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	<title>unwanted capture &#187; model theory</title>
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		<title>Sequential compactness theorem</title>
		<link>http://www.unwantedcapture.org/2009/06/14/sequential-compactness-theorem/</link>
		<comments>http://www.unwantedcapture.org/2009/06/14/sequential-compactness-theorem/#comments</comments>
		<pubDate>Sun, 14 Jun 2009 21:54:21 +0000</pubDate>
		<dc:creator>Edward Dean</dc:creator>
				<category><![CDATA[model theory]]></category>
		<category><![CDATA[proof theory]]></category>
		<category><![CDATA[sequential compactness]]></category>

		<guid isPermaLink="false">http://www.unwantedcapture.org/?p=333</guid>
		<description><![CDATA[Over at Terence Tao's blog, the Fields medalist produces prodigious volumes of posts; some detail his major research work, some are course lecture notes, and then some are expository bits that he writes up for his own edification. I just noticed a post from April about G&#246;del's completeness and compactness theorems. From a logician's point [...]]]></description>
			<content:encoded><![CDATA[<p>Over at <a href="http://www.math.ucla.edu/~tao/" target="_blank">Terence Tao</a>'s <a href="http://terrytao.wordpress.com" target="_blank">blog</a>, the Fields medalist produces prodigious volumes of posts; some detail his major research work, some are course lecture notes, and then some are expository bits that he writes up for his own edification.  I just noticed a <a href="http://terrytao.wordpress.com/2009/04/10/the-completeness-and-compactness-theorems-of-first-order-logic/" target="_blank">post</a> from April about G&ouml;del's completeness and compactness theorems.  From a logician's point of view, the post's contents are by and large pretty vanilla.  But early in the post, Tao mentions a notion of <em>elementary convergence</em> and proves the following:</p>
<blockquote><p>
<strong>Sequential compactness theorem:</strong> Let <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_5dcbf640cdb155217ca0c533e1078ff7.gif' style=' padding-bottom:1px;' class='tex' alt="\mathcal{L}" /></span> be a countable language, and let <img src="http://l.wordpress.com/latex.php?latex=%5Cmathfrak%7BU%7D_1%2C%20%5Cmathfrak%7BU%7D_2%2C%20%5Cdots&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="\mathfrak{U}_1, \mathfrak{U}_2, \dots" style="vertical-align:-20%;" class="tex" alt="\mathfrak{U}_1, \mathfrak{U}_2, \dots" /> be a sequence of <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_5dcbf640cdb155217ca0c533e1078ff7.gif' style=' padding-bottom:1px;' class='tex' alt="\mathcal{L}" /></span>-structures.  Then there is a subsequence <img src="http://l.wordpress.com/latex.php?latex=%5Cmathfrak%7BU%7D_%7Bn_j%7D&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="\mathfrak{U}_{n_j}" style="vertical-align:-20%;" class="tex" alt="\mathfrak{U}_{n_j}" /> which elementarily converges to a limit <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_5dcbf640cdb155217ca0c533e1078ff7.gif' style=' padding-bottom:1px;' class='tex' alt="\mathcal{L}" /></span>-structure <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_df4ee019fbf84c56401bb6b79122f68a.gif' style=' padding-bottom:1px;' class='tex' alt="\mathfrak{U}" /></span> (with a countable universe).
</p></blockquote>
<p>The sequence <em>elementarily converges</em> to <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_df4ee019fbf84c56401bb6b79122f68a.gif' style=' padding-bottom:1px;' class='tex' alt="\mathfrak{U}" /></span> if, for any sentence <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_87567e37a1fe699fe1c5d3a79325da6f.gif' style=' padding-bottom:1px;' class='tex' alt="\varphi" /></span> of <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_5dcbf640cdb155217ca0c533e1078ff7.gif' style=' padding-bottom:1px;' class='tex' alt="\mathcal{L}" /></span>, <img src="http://l.wordpress.com/latex.php?latex=%5Cmathfrak%7BU%7D%5Cmodels%5Cvarphi&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="\mathfrak{U}\models\varphi" style="vertical-align:-20%;" class="tex" alt="\mathfrak{U}\models\varphi" /> implies that <img src="http://l.wordpress.com/latex.php?latex=%5Cmathfrak%7BU%7D_n%5Cmodels%5Cvarphi&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="\mathfrak{U}_n\models\varphi" style="vertical-align:-20%;" class="tex" alt="\mathfrak{U}_n\models\varphi" /> for sufficiently large <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_7b8b965ad4bca0e41ab51de7b31363a1.gif' style=' padding-bottom:2px;' class='tex' alt="n" /></span>.  This notion and the stated result struck me as unfamiliar, but I figured maybe it was just me.  However, model theorist <a href="http://www.math.umd.edu/~goodrick/" target="_blank">John Goodrick</a> also <a href="http://terrytao.wordpress.com/2009/04/10/the-completeness-and-compactness-theorems-of-first-order-logic/#comment-38285" target="_blank">indicated</a> that he'd never come across this notion of elementary convergence either.</p>
<p><span id="more-333"></span></p>
<p>Tao gives a quick proof of the theorem as a corollary to compactness, which goes roughly as follows:</p>
<blockquote><p>
<strong>Proof.</strong>  The set of all theories in <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_5dcbf640cdb155217ca0c533e1078ff7.gif' style=' padding-bottom:1px;' class='tex' alt="\mathcal{L}" /></span> can of course be identified with <img src="http://l.wordpress.com/latex.php?latex=%5C%7B0%2C1%5C%7D%5E%7B%5Cmathcal%7BS%7D%7D&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="\{0,1\}^{\mathcal{S}}" style="vertical-align:-20%;" class="tex" alt="\{0,1\}^{\mathcal{S}}" /> where <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_8c23ba2a8d48c14bf5005d01cc230aac.gif' style=' padding-bottom:1px;' class='tex' alt="\mathcal{S}" /></span> is the (countable) set of sentences from <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_5dcbf640cdb155217ca0c533e1078ff7.gif' style=' padding-bottom:1px;' class='tex' alt="\mathcal{L}" /></span>.  Moreover, the space <img src="http://l.wordpress.com/latex.php?latex=%5C%7B0%2C1%5C%7D%5E%7B%5Cmathcal%7BS%7D%7D&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="\{0,1\}^{\mathcal{S}}" style="vertical-align:-20%;" class="tex" alt="\{0,1\}^{\mathcal{S}}" /> with the product topology is sequentially compact because it is a <em>countable</em> product of the sequentially compact <img src="http://l.wordpress.com/latex.php?latex=%5C%7B0%2C1%5C%7D&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="\{0,1\}" style="vertical-align:-20%;" class="tex" alt="\{0,1\}" />.  (See Proposition 9 <a href="http://terrytao.wordpress.com/2009/02/09/245b-notes-10-compactness-in-topological-spaces/" target="_blank">here</a> for instance.)  So the sequence <img src="http://l.wordpress.com/latex.php?latex=%5Cmathrm%7BTh%7D%28%5Cmathfrak%7BU%7D_1%29%2C%20%5Cmathrm%7BTh%7D%28%5Cmathfrak%7BU%7D_2%29%2C%20%5Cdots&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="\mathrm{Th}(\mathfrak{U}_1), \mathrm{Th}(\mathfrak{U}_2), \dots" style="vertical-align:-20%;" class="tex" alt="\mathrm{Th}(\mathfrak{U}_1), \mathrm{Th}(\mathfrak{U}_2), \dots" /> of theories in <img src="http://l.wordpress.com/latex.php?latex=%5C%7B0%2C1%5C%7D%5E%7B%5Cmathcal%7BS%7D%7D&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="\{0,1\}^{\mathcal{S}}" style="vertical-align:-20%;" class="tex" alt="\{0,1\}^{\mathcal{S}}" /> has a subsequence <img src="http://l.wordpress.com/latex.php?latex=%5Cmathrm%7BTh%7D%28%5Cmathfrak%7BU%7D_%7Bn_1%7D%29%2C%20%5Cmathrm%7BTh%7D%28%5Cmathfrak%7BU%7D_%7Bn_2%7D%29%2C%20%5Cdots&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="\mathrm{Th}(\mathfrak{U}_{n_1}), \mathrm{Th}(\mathfrak{U}_{n_2}), \dots" style="vertical-align:-20%;" class="tex" alt="\mathrm{Th}(\mathfrak{U}_{n_1}), \mathrm{Th}(\mathfrak{U}_{n_2}), \dots" /> converging to some theory <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_07710b5c43702a8bb7b9104eacc6ba71.gif' style=' padding-bottom:1px;' class='tex' alt="\Gamma" /></span>.  Using the compactness theorem, it follows that <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_07710b5c43702a8bb7b9104eacc6ba71.gif' style=' padding-bottom:1px;' class='tex' alt="\Gamma" /></span> is in fact a consistent theory, and we get a countable model <img src="http://l.wordpress.com/latex.php?latex=%5Cmathfrak%7BU%7D%5Cmodels%5CGamma&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="\mathfrak{U}\models\Gamma" style="vertical-align:-20%;" class="tex" alt="\mathfrak{U}\models\Gamma" />.  Without too much ado, one can verify that <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_df4ee019fbf84c56401bb6b79122f68a.gif' style=' padding-bottom:1px;' class='tex' alt="\mathfrak{U}" /></span> is indeed an elementary limit of the subsequence.  <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_ddc9a9fbd3034ad330c9869e1beabce9.gif' style=' padding-bottom:1px;' class='tex' alt="\dashv" /></span>
</p></blockquote>
<p>Note that the restriction on <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_5dcbf640cdb155217ca0c533e1078ff7.gif' style=' padding-bottom:1px;' class='tex' alt="\mathcal{L}" /></span>'s countability is essential for this proof to go through, as an uncountable product of sequentially compact spaces need not be sequentially compact.  Consider, say, <img src="http://l.wordpress.com/latex.php?latex=%5C%7B0%2C1%5C%7D%5E%7B%5B0%2C1%5D%7D&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="\{0,1\}^{[0,1]}" style="vertical-align:-20%;" class="tex" alt="\{0,1\}^{[0,1]}" />.  For <img src="http://l.wordpress.com/latex.php?latex=x%5Cin%20%5B0%2C1%5D&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="x\in [0,1]" style="vertical-align:-20%;" class="tex" alt="x\in [0,1]" /> let <img src="http://l.wordpress.com/latex.php?latex=x_n&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="x_n" style="vertical-align:-20%;" class="tex" alt="x_n" /> be the <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_7b8b965ad4bca0e41ab51de7b31363a1.gif' style=' padding-bottom:2px;' class='tex' alt="n" /></span>-th digit of <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_9dd4e461268c8034f5c8564e155c67a6.gif' style=' padding-bottom:2px;' class='tex' alt="x" /></span>'s binary expansion, and let <img src="http://l.wordpress.com/latex.php?latex=f_n%20%5Cin%20%5C%7B0%2C1%5C%7D%5E%7B%5B0%2C1%5D%7D&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="f_n \in \{0,1\}^{[0,1]}" style="vertical-align:-20%;" class="tex" alt="f_n \in \{0,1\}^{[0,1]}" /> be the function <img src="http://l.wordpress.com/latex.php?latex=x%20%5Cmapsto%20x_n&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="x \mapsto x_n" style="vertical-align:-20%;" class="tex" alt="x \mapsto x_n" />.  One can check that the sequence <img src="http://l.wordpress.com/latex.php?latex=f_1%2Cf_2%2C%5Cdots&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="f_1,f_2,\dots" style="vertical-align:-20%;" class="tex" alt="f_1,f_2,\dots" /> has no convergent subsequence.</p>
<p>One reason this formulation might not have gotten much play in model theory itself is that ultraproducts already give us elementary limits of sequences of structures, via <a href="http://en.wikipedia.org/wiki/Ultraproduct#.C5.81o.C5.9B.27s_theorem" target="_blank">&#321;o&#347;' theorem</a>.  Tao's interest in elementary limits arises from his combinatorial pursuits.  From his post:</p>
<blockquote><p>
The sequential compactness theorem also lets us construct infinitary limits of various sequences of finitary objects; for instance, one can construct infinite pseudo-finite fields as the elementary limits of sequences of finite fields. I recently discovered that other several [<em>sic</em>] correspondence principles between finitary and infinitary objects, such as the Furstenberg correspondence principle between sets of integers and dynamical systems, or the more recent correspondence principles concerning graph limits, can be viewed as special cases of the sequential compactness theorem;
</p></blockquote>
<p>Let's consider an example of the kind of correspondence principle that Tao has in mind, one which was discussed in detail in an <a href="http://terrytao.wordpress.com/2007/05/23/soft-analysis-hard-analysis-and-the-finite-convergence-principle/" target="_blank">earlier post</a> from Tao's blog.  First we have what is essentially a quantitative version of the statement that bounded, monotone sequences of real numbers converge:</p>
<blockquote><p>
<strong>Infinite Convergence Principle:</strong> For any <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_59325a7cdca6b97119f9fae77546babd.gif' style=' padding-bottom:1px;' class='tex' alt="\varepsilon>0" /></span> and any <img src="http://l.wordpress.com/latex.php?latex=0%5Cleq%20x_1%5Cleq%20x_2%5Cleq%20%5Ccdots%20%5Cleq%201&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="0\leq x_1\leq x_2\leq \cdots \leq 1" style="vertical-align:-20%;" class="tex" alt="0\leq x_1\leq x_2\leq \cdots \leq 1" />, there exists an <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_8d9c307cb7f3c4a32822a51922d1ceaa.gif' style=' padding-bottom:1px;' class='tex' alt="N" /></span> such that <img src="http://l.wordpress.com/latex.php?latex=%7Cx_n-x_m%7C%5Cleq%5Cvarepsilon&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="|x_n-x_m|\leq\varepsilon" style="vertical-align:-20%;" class="tex" alt="|x_n-x_m|\leq\varepsilon" /> for all <img src="http://l.wordpress.com/latex.php?latex=n%2Cm%5Cge%20N&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="n,m\ge N" style="vertical-align:-20%;" class="tex" alt="n,m\ge N" />.
</p></blockquote>
<p>Tao goes through some machinations in order to finally arrive at a finitary version of the same principle, which he proves to be quickly interderivable with the infinitary version:</p>
<blockquote><p>
<strong>Finite Convergence Principle:</strong> If <span class='MathJax_Preview'><img src='http://www.unwantedcapture.org/wp-content/plugins/latex/cache/tex_59325a7cdca6b97119f9fae77546babd.gif' style=' padding-bottom:1px;' class='tex' alt="\varepsilon>0" /></span> and <img src="http://l.wordpress.com/latex.php?latex=F%20%3A%20%5Cmathbb%7BZ%7D_%2B%20%5Crightarrow%20%5Cmathbb%7BZ%7D_%2B&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="F : \mathbb{Z}_+ \rightarrow \mathbb{Z}_+" style="vertical-align:-20%;" class="tex" alt="F : \mathbb{Z}_+ \rightarrow \mathbb{Z}_+" />, and <img src="http://l.wordpress.com/latex.php?latex=0%5Cleq%20x_1%5Cleq%20x_2%5Cleq%5Ccdots%5Cleq%20x_%7BM_%7B%5Cvarepsilon%2CF%7D%7D%5Cleq%201&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="0\leq x_1\leq x_2\leq\cdots\leq x_{M_{\varepsilon,F}}\leq 1" style="vertical-align:-20%;" class="tex" alt="0\leq x_1\leq x_2\leq\cdots\leq x_{M_{\varepsilon,F}}\leq 1" /> with <img src="http://l.wordpress.com/latex.php?latex=M_%7B%5Cvarepsilon%2CF%7D&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="M_{\varepsilon,F}" style="vertical-align:-20%;" class="tex" alt="M_{\varepsilon,F}" /> sufficiently large, then there is an <img src="http://l.wordpress.com/latex.php?latex=1%5Cleq%20N%20%3C%20N%2BF%28N%29%5Cleq%20M&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="1\leq N < N+F(N)\leq M" style="vertical-align:-20%;" class="tex" alt="1\leq N < N+F(N)\leq M" /> such that <img src="http://l.wordpress.com/latex.php?latex=%7Cx_n-x_m%7C%5Cleq%5Cvarepsilon&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="|x_n-x_m|\leq\varepsilon" style="vertical-align:-20%;" class="tex" alt="|x_n-x_m|\leq\varepsilon" /> for all <img src="http://l.wordpress.com/latex.php?latex=N%5Cleq%20n%2Cm%5Cleq%20N%2BF%28N%29&#038;bg=FFFFFF&#038;fg=000000&#038;s=0" title="N\leq n,m\leq N+F(N)" style="vertical-align:-20%;" class="tex" alt="N\leq n,m\leq N+F(N)" />.
</p></blockquote>
<p>As pointed out by <a href="http://www.math.ucla.edu/~hpt/" target="_blank">Henry Towsner</a> and <a href="http://www.mathematik.tu-darmstadt.de/~kohlenbach/" target="_blank">Ulrich Kohlenbach</a> in the <a href="http://terrytao.wordpress.com/2007/05/23/soft-analysis-hard-analysis-and-the-finite-convergence-principle/#comment-1180" target="_blank">comments</a> on the post, the finite convergence principle is nothing more than the <a href="http://xorshammer.com/2008/08/13/kreisels-no-counterexample-interpretation/" target="_blank">no-counterexample interpretation</a> of the infinite convergence principle.  (See this <a href="http://www.mathematik.tu-darmstadt.de/~kohlenbach/Gaspar-Kohlenbach.pdf" target="_blank">paper</a> by Kohlenbach and Gaspar for more details.)  There has been much recent work applying proof theory to the fields of analysis, combinatorics and ergodic theory.  Kreisel's no-counterexample interpretation comes up, for instance, in the formulation of a constructive mean ergodic theorem in the paper "<a href="http://arxiv.org/abs/0706.1512" target="_blank">Local stability of ergodic averages</a>" by Avigad, <a href="http://www.math.uio.no/~philipge/" target="_blank">Gerhardy</a> and Towsner.  Kohlenbach has a multitude of papers in this area, as well as the monograph <a href="http://www.springer.com/math/book/978-3-540-77532-4" target="_blank"><em>Applied Proof Theory: Proof Interpretations and their Use in Mathematics</em></a>.</p>
<p>We saw above that Tao indicated that the sequential compactness theorem subsumes things like this correspondence between the infinite and finite convergence principles (which is just an instance of the no-counterexample interpretation, or at its heart, <a href="http://en.wikipedia.org/wiki/Herbrand%27s_theorem" target="_blank">Herbrand's theorem</a>) and correspondence principles concerning graph limits <em>&agrave; la</em> <a href="http://arxiv.org/abs/0705.2179" target="_blank">Elek and Szegedy</a> (who use an ultraproduct construction).  So it distills a common logical thread that runs through these results.  I might write another post about the logical status of this sequential compactness theorem later.  (Then again, I might very well not.)</p>
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