2 Partition Regular Equations

Schur’s theorem: x+y=z has monochromatic solutions (if ℕ is finitely coloured).

Van der Waerden: x1,x2,y1,…,ym such that the system

y1=x1+x2y2=x1+2x2 ⋮ym=x1+mx2

has a monochromatic solution.

Main aim: decide when a system of equations is ‘partition regular’.

Definition (Partition regular). Let A≠0 be a m×n matrix over ℚ and we say that A is partition regular (PR) if whenever ℕ is finitely coloured, there exists a monochromatic x≠0 such that Ax=0.

Example.

  • (1) Schur: says (1,1,−1) is partition regular.
  • (2) Van der Waerden: says
    (11−10⋯0120−1⋯01300⋯0⋮⋮⋮⋮⋱⋮1m00⋯−1)

    is partition regular.

  • (3) (1,−1) is partition regular.
  • (4) (3,4,−7) is partition regular (just take all to be equal).
  • (5) (3,4,−6)? Don’t know yet.
  • (6) Non-example: (2,−1). Need 2x=y. Colour ℕ by setting n to be red if the biggest power of 2 dividing it is even, and blue otherwise.

Definition (Column property). We say that a rational matrix

A=(↑↑⋯↑c1c2⋯cn↓↓⋯↓)

has the column property (CP) if there exists a partition of [n]=B1⊔B2⋯⊔Br such that:

  • (1) ∑⁡i∈B1ci=0
  • (2) ∑⁡i∈Btci∈span⁡⟨cj:j∈B1∪B2∪⋯Bt−1⟩ (note that it doesn’t make a difference whether the span is the ℝ-linear or ℚ-linear span)

Example.

Aim:

Theorem 2.1 (Rado’s Theorem). A matrix over ℚ is partition regular if and only if it has the column property.

Remark.

Today we will look at a single equation, i.e. a single row matrix.

If we have x=(a1,…,an) a 1×n matrix, then x is partition regular if and only if λx is also partition regular. So we may assume that ai∈ℤ.

Observation: (a1,…,an) has the column property if and only if there exists a set {ai1,…,aik} of non-zero elements such that ∑⁡k=1naik=0 (∗).

Also note that we may assume that ai≠0.

We are going to show that if x partition regular then it has the column property, which is equivalent to (∗) in this case.

Remark. Even in this case, neither direction of Rado’s Theorem is easy.

Definition (e(x)). Let x∈ℕ and p a prime. Then we can write

x=akpk+⋯+a1p+a0,

with 0≤ai<p. Denote by e(x)={at:t=min⁡,cbi:ai≠0}.

Example.

PIC

Proposition 2.2. If A=(a1,…,an), ai≠0 is partition regular then it has the column property.

Proof. Let p be a huge prime, p>∑⁡|ai|. I give to the number x the colour e(x)∈{0,…,p−1}. Then by assumption, there exists x1,…,xn of the same colour such that ∑⁡aixi=0.

PIC

In symbols, let t=min⁡{t(x1),…⁡,t(xn)}, I={i:t(xi)=t}. When we sum ∑⁡i∈[n]aixi=0 and we look at the last digit modp, we get ∑⁡i∈Iaid=0, where dis the colour of our xis. Then d(∑⁡i∈Iai)≡0(modp). Then ∑⁡i∈Iai=0 (and note I is non-empty). □

Remark. To this day, there are no other known proofs of this proposition.

Currently looking at: single equation, i.e. vectors (a1,…,an), ai∈ℚ∖{0}.

Showed that if (a1,…,an) is partition regular then it has the column property (recall that in this one dimensional case, having the column property is the same as there exists I≠∅ such that ∑⁡i∈Iai=0).

The other direction:

We want to take a vector (a1,…,an) with ∑⁡i∈Iai=0 and show that it is partition regular.

For (a,1) we know that it is partition regular if and only if a=1.

For length 3, (1,λ,−1) is the only non-trivial case with column property. Note λ=1 is Schur’s theorem.

Lemma 2.3. Assuming that:

  • λ∈ℚ

Then for any finite colouring of ℕ, there exists a monochromatic solution to x+λy=z.

Remark. We in fact show that whenever [n] is k-coloured (n=n(k)), then we have a monochromatic solution.

Proof. If λ=0 then nothing to show.

If λ<0 then z−λy=x, so these are equivalent.

Assume λ>0, λ=rs, r,s∈ℕ.

Seek solution to x+rs=z. Let c:ℕ→[k] be a finite colouring. Prove this by induction on k.

k=1 trivial.

Assume this is true for k−1 and we want to show it for k. Assume n is suitable for k−1. We show that W(k,nr+1)ns is suitable for k.

We now have [W(k,nr+1)] k-coloured. There exists a monochromatic arithmetic progression of length nr+1, say a,a+d,…,a+dnr of colour red. Let us look at dis, where i∈[n]. Note dis≤W(k,nr+1)ns, so “it is in our set of coloured numbers”.

If dis is also red, then a,a+ird,dis is a monochromatic solution.

If no such dis exists, then {ds,2ds,…,nds} is k−1 coloured. So there exists i,j,k such that c(ids)=c(jds)=c(kds) and i+λj=k. Then dsi+λdsj=dsk, i.e. dsi,dsj,dsk is a monochromatic solution. □

Remark.

  • (1) This is “manually” same proof for Strengthened Van Waerden.
  • (2) λ=1 is Schur’s theorem (which you can prove by Ramsey). The general case (λ∈ℚ) does not seem to be a proof “by Ramsey”.

Theorem 2.4 (Rado’s Theorem for single equation). Assuming that:

  • (a1,…,an)∈ℚn

Then it is partition regular if and only if it has the column property.

Proof. We saw in Proposition 2.2 that if it is partition regular then it has the column property.

For the other direction, we know that ∑⁡i∈Iai=0 and we need to show that given c:ℕ→[k] such that there exists monochromatic (x1,…,xn) such that ∑⁡aixi=0.

Fix i0∈I and we “cook up” the following vector:

xi={xif i=i0yif i∉Izif i∈I∖{i0}

Need x,y,z monochromatic such that (∑⁡i∉Iai)y+xai0+(∑i∈I∖{i0}ai)z=0, which is the same as requiring xai0−zai0+(∑⁡i∉Iai)y=0.

Upon dividing by ai0, we see that this is the same as

x+(∑i∉Iaiai0)y=z,

which is true by Lemma 2.3. □

Remark. Rado’s Boundedness Conjecture: Let A be an n×m matrix that is not partition regular. In other words, there exists a bad k-colouring for some k. Is this k bounded, i.e. k=k(m,n)?

This is known for 1×3 matrices (Fox, Kleitman, 2006). 24 colours suffices in this case.

Onto the general case for Rado’s Theorem.

Recall that for a prime p and x∈ℕ, e(x)=last non-zero digit in base p.

Also recall t(x)=position on which you find e(x).

Proposition 2.5. Assuming that:

Then A has the column property.

Proof. Let C1,…,Cn be its columns. Fix p prime.

Colour ℕ as we did before, by c(x)=e(x). By assumption there exists monochromatic x1 such that ∑⁡ixiCi=0.

Let us partition C1,…,Cn as B1⊔B2⊔⋯⊔Bl where i,j∈Bk if and only if t(xi)=t(xj), i∈Bk1, j∈Bk2 for k1<k2 if and only if t(xi)<t(xj).

We do this for infinitely many p. Because there exist finitely many partitions, for infinitely many primes p we will have the same blocks.

  • For B1: ∑⁡ixiCi=0, say all have colour d, i.e. e(xi)=d∈[1,…,p−1]. Then ∑⁡dCi≡0(modp) (by collecting the right-most terms in base p). Since this holds for infinitely many p, we have that ∑⁡i∈BiCi=0(modp) for infinitely many primes (the large primes), and hence we have that ∑⁡i∈BiCi=0.

  • ∑⁡i∈Bk′ptdCi+∑i∈B1,…Bk′−1xiCi≡0(modpt+1).

    Then ∑⁡i∈BkptCi+∑i∈B1,…,Bk′−1xi(d)−1Ci≡0(modpt+1) (∗).

    Claim: ∑⁡i∈BkCi∈span⁡i∈B1∪⋯∪Bk−1⟨Ci⟩.

    We will show that given U such that U⋅Ci=0 got sll i∈B1,…,Bk−1. Then

    u⋅(∑i∈BkCi)=0

    which finishes the proof as this implies ∑⁡i∈BkCi∈span⁡i∈B1∪⋯∪Bk−1⟨Ci⟩. Take the inner product of (∗) with u. Get

    pt∑i∈Bku⋅Ci≡0(modpt+1),

    which is equivalent to ∑⁡i∈Bku⋅Ci≡0(modp). Since this happens for infinitely many p, we get ∑⁡i∈Bku⋅Ci=0. □

A crucial notion that puts things into perspective is:

Definition ((m,p,c)-set). An (m,p,c)-set S⊆ℕ (m the number of generators, p the range of coefficients, c the leading coefficient) with x1,x2,…,xm is the set of the following form:

S={∑i=1mλixi:∃⁡j,λj=c and ∀⁡i<j,λi=0, and ∀⁡k>j,λk∈[−p,p]}

cx1+λ2x2+λ3x3+⋯+λmxmλi∈[−p,p]cx2+λ3x3+⋯+λmxmλi∈[−p,p]⋮cmxmλi∈[−p,p] We call these the rows of the (m,p,c)-set.

Remark. An (m,p,c)-set is sort of a progression of progressions.

Example.

  • 1. (2,p,1)-set: generators x1,x2. Have x1−px2,x1−(p−1)x2,…,x1+px2, then x2. This is an arithmetic progression of length 2p+1 with its common difference.
  • 2. (2,p,3)-set: 3x1−px2,3x1−(p−1)x2,…,3x1+px2, then 3x2. This is an arithmetic progression of length 2p+1 with 3 times its common difference, and its middle term is divisible by 3.

Theorem 2.6. Assuming that:

  • m,p,c in ℕ

  • a finite colouring of ℕ

Then there exists a monochromatic (m,p,c)-set.

Remark. An (M,p,c)-set with M≥m contains a (m,p,c)-set.

Proof. By the above remark, it is enough to find a (k(m−1)+1,p,c)-set set such that each row is monochromatic.

Let n be large enough (enough in order to apply everything to follow). Let A1={c,2c,…,c⌊nc⌋}. By Van der Waerden, there exists a monochromatic arithmetic progression of length 2n1+1, with n1 is large enough.

R1={cx1−n1d1,cx1−(n1−1)d1,…,cx1+n1d1}

has colour k1. Let M=m(k−1)+1. Now we restrict attention to

B1={d1,2d1,…,⌊n1(M−1)p⌋d1}.

Observe that cx1+λ1b1+λ2b2+⋯+λM−1bM−1 where bi∈Bi, λi∈[−p,p] is in R1 for any λi∈[−p,p] and any b1,…,bM−1. Thus has colour k1.

Next: look inside B1:

A2={cd1,2cd1,…,⌊n1(M−1)pc⌋cd1}.

Apply Van der Waerden to find an arithmetic progression of length 2n2+1, of colour k2. Let

R2={cx2−n2d2,cx2−(n2−1)d2,…,cx2+n2d2},

of colour k2, and let

B2={d2,2d2,…,⌊n2(M−2)p2⌋d2}.

Note that for any b1,…,bM−2 and λ1,…,λM−2∈[−p,p]. Then

cx2+λ1b1+⋯+λM−2bM−2

is in R2, thus has colour k2.

Keep on doing this M times. Restrict to M generators (by setting some λ to 0). □

Remark. For the sake of exams (and also in general):

Being “super” pedantic about ⌊∙⌋ and bounds is not that important.

The idea is important.

Theorem 2.7 (Finite Sums Theorem). Let m be fixed. Then whenever we finitely colour ℕ, there exist {x1,…,xm} such that

{∑i∈Xi:I⊂[m],I≠∅}

is monochromatic.

Also known as Folkman’s Theorem

Proof. The previous theorem implies this: any (m,1,1)-set contains a set of the above desired form. □

Also: what about products? If c:ℕ→[k] then induce c′:ℕ→[k] by c′(n)=c(2n).

By the above for c′ you get x1,…,xn such that c(∏⁡I≠02xi) is constant.

Question: Can we always fine x1,…,xn∈ℕ (when finitely coloured) such that the set

{∑i∈Ixi,∏i∈Ixi ∀⁡I⊆[n],I≠∅}

is monochromatic?

This is very open …even n=2, i.e. {x,y,x+y,xy}.

Remark.

  • (1) If you insist on an infinite set (xi)i∈ℕ, then you can find a bad colouring (Some new results on monochromatic sums and products over the rationals [Hindman, Ivan, Leader]).
  • (2) If we ask this question over ℚ – true (Alweiss, 2023+).
  • (3) It is also true that {x,x+y,xy} is partition regular over ℕ (2023, Bowen and someone)

Proposition 2.8. Assuming that:

Then there exists m,p,c such that any (m,p,c)-set contains a solution to Ay=0.

Proof. Let C1,…,Cn be the columns of A. Then there exists B1⊔B2⊔⋯⊔Br a partition of [n] such that

∑i∈BkCi∈span⁡ℚ(Ci:i∈B1∪⋯∪Bk−1).

For all k, we have

∑i∈BkCi=∑i∈B1∪⋯∪Bk−1qikCi

with qik∈ℚ.

For each k, let

dik={0if i∉B1∪⋯∪Bk1if i∈Bk−qikif i∈B1∪⋯∪Bk−1

Rewriting the above we get

∑i=1ndikCi=0

for all k. We will take m=r. Let x1,…,xr be some integers. Let yi=∑⁡k=1rdikxk.

Claim (y1,…,yn)⊤⁡ is a solution, i.e. ∑⁡i=1nyiCi=0. Indeed:

∑i=1nyiCi=∑i−1n∑k=1rdikxkCi=∑k=1r∑i=1ndikxkCi=∑k=1rxk(∑i=1ndikCi⏟=0)=0

Look at yi=∑⁡k=1rdikxk. Have dik∈ℚ. Let c be the common denominator of all the qiks. Then

cyi=∑k=1ncdik⏟∈ℕxk

Also have that cy is a solution. Our c (for the (r,p,c)-set) is indeed the common denominator of the qik, and p=c⋅max⁡|numerators|. □

Proof of Rado’s Theorem. Want to prove A is partition regular if and only if it has the column property.

If A is partition regular, then by Proposition 2.5, it has the column property.

For the other direction, let c~ be a finite colouring of ℕ. Also, since A has column property there exists m,p,c such that Ax=0 solutions in any (m,p,c)-set. By Theorem 2.6 there exists a monochromatic (m,p,c)-set with respect to c~. But this gives a monochromatic solution to Ax=0. □

Remark. From the proof, we get that if A is partition regular for the “mod p” (right-most position in base p) colourings then in fact A is partition regular for any colouring. There is no direct proof of this (i.e. that does not go via the Rado’s Theorem proof).

Theorem 2.9 (Consistency Theorem). Assuming that:

Then
(A00B)

is partition regular.

Proof. Trivial check of column property. □

This says that if you can solve Ax=0 monochromatically and you can solve Bx=0 monochromatically, then there exists y1,y2 of the same colour such that Ay1=0, By2=0.

Remark. You can show this by hand (but much harder).

Theorem 2.10. Assuming that:

  • ℕ finitely coloured

Then a colour class contains solutions to all partition regular equations.

Proof. ℕ=C1⊔C2⊔⋯⊔Ck. Assume for all Ci that there exists Ai that is partition regular, but has no solution in Ci. Look at

(A10⋯00A2⋯0⋮⋮⋱⋮00⋯Ak).

This is partition regular too, hence it has a monochromatic solution of colour say Ct. Then At has a solution in Ct, contradiction. □

Rado’s conjecture (1933)

Definition (PR subset). D⊆ℕ is partition regular if it contains solutions to all partition regular equations.

Rado conjectured that if D=D1⊔D2⊔⋯⊔Dk, then one is also partition regular.

Proved in 1973 by Deuber – introduced (m,p,c)-sets. Showed that D is partition regular if and only if it contains an (m,p,c)-set for all m,p,c.

He then showed that given m,p,c,k, there exists n,q,d such that whenever an (n,q,d)-set is k-coloured, there exists a monochromatic (m,p,c)-set (this indeed solved the conjecture).

2.2 Ultrafilters

Aim:

Theorem 2.11 (Hindman’s Theorem). Assuming that:

  • ℕ is finitely coloured

Then there exists infinitely many (xn)n≥1 such that
FS⁡(X1):={∑i∈Ixi:∅≠I⊆ℕ,I finite}

is monochromatic.

This is the first infinite partition regular system in the course.

Definition (Filter). A filter is a non-empty collection F of subsets of ℕ satisfying:

  • (a) ∅∉F.
  • (b) If A∈F, A⊂B, then B∈F (‘upset’).
  • (c) If A∈F, B∈F then A∩B∈F (closed under finite intersections).

Example.

  • (1) F={A⊆ℕ:1∈A} is a filter.
  • (2) F={A⊆ℕ:1,2∈A} is a filter.
  • (3) F={A⊆ℕ:Ac is finite} is a filter, called the cofinite filter.
  • (4) F={A⊆ℕ:A is infinite}. This is not a filter, since the intersection {odd numbers}∩{even numbers} is ∅, which is not in F.
  • (5) F={A⊆ℕ:{even numbers}∖A is finite} is a filter.

Definition (Ultrafilter). An ultrafilter is a maximal filter.

Example.

  • 1. U={A⊆ℕ:x∈A}, B∉U, then Bc will contain x, so Bc∈U, but Bc∩B=∅ so we cannot extend U by adding B to it. So U is maximal. This is called the principal filter at x.
  • 2. In the examples above: (1) is an ultrafilter, (2) is not as (1) extends it, (3) is not as (5) extends it, and (5) is not as F′={A⊆ℕ:{multiples of 4}∖A is finite} extends it.

Proposition 2.12. U is an ultrafilter if and only if for all A⊆ℕ, either A∈U or Ac is in U.

Proof.

  • ⇐ If I try to extend U by adding in some A∉U, then since Ac∈U, we would also have to have A∩Ac∈U, which violated one of the properties of being a filter.
  • ⇒ Suppose U is an ultrafilter and there exists A such that A,Ac are not in U.

    By maximality, if A is not in U then there exists B∈U such that A∩B=∅. Indeed, suppose not. Then

    F′={S:S⊇A∩B for some B∈U}

    extends it (the only way this can fail to be a filter is if ∅∈F′, which would require a B such that A∩B=∅).

    Then B⊆Ac, so Ac∈U, contradicting the initial assumption. □

Remark. If U is an ultrafilter and A∈U, A=B∪C. Then either B or C is in U. Indeed, suppost not. Then Bc,Cc∈U, hence Bc∩Cc∈U, i.e. Bc∩Cc=(B∪C)c is in U. Hence A∩Ac=∅∈U, a contradiction.

Proposition 2.13. Assuming that:

Then there exists an ultrafilter U extending F′.

Proof. By Zorn’s lemma, it is enough to show that any chain of filters extending F has an upper bound.

Let (Fi)i∈I be a chain of filters containing F, i.e. for all i≠j either Fi⊆Fj or Fj⊆Fi. Let F=⋃⁡i∈IFi. Need to show F is a filter:

  • (1) ∅∉F since ∅∉Fi for each i.
  • (2) If A∈F and A⊆B then A∈Fi for some i, and then we have B∈Fi for this same i (as Fi is a filter), so B∈F.
  • (3) If A,B∈F then say A∈Fi, B∈Fj. Since (Fi) is a chain, we can suppose without loss of generality that Fi⊆Fj. Then A,B∈Fj, so A∩B∈Fj⊆F, so A∩B∈F.

and also clearly F extends F. So F is an upper bound. □

Remark.

Definition (betaN). The set of ultrafilters on ℕ is called βℕ. We define a topology on βℕ as the one induced by the following base of open sets

CA:={U:A∈U}.

We can see that ⋃⁡ACA=βℕ and CA∩CB=CA∩B because A∩B∈U if and only if A,B∈U.

Open sets are ⋃⁡i∈ICAi.

Closed sets are ⋂⁡i∈ICAi (using the fact that (⋃⁡i∈ICAi)c=⋂⁡i∈ICAic=⋂i∈ICAic).

Remark.

  • (1) βℕ∖CA=CAc.
  • (2) We can view ℕ embedded in βℕ by identifying n∈ℕ with the principal ultrafilter at n, i.e. ñ={A:n∈A}, {1~,2~,…}↔ℕ.

    Each point in ℕ is isolated because C{n}=ñ. Under this, ℕ is dense in βℕ: for CA an open set and n∈A we have ñ∈CA.

Proposition 2.14. βℕ is a compact Hausdorff space.

Proof. βℕ is Hausdorff: Let U≠V be two ultrafilters. Then there exists A∈U such that A∉V. Then U∈CA (and CA is open), and Ac∈V, hence V∈CAc (and CAc is open). Note CA∩CAc=∅. So indeed βℕ is Hausdorff.

βℕ is compact: want to show that every open cover has a finite subcover. This is equivalent to showing that if a collection of closed sets has the property that no finite subset covers βℕ, then the whole collection doesn’t cover βℕ. This is equivalent to showing that if you have a collection of closed sets such that they have the finite intersection property (for any J⊂I finite, ⋂⁡i∈JFi≠∅), then their intersection is non-empty.

Further, in the first sentence we can without loss of generality that the open sets are basis sets (i.e. of the form CA), and carrying this forward tells us that we may assume that the closed sets in the last sentence are of the form CAc, or equivalently, of the form CA.

We are given some closed, non-empty sets in βℕ. Without loss of generality, they are all CA for some A≠∅. Suppose (CAi)i∈I with the finite intersection property. First note CAi1∩CAi2∩⋯∩CAik=CAi1∩⋯∩Aik≠∅, hence Ai1∩⋯∩Aik.

So let F={A:A⊃Ai1∩Ai2∩⋯∩Aik for some (Aij)j=1n}. F is a filter because:

  • (1) ∅∉F
  • (2) B⊃A⟹B∈F
  • (3) If A⊃⋂⁡Aij, B⊃⋂⁡Akj, then A∩B⊃⋂⁡Aij∩⋂Akj hence A∩B∈F.

Let U be an ultrafilter extending F. Note: ∀⁡Ai∈U if and only if U∈CAi∀⁡i. Hence U∈⋂⁡AAi⟹⋂CAi≠∅. Thus βℕ is compact. □

Remark.

  • (1) βℕ can be viewed as a subset P(ℕ)→{0,1} or a subset of {0,1}P(ℕ). The topology on βℕ comes from restricting the product topology on {0,1}P(ℕ) and also βℕ is a closed subset of {0,1}P(ℕ), hence it is compact by Tychonoff’s theorem.
  • (2) βℕ is the biggest compact Hausdorff space in which ℕ is dense. In other words, if X is compact and Hausdorff and f:ℕ→X, there exists a unique f~ continuous that extends f, i.e. f~:βℕ→X makes the diagram
       ℕ       X


ff˜ βℕ
    commute.
  • (3) βℕ is called the Stone-Cěch Compactification of ℕ.

Notation. Let p be a statement and U an ultrafilter. We write

∀⁡Ux,p(x)

to mean {x:p(x)}∈U (“p(x) holds for (U-)most x”).

Example.

  • (1) If U is principal, then U=ñ so ∀⁡Ux,p(x)⟺p(n).
  • (2) If U is not principal then let’s consider ∀⁡Ux,(4<x). This says {x:x>4}∈U. If not true, then {x:x>4}c∈U, i.e. {1,2,3,4}∈U. Then {1}∪{2}∪{3}∪{4}∈U hence for some 1≤i≤4, {i}∈U, so U is principal, contradiction.

Proposition 2.15. Assuming that:

Then
  • (i) ∀⁡Ux,(p(x) and q(x)) if and only if ∀⁡Ux,p(x) and ∀⁡Ux,q(x)
  • (ii) ∀⁡Ux,(p(x) or q(x)) if and only if ∀⁡Ux,p(x) or ∀⁡Ux,q(x)
  • (iii) ∀⁡Ux,p(x) is false if and only if ∀⁡Ux,¬⁡p(x)

Proof. Let A={x:p(x)}, B={x:q(x)}.

  • (i) A∩B∈U if and only if A∈U and B∈U
  • (ii) A∪B∈U if and only if A∈U or B∈U
  • (iii) A∉U if and only if Ac∈U □

Warning. ∀⁡Ux,∀⁡Vy,p(x,y) is not necessarily the same as ∀⁡Vy,∀⁡Ux,p(x,y) (there is even a counterexample in the case U=V!).

Example. Let U be a non-principal ultrafilter. Let p(x,y)=x<y. Then:

  • ∀⁡Ux∀⁡Uy,x<y is true (since ∀⁡Uy,x<y is always true)

  • ∀⁡Uy∀⁡Ux,x<y is false (since ∀⁡Ux,x<y is always false)

Moral. Don’t swap quantifiers!!

Cool fact: we can “add” ultrafilters.

Definition (Addition of ultrafilters). Let U,V be ultrafilters. Then we define

U+V={A⊆ℕ:∀⁡Ux,∀⁡Vy,x+y∈A}.

Example. m~+ñ+m+n~.

Proof that U+V is a filter:

Hence U+V is a filter.

Now check that it is an ultrafilter:

Suppose A∉U+V, i.e. ∀⁡Ux,∀⁡Vy,x+y∈A is false. By Proposition 2.15(iii) applied twice, this is equivalent to ∀⁡Ux,∀⁡Vy,x+y∈Ac. Hence Ac∈U+V.

So U+V is indeed an ultrafilter.

Remark. The addition of ultrafilters is associative, i.e.

U+(V+W)=(U+V)+W.

To show this, we claim A∈LHS if and only if

∀⁡Ux,∀⁡Vy,∀⁡Wz,x+y+z∈A.

By similar reasoning, one can also show A∈RHS if and only if the above holds, hence A∈LHS if and only if A∈RHS, which establishes the desired equality.

Let A∈U+(V+W). So ∀⁡Ux,(∀⁡V+Wy,x+y∈A). Let Bx={y:x+y∈A}. TODO

Last piece of the puzzle: + is left continuous: we show that U↦U+V is continuous (for any fixed V).

Proof.

Note U+V∈CA (for some A) if and only if A∈U+V, which happens if and only if ∀⁡Ux,∀⁡Vy,x+y∈A. This is equivalent to saying

{x:∀⁡Vy,x+y∈A}∈U,

which is equivalent to U∈C{x:∀⁡Vy,x+y∈A}, so the pre-image is open.

□

Recall: βℕ is compact Hausdorff, with ℕ a dense subset, + is left continuous, associative, and βℕ is non-empty.

Goal: want U such that U+U=U, i.e. idempotent.

Proposition 2.16 (Idempotent lemma). There exists U∈βℕ such that U=U+U.

Proof. (Warning: we will use Zorn’s lemma :O)

Start with M⊆βℕ such that M+M:={x+y:x,y∈M}⊆M. Seek M⊆βℕ, non-empty, compact and minimal with the property that M+M⊆M (hope to show M is a singleton).

Proof of existence: there exists such a set, namely βℕ itself. Look at all such M – this set is not empty. By Zorn’s lemma, it is enough to show that if (Mi)i∈I is a collection of such sets that is also a chain, then M=⋂⁡i∈IMi has this property also (M+M⊆M, M is compact).

Compact: We are in a compact Hausdorff space, so a subspace is compact if and only if it is closed. Since the Mi are closed we have that M is closed, hence M is compact.

Why M+M⊆M? Let x,y∈M, x,y∈Mi for all i. Then x+y∈Mi+Mi⊆Mi for all i, hence x+y∈Mi for all i, hence x+y∈M. So M+M⊆M.

Also M is non-empty: (Mi)i∈M have the finite intersection property (as they are a chain). Since they are closed, we get that the intersection is non-empty.

Therefore, by Zorn’s lemma, there exists a minimal M, which is non-empty, compact such that M+M⊆M.

Pick x∈M. Look at M+x and we want to show that this is M.

Claim: M+x=M.

Proof: M+x⊆M+M⊆M. Check:

  • non-empty

  • compact, as continuous image (∙+x) of a compact set

  • (M+x)+(M+x)=(M+x+M)+x⊆M+x

So by minimality M+x=M.

In particular, there exists y∈M such that y+x=x. Consider T={y∈M:y+x=x}.

Claim: T=M. Since T⊆M, it’s enough to show (by minimality) that T is compact, non-empty and T+T⊆T. Indeed:

  • non-empty: y∈T

  • T compact as T is the pre-image of a singleton (which is compact hence closed), thus closed, thus compact.

  • for T+T⊆T: y,z∈T, y+x=x, z+x=x so y+z+x=y+x=x hence y+z∈T. So T+T⊆T.

By minimality, T=M.

So {y:y+x=x}=M, hence x+x=x. □

Remark. M={x}.

Remark.

  • (1) The finite subgroup question: can we find a non-trivial subgroup of βℕ? For example, U, U+U≠U, U+U+U=U? Solved by Zeleyum (1996) – No!
  • (2) Can an ultrafilter “absorb” another ultrafilter? That is, U≠V such that all U+U, U+V, V+U, V+V are equal to V? Totally open (until it was show that the answer is yes)!

Proof of Hindman’s Theorem.

(If ℕ is finitely coloured, there exists (xn)n=1∞ such that FS⁡(x1,x2,…) is monochromatic).

Let A1,A2,…,Ak be the colour classes (A1⊔A2⊔⋯⊔Ak=ℕ) and U an idempotent ultrafilter.

Claim: Ai∈U for some i (this is because ultrafilters are prime: whenever we have a finite union lying in the ultrafilter we have at least one of the components lying in the ultrafilter, else have Aic∈U for each i, hence A1c∩⋯∩Akc∈U, but this is (A1∪⋯∪Ak)c, contradicting the fact that A1∪⋯∪Ak∈U).

Let A=Ai∈U. Therefore we have ∀⁡Uy,y∈A. Then:

  • (1) ∀⁡Ux,∀⁡Uy,y∈A
  • (2) ∀⁡Ux,∀⁡Uy,x∈A
  • (3) A∈U+U=U gives that ∀⁡Ux,∀⁡Uy,x+y∈A.

Then (1) and (2) and (3) give:

∀⁡Ux,∀⁡Uy,FS⁡(x,y)⊆A.

Now fix x1∈A such that

∀⁡Uy,FS⁡(x1,y)⊆A.

Assume we have found x1,…,xn such that

∀⁡Uy,FS⁡(x1,…,xn,y)⊆A{y:FS⁡(x1,…⁡,xn,y)⊆A}⏟=:B∈U=U+U

Then have ∀⁡Ux,∀⁡Uy,x+y∈B.

  • (1) ∀⁡Ux,∀⁡Uy,FS⁡(x1,…,xn,x+y)⊆A
  • (2) ∀⁡Ux,∀⁡Uy,FS⁡(x1,…,xn,x)⊆A
  • (3) ∀⁡Ux,∀⁡Uy,FS⁡(x1,…,xn,y)⊆A.

Then (1), (2) and (3) give:

∀⁡Ux,∀⁡Uy,FS⁡(x1,…,xn,x,y)⊆A.

Thus fix xn+1≫xn. Have ∀⁡Uy,FS⁡(x1,…,xn,xn+1,y)⊆A. Then done by induction.

□

Remark.

  • (1) Very few other infinite partition regular equations are known. In particular, there does not exist a “Rado-type” theorem of iff.
  • (2) The consistency theorem no longer holds.
    FS⁡12(x1,x2,…)=.cb∑i∈Ixi+2∑i∈Jxi,max⁡I<min⁡J

    is partition regular (special case of Milliken-Taylor theorem). It was shown in 1995 that FS12(x1,x2,…) and FS⁡(x1,x2,…) are incompatible.

  • (3) Trivially from Hindman, {xn}n=1∞∪{xi+xi} is partition regular. Any proof of this without Hindman? Not known!