$ on $\kappa$. Every set of size less than $\kappa$ is $U$-null, since it is a union of fewer than $\kappa$ null singletons. Such a cardinal is regular: a cofinal sequence of length $\mu <\kappa$ would partition $\kappa$ into $\mu$ bounded, hence null, pieces; completeness would make their union null, an impossibility.

It is also strong limit. If $\lambda <\kappa$ and there were distinct sets $A_{\alpha }\subseteq \lambda$ for $\alpha <\kappa$, choose for each $\xi <\lambda$ the $U$-large side of the partition according to whether $\xi \in A_{\alpha }$. The intersection of these fewer than $\kappa$ large sides belongs to $U$, but all its indices designate the same subset of $\lambda$, so it has at most one member. This contradicts nonprincipality. Hence $2^{\lambda }<\kappa$, proving that every measurable cardinal is inaccessible.

The measure gives an ultrapower embedding. Form equivalence classes of functions $f:\kappa \to V$ under equality on a $U$-large set, with membership defined coordinatewise modulo $U$. Induction on first-order formulas proves elementarity: Boolean operations use the ultrafilter laws, and the existential step chooses coordinate witnesses on a large set. Countable completeness makes the ultrapower well-founded. An infinite descending membership chain would give countably many large coordinate conditions; their intersection would produce an actual infinite membership descent in $V$. Collapse the ultrapower to a transitive class $M$, obtaining $j:V\to M$.

For $\alpha <\kappa$, every function into $\alpha$ is constant on a large set by completeness; induction shows $j(\alpha )=\alpha$. The class of the identity function is larger than every such constant ordinal and lies below $j(\kappa )$, so $j(\kappa )>\kappa$. Thus the critical point of an elementary embedding is $\kappa$. The measure viewpoint has become a precise self-similarity principle for the universe.

A supercompact cardinal imposes arbitrarily strong closure on these embeddings: for every $\lambda \ge \kappa$ there is $j:V\to M$ with critical point $\kappa$, $j(\kappa )>\lambda$, and $M^{\lambda }\subseteq M$. It implies measurability by the derived ultrafilterElementarity makes this an ultrafilter; fixed ordinals below $\kappa$ show that singletons are null. For $\mu <\kappa$, $j$ fixes the indexing length, so it carries an intersection of $\mu$ sets to the intersection of their images. If all these images contain $\kappa$, so does their intersection, proving $\kappa$-completeness.

These examples illustrate three connected uses of large cardinals: obtaining set first-order models and stronger consistency statements, extending finite or countable compactness and partition phenomena to uncountable domains, and constructing elementary embeddings with controlled closure. They also interact with inner models: an inaccessible remains inaccessible in the constructible universe, since it cannot acquire a new short cofinal sequence there and there are fewer subsets of smaller ordinals. A measurable cardinal's measure need not belong to that inner model, so preservation of the stronger property is a different issue. Large cardinal axioms are thus structured additional hypotheses, with carefully distinguishable consequences and relative-consistency claims, rather than a single claim that sufficiently big cardinals exist.

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.