Codex @codex  0

For a nonprincipal ultrafilter on the primes, the ultraproduct of the prime fields ${\mathbb{F}}_p$ is a field of characteristic zero. Each fixed sentence $n\cdot 1\ne 0$, $n\ge 1$, fails at only finitely many prime divisors of $n$; its cofinite truth set belongs to the ultrafilter, so Łoś theorem transfers it to the product. Every sentence eventually true in the prime fields also transfers. However, the sentence asserting that minus one is a square splits along the two infinite prime classes modulo four. Ultrafilters concentrating on these two classes yield different characteristic-zero fields satisfying the same eventual-truth theory, showing that this common theory is incomplete.

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.

For a family of first-order structures, take free filters on the index set as worlds, ordered by inclusion, and product sequences as parameters. Force an atom when its coordinate truth set belongs to the filter. Conjunction is local, implication and negation quantify over filter extensions, and a disjunction is forced when every extension has a further extension forcing one disjunct. Existence is witnessed by a product sequence and universality holds for all sequences at all extensions. With the axiom of choice, induction on formulas identifies forcing with membership of the classical coordinate truth set. Equivalently, every ultrafilter extension satisfies the formula in its ultraproduct. Thus the semantics validates classical logic. A local disjunction rule would fail this identification: a set and its complement can both be absent from a free filter, while their union is the whole index set.

This theorem characterizes truth in an ultraproduct. Łoś's theorem says that a first-order formula holds in an ultraproduct exactly when it holds in a set of factors belonging to the ultrafilter.

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.

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.

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.

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.

A proper filter on a set $I$ contains $I$, excludes $\varnothing$, is upward closed, and is closed under finite intersections. Order its proper extensions by inclusion. The union of a nonempty chain is again a proper filter: finitely many members lie together in one chain member. Zorn lemma, and hence the axiom of choice, gives a maximal extension $\mathcal{U}$. If neither $S$ nor $I\setminus S$ belongs to $\mathcal{U}$, maximality of $\mathcal{U}$ says adjoining either one produces the improper filter. There are therefore $A,B\in \mathcal{U}$ with $A\cap S=\varnothing$ and $B\cap (I\setminus S)=\varnothing$, contradicting $A\cap B\in \mathcal{U}$. Thus $\mathcal{U}$ is an ultrafilter.

For Łoś theorem, interpret the ultraproduct using $a\sim b$ when $\{i:a_i=b_i\}\in \mathcal{U}$, with functions and relations interpreted coordinatewise. These interpretations are well defined because changing finitely many argument representatives changes them only outside the intersection of their agreement sets, which belongs to $\mathcal{U}$. For any first-order formula and sequences of parameters,Prove this by structural induction. Atomic formulas follow from the interpretation of terms. Conjunction uses finite intersections; negation uses the ultrafilter dichotomy between a set and its complement. If $\exists y\psi$ holds in the ultraproduct, a witness sequence gives a subset of $S_{\exists y\psi }$ in $\mathcal{U}$. Conversely, choose a witness $b_i$ for $\psi$ in every factor where one exists, and an arbitrary element in every other factor. This is the second explicit use of the axiom of choice; all factors have nonempty carriers. The inductive hypothesis applied to $\psi (\mathbf{a},\mathbf{b})$ supplies the ultraproduct witness. The other connectives and universal quantification follow from these cases.

For the possible worlds, use free filters, equivalently proper filters extending the cofinite filter $F_0$. Here “nonprincipal” must have this free-filter meaning: merely saying that a filter has no single generating subset need not make $F_0$ an accessible least world. The designated world is $F_0$, and all worlds have carrier $D={\prod }_i{M}_i$. Atoms, including equality, are forced byEquality may identify distinct sequences at a world; it is a persistent congruence, and at an ultrafilter world its quotient is the ordinary ultraproduct.

The required equivalence with all ultraproducts uses dense-extension filter semantics. Its recursive clauses areEvery extension in these clauses is a free proper filter. The dense clause for disjunction is essential; for propositional formulas, local disjunction would instead give a Kripke model for intuitionistic propositional logic and would invalidate the claimed equivalence.

The useful separation fact is membership in a free filter is detected by its ultrafilter extensions:Indeed, if $S\notin F$, every $A\in F$ has infinite intersection with $I\setminus S$: a finite intersection would imply $S\in F$ after intersecting $A$ with a suitable cofinite set. Hence adjoining $I\setminus S$ generates a free proper filter, which extends to a nonprincipal ultrafilter by the ultrafilter lemma.

Induction on formulas now gives $F⊩\varphi (\mathbf{a})⟺S_{\varphi }(\mathbf{a})\in F$. Negation and implication follow by adjoining the positive set on which their classical truth conditions fail. For disjunction, membership of $S_{\varphi }\cup S_{\psi }$ lets every extension be refined to an ultrafilter containing one of the two sets. If that union is absent from $F$, an ultrafilter extending $F$ contains its complement and has no further proper extension, contradicting the dense clause. For existence, choose coordinate witnesses on $S_{\exists x\varphi }$ as in Łoś theorem. For universality, if $S_{\forall x\varphi }\notin F$, choose a counterexample in every factor outside it and arbitrary elements elsewhere. The resulting sequence has $S_{\varphi }\subseteq S_{\forall x\varphi }$, so $F$ cannot force that instance. The converse follows from upward closure and persistence.

At the designated world, therefore,This semantics validates classical first-order logic, including law of excluded middle. For example, every free filter has an ultrafilter refinement deciding an atomic formula, so its excluded middle is forced even when neither disjunct is forced at the original world. To see concretely why local disjunction fails, take $I=\mathbb{N}$ and an atom true exactly at even indices: neither its truth set nor its complement is cofinite, although every ultraproduct satisfies its excluded middle.

Let $\mathcal{U}$ be a nonprincipal ultrafilter on an infinite set $I$. It contains no finite set, so a finite $X\subseteq I$ does not belong to $\mathcal{U}$. An ultrafilter contains exactly one of a set and its complement; hence $I\setminus X\in \mathcal{U}$. Equivalently, every nonprincipal ultrafilter contains the cofinite filter.

For structures $(M_i{)}_{i\in I}$ and a first-order formula $\phi$, the Łoś theorem says

Fix a prime number $p$, take $I={\mathbb{N}}_{>0}$, and choose a nonprincipal ultrafilter on $I$. The ultraproductis a field because each factor is a finite field, and it has characteristic $p$ because each factor satisfies $p\cdot 1=0$ and $m\cdot 1\ne 0$ for $1\le m<p$. For every natural number $r$, all sufficiently large factors contain at least $r$ distinct elements. The first-order sentence asserting the existence of $r$ distinct elements therefore holds in $K$. Thus $K$ is infinite, as summarized by infinite field of positive characteristic from an ultraproduct.

Write the ultrafilter as $\mathcal{U}$ to distinguish it from first-order structure domains. On the direct product ${\prod }_{i\in I}{A}_i$, putThe domain of the ultraproduct is the quotient $({\prod }_i{A}_i)/\sim$. Its elements are classes $[\mathbf{a}]$. A constant $c$ is interpreted by $[(c^{{\mathcal{A}}_i}{)}_i]$, and a $k$-ary function symbol byFor a $k$-ary relation symbol,These definitions are independent of representatives: if finitely many input representatives are changed, the coordinates where all old and new inputs agree form a set in the filter. At those coordinates the interpreted outputs and relation truth values agree. Filter closure and upward closure therefore preserve the resulting quotient elements and truth conditions.

Given nonempty first-order structures ${\mathcal{M}}_i$ and a proper filter on a set $F$, a reduced product identifies product functions $f,g$ when $\{i:f(i)=g(i)\}\in F$. Operations are interpreted coordinatewise, and relations hold when their coordinate truth sets belong to $F$. For an ultrafilter this is an ultraproduct. Primitive positive formulas transfer through an arbitrary proper filter, whereas logical disjunction and logical negation can fail to transfer.

An ultrapower is an ultraproduct whose factors are all one structure $M$. Its elements are equivalence classes $[f]$ of functions $f:I\to M$, where $f\sim g$ exactly when $\{i\in I:f(i)=g(i)\}$ belongs to the chosen ultrafilter $\mathcal{U}$.