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MEASURE THEORY

Volume 5
Part I

D.H.Fremlin
By the same author:
Topological Riesz Spaces and Measure Theory, Cambridge University Press, 1974.
Consequences of Martin’s Axiom, Cambridge University Press, 1982.

Companions to the present volume:


Measure Theory, vol. 1, Torres Fremlin, 2000.
Measure Theory, vol. 2, Torres Fremlin, 2001.
Measure Theory, vol. 3, Torres Fremlin, 2002.
Measure Theory, vol. 4, Torres Fremlin, 2003.

First printing 2008


MEASURE THEORY
Volume 5
Set-theoretic Measure Theory

Part I

D.H.Fremlin
Research Professor in Mathematics, University of Essex
Dedicated by the Author
to the Publisher

This book may be ordered from the printers, http://www.lulu.com/buy

First published in 2008


by Torres Fremlin, 25 Ireton Road, Colchester CO3 3AT, England
c D.H.Fremlin 2008
The right of D.H.Fremlin to be identified as author of this work has been asserted in accordance with the Copy-
right, Designs and Patents Act 1988. This work is issued under the terms of the Design Science License as published in
http://www.gnu.org/licenses/dsl.html. For the source files see http://www.essex.ac.uk/maths/staff/fremlin/
mt5.2008/index.htm.
Library of Congress classification QA312.F72
AMS 2000 classification 28A99
ISBN 978-0-9538129-5-0
Typeset by AMS-TEX
Printed by Lulu.com
5

Contents

General Introduction 9

Introduction to Volume 5 10

Chapter 51: Cardinal functions


Introduction 12
511 Definitions 12
Cardinal functions of partially ordered sets, topological spaces and Boolean algebras; precalibers; ideals of sets.
512 Galois-Tukey connections 20
Supported relations; Galois-Tukey connections; covering numbers, additivity, saturation, linking numbers; simple
products; sequential composition of supported relations.
513 Partially ordered sets 25
Saturation and the Erdős-Tarski theorem; cofinalities of cardinal functions; Tukey functions; Tukey equivalence;
σ-additivities; *metrizably compactly based directed sets; *measurable Tukey functions.
514 Boolean algebras 34
Stone spaces; cardinal functions of Boolean algebras; order-preserving functions of Boolean algebras; regular open
algebras; regular open algebras of partially ordered sets; finite-support products.
515 The Balcar-Franěk theorem 50
Boolean-independent sets; free subalgebras; refining systems; the Balcar-Franěk theorem; the Pierce-Koppelberg
theorem.
516 Precalibers 57
Precalibers of supported relations; and Galois-Tukey connections; partially ordered sets, topological spaces and
Boolean algebras; saturation and linking numbers; saturation of product spaces.
517 Martin numbers 64
Characterizations of m(P ); regular open algebras, Stone spaces and Novák numbers; precalibers, saturation and weak
distributivity; mcountable and p.
518 Freese-Nation numbers 73
Freese-Nation numbers of partially ordered sets; Boolean algebras; upper and lower bounds for FN(A) under special
axioms; tight filtrations and Geschke systems; large algebras are not tightly filtered.

Chapter 52: Cardinal functions of measure theory


Introduction 83
521 Basic theory 83
add µ and add N (µ); measure algebras and function spaces; shrinking numbers; subspace measures, direct sums,
image measures, products; perfect measures, compact measures; complete locally determined measure spaces and
strict localizability; magnitudes; topological density of a measure algebra; bounds on the Maharam type of a measure;
countably separated spaces; measurable additive functionals on PI.
522 Cichoń’s diagram 94
The cardinals b and d; inequalities linking them with the additivity, cofinality, uniformity and covering numbers
of measure and category in the real line; the localization relation; mcountable and other Martin numbers; FN(PN);
cofinalities.
523 The measure of {0, 1}I 109
The additivity, covering number, uniformity, shrinking number and cofinality of the usual measure on {0, 1}I ;
Kraszewski’s theorem; what happens with GCH.
524 Radon measures 117
The additivity, covering number, uniformity and cofinality of a Radon measure; `1 (κ) and localization; cardinal
functions of measurable algebras; countably compact and quasi-Radon measures.
525 Precalibers of measure algebras 133
Precalibers of measurable algebras; measure-precalibers of probability algebras; (quasi-)Radon measure spaces; under
GCH; precaliber triples (κ, κ, k).
526 Asymptotic density zero 141
Z is metrizably compactly based; N N 4T Z 4T `1 4GT N N n Z; cardinal functions of Z; meager sets and nowhere
dense sets; sets with negligible closures.
527 Skew products of ideals 151
N nB N and Fubini’s theorem; M nB M and the Kuratowski-Ulam theorem; M nB N ; harmless Boolean algebras;
N nB M.
528 Amoeba algebras 161
Amoeba algebras; variable-measure amoeba algebras; isomorphic amoeba algebras; regular embeddings of amoeba
algebras; localization posets; Martin numbers and other cardinal functions.
529 Further partially ordered sets of analysis 177
Lp and L0 ; L-spaces; the localization poset and the regular open algebra of {0, 1}I ; the Novák numbers n({0, 1}I );
the reaping numbers r(ω1 , λ).
6

Chapter 53: Topologies and measures III


Introduction 184
531 Maharam types of Radon measures 184
Topological and measure-theoretic cardinal functions; the set MahR (X) of Maharam types of homogeneous Radon
measures on X; MahR (X), precalibers and continuous surjections onto [0, 1]κ ; MahR (X) and χ(X); a perfectly
normal hereditarily separable space under CH; when mK > ω1 .
532 Completion regular measures on {0, 1}I 199
The set MahcrR (X) of Maharam types of homogeneous completion regular Radon measures on X; products of quasi-
dyadic spaces; convexity of the relation ‘λ ∈ MahcrR ({0, 1}κ )’; the measure algebra of {0, 1}λ ; d, cov N , add N and
the case λ = ω; , Chang’s conjecture and the case cf λ = ω.
533 Special topics 208
add N and (quasi-)Radon measures of countable Maharam type; uniformly regular measures; when Rκ is measure-
compact.
534 Hausdorff measures and strong measure zero 215
Hausdorff measures; strong measure zero in uniform spaces; Rothberger’s property; σ-compact groups; non Smz,
add Smz; Smz-equivalence; uncountable sets with strong measure zero.
535 Liftings 228
Liftings of non-complete measure spaces; Baire liftings of usual measures on {0, 1}κ ; tightly ω1 -filtered measure
algebras; Mokobodzki’s theorems; strong Borel liftings; Borel liftings of Radon measures on metrizable spaces; linear
liftings.
536 Alexandra Bellow’s problem 239
The problem; consequences of a negative solution.
537 Sierpiński sets, shrinking numbers and strong Fubini theorems 243
Sierpiński and strongly Sierpiński sets; entangled totally ordered sets; non-ccc products; scalarly measurable functions;
repeated integrals of separately measurable functions; changing the order of integration in multiply repeated integrals;
shr+ , cov and repeated upper and lower integrals.
538 Filters and limits 255
Filters on N; the Rudin-Keisler ordering; products and iterated products; Ramsey ultrafilters; measure-centering
ultrafilters; extending perfect measures with measure-centering ultrafilters; Benedikt’s theorem; measure-converging
filters; the Fatou property; medial functionals and limits.
539 Maharam submeasures 282
Maharam algebras; Maharam-algebra topology, pre-ordered set of partitions of unity, weak distributivity, π-weight,
centering number, precalibers; null ideals of Maharam submeasures; splitting reals; Quickert’s ideal; Todorčević’s
p-ideal dichotomy; Souslin algebras; reflection principles; exhaustivity rank, Maharam submeasure rank.

Part II

Chapter 54: Real-valued-measurable cardinals


Introduction 7
541 Saturated ideals 7
κ-saturated κ+ -additive ideals; κ-saturated κ-additive ideals; TrI (X; Y ); normal ideals; κ-saturated normal ideals;
two-valued-measurable and weakly compact cardinals; the Tarski-Levy-Silver dichotomy; covSh (2γ , κ, δ + , δ).
542 Quasi-measurable cardinals 17
Definition and basic properties; ω1 -saturated σ-ideals; and pcf theory; and cardinal arithmetic; cardinals of quotient
algebras; cofinality of [κ]<θ ; cofinality of product partial orders.
543 The Gitik-Shelah theorem 22
Real-valued-measurable and atomlessly-measurable cardinals; Ulam’s dichotomy; a Fubini inequality; Maharam types
of witnessing probabilities; compact measures, inverse-measure-preserving functions and extensions of measures.
544 Measure theory with an atomlessly-measurable cardinal 29
Covering numbers of null ideals; repeated integrals; measure-precalibers; functions from [κ]<ω to null ideals; Sierpiński
sets; uniformities of null ideals; weakly Π11 -indescribable cardinals; Cichoń’s diagram.
545 PMEA and NMA 39
The product measure extension axiom; the normal measure axiom; Boolean algebras with many measurable subal-
gebras.
546 Power set σ-quotient algebras 41
Power set σ-quotient algebras; skew products; the Gitik-Shelah theorem for category algebras; the category algebra
GN of {0, 1}N ; completed free products of probability algebras with GN .
547 Disjoint refinements of sequences of sets 56
Refining a sequence of sets to a disjoint sequence without changing outer measures; other results on simultaneous
partitions.
7

Chapter 55: Possible worlds


Introduction 64
551 Forcing with quotient algebras 64
Measurable spaces with negligibles; associated forcing notions; representing names for members of {0, 1}I ; represent-
ing names for Baire sets in {0, 1}I ; the usual measure on {0, 1}I ; re-interpreting Baire sets in the forcing model;
representing Baire measurable functions; representing measure algebras; iterated forcing; extending filters.
552 Random reals I 81
Random real forcing notions; calculating 2κ ; b and d; preservation of outer measure; Sierpiński sets; cardinal functions
of the usual measure on {0, 1}λ ; Carlson’s theorem on extending measures; iterated random real forcing.
553 Random reals II 99
Rothberger’s property; non-scattered compact sets; Haydon’s property; rapid p-point ultrafilters; products of ccc
partially ordered sets; Aronszajn trees; medial limits.
554 Cohen reals 115
Calculating 2κ ; Lusin sets; precaliber pairs of measure algebras; Freese-Nation numbers; Borel liftings of Lebesgue
measure.
555 Solovay’s construction of real-valued-measurable cardinals 120
Measurable cardinals are quasi-measurable after ccc forcing, real-valued-measurable after random real forcing; Maha
-ram-type-homogeneity; covering number of product measure; power set σ-quotient algebras can have countable
centering number or Maharam type; supercompact cardinals and the normal measure axiom.
556 Forcing with Boolean subalgebras 134
Forcing names over a Boolean subalgebra; Boolean operations, ring homomorphisms; when the subalgebra is regularly
embedded; upper bounds, suprema, saturation, Maharam type; quotient forcing; Dedekind completeness; L0 ; proba-
bility algebras; relatively independent subalgebras; strong law of large numbers; Dye’s theorem; Kawada’s theorem;
the Dedekind completion of the asymptotic density algebra.

Chapter 56: Choice and Determinacy


Introduction 163
561 Analysis without choice 163
Elementary facts; Tychonoff’s theorem; Baire’s theorem; Stone’s theorem; Haar measure; Kakutani’s representation
of L-spaces; Hilbert space.
562 Borel codes 173
Coding with trees in second-countable spaces; codable Borel sets in Polish spaces are analytic; resolvable sets are
self-coding; codable families of codable sets; codable Borel functions, codable Borel equivalence; real-valued functions;
codable families of codable functions; codable Baire sets and functions for general topological spaces.
563 Borel measures without choice 188
Borel-coded measures on second-countable spaces; construction of measures; analytic sets are universally measurable;
Baire-coded measures on general topological spaces; measure algebras.
564 Integration without choice 198
Integration with respect to Baire-coded measures; convergence theorems for codable sequences of functions; Riesz
representation theorem; when L1 is a Banach space; Radon-Nikodým theorem; conditional expectations; products of
measures on second-countable spaces.
565 Lebesgue measure without choice 213
Construction of Lebesgue measure as a Borel-coded measure; Vitali’s theorem; Fundamental Theorem of Calculus;
Hausdorff measures as Borel-coded measures.
566 Countable choice 222
Basic measure theory survives; exhaustion; σ-finite spaces and algebras; atomless countably additive functionals;
Vitali’s theorem; bounded additive functionals; infinite products without DC; topological product measures; the
Loomis-Sikorski theorem; the usual measure on {0, 1}N and its measure algebra; weak compactness; automorphisms
of measurable algebras; Baire σ-algebras; dependent choice.
567 Determinacy 239
Infinite games; closed games are determined; the axiom of determinacy; AC(R; ω); universal measurability and
the Baire property; automatic continuity of group homomorphisms and linear operators; countable additivity of
functionals; reflexivity of L-spaces; ω1 is two-valued-measurable; surjections from PN onto ordinals; two-valued-
measurable cardinals and determinacy in ZFC; measurability of PCA sets.

Appendix to Volume 5
Introduction 251
5A1 Set theory 251
Ordinal and cardinal arithmetic; trees; cofinalities; ∆-systems and free sets; partition calculus; transversals; GCH,
V =L, 0] and the Covering Lemma, squares, Chang’s transfer principle, Todorčević’s p-ideal dichotomy.
5A2 Pcf theory 261
Reduced products of partially ordered sets; cofinalities of reduced products; covSh (α, β, γ, δ); Θ(α, γ).
8

5A3 Forcing 271


Forcing notions; forcing languages; the forcing relation; the forcing theorem; Boolean truth values; names for functions;
regular open algebras; discriminating names; L0 and names for real numbers; forcing with Boolean algebras; ordinals
and cardinals; iterated forcing; Martin’s axiom; countably closed forcings.
5A4 General topology 281
Cardinal functions; compactness; Vietoris topologies; category and the Baire property; normal and paracompact
spaces; Blumberg’s theorem.
5A5 Real analysis 288
Real-entire functions.
5A6 ‘Later editions only’ 288
Statements of results recently interpolated into other volumes.

References for Volume 5 294


Index to Volumes 1-5
Principal topics and results 299
General index 312
General introduction 9

General introduction In this treatise I aim to give a comprehensive description of modern abstract measure theory,
with some indication of its principal applications. The first two volumes are set at an introductory level; they are
intended for students with a solid grounding in the concepts of real analysis, but possibly with rather limited detailed
knowledge. As the book proceeds, the level of sophistication and expertise demanded will increase; thus for the volume
on topological measure spaces, familiarity with general topology will be assumed. The emphasis throughout is on the
mathematical ideas involved, which in this subject are mostly to be found in the details of the proofs.
My intention is that the book should be usable both as a first introduction to the subject and as a reference work.
For the sake of the first aim, I try to limit the ideas of the early volumes to those which are really essential to the
development of the basic theorems. For the sake of the second aim, I try to express these ideas in their full natural
generality, and in particular I take care to avoid suggesting any unnecessary restrictions in their applicability. Of course
these principles are to to some extent contradictory. Nevertheless, I find that most of the time they are very nearly
reconcilable, provided that I indulge in a certain degree of repetition. For instance, right at the beginning, the puzzle
arises: should one develop Lebesgue measure first on the real line, and then in spaces of higher dimension, or should
one go straight to the multidimensional case? I believe that there is no single correct answer to this question. Most
students will find the one-dimensional case easier, and it therefore seems more appropriate for a first introduction, since
even in that case the technical problems can be daunting. But certainly every student of measure theory must at a
fairly early stage come to terms with Lebesgue area and volume as well as length; and with the correct formulations,
the multidimensional case differs from the one-dimensional case only in a definition and a (substantial) lemma. So
what I have done is to write them both out (§§114-115). In the same spirit, I have been uninhibited, when setting
out exercises, by the fact that many of the results I invite students to look for will appear in later chapters; I believe
that throughout mathematics one has a better chance of understanding a theorem if one has previously attempted
something similar alone.
The plan of the work is as follows:
Volume 1: The Irreducible Minimum
Volume 2: Broad Foundations
Volume 3: Measure Algebras
Volume 4: Topological Measure Spaces
Volume 5: Set-theoretic Measure Theory.
Volume 1 is intended for those with no prior knowledge of measure theory, but competent in the elementary techniques
of real analysis. I hope that it will be found useful by undergraduates meeting Lebesgue measure for the first time.
Volume 2 aims to lay out some of the fundamental results of pure measure theory (the Radon-Nikodým theorem,
Fubini’s theorem), but also gives short introductions to some of the most important applications of measure theory
(probability theory, Fourier analysis). While I should like to believe that most of it is written at a level accessible
to anyone who has mastered the contents of Volume 1, I should not myself have the courage to try to cover it in an
undergraduate course, though I would certainly attempt to include some parts of it. Volumes 3 and 4 are set at a
rather higher level, suitable to postgraduate courses; while Volume 5 assumes a wide-ranging competence over large
parts of analysis and set theory.
There is a disclaimer which I ought to make in a place where you might see it in time to avoid paying for this book.
I make no real attempt to describe the history of the subject. This is not because I think the history uninteresting or
unimportant; rather, it is because I have no confidence of saying anything which would not be seriously misleading.
Indeed I have very little confidence in anything I have ever read concerning the history of ideas. So while I am happy to
honour the names of Lebesgue and Kolmogorov and Maharam in more or less appropriate places, and I try to include
in the bibliographies the works which I have myself consulted, I leave any consideration of the details to those bolder
and better qualified than myself.
For the time being, at least, printing will be in short runs. I hope that readers will be energetic in commenting on
errors and omissions, since it should be possible to correct these relatively promptly. An inevitable consequence of this
is that paragraph references may go out of date rather quickly. I shall be most flattered if anyone chooses to rely on
this book as a source for basic material; and I am willing to attempt to maintain a concordance to such references,
indicating where migratory results have come to rest for the moment, if authors will supply me with copies of papers
which use them.
I mention some minor points concerning the layout of the material. Most sections conclude with lists of ‘basic
exercises’ and ‘further exercises’, which I hope will be generally instructive and occasionally entertaining. How many
of these you should attempt must be for you and your teacher, if any, to decide, as no two students will have quite
the same needs. I mark with a > those which seem to me to be particularly important. But while you may not need
to write out solutions to all the ‘basic exercises’, if you are in any doubt as to your capacity to do so you should take
this as a warning to slow down a bit. The ‘further exercises’ are unbounded in difficulty, and are unified only by a
presumption that each has at least one solution based on ideas already introduced. Occasionally I add a final ‘problem’,
a question to which I do not know the answer and which seems to arise naturally in the course of the work.
10 General introduction

The impulse to write this book is in large part a desire to present a unified account of the subject. Cross-references
are correspondingly abundant and wide-ranging. In order to be able to refer freely across the whole text, I have chosen
a reference system which gives the same code name to a paragraph wherever it is being called from. Thus 132E is the
fifth paragraph in the second section of the third chapter of Volume 1, and is referred to by that name throughout. Let
me emphasize that cross-references are supposed to help the reader, not distract her. Do not take the interpolation
‘(121A)’ as an instruction, or even a recommendation, to lift Volume 1 off the shelf and hunt for §121. If you are happy
with an argument as it stands, independently of the reference, then carry on. If, however, I seem to have made rather
a large jump, or the notation has suddenly become opaque, local cross-references may help you to fill in the gaps.
Each volume will have an appendix of ‘useful facts’, in which I set out material which is called on somewhere in that
volume, and which I do not feel I can take for granted. Typically the arrangement of material in these appendices is
directed very narrowly at the particular applications I have in mind, and is unlikely to be a satisfactory substitute for
conventional treatments of the topics touched on. Moreover, the ideas may well be needed only on rare and isolated
occasions. So as a rule I recommend you to ignore the appendices until you have some direct reason to suppose that a
fragment may be useful to you.
During the extended gestation of this project I have been helped by many people, and I hope that my friends and
colleagues will be pleased when they recognise their ideas scattered through the pages below. But I am especially
grateful to those who have taken the trouble to read through earlier drafts and comment on obscurities and errors.
There is a particular debt which may not be obvious from the text, and which I ought to acknowledge. From 1984
to 2006 the biennial CARTEMI conferences, organized by the Department of Mathematics of the University Federico
II of Naples, were the principal meeting place of European measure theorists, and a clearing house for ideas from all
over the world. I had the good fortune to attend nearly all the meetings from 1988 onwards. I do not think it is a
coincidence that I should have started work on this book in 1992; and from then on every meeting has contributed
something to its content. It would have been very different, probably shorter, but certainly duller, without this regular
stimulation. Now the CARTEMI conferences, while of course dependent on the energies and talents of many people,
were essentially the creation of one man, whose vision and determination maintained a consistent level of quality and
variety. So while the dedication on the title page must remain to my wife, without whose support and forbearance the
project would have been simply impossible, I should like to offer a second dedication here, to my friend Paolo de Lucia.

Introduction to Volume 5
For the final volume of this treatise, I have collected results which demand more sophisticated set theory than
elsewhere. The line is not sharp, but typically we are much closer to questions which are undecidable in ZFC. Only in
Chapter 55 are these brought to the forefront of the discussion, but elsewhere much of the work depends on formulations
carefully chosen to express, as arguments in ZFC, ideas which arose in contexts in which some special axiom – Martin’s
axiom, for instance – was being assumed. This has forced the development of concepts – e.g., cardinal functions of
structures – which have taken on vigorous lives of their own, and which stand outside the territory marked by the
techniques of earlier volumes.
In terms of the classification I have used elsewhere, this volume has one preparatory chapter and five working
chapters. There is practically no measure theory in Chapter 51, which is an introduction to some of the methods
which have been devised to make sense of abstract analysis in the vast range of alternative mathematical worlds which
have become open to us in the last forty-five years. It is centered on a study of partially ordered sets, which provide
a language in which many of the most important principles can be expressed. Chapter 52 looks at manifestations of
these ideas in measure theory. In Chapter 53 I continue the work of Volumes 3 and 4, examining questions which arise
more or less naturally if we approach the topics of those volumes with the new techniques.
The Banach-Ulam problem got a mention in Volume 2, a paragraph in Volume 3 and a section in Volume 4; at
last, in Chapter 54 of the present volume, I try to give a proper account of the extraordinary ideas to which it has
led. I have regretfully abandoned the idea of describing even a representative sample of the forcing models which have
been devised to show that measure-theoretic propositions are consistent, but in Chapter 55 I set out some of the basic
properties of random real forcing. Finally, in Chapter 56, I look at what measure theory becomes in ZF alone, with
countable or dependent choice, and with the axiom of determinacy.
While I should like to believe that most of the material of this volume will be accessible to those who have learnt
measure theory from other sources, it has obviously been written with earlier volumes constantly in mind, and I have
to advise you to make sure that Volumes 3 and 4, at least, will be available in case of need. Apart from these, I do of
course assume that readers will be at ease with modern set theory. It is not so much that I demand a vast amount of
knowledge – §§5A1-5A2 have a good many proofs to help cover any gaps – as that I present arguments without much
consideration for the inexperienced, and some of them may be indigestible at first if you have not cut your teeth on
Just & Weese 96 or Jech 78. What you do not need is any prior knowledge of forcing. Of course for Chapter 55
you will have to take a proper introduction to forcing, e.g., Kunen 80, in parallel with §5A3, since nothing here will
make sense without an acquaintance with forcing languages and the fundamental theorem of forcing.
Introduction to Volume 5 11

There has been a very long gap between the issue of Volume 4 in 2003 and the present volume. One of the reasons
for this was that I did not start work on Volume 5 until 2001. I mention this now because of another consequence
of the same fact. In developing the material here I have on several occasions found that I wished to call on some
result whose natural home was in an earlier volume, but which had not appeared there. More than once I have dealt
with the problem by amending the previous volume, even when it was clear that no reprinting of that volume would
precede the first appearance of this one. If, therefore, you are working from early printings of Volumes 1 to 4, you may
come across a reference which is wholly obscure; and by the same token the index at the end of this volume is a little
optimistic in entries referring to other volumes. Sometimes this will be just a blunder; in other cases, there should be
a footnote ‘Later editions only’ to indicate what has happened. For the final section of the book (§5A6), I have listed
the statements of the results in question, so that you can at least see what is being claimed, before turning if necessary
to the current versions of earlier chapters by way of http://www.essex.ac.uk/maths/staff/fremlin/mtcont.htm.
12 Cardinal functions

Chapter 51
Cardinal functions
The primary object of this volume is to explore those topics in measure theory in which questions arise which are
undecided by the ordinary axioms of set theory. We immediately face a new kind of interaction between the propositions
we consider. If two statements are undecidable, we can ask whether either implies the other. Almost at once we find
ourselves trying to make sense of a bewildering tangle of uncoordinated patterns. The most successful method so
far found of listing the multiple connexions present is to reduce as many arguments as possible to investigations of
the relationships between specially defined cardinal numbers. In any particular model of set theory (so long as we
are using the axiom of choice) these numbers must be in a linear order, so we can at least estimate the number of
potential configurations, and focus our attention on the possibilities which seem most accessible or most interesting.
At the very beginning of the theory, for instance, we can ask whether c = 2ω is equal to ω1 , or ω2 , or ωω1S, or 2ω1 .
For Lebesgue measure, perhaps the first question to ask is: if hEξ iξ<ω1 is a family of measurable sets, is ξ<ω1 Eξ
necessarily measurable? If the continuum hypothesis is true, certainly not; but if c > ω1 , either ‘yes’ or ‘no’ becomes
possible. The way in which it is now customary to express this is to say that ‘ω1 ≤ add N ≤ c, and ω1 ≤ add N < c,
ω1 < add N ≤ c and ω1 < add N < cSare all possible’, where add N is defined as the least cardinal of any family E of
Lebesgue measurable sets such that E is not measurable. (Actually it is not usually defined in quite this way, but
that is what it comes to.)
At this point I suggest that you turn to 522B, where you will find a classic picture (‘Cichoń’s diagram’) of the
relationships between ten cardinals intermediate between ω1 and c, with add N immediately above ω1 . As this diagram
already makes clear, one can define rather a lot of cardinal numbers. Furthermore, the relationships between them are
not entirely expressible in terms of the partial order in which we say that κa  κb if we can prove in ZFC that κa ≤ κb .
Even in Cichoń’s diagram we have results of the type add M = min(b, cov M) in which three cardinals are involved. It
is clear that the framework which has been developed over the last thirty-five years is only a beginning. Nevertheless, I
am confident that it will maintain a leading role as the theory evolves. The point is that at least some of the cardinals
(add N , b and cov M, for instance) describe such important features of such important structures that they appear
repeatedly in arguments relating to diverse topics, and give us a chance to notice unexpected connexions.
The first step is to list and classify the relevant cardinals. This is the purpose of the present chapter. In fact the
definitions here are mostly of a general type. Associated with any ideal of sets, for instance, we have four cardinals
(‘additivity’, ‘cofinality’, ‘unformity’ and ‘covering number’; see 511F). Most of the cardinals examined in this volume
can be defined by one of a limited number of processes from some more or less naturally arising structure; thus add N ,
already mentioned, is normally defined as the additivity of the ideal of Lebesgue negligible subsets of R, and cov M
is the covering number of the ideal of meager subsets of R. Another important type of definition is in terms of whole
classes of structure: thus Martin’s cardinal m can be regarded as the least Martin number (definition: 511Dg) of any
ccc Boolean algebra.
§511 lists some of the cardinals associated with partially ordered sets, Boolean algebras, topological spaces and ideals
of sets. Which structures count as ‘naturally arising’ is a matter of taste and experience, but it turns out that many
important ideas can be expressed in terms of cardinals associated with relations, and some of these are investigated in
§512. The core ideas of the chapter are most clearly manifest in their application to partially ordered sets, which I look
at in §513. In §514 I run through the elementary results connecting the cardinal functions of topological spaces and
associated Boolean algebras and partially ordered sets. §515 is a brief excursion into abstract Boolean algebra. §516 is
a discussion of ‘precalibers’. §517 is an introduction to the theory of ‘Martin numbers’, which (following the principles
I have just tried to explain) I will use as vehicles for the arguments which have been used to make deductions from
Martin’s axiom. §518 gives results on Freese-Nation numbers and tight filtrations of Boolean algebras which can be
expressed in general terms and are relevant to questions in measure theory.

511 Definitions
A large proportion of the ideas of this volume will be expressed in terms of cardinal numbers associated with the
structures of measure theory. For any measure space (X, Σ, µ) we have, at least, the structures (X, Σ), (X, Σ, N (µ))
(where N (µ) is the null ideal of µ) and the measure algebra A = Σ/Σ ∩ N (µ); each of these types of structure has a
family of cardinal functions associated with it, starting from the obvious ones #(X), #(Σ) and #(A). For the measure
algebra A, we quickly find that we have cardinals naturally associated with its Boolean structure and others naturally
associated with the topological structure of its Stone space; of course the most important ones are those which can
be described in both languages. The actual measure µ : Σ → [0, ∞], and its daughter µ̄ : A → [0, ∞], will be less
conspicuous here; for most of the questions addressed in this volume, replacing a measure by another with the same
measurable sets and the same negligible sets will make no difference.
In this section I list the definitions on which the rest of the chapter depends, with a handful of elementary results
to give you practice with the definitions.
511Bg Definitions 13

511A Pre-ordered sets When we come to the theory of forcing in Chapter 55, there will be technical advantages
in using a generalization of the concept of ‘partial order’. A pre-ordered set is a set P together with a relation ≤ on
P such that
if p ≤ q and q ≤ r then p ≤ r,
p ≤ p for every p ∈ P ;
that is, ≤ is transitive and reflexive but need not be antisymmetric. As with partial orders, I will write p ≥ q to mean
q ≤ p; [p, q] = {r : p ≤ r and r ≤ q}; [p, ∞[ = {q : p ≤ q}, ]−∞, p] = {q : q ≤ p}. An upper (resp. lower) bound for a
set A ⊆ P will be a p ∈ P such that q ≤ p (resp. p ≤ q) for every q ∈ A. If (Q, ≤) is another pre-ordered set, I will say
that f : P → Q is order-preserving if f (p) ≤ f (p0 ) whenever p ≤ p0 in P .
If (P, ≤) is a pre-ordered set, we have an equivalence relation ∼ on P defined by saying that p ∼ q if p ≤ q and
q ≤ p. Now we have a canonical partial order on the set P̃ of equivalence classes defined by saying that p• ≤ q • iff
p ≤ q. For all ordinary purposes, (P, ≤) and (P̃ , ≤) carry the same structural information, and the move to the true
partial order is natural and convenient. It occasionally happens (see 512Ef below, for instance, and also the theory of
iterated forcing in Kunen 80, chap. VIII) that it is helpful to have a language which enables us to dispense with this
step, thereby simplifying some basic definitions. However the extra generality leads to no new ideas, and I expect that
most readers will prefer to do nearly all their thinking in the context of partially ordered sets.

511B Definitions Let (P, ≤) be any pre-ordered set.


(a) A subset Q of P is cofinal with P if for every p ∈ P there is a q ∈ Q such that p ≤ q. The cofinality of P ,
cf P , is the least cardinal of any cofinal subset of P .
(b) The additivity of P , add P , is the least cardinal of any subset of P with no upper bound in P . If there is no
such set, write add P = ∞.
(c) A subset Q of P is coinitial with P if for every p ∈ P there is a q ∈ Q such that q ≤ p. The coinitiality of P ,
ci P , is the least cardinal of any coinitial subset of P .
(d) Two elements p, p0 of P are compatible upwards if [p, ∞[ ∩ [p0 , ∞[ 6= ∅, that is, if {p, p0 } has an upper bound
in P ; otherwise they are incompatible upwards. A subset A of P is an up-antichain if no two distinct elements of
A are compatible upwards. The upwards cellularity of P is c↑ (P ) = sup{#(A) : A ⊆ P is an up-antichain in P };
the upwards saturation of P , sat↑ (P ), is the least cardinal κ such that there is no up-antichain in P of size κ. P is
called upwards-ccc if it has no uncountable up-antichain, that is, c↑ (P ) ≤ ω, that is, sat↑ (P ) ≤ ω1 .
(e) Two elements p, p0 of P are compatible downwards if ]−∞, p] ∩ ]−∞, p0 ] 6= ∅, that is, if {p, p0 } has a lower
bound in P ; otherwise they are incompatible downwards. A subset A of P is a down-antichain if no two distinct
elements of A are downwards compatible. The downwards cellularity of P is c ↓ (P ) = sup{#(A) : A ⊆ P is a
down-antichain in P }; the downwards saturation of P , sat↓ (P ), is the least κ such that there is no down-antichain
in P of cardinal κ. P is called downwards-ccc if it has no uncountable down-antichain, that is, c ↓ (P ) ≤ ω, that is,
sat↓ (P ) ≤ ω1 .
(f ) If κ is a cardinal, a subset A of P is upwards-<κ-linked in P if every subset of A of cardinal less than κ is
bounded above in P . The upwards <κ-linking number of P , link↑<κ (P ), is the smallest cardinal of any cover of P
by upwards-<κ-linked sets.
A subset A of P is upwards-κ-linked in P if it is upwards-<κ+ -linked, that is, every member of [A]≤κ is bounded
above in P . The upwards κ-linking number of P , link↑κ (P ) = link↑<κ+ (P ), is the smallest cardinal of any cover of
P by upwards-κ-linked sets.
Similarly, a subset A of P is downwards-<κ-linked if every member of [A]<κ has a lower bound in P , and
downwards-κ-linked if it is downwards-<κ+ -linked; the downwards <κ-linking number of P , link↓<κ (P ), is the
smallest cardinal of any cover of P by downwards-<κ-linked sets, and link↓κ (P ) = link↓<κ+ (P ).
(g) The most important cases of (f) above are κ = 2 and κ = ω. A subset A of P is upwards-linked if any two
members of A are compatible upwards in P , and upwards-centered if it is upwards-<ω-linked, that is, any finite
subset of A has an upper bound in P . The upwards linking number of P , link↑ (P ) = link↑2 (P ), is the least cardinal
of any cover of P by upwards-linked sets, and the upwards centering number of P , d ↑ (P ) = link↑<ω (P ), is the least
cardinal of any cover of P by upwards-centered sets.
Similarly, A ⊆ P is downwards-linked if any two members of A are compatible downwards in P , and downwards-
centered if any finite subset of A has a lower bound in P ; the downwards linking number of P is link↓ (P ) =
link↓2 (P ), and the downwards centering number of P is d ↓ (P ) = link↓<ω (P ).
If link↑ (P ) ≤ ω (resp. link↓ (P ) ≤ ω) we say that P is σ-linked upwards (resp. downwards). If d ↑ (P ) ≤ ω (resp.
d ↓ (P ) ≤ ω) we say that P is σ-centered upwards (resp. downwards).
14 Cardinal functions 511Bh

(h) The upwards Martin number m↑ (P ) of P is the smallest cardinal of any family Q of cofinal subsets of P
such that there is some p ∈ P such that no upwards-linked subset of P containing p meets every member of Q; if there
is no such family Q, write m↑ (P ) = ∞.
Similarly, the downwards Martin number m↓ (P ) of P is the smallest cardinal of any family Q of coinitial subsets
of P such that there is some p ∈ P such that no downwards-linked subset of P containing p meets every member of Q,
or ∞ if there is no such Q.
(i) A Freese-Nation function on P is a function f : P → PP such that whenever p ≤ q in P then [p, q]∩f (p)∩f (q)
is non-empty. The Freese-Nation number of P , FN(P ), is the least κ such that there is a Freese-Nation function
f : P → [P ]<κ . The regular Freese-Nation number of P , FN∗ (P ), is the least regular infinite κ such that there
is a Freese-Nation function f : P → [P ]<κ . If Q is a subset of P , the Freese-Nation index of Q in P is the least
cardinal κ such that cf(Q ∩ ]−∞, p]) < κ and ci(Q ∩ [p, ∞[) < κ for every p ∈ P .
(j) The (principal) bursting number bu P of P is the least cardinal κ such that there is a cofinal subset Q of P
such that
#({q : q ∈ Q, q ≤ p, p 6≤ q}) < κ
for every p ∈ P .
(k) It will be convenient to have a phrase for the following phenomenon. I will say that P is separative upwards
if whenever p, q ∈ P and p 6≤ q there is a q 0 ≥ q which is incompatible upwards with p. Similarly, of course, P is
separative downwards if whenever p, q ∈ P and p 6≥ q there is a q 0 ≤ q which is incompatible downwards with p.

511C On the symbol ∞ I note that in the definitions above I have introduced expressions of the form ‘add P = ∞’.
The ‘∞’ here must be rigorously distinguished from the ‘∞’ of ordinary measure theory, which can be regarded as a
top point added to the set of real numbers. The ‘∞’ of 511B is rather a top point added to the class of ordinals. But
it is convenient, and fairly safe, to use formulae like ‘add P ≤ add Q’ on the understanding that add P ≤ ∞ for every
pre-ordered set P , while ∞ ≤ add Q only when add Q = ∞. Of course we have to be careful to distinguish between
‘add P < ∞’ (meaning that there is a subset of P with no upper bound in P ) and ‘add P is finite’ (meaning that
add P < ω).

511D Definitions Let A be a Boolean algebra. I write A+ for the set A \ {0} of non-zero elements of A and A−
for A \ {1}, so that the partially ordered sets (A− , ⊆ ) and (A+ , ⊇) are isomorphic.
(a) The Maharam type τ (A) of A is the smallest cardinal of any subset B of A which τ -generates A in the sense
that the order-closed subalgebra of A including B is A itself. (See Chapter 33.)
(b) The cellularity of A is
c(A) = c↑ (A− ) = c ↓ (A+ ) = sup{#(C) : C ⊆ A+ is disjoint}.
The saturation of A is
sat(A) = sat↑ (A− ) = sat↓ (A+ ) = sup{#(C)+ : C ⊆ A+ is disjoint},
that is, the smallest cardinal κ such that there is no disjoint family of size κ in A+ .
(c) The π-weight or density π(A) of A is cf A− = ci A+ , that is, the smallest cardinal of any order-dense subset of
A.
(d) Let κ be a cardinal. A subset A of A+ is <κ-linked if it is downwards-<κ-linked in A+ , that is, no B ∈ [A]<κ
has infimum 0, and κ-linked if it is <κ+ -linked, that is, every B ∈ [A]≤κ has a non-zero lower bound. The <κ-
linking number link<κ (A) of A is link↓<κ (A+ ), the least cardinal of any family of <κ-linked sets covering A+ ; and
the κ-linking number linkκ (A) of A is link<κ+ (A), that is, the least cardinal of any cover of A+ by κ-linked sets.
(e) As in 511Bg, I say that A ⊆ A+ is linked if no two a, b ∈ A are disjoint; the linking number of A is
link(A) = link2 (A), the least cardinal of any cover of A+ by linked sets. Similarly, A ⊆ A+ is centered if inf I 6= 0 for
any finite I ⊆ A; that is, if A is downwards-centered in A+ . The centering number d(A) of A is d ↑ (A− ) = d ↓ (A+ ),
that is, the smallest cardinal of any cover of A+ by centered sets. A is σ-m-linked iff linkm (A) ≤ ω; in particular, it is
σ-linked iff link(A) ≤ ω. A is σ-centered if d(A) ≤ ω.
(f ) If κ is any cardinal, A is weakly (κ, ∞)-distributive if whenever hAξ iξ<κ is a family of partitions of unity in
A, there is a partition B of unity such that {a : a ∈ Aξ , a ∩ b 6= 0} is finite for every b ∈ B and ξ < κ. Now the weak
distributivity wdistr(A) of A is the least cardinal κ such that A is not weakly (κ, ∞)-distributive. (If there is no such
cardinal, write wdistr(A) = ∞.)
511Fb Definitions 15

(g) The Martin number m(A) of A is the downwards Martin number of A+ , that is, the smallest cardinal of any
family B of coinitial subsets of A+ for which there is some a ∈ A+ such that no linked subset of A containing a meets
every member of B; or ∞ if there is no such B.

(h) The Freese-Nation number of A, FN(A), is the Freese-Nation number of the partially ordered set (A, ⊆ ). The
regular Freese-Nation number FN∗ (A) of A is the regular Freese-Nation number of (A, ⊆ ), that is, the smallest
regular infinite cardinal greater than or equal to FN(A).

(i) If κ is a cardinal, a tight κ-filtration of A is a family haξ iξ<ζ in A, where ζ is an ordinal, such that, writing
Aα for the subalgebra of A generated by {aξ : ξ < α}, (α) Aζ = A (β) for every α < ζ, the Freese-Nation index of Aα
in Aα+1 is at most κ. If A has a tight κ-filtration, I will say that it is tightly κ-filtered.

511E Precalibers (a) Let (P, ≤) be a pre-ordered set.


(i) I will say that (κ, λ, <θ) is an upwards precaliber triple of P if κ, λ and θ are cardinals, and whenever
hpξ iξ<κ is a family in P then there is a set Γ ∈ [κ]λ such that {pξ : ξ ∈ I} has an upper bound in P for every I ∈ [Γ]<θ .
Similarly, (κ, λ, <θ) is a downwards precaliber triple of P if κ, λ and θ are cardinals and whenever hpξ iξ<κ is a
family in P then there is a set Γ ∈ [κ]λ such that {pξ : ξ ∈ I} has a lower bound in P for every I ∈ [Γ]<θ .
(ii) An upwards precaliber pair of P is a pair (κ, λ) of cardinals such that (κ, λ, <ω) is an upwards precaliber
triple of P , that is, whenever hpξ iξ<κ is a family in P there is a Γ ∈ [κ]λ such that {pξ : ξ ∈ Γ} is upwards-centered in
P.
A downwards precaliber pair of P is a pair (κ, λ) of cardinals such that (κ, λ, <ω) is a downwards precaliber
triple of P .
(iii) An up- (resp. down-) precaliber of P is a cardinal κ such that (κ, κ) is an upwards (resp. downwards)
precaliber pair of P .

(b) Let (X, T) be a topological space. Then (κ, λ, <θ) is a precaliber triple of X if it is a downwards precaliber
triple of T \ {∅}; (κ, λ) is a precaliber pair of X if it is a downwards precaliber pair of T \ {∅}; and κ is a precaliber
of X if it is a down-precaliber of T \ {∅}.

(c) Let A be a Boolean algebra. Then (κ, λ, <θ) is a precaliber triple of A if it is a downwards precaliber triple
of A+ ; (κ, λ) is a precaliber pair of A if it is a downwards precaliber pair of A+ ; and κ is a precaliber of A if it is a
down-precaliber of A+ .

(d) If (A, µ̄) is a measure algebra, then (κ, λ, <θ) is a measure-precaliber triple of (A, µ̄) if whenever haξ iξ<κ is
a family in A such that inf ξ<κ µ̄aξ > 0, then there is a Γ ∈ [κ]λ such that {aξ : ξ ∈ I} has a non-zero lower bound for
every I ∈ [Γ]<θ . Now (κ, λ) is a measure-precaliber pair of (A, µ̄) if (κ, λ, <ω) is a measure-precaliber triple, and κ
is a measure-precaliber of (A, µ̄) if (κ, κ) is a measure-precaliber pair.

(e) In this context, I will say that (κ, λ, θ) is a precaliber triple (in any sense) if (κ, λ, <θ+ ) is a precaliber triple as
defined above.

(f ) I will say that one of the structures here satisfies Knaster’s condition if it has (ω1 , ω1 , 2) as a precaliber triple.
(For pre-ordered sets I will speak of ‘Knaster’s condition upwards’ or ‘Knaster’s condition downwards’.)

511F Definitions Let X be a set and I an ideal of subsets of X. Taking I to be partially ordered by ⊆,Swe can
speak of add I and cf I in the sense of 511B. I is called κ-additive or κ-complete if κ ≤ add I, that is, if E ∈ I
for every E ∈ [I]<κ . In addition we have three other cardinals which will be important to us.

(a) The uniformity of I is


non I = min{#(A) : A ⊆ X, A ∈
/ I},
or ∞ if there is no such set A. (Note the hidden variable X in this notation; if any confusion seems possible, I will
write non(X, I). Many authors prefer unif I.)

(b) The shrinking number of I, shr I, is the smallest cardinal κ such that whenever A ∈ PX \ I there is a
B ∈ [A]≤κ \ I. (Again, we need to know X as well as I to determine shr I, and if necessary I will write shr(X, I).) The
augmented shrinking number shr+ (I) is the smallest κ such that whenever A ∈ PX \ I there is a B ∈ [A]<κ \ I.
16 Cardinal functions 511Fc

(c) The covering number of I is


S
cov I = min{#(E) : E ⊆ I, E = X},
or ∞ if there is no such set E. (Once more, X is a hidden variable here, and I may write cov(X, I).)
S
511G P Definition Let (X, Σ, µ) be a measure space, and κ a cardinal. Then µ is κ-additive if E ∈ Σ and
µ( E) = E∈E µE for every disjoint family E ∈ [Σ]<κ . The additivity add µ of µ is the largest cardinal κ such that
S
µ is κ-additive, or ∞ if µ is κ-additive for every κ.

511H Elementary facts: pre-ordered sets Let P be a pre-ordered set.

(a) If P̃ is the partially ordered set of equivalence classes in P , as described in 511A, all the cardinal functions
defined in 511B have the same values for P and P̃ . (The point is that p is an upper bound for A ⊆ P iff p• is an upper
bound for {q • : q ∈ A} ⊆ P̃ .) Similarly, P and P̃ will have the same triple precalibers, precaliber pairs and precalibers.

(b) Obviously, c↑ (P ) ≤ sat↑ (P ). (In fact c↑ (P ) is determined by sat↑ (P ); see 513Bc below.) If κ ≤ λ are cardinals
then
link↑<κ (P ) ≤ link↑<λ (P ) ≤ cf P ,
because every upwards-<λ-linked set is upwards-<κ-linked and every set ]−∞, p] is upwards-<λ-linked. c↑ (P ) ≤
link↑ (P ), because if A ⊆ P is an up-antichain then no upwards-linked set can contain more than one point of A. It
follows that
link↑ (P ) = link↑<3 (P ) ≤ link↑<ω (P ) = d ↑ (P ) ≤ cf P .
Of course cf P ≤ #(P ). Similarly,
link↓<κ (P ) ≤ link↓<λ (P ) ≤ ci P
whenever κ ≤ λ, and
c ↓ (P ) ≤ link↓ (P ) ≤ d ↓ (P ) ≤ ci P ≤ #(P ), c ↓ (P ) ≤ sat↓ P .

(c) P is empty iff cf P = 0 iff ci P = 0 iff add P = 0 iff d ↑ (P ) = 0 iff d ↓ (P ) = 0 iff link↑ (P ) = 0 iff link↓ (P ) = 0 iff
c (P ) = 0 iff c ↓ (P ) = 0 iff sat↑ (P ) = 1 iff sat↓ (P ) = 1 iff FN(P ) = 0.

(d) P is upwards-directed iff c↑ (P ) ≤ 1 iff sat↑ (P ) ≤ 2 iff link↑ (P ) ≤ 1 iff d ↑ (P ) ≤ 1. Similarly, P is downwards-
directed iff c ↓ (P ) ≤ 1 iff sat↓ (P ) ≤ 2 iff link↓ (P ) ≤ 1 iff d ↓ (P ) ≤ 1.
If P is not empty, it is upwards-directed iff add P > 2 iff add P ≥ ω.

(e) If P is partially ordered, it has a greatest element iff cf P = 1 iff add P = ∞. Otherwise, add P ≤ cf P , since no
cofinal subset of P can have an upper bound in P .

(f ) If P is totally ordered, then cf P ≤ add P . P


P If A ⊆ P has no upper bound in P it must be cofinal with P . Q
Q

(g) If hPi ii∈I is a non-empty family of non-empty pre-ordered sets with product P , then add P = mini∈I add Pi . P
P
A set A ⊆ P lacks an upper bound in P iff there is an i ∈ I such that {p(i) : p ∈ A} is unbounded above in Pi . Q
Q

*511I Cofinalities of products Calculating the cofinality of a product of partially ordered sets is surprisingly
difficult, and there are some extraordinary results in this area. (See Burke & Magidor 90.) Here I will give just one
special fact which will be useful.
Proposition Suppose that the generalized continuum hypothesis is true. Let hPi ii∈I be a family of non-empty partially
ordered sets with product P . Set
κ = #({i : i ∈ I, cf Pi > 1}), λ = supi∈I cf Pi .
Then Q
(i) if κ and λ are both finite, cf P = i∈I cf Pi ;
(ii) if λ > κ and there is some γ < λ such that cf λ > #({i : i ∈ I, cf Pi > γ}), then cf P = λ;
(iii) otherwise, cf P = max(κ+ , λ+ ).
Q Q
proof (a) For each i ∈ I, let Qi ⊆ Pi be a cofinal set of size cf Pi . Then Q = i∈I Qi is cofinal with P = i∈I Pi ,
so cf P ≤ #(Q). If λ < ω, then every Qi must be just the set of maximal elements of Pi , so Q is the set of maximal
elements of P , and cf P = #(Q). This deals with case (i).
511Jc Definitions 17

(b) cf P > κ. P P Set J = {i : i ∈ I, cf Pi > 1}. If hpi ii∈J is any family in P , then we can choose q ∈ P such that
q(i) 6≤ pi (i) for every i ∈ J; accordingly {pi : i ∈ J} cannot be cofinal with P . Q
Q So if max(ω, λ) ≤ κ,

cf P ≥ κ+ = 2κ
(because we are assuming the generalized continuum hypothesis)
Y
= 2max(κ,λ) ≥ #(P{(i, q) : i ∈ J, q ∈ Qi }) ≥ #( Qi ) = #(Q)
i∈J
(because #(Qi ) = 1 for i ∈ I \ J)
≥ cf P,

and cf P = κ+ = max(κ+ , λ+ ), as required by (iii).


(c) Note that cf P ≥ λ, because if R ⊆ P is cofinal with P then {p(i) : p ∈ R} is cofinal with Pi for each i. So if κ
is finite and λ is infinite,
λ ≤ cf P ≤ #(Q) ≤ max(ω, supi∈J #(Qi )) = λ
and cf P = λ, as required by (ii).
(d) If λ is infinite and κ < cf λ then every function from κ to λ is bounded above in λ. So

λ ≤ cf P ≤ #(Q) ≤ #(λκ )
κ
(where λ , for once, denotes the set of functions from κ to λ)
[
= #( ζ κ ) ≤ max(ω, λ, sup #(ζ κ )) ≤ max(ω, λ, sup 2max(ζ,κ) ) = λ,
ζ<λ ζ<λ
ζ<λ

again using GCH. Thus in this case also we have cf P = λ, as required by (ii).
(e) So we are left with the case in which cf λ = θ ≤ κ < λ. Let hλη iη<θ be a family of cardinals less than λ with
supremum λ.
α) Suppose that we are in case (iii), that is, #({i : i ∈ I, cf Pi > γ}) ≥ θ for every γ < λ. Then cf P > λ. P
(α P We
can choose hi(η)iη<θ inductively in I so that cf Pi(η) > λη and i(η) 6= i(ξ) when ξ < η < θ. If hpξ iξ<λ is any family in
P , we can find q ∈ P such that q(i(η)) 6≤ pξ (i(η)) for any η < θ and ξ < λη ; so that q 6≤ pξ for any ξ < λ. As hpξ iξ<λ
is arbitrary, cf P > λ. Q
Q Now
#(Q) ≤ #(λκ ) ≤ 2max(κ,λ) = λ+ ≤ cf P ,
so cf P = λ+ = max(κ+ , λ+ ), as required.
β ) Otherwise, we are in case (ii), and there is a cardinal
(β Q γ < λ such that #(K) < θ, where K = {i : i ∈ I,
cf Pi > γ}. Then supi∈K cf Pi = λ, so (d) tells us that cf( i∈K Pi ) = λ. On the other hand,
#( i∈I\K cf Pi ) ≤ 2max(γ,κ) ≤ λ.
Q
Q Q
Since we can identify P with the product of i∈K Pi and i∈I\K Pi , cf P ≤ #(λ × λ) = λ. But we noted in (c) that
cf P ≥ λ, so cf P = λ, as required. This completes the proof.

511J Elementary facts: Boolean algebras Let A be a Boolean algebra.

(a)
link<κ (A) ≤ link<λ (A) ≤ π(A)
whenever κ ≤ λ,
c(A) ≤ link(A) ≤ d(A) ≤ π(A) ≤ #(A), c(A) ≤ sat(A).
In addition, τ (A) ≤ π(A) because any order-dense subset of A τ -generates A.

(b) A = {0} iff π(A) = 0 iff link(A) = 0 iff d(A) = 0 iff c(A) = 0 iff sat(A) = 1.

(c) If A is finite, then c(A) = link(A) = d(A) = π(A) is the number of atoms of A, sat(A) = c(A) + 1 and
#(A) = 2c(A) , while τ (A) = dlog2 c(A)e, unless A = {0}, in which case τ (A) = 0. If A is infinite then c(A), link(A),
d(A), π(A), sat(A) and τ (A) are all infinite.
18 Cardinal functions 511Jd

(d) Note that A is ‘ccc’ just when c(A) ≤ ω, that is, sat(A) ≤ ω1 . A is weakly (σ, ∞)-distributive, in the sense of
316G, iff wdistr(A) ≥ ω1 .

(e)(i) If A is purely atomic, wdistr(A) = ∞. P P Suppose that hAξ iξ<κ is any family of partitions of unity in A.
Then the set B of atoms of A is a partition of unity, and {a : a ∈ Aξ , a ∩ b 6= 0} has just one member for every b ∈ B
and ξ < κ. As hAξ iξ<κ is arbitrary, wdistr(A) = ∞. QQ
(ii) If A is not purely atomic, wdistr(A) ≤ π(A). PP Let c ∈ A+ be disjoint from every atom of A, and D ⊆ A an
order-dense set of size π(A); let D be {d : d ∈ D, d ⊆ c}. For d ∈ D0 , there is a disjoint sequence of non-zero elements
0

included in d; let Ad be a partition of unity in A including such a sequence. If B is any partition of unity in A, there
are a b ∈ B such that b ∩ c 6= 0, and a d ∈ D0 such that d ⊆ b ∩ c; now {a : a ∈ Ad , b ∩ a 6= 0} is infinite. So hAd id∈D0
witnesses that wdistr(A) ≤ #(D0 ) ≤ π(A). Q Q

(f ) m(A) = ∞ iff A is purely atomic. P P Write B for the family of all coinitial subsets of A+ . (i) If A is purely
+
atomic and a ∈ A , then there is an atom d ⊆ a; now d ∈ B for every B ∈ B, so {d, a} is a linked subset of A meeting
every member of B. Accordingly m(A) = ∞. (ii) If A is not purely atomic, let a ∈ A+ be such that no atom of A is
included in a. ?? If A is a linked subset of A containing a and meeting every member of B, set B = A+ \ A. If b ∈ A+ ,
then either b ∩ a = 0 and b ∈ B, or there are non-zero disjoint b0 , b00 ⊆ b ∩ a and one of b0 , b00 must belong to B. So
B ∈ B, which is impossible. X X So m(A) ≤ #(B) < ∞. Q Q

511K Elementary facts: ideals of sets Let X be a set and I an ideal of subsets of X.

(a) add I ≥ ω, by the definition of ‘ideal of sets’.

(b) shr I = sup{non(A, I ∩ PA) : A ∈ PX \ I}, counting sup ∅ as 0; shr I ≤ #(X); shr I ≤ shr+ I ≤ (shr I)+ ; if
shr I is a successor cardinal, shr+ I = (shr I)+ .

(c) Suppose that I covers X but does not contain X. Then add I ≤ cov I ≤ cf I and add I ≤ non I ≤ shr I ≤ cf I.
P Let J be a subset of I of cardinal cov I covering X; let K be a cofinal subset of I of cardinal cf I;Slet A ∈
P S PX \ I
be such that #(A) = non I. (i) J cannot have an upper bound in I, so add I ≤ #(J ) = cov I. (ii) K = I = X,
so cov I ≤ #(K) = cf I. (iii) For each x ∈ A we can find an Ix ∈ I containing x; now {Ix : x ∈ A} cannot have an
upper bound in I, so add I ≤ #(A) = non I. (iv) [A]<non I ⊆ I, so shr I ≥ non I. (v) Take any B ⊆ X such that
B∈ / I. Then for each K ∈ K we can find an xK ∈ B \ K; now B 0 = {xK : K ∈ K} is not included in any member of
K, so cannot belong to I, while B 0 ⊆ B and #(B 0 ) ≤ #(K) = cf I. As B is arbitrary, shr I ≤ cf I. Q
Q

(d) Suppose that X ∈ I. Then add I = non I = ∞, cov I ≤ 1 (with cov I = 0 iff X = ∅) and shr I = 0.

(e) Suppose that I has a greatest member which is not X. Then add I = cov I = ∞ and non I = shr I = cf I = 1.

(f ) Suppose that I has no greatest member and does not cover X. Then add I ≤ cf I (511He), non I = shr I = 1
and cov I = ∞.

(g) Suppose that Y ⊆ X, and set IY = I ∩ PY , regarded as an ideal of subsets of Y . Then add IY ≥ add I,
non IY ≥ non I, shr IY ≤ shr I, shr+ IY ≤ shr+ I, cov IY ≤ cov I and cf IY ≤ cf I.

511X Basic exercises (a) Let P be a partially ordered set and κ ≥ 3 a cardinal. Show that add P ≥ κ iff (λ, λ, λ)
is an upwards precaliber triple of P for every λ < κ.

(b) Let (X, Σ, µ) be a measure space. For A ⊆ X write µA for the subspace measure on A, and N (µ), N (µA ) for
the corresponding null ideals. Show that shr(X, N (µ)) = sup{non(A, N (µA )) : A ∈ PX \ N (µ)}.

(c) Let (X, Σ, µ) be a measure space and A ⊆ X; let µA be the subspace measure on A. Write N (µ), N (µA ) for the
corresponding null ideals. Show that add N (µ) ≤ add N (µA ), cf N (µ) ≥ cf N (µA ), non(X, N (µ)) ≥ non(A, N (µA )),
cov(X, N (µ)) ≥ cov(A, N (µA )), shr(A, N (µA )) ≤ shr(X, N (µ)) and shr+ (A, N (µA )) ≤ shr+ (X, N (µ)).

(d) Let (X, Σ, µ) be a measure space, and let µ̂, µ̃ be the completion and c.l.d. version of µ. (i) Let N (µ) = N (µ̂) and
N (µ̃) be the corresponding null ideals. Show that add N (µ) ≤ add N (µ̃), cov N (µ) ≥ cov N (µ̃), non N (µ) ≤ non N (µ̃),
shr N (µ) ≥ shr N (µ̃) and shr+ N (µ) ≥ shr+ N (µ̃). (ii) Show that add µ ≤ add µ̂ ≤ add µ̃.

(e) Let (X, Σ, µ) be a measure space, and ν an indefinite-integral measure over µ. Write N (µ), N (ν) for the
corresponding null ideals. Show that add N (µ) ≤ add N (ν), cf N (µ) ≥ cf N (ν), non N (µ) ≥ non N (ν), cov N (µ) ≥
cov N (ν), shr N (µ) ≥ shr N (ν), shr+ N (µ) ≥ shr+ N (ν) and add µ ≤ add ν.
511 Notes Definitions 19

(f ) Show that if P is a partially ordered set and c↑ (P ) < ω then c↑ (P ) = link↑ (P ) = d ↑ (P ) and m↑ (P ) = ∞.

(g) Let P be a partially ordered set. Show that ω is an up-precaliber of P iff c↑ (P ) < ω.

> (h)(i) Show that if P is a partially ordered set and κ is an up-precaliber of P , then cf κ is also an up-precaliber of
P . (ii) Show that if κ is a cardinal and cf κ > cf P then κ is an up-precaliber of P .

>(i) Give R, N and Q their usual total orders. Show that FN(N) = FN(Q) = ω and that FN(R) = ω1 .

(j) Show that if P is a partially ordered set and #(P ) ≥ 3 then FN(P ) ≤ #(P ). (Hint: consider separately the
cases P infinite, P finite with no greatest member, and P finite with greatest and least members.)
S
(k) Let P be a partially ordered set and Q a family of subsets of P with #(Q) < add P . Show that if Q is cofinal
with P then one of the members of Q is cofinal with P .

> (l) Let X be a compact Hausdorff space. Show that a pair (κ, λ) of cardinals is a precaliber pair of X iff whenever
hGξ iξ<κ is a family of non-empty open subsets of X there is an x ∈ X such that {ξ : x ∈ Gξ } has cardinal at least λ.

(m) Let U be a Riesz space and κ a cardinal. Then U is weakly (κ, ∞)-distributive if whenever hAξ iξ<κ is a
family of non-empty downwards-directed subsets of U + , each with infimum 0, and ξ<κ Aξ has an upper bound in U ,
S
then
{u : u ∈ U , for every ξ < κ there is a v ∈ Aξ such that v ≤ u}
has infimum 0 in U . Show that an Archimedean Riesz space is weakly (κ, ∞)-distributive iff its band algebra is. (Hint:
368R.)


511Y Further exercises (a) (i) Show that d ↑ (P ) ≤ 2link (P ) for every partially ordered set P . (ii) Show that
there is a partially ordered set P such that d ↑ (P ) = ω but P cannot be covered by countably many upwards-directed
sets.

(b) Let κ be an infinite cardinal, with its usual well-ordering. Show that FN(κ) = κ.

(c)(i) Find a semi-finite measure space (X, Σ, µ) such that cf N (µ) < cf N (µ̃), where N (µ) and N (µ̃) are the null
ideals of µ and its c.l.d. version. (ii) Find a semi-finite measure space (X, Σ, µ) such that add N (µ̃) > add N (µ) and
cf N (µ̃) < cf N (µ).

511 Notes and comments Because (P, ≥) is a pre-ordered set whenever (P, ≤) is, any cardinal function on pre-
ordered sets is bound to appear in two mirror-image forms. It does not quite follow that we have to set up a language
with a complete set of mirror pairs of definitions, and indeed I have omitted the reflection of ‘additivity’; but the
naturally arising pre-ordered sets to which we shall want to apply these ideas may appear in either orientation. The
most natural conversions to topological spaces and Boolean algebras use the families of non-empty open sets and non-
zero elements, which are ‘active downwards’, so that we have such formulae as π(A) = ci A+ and c(X) = c ↓ (T \ {∅});
but we could equally well say that π(A) = cf A− or that c(X) is the upwards-cellularity of the partially ordered set of
proper closed subsets of X.
Most readers, especially those acquainted with Volumes 3 and 4 of this treatise, will be more familiar with topological
spaces and Boolean algebras than with general pre-ordered sets, and will prefer to approach the concepts here through
the formulations in 5A4A and 511D. But even in the present chapter we shall be looking at questions which demand
substantial fragments of the theory of general partially ordered sets, and I think it is useful to grapple with these
immediately. The list of definitions above is a long one, and the functions here vary widely in importance; but I hope
you will come to agree that all are associated with interesting questions.
I apologise for introducing two cardinal functions to represent the ‘breadth’ of a pre-ordered set (or topological
space or Boolean algebra), its ‘cellularity’ and ‘saturation’. It turns out that the saturation of a space determines
its cellularity (513Bc), which seems to render the concept of ‘cellularity’ unnecessary; but it is well-established and
makes some formulae simpler. This is an example of a standard problem: whenever we define a supremum, we find
ourselves asking whether the supremum is attained. The question of whether cellularity is attained turns out to be
rather interesting (513B again). In the case of shrinking numbers, the ordinary shrinking number shr I is the one which
has been most studied, but I shall have some results which are more elegantly expressed in terms of the augmented
shrinking number shr+ I.
I give very little space here to the functions m() and wdistr() and to precalibers; these are bound to be a bit
mysterious. Later in the chapter I will explore their relations with each other and with other cardinal functions. You
20 Cardinal functions 511 Notes

may recognise them as belonging to the general area associated with Martin’s axiom (Fremlin 84a, or §517 below).
‘Precaliber pairs’ have a slightly more direct description in the context of compact Hausdorff spaces (511Xl). ‘Freese-
Nation numbers’ relate to quite different aspects of the structure of ordered sets. As will be made clear in the next
two sections, all the other cardinal functions defined in 511B refer to the cofinal (or coinitial) structure of a partially
ordered set; the Freese-Nation number, by contrast, tells us something about the nature of intervals inside it. We see a
difference already in the formula for the Freese-Nation number of a Boolean algebra, which refers to the whole algebra
A rather than to A+ . Another signal is the fact that it is not a trivial matter to calculate the Freese-Nation number
of a finite partially ordered set.
The only cardinal function I have explicitly defined for measure spaces is the additivity of a measure (511G), and
even this is, in the most important cases, reducible to the additivity of the null ideal (521A). I give some warming-up
exercises (511Xb-511Xe), but we shall hardly see ‘measure’ again until Chapter 52. For the questions studied in this
volume, the important cardinals associated with a measure µ are those defined from its measure algebra together with
the four cardinals add N (µ), cov N (µ), non N (µ) and cf N (µ). In particular, the additivity of Lebesgue measure will
have a special position. In the case of a topological measure space, of course, we can investigate relationships between
the cardinal functions of the topology and the cardinal functions of the measure. I will come to such questions in
Chapter 53.

512 Galois-Tukey connections


One of the most powerful methods of relating the cardinals associated with two partially ordered sets P and Q is to
identify a ‘Tukey function’ from one to the other (513D). It turns out that the idea can be usefully generalized to other
relational structures through the concept of ‘Galois-Tukey connection’ (512A). In this section I give the elementary
theory of these connections and their effect on simple cardinal functions.

512A Definitions (a) A supported relation is a triple (A, R, B) where A and B are sets and R is a subset of
A × B.
It will be convenient, and I think not dangerous, to abuse notation by writing (A, ∈, B) or (A, ⊆, B) to mean
(A, R, B) where R is {(a, b) : a ∈ A, b ∈ B, a ∈ b} or {(a, b) : a ∈ A, b ∈ B, a ⊆ b}.

(b) If (A, R, B) is a supported relation, its dual is the supported relation (A, R, B)⊥ = (B, S, A) where
S = (B × A) \ R−1 = {(b, a) : a ∈ A, b ∈ B, (a, b) ∈
/ R}.

(c) If (A, R, B) and (C, S, D) are supported relations, a Galois-Tukey connection from (A, R, B) to (C, S, D) is
a pair (φ, ψ) such that φ : A → C and ψ : D → B are functions and (a, ψ(d)) ∈ R whenever (φ(a), d) ∈ S.

(d) (Vojtáš 93) If (A, R, B) and (C, S, D) are supported relations, I write (A, R, B) 4GT (C, S, D) if there is
a Galois-Tukey connection from (A, R, B) to (C, S, D), and (A, R, B) ≡GT (C, S, D) if (A, R, B) 4GT (C, S, D) and
(C, S, D) 4GT (A, R, B).

512B Definitions (a) If (A, R, B) is a supported relation, its covering number cov(A, R, B) or norm k(A, R, B)k
is the least cardinal of any set C ⊆ B such that A ⊆ R−1 [C]; or ∞ if A 6⊆ R−1 [B]. Its additivity is add(A, R, B) =
cov(A, R, B)⊥ , that is, the smallest cardinal of any subset C ⊆ A such that C 6⊆ R−1 [{b}] for any b ∈ B; or ∞ if there
is no such C.
Note that add(A, R, B) = 0 iff B = ∅, and that add(A, R, B) = 1 iff B 6= ∅ and cov(A, R, B) = ∞.

(b) If (A, R, B) is a supported relation, its saturation sat(A, R, B) is the least cardinal κ such that whenever
haξ iξ<κ is a family in A then there are distinct ξ, η < κ and a b ∈ B such that (aξ , b) and (aη , b) both belong to R; if
there is no such κ (that is, if cov(A, R, B) = ∞) I write sat(A, R, B) = ∞.

(c) If (A, R, B) is a supported relation and κ is a cardinal, say that a subset A0 of A is <κ-linked if for every
I ∈ [A0 ]<κ there is a b ∈ B such that I ⊆ R−1 [{b}], and κ-linked if it is <κ+ -linked, that is, for every I ∈ [A0 ]≤κ there
is a b ∈ B such that I ⊆ R−1 [{b}]. Now the <κ-linking number link<κ (A, R, B) of (A, R, B) is the least cardinal
of any cover of A by <κ-linked sets, if there is such a cardinal, and otherwise is ∞; and the κ-linking number
linkκ (A, R, B) of (A, R, B) is link<κ+ (A, R, B), that is, the least cardinal of any cover of A by κ-linked sets.
If κ ≤ λ, then every <λ-linked set is <κ-linked, so link<κ (A, R, B) ≤ link<λ (A, R, B). Note also that linkκ (A, R, B) =
cov(A, R, B) for every κ ≥ #(A), so that link<θ (A, R, B) ≤ cov(A, R, B) for every θ.
512Ec Galois-Tukey connections 21

512C There are two things which should be done at once: to plainly state enough of the elementary theory to show
at least that the definitions here lead to a coherent structure; and to give examples. I begin with the theory, which
really is elementary.
Theorem Let (A, R, B), (C, S, D) and (E, T, F ) be supported relations.
(a) (A, R, B)⊥⊥ = (A, R, B).
(b) If (φ, ψ) is a Galois-Tukey connection from (A, R, B) to (C, S, D) and (φ0 , ψ 0 ) is a Galois-Tukey connection from
(C, S, D) to (E, T, F ), then (φ0 φ, ψψ 0 ) is a Galois-Tukey connection from (A, R, B) to (E, T, F ).
(c) If (φ, ψ) is a Galois-Tukey connection from (A, R, B) to (C, S, D), then (ψ, φ) is a Galois-Tukey connection from
(C, S, D)⊥ to (A, R, B)⊥ .
(d) (A, R, B) 4GT (A, R, B).
(e) If (A, R, B) 4GT (C, S, D) and (C, S, D) 4GT (E, T, F ) then (A, R, B) 4GT (E, T, F ).
(f) ≡GT is an equivalence relation on the class of supported relations.
(g) If (A, R, B) 4GT (C, S, D) then (C, S, D)⊥ 4GT (A, R, B)⊥ . So if (A, R, B) ≡GT (C, S, D) then (A, R, B)⊥ ≡GT
(C, S, D)⊥ .
proof (a)-(c) are immediate from the definitions. (d) is trivial because the identity functions from A and B to
themselves form a Galois-Tukey connection from (A, R, B) to itself. (e) follows from (b), and (g) from (c). (f) is
immediate from (d) and (e) and the symmetry of the definition of ≡GT .

512D Theorem Let (A, R, B) and (C, S, D) be supported relations such that (A, R, B) 4GT (C, S, D). Then
(a) cov(A, R, B) ≤ cov(C, S, D);
(b) add(C, S, D) ≤ add(A, R, B);
(c) sat(A, R, B) ≤ sat(C, S, D);
(d) link<κ (A, R, B) ≤ link<κ (C, S, D) for every cardinal κ.
proof Let (φ, ψ) be a Galois-Tukey connection from (A, R, B) to (C, S, D). If D0 ⊆ D is such that C = S −1 [D0 ],
then A = R−1 [ψ[D0 ]]; this shows that cov(A, R, B) ≤ cov(C, S, D). If κ = sat(C, S, D) and haξ iξ<κ is any family in A,
then there are a d ∈ D and distinct ξ, η < κ such that (φ(aξ ), d) ∈ S and (φ(aη ), d) ∈ S, in which case (aξ , ψ(d)) and
(aη , ψ(d)) both belong to R; so sat(A, R, B) ≤ κ. If C is a cover of C by <κ-linked sets, then {φ−1 [C 0 ] : C 0 ∈ C} is a
cover of A by <κ-linked sets; this shows that link<κ (A, R, B) ≤ link<κ (C, S, D).
Finally, (C, S, D)⊥ 4GT (A, R, B)⊥ , by 512Cc, so
add(C, S, D) = cov(C, S, D)⊥ ≤ cov(A, R, B)⊥ = add(A, R, B).

512E Examples Of course ‘supported relations’ appear everywhere in mathematics. They are important to us
here because covering numbers, saturation and linking numbers, as defined above, correspond to important cardinal
functions as defined in §511, and because surprising Galois-Tukey connections exist, as we shall see in Chapter 52. The
simplest examples are the following.
(a) Let (P, ≤) be a pre-ordered set. Then (P, ≤, P ) and (P, ≥, P ) are supported relations, with duals (P, 6≥, P ) and
(P, 6≤, P ). cov(P, ≤, P ) = cf P , cov(P, ≥, P ) = ci P , add(P, ≤, P ) = add P and sat(P, ≤, P ) = sat↑ (P ). For any cardinal
κ, a subset of P is upwards-<κ-linked in the sense of 511Bf iff it is <κ-linked in (P, ≤, P ) in the sense of 512Bc. So
link↑<κ (P ) = link<κ (P, ≤, P ). In particular, d ↑ (P ) = link<ω (P, ≤, P ) (511Bg).

(b) Let (X, T) be a topological space. Then


π(X) = cov(T \ {∅}, ⊇, T \ {∅}),

d(X) = cov(T \ {∅}, 3, X) = add(X, ∈,


/ T \ {∅}),

sat(X) = sat(T \ {∅}, ⊇, T \ {∅}) = sat(T \ {∅}, 3, X),

n(X) = cov(X, ∈, I) = cov(X, I)


where I is the ideal of nowhere dense subsets of X.

(c) Let A be a Boolean algebra. Write A+ for A \ {0} and A− for A \ {1}. Then
π(A) = cov(A+ , ⊇, A+ ) = cov(A− , ⊆ , A− ),

sat(A) = sat(A+ , ⊇, A+ ) = sat(A− , ⊆ , A− ),

d(A) = link<ω (A+ , ⊇, A+ ) = link<ω (A− , ⊆ , A− ),


22 Cardinal functions 512Ec

link(A) = link2 (A+ , ⊇, A+ ) = link2 (A− , ⊆ , A− )


and generally
link<κ (A) = link<κ (A+ , ⊇, A+ ) = link<κ (A− , ⊆ , A− ),

linkκ (A) = linkκ (A+ , ⊇, A+ ) = linkκ (A− , ⊆ , A− )


for every cardinal κ.

(d) Let X be a set and I an ideal of subsets of X. Then the dual of (X, ∈, I) is (I, 63, X); cov(X, ∈, I) = cov I and
add(X, ∈, I) = non I.

(e) For a Boolean algebra A, write Pou(A) for the set of partitions of unity in A. For C, D ∈ Pou(A), say that
C v∗ D if every element of D meets only finitely many members of C. Then v∗ is a pre-order on Pou(A). Translating
the definition 511Df into this language, we see that wdistr(A) = add Pou(A).

512F I now turn to some constructions involving supported relations and Galois-Tukey connections which will be
useful later.
Dominating sets For any supported relation (A, R, B) and any cardinal κ, we can form a corresponding supported
relation (A, R 0 , [B]<κ ), where
R 0 = {(a, I) : a ∈ R−1 [I]}.
The most important cases to us will be κ = ω and κ = ω1 . When κ is a successor cardinal I will normally write
+
(A, R 0 , [B]≤λ ) rather than (A, R 0 , [B]<λ ). Purists may wish to revise the definition of R 0 so that it is no longer a
proper class.

512G Proposition Let (A, R, B) and (C, S, D) be supported relations and κ, λ cardinals.
(a) (A, R, B) is isomorphic to (A, R 0 , [B]1 ).
(b) If (A, R, B) 4GT (C, S, D) and λ ≤ κ then (A, R 0 , [B]<κ ) 4GT (C, S 0 , [D]<λ ).
(c) In particular, (A, R 0 , [B]<κ ) 4GT (A, R, B) if κ ≥ 2.
(d) If cf κ ≥ λ and (A, R 0 , [B]<κ ) 4GT (C, S, D) then (A, R 0 , [B]<κ ) 4GT (C, S 0 , [D]<λ ).
(e)(i) If cov(A, R, B) = ∞ then add(A, R 0 , [B]<κ ) ≤ 1.
(ii) If cov(A, R, B) < ∞ then add(A, R 0 , [B]<κ ) ≥ κ.
(f) cov(A, R, B) ≤ max(ω, κ, cov(A, R 0 , [B]≤κ )); if κ ≥ 1 and cov(A, R, B) > max(κ, ω) then cov(A, R, B) =
cov(A, R 0 , [B]≤κ ).
proof (a) is trivial.
(b) If (φ, ψ) is a Galois-Tukey connection from (A, R, B) to (C, S, D), then (φ, ψ 0 ) is a Galois-Tukey connection
from (A, R 0 , [B]<κ ) to (C, S 0 , [D]<λ ), where ψ 0 (J) = ψ[J] for every J ∈ [D]<λ .
(c) Put (a) and (b) together, with λ = 2.
(d) Let (φ, ψ) be a Galois-Tukey connection from (A, R 0 , [B]<κ ) to (C, S, D). Set ψ 0 (I) = ψ(d) for I ∈ [D]<λ ;
S
d∈I
then (φ, ψ 0 ) is a Galois-Tukey connection from (A, R 0 , [B]<κ ) to (C, S 0 , [D]<λ ).
(e)(i) There is an a ∈ A \ R−1 [B]; now (a, I) ∈
/ R 0 for any I ∈ [B]<κ , so add(A, R 0 , [B]<κ ) ≤ 1.
(ii) For every a ∈ A there is a ba ∈ B such that (a, ba ) ∈ R. If A0 ⊆ A and #(A0 ) < κ, then I = {ba : a ∈ A0 }
belongs to [B]<κ , and (a, I) ∈ R 0 for every a ∈ A0 ; as A0 is arbitrary, add(A, R 0 , [B]<κ ) ≥ κ.
(f ) If λ = cov(A, R 0 , [B]≤κ ) is not ∞, let D ⊆ [B]≤κ be a set of size λ such that A = (R 0 )−1 [D], and set D = D;
S
then A ⊆ R−1 [D], so κ ≤ cov(A, R, B) ≤ #(D) ≤ max(ω, κ, λ).
By (c), cov(A, R 0 , [B]≤κ ) ≤ cov(A, R, B), so they are equal if the latter is greater than max(κ, ω).

Q512H SimpleQ products (a) If h(Ai , Ri , Bi )ii∈I is any family of supported relations, its simple product is
( i∈I Ai , T, i∈I Bi ) where T = {(a, b) : (a(i), b(i)) ∈ Ri for every i ∈ I}.

(b) Let h(Ai , Ri , Bi )ii∈I and h(Ci , Si , Di )ii∈I be two families of supported relations, with simple products (A, R, B)
and (C, S, D). If (Ai , Ri , Bi ) 4GT (Ci , Si , Di ) for every i, then (A, R, B) 4GT (C, S, D). P P For each i, let (φi , ψi )
be a Galois-Tukey connection from (Ai , Ri , Bi ) to (Ci , Si , Di ). Define φ : A → C and ψ : D → B by setting
φ(hai ii∈I ) = hφi (ai )ii∈I , ψ(hdi ii∈I ) = hψi (di )ii∈I for hai ii∈I ∈ A, hdi ii∈I ∈ D; then
512J Galois-Tukey connections 23

(φ(hai ii∈I ), hdi ii∈I ) ∈ S =⇒ (φi (ai ), di ) ∈ Si for every i ∈ I


=⇒ (ai , ψi (di )) ∈ Ri for every i ∈ I
=⇒ (hai ii∈I , ψ(hdi ii∈I )) ∈ R.
So (φ, ψ) is a Galois-Tukey connection and (A, R, B) 4GT (C, S, D). Q
Q

(c) Let h(Ai , Ri , Bi )ii∈I be a family of supported relations with simple product (A, R, B). Suppose that no Ai is
empty. Then add(A, R, B) = mini∈I add(Ai , Ri , Bi ), interpreting min ∅ as ∞ if I = ∅. P P Set κ = add(A, R, B) and
κ0 = mini∈I add(Ai , Ri , Bi ). If I = ∅ then A = B = {∅} and R = {(∅, ∅)} so add(A, R, B) = ∞. Otherwise, if C ⊆ A
and #(C) < κ0 , then, for each i, #({c(i) : c ∈ C}) < add(Ai , Ri , Bi ), so there is a bi ∈ Bi such that (c(i), bi ) ∈ Ri
for every c ∈ C; now (c, hbi ii∈I ) ∈ R for every c ∈ C; as C is arbitrary, κ ≥ κ0 . In the other direction, if i ∈ I and
C 0 ∈ [Ai ]<κ , then (because no Aj is empty) there is a C ∈ [A]<κ such that C 0 = {c(i) : c ∈ C}. Now there is a b ∈ B
such that (c, b) ∈ R for every c ∈ C, so that (c0 , b(i)) ∈ Ri for every c0 ∈ C 0 . As i and C 0 are arbitrary, κ0 ≤ κ. Q
Q

(d) Suppose that (A, R, B) and (C, S, D) are supported relations with simple product (A × C, T, B × D). Let κ be
an infinite cardinal and define (A, R 0 , [B]<κ ), (C, S 0 , [D]<κ ) and (A × C, T 0 , [B × D]<κ ) as in 512F. Then
(A, R 0 , [B]<κ ) × (C, S 0 , [D]<κ ) ≡GT (A × C, T 0 , [B × D]<κ ).
P Express (A, R 0 , [B]<κ ) × (C, S 0 , [D]<κ ) as (A × C, T̃ , [B]<κ × [D]<κ ).
P
(i) Set φ(a, c) = (a, c) for all a ∈ A, c ∈ C, and for I ∈ [B × D]<κ set
ψ(I) = (π1 [I], π2 [I]) ∈ [B]<κ × [D]<κ ,
where π1 (b, d) = b and π2 (b, d) = d for b ∈ B, d ∈ D. If a ∈ A, c ∈ C and I ∈ [B × D]<κ are such that (φ(a, c), I) ∈ T 0 ,
then there must be a (b, d) ∈ I such that ((a, c), (b, d)) ∈ T , that is, (a, b) ∈ R and (c, d) ∈ S; now b ∈ π1 [I] and
d ∈ π2 [I], so (a, π1 [I]) ∈ R 0 and (c, π2 [I]) ∈ S 0 and
((a, c), ψ(I)) = ((a, c), (π1 [I], π2 [I])) ∈ T̃ .
As a, c and I are arbitrary, (φ, ψ) is a Galois-Tukey connection and
(A, R 0 , [B]<κ ) × (C, S 0 , [D]<κ ) 4GT (A × C, T 0 , [B × D]<κ ).

(ii) In the other direction, given (J, K) ∈ [B]<κ × [D]<κ set ψ 0 (J, K) = J × K ∈ [B × D]<κ . (This is where we
need to suppose that κ is infinite.) If now (φ(a, c), (J, K)) ∈ T̃ , that is, (a, J) ∈ R 0 and (c, K) ∈ S 0 , there are b ∈ J
and d ∈ K such that (a, b) ∈ R and (c, d) ∈ S, so that ((a, c), (b, d)) ∈ T and ((a, c), ψ 0 (J, K)) ∈ T 0 . As a, c, J and K
are arbitrary, (φ, ψ 0 ) is a Galois-Tukey connection and
(A × C, T 0 , [B × D]<κ ) 4GT (A, R 0 , [B]<κ ) × (C, S 0 , [D]<κ ). Q
Q
Q
(e) If h(Pi , ≤i )ii∈I is a family of pre-ordered sets, with product (P, ≤), then (P, ≤, P ) is just i∈I (Pi , ≤i , Pi ) in this
sense.

512I Sequential compositions Let (A, R, B) and (C, S, D) be supported relations. Their sequential composi-
tion (A, R, B) n (C, S, D) is (A × C B , T, B × D), where
T = {((a, f ), (b, d)) : (a, b) ∈ R, f ∈ C B , (f (b), d) ∈ S}.
Their dual sequential composition (A, R, B) o (C, S, D) is (A × C, T̃ , B × DA ) where

T̃ = {((a, c), (b, g)) : a ∈ A, b ∈ B, c ∈ C, g ∈ DA


and either (a, b) ∈ R or (c, g(a)) ∈ S}.

512J Proposition Let (A, R, B) and (C, S, D) be supported relations.


(a) (A, R, B) o (C, S, D) = ((A, R, B)⊥ n (C, S, D)⊥ )⊥ .
(b) cov((A, R, B) n (C, S, D)) is the cardinal product cov(A, R, B) · cov(C, S, D) unless B = C = ∅ 6= A, if we use
the interpretations
0 · ∞ = ∞ · 0 = 0, κ · ∞ = ∞ · κ = ∞ · ∞ = ∞ for every cardinal κ ≥ 1.
(c) add((A, R, B) n (C, S, D)) = min(add(A, R, B), add(C, S, D)) unless A × C = ∅ =
6 B × D.
proof (a) is just a matter of disentangling the definitions.
24 Cardinal functions 512J

(b) Define T ⊆ (A × C B ) × (B × D) as in 512I.


(i) Suppose first that neither A nor C is empty, that A ⊆ R−1 [B] and that C ⊆ S −1 [D]. If B0 ⊆ B and D0 ⊆ D
are such that A ⊆ R−1 [B0 ] and C ⊆ S −1 [D0 ], then for any a ∈ A and f ∈ C B there are b ∈ B0 and d ∈ D0 such that
(a, b) ∈ R and (f (b), d) ∈ S, so that (a, f ) ∈ T −1 [B0 × D0 ]. So cov((A, R, B) n (C, S, D)) ≤ cov(A, R, B) · cov(C, S, D).
On the other hand, if H ⊆ B × D is such that A × C B ⊆ T −1 [H], set B0 = {b : C ⊆ S −1 [H[{b}]]}. Then
#(H[{b}]) ≥ cov(C, S, D) for b ∈ B0 . Also A ⊆ R−1 [B0 ]. P P?? Otherwise, take a ∈ A \ R−1 [B0 ]. For b ∈ B \ B0 , choose
−1
f (b) ∈ C \ S [H[{b}]]; for b ∈ B0 , take f (b) to be any member of C. There is supposed to be a member (b, d) of H
such that ((a, f ), (b, d)) ∈ T , that is, (a, b) ∈ R and (f (b), d) ∈ S. But now b ∈
/ B0 , by the choice of a, and (f (b), d) ∈
/ S,
by the choice of f ; so we have a contradiction. X XQQ
So #(B0 ) ≥ cov(A, R, B) and #(H) ≥ cov(A, R, B) · cov(C, S, D); as H is arbitrary, cov((A, R, B) n (C, S, D)) ≥
cov(A, R, B) · cov(C, S, D).
(ii) If A = ∅ then A×C B = ∅ so cov(A, R, B) and cov((A, R, B)n(C, S, D)) are both zero. If C = ∅ and B 6= ∅ then
cov(C, S, D) = cov((A, R, B)n(C, S, D)) = 0. If A and C are non-empty and A 6⊆ R−1 [B], then A×C B 6⊆ T −1 [B×D], so
cov(A, R, B) = cov((A, R, B) n cov(C, S, D)) = ∞, while cov(C, S, D) ≥ 1. If A and C are non-empty and A ⊆ R−1 [B]
and C 6⊆ S −1 [D], then B 6= ∅; if we take c ∈ C \ S −1 [D] and any member a of A, and set f (b) = c for every b ∈ B,
/ T −1 [B × D], so cov((A, R, B) n (C, S, D)) = cov(C, S, D) = ∞, while cov(A, R, B) ≥ 1. So with the single
then (a, f ) ∈
exception of B = C = ∅ = 6 A (in which case the empty function belongs to C B , so that cov((A, R, B) n (C, S, D)) = ∞,
while cov(C, S, D) = 0) we have cov((A, R, B) n (C, S, D)) = cov(A, R, B) · cov(C, S, D).
(c)(i) add((A, R, B) n (C, S, D)) ≤ add(A, R, B). P P If add(A, R, B) = ∞ the result is trivial. If B × D = ∅ then
add((A, R, B) n (C, S, D)) = 0 ≤ add(A, R, B). Otherwise, our hypothesis ensures that C is not empty; take A0 ⊆ A
such that #(A0 ) = add(A, R, B) and A0 6⊆ R−1 [{b}] for any b ∈ B, take any b0 ∈ B and any f0 ∈ C B ; then there is no
(b, d) ∈ B ×D such that ((a, f0 (b0 )), (b, d)) ∈ T for every a ∈ A0 , so add((A, R, B)n(C, S, D)) ≤ #(A0 ) = add(A, R, B).
Q
Q
(ii) add((A, R, B)n(C, S, D)) ≤ add(C, S, D). P P Again, if add(C, S, D) = ∞ or B×D = ∅ the result is immediate.
Otherwise, A 6= ∅. Take C0 ⊆ C such that #(C0 ) = add(C, S, D) and there is no d ∈ D such that C0 ⊆ S −1 [{d}], for
c ∈ C0 set fc (b) = c for every b ∈ B, and fix any a0 ∈ A; then there is no (b, d) ∈ B × D such that ((a0 , fc ), (b, d)) ∈ T
for every c ∈ C0 , so add((A, R, B) n (C, S, D)) ≤ #(C0 ) = add(C, S, D). Q Q
(iii) add((A, R, B) n (C, S, D)) ≥ min(add(A, R, B), add(C, S, D)). PP If H ⊆ A × C B and #(H) is less than
min(add(A, R, B), add(C, S, D)), set A0 = {a : (a, f ) ∈ H} and F = {f : (a, f ) ∈ H}. Then there are a b ∈ B such
that (a, b) ∈ R for any a ∈ A0 , and a d ∈ D such that (f (b), d) ∈ S for any f ∈ F , so that ((a, f ), (b, d)) ∈ T for any
(a, f ) ∈ H. As H is arbitrary, add((A, R, B) n (C, S, D)) ≥ min(add(A, R, B), add(C, S, D)). Q Q

512K The following fact will be used in §526.


Lemma Suppose that (A, R, B) and (C, S, D) are supported relations, and P is a partially ordered set. Suppose that
hAp ip∈P is a family of subsets of A such that
(Ap , R, B) 4GT (C, S, D) for every p ∈ P ,
S
Ap ⊆ Aq whenever p ≤ q in P , p∈P Ap = A.

Then (A, R, B) 4GT (P, ≤, P ) n (C, S, D).


proof If C = ∅ the result is trivial, since every Ap is empty and B can be empty only if D is. So we may suppose
that C 6= ∅. For each p ∈ P , let (φp , ψp ) be a Galois-Tukey connection from (Ap , R, B) to (C, S, D). For a ∈ A, let
r(a) ∈ P be such that a ∈ Ar(a) , and set fa (p) = φp (a) whenever p ∈ P and a ∈ Ap ; for other p ∈ P take fa (p) to
be any member of C. Set φ(a) = (r(a), fa ) for a ∈ A. For q ∈ P , d ∈ D set ψ(q, d) = ψq (d) ∈ B. Now (φ, ψ) is
a Galois-Tukey connection from (A, R, B) to (P, ≤, P ) n (C, S, D). P P Suppose that a ∈ A and (q, d) ∈ P × D are
such that r(a) ≤ q and (fa (q), d) ∈ S. Then a ∈ Ar(a) ⊆ Aq so fa (q) = φq (a). Because (φq , ψq ) is a Galois-Tukey
connection, (a, ψ(q, d)) = (a, ψq (d)) ∈ R. Q
Q
So we have the result.

512X Basic exercises (a) (i) Suppose that A ⊆ A0 , B 0 ⊆ B and that R is any relation. Show that (A, R, B) 4GT
(A , R, B 0 ). (ii) Show that (∅, ∅, {∅}) 4GT (A, R, B) 4GT ({∅}, ∅, ∅) for every supported relation (A, R, B).
0

(b) Let (A, R, B) be any supported relation. Show that sat(A, R, B) ≤ (link2 (A, R, B))+ .

(c) Let h(Ai , Ri , Bi )ii∈I be a family of supported relations with simple product (A, R, B). Show that (A, R, B)⊥
can be naturally identified with the simple product of h(Ai , Ri , Bi )⊥ ii∈I .
513A Partially ordered sets 25

(d) Let (A, R, B) be a supported relation and κ > 0 a cardinal. Show that (A, R 0 , [B]≤κ ) 4GT (A, R, B)κ , where
(A, R, B)κ is the simple product of κ copies of (A, R, B), and R 0 = {(a, J) : a ∈ R−1 [J]} as usual.

(e) Let (A, R, B) and (C, S, D) be supported relations, and (A × C, T, B × D) their simple product. (i) Show that if
C 6= ∅, then (A, R, B) 4GT (A × C, T, B × D). (ii) Show that (A × C, T, B × D) 4GT (A, R, B) n (C, S, D). (iii) Show
that (using the conventions of 512Jb) cov(A × C, T, B × D) = cov(A, R, B) · cov(C, S, D).

(f ) Let (A0 , R0 , B0 ), (A1 , R1 , B1 ), (C0 , S0 , D0 ) and (C1 , S1 , D1 ) be supported relations such that
(A0 , R0 , B0 ) 4GT (A1 , R1 , B1 ) and (C0 , S0 , D0 ) 4GT (C1 , S1 , D1 ). Show that
(A0 , R0 , B0 ) n (C0 , S0 , D0 ) 4GT (A1 , R1 , B1 ) n (C1 , S1 , D1 ),

(A0 , R0 , B0 ) o (C0 , S0 , D0 ) 4GT (A1 , R1 , B1 ) o (C1 , S1 , D1 ).

(g) Let (X, T) and (Y, S) be topological spaces. (i) Show that if Y is a continuous image of X, (S \ {0}, 3, Y )
4GT (T \ {∅}, 3, X). (ii) Show that if X and Y are compact and Hausdorff and there is an irreducible continuous
surjection from X onto Y , then (T \ {0}, 3, X) ≡GT (S \ {∅}, 3, Y ) and (T \ {∅}, ⊇, T \ {∅}) ≡GT (S \ {∅}, ⊇, S \ {∅}),
so d(X) = d(Y ) and π(X) = π(Y ).

512Y Further exercises (a) Give an example of a supported relation (A, R, B) such that sat(A, R, B) = ω.
(Compare 513Bb below.)

(b) Show that there are two families h(Ai , Ri , Bi )ii∈I and h(Ci , Si , Di )ii∈I of supported relations, with simple
products (A, R, B) and (C, S, D) respectively, such that cov(Ai , Ri , Bi ) = cov(Ci , Si , Di ) for each i, but cov(A, R, B) 6=
cov(C, S, D). (Hint: examine the proof of 511I.)

512 Notes and comments Much of this section is cluttered by the repeated names (A, R, B) of ‘supported relations’.
In fact these could probably be dispensed with. While I am reluctant to alter the general convention I use in this
book, that a ‘relation’ is neither more nor less than a class of ordered pairs, it is clear that in all significant cases
our supported relation (A, R, B) will be such that A = {a : (a, b) ∈ R} and B = {b : (a, b) ∈ R}, so that A and B
can be recovered from the set R. But this would make impossible the very useful convention that ‘(X, ∈, A)’ is to be
interpreted as ‘(X, {(x, A) : A ∈ A, x ∈ X ∩ A}, A)’, and since nearly every mathematical argument in this context
demands names for the domains and codomains of the relations, it seems easier to write these in each time.
An important feature of the theory here is that while it is very common for our relations to be reasonably well-
behaved by some criterion (for instance, we may have Polish spaces A and B and a coanalytic set R ⊆ A × B), the
functions in a Galois-Tukey connection are not required to have any properties beyond those declared in the definition.
Of course the most important Galois-Tukey connections are those which are ‘natural’ in some sense, and are constructed
in a way which does not involve totally unscrupulous use of the axiom of choice. I will return to this question in the
next section.

513 Partially ordered sets


In §§511-512 I have given long lists of definitions. It is time I filled in details of the most elementary relationships
between the various concepts introduced. Here I treat some of those which can be expressed in the language of partially
ordered sets. I begin with notes on cofinality and saturation, with the Erdős-Tarski theorem (513B). In this context,
Galois-Tukey connections take on particularly direct forms (513D-513E); for directed sets, we have an alternative
definition of Tukey equivalence (513F). The majority of the cardinal functions defined so far on partially ordered sets
are determined by their cofinal structure (513G, 513If; see also 516Ga below).
In the last third of the section (513J-513N), I discuss Tukey functions between directed sets with a special kind of
topological structure, which I call ‘metrizably compactly based’; the point is that for Polish metrizably compactly based
directed sets, if there is any Tukey function between them, there must be one which is measurable in an appropriate
sense (513N).

513A It will help to have an elementary lemma on maximal antichains.


Lemma Let P be a partially ordered set.
(a) If Q ⊆ P is cofinal and A ⊆ Q is an up-antichain, there is a maximal up-antichain A0 in P such that A ⊆ A0 ⊆ Q.
In particular, Q includes a maximal up-antichain.S
(b) If A ⊆ P is a maximal up-antichain, Q = q∈A [q, ∞[ is cofinal with P .
26 Cardinal functions 513A

proof (a) Let A0 ⊆ Q be maximal subject to being an up-antichain in P including A. Then for any p ∈ P \ A0 , there
are a q ∈ Q such that p ≤ q, and an r ∈ A0 such that
∅=
6 [r, ∞[ ∩ [q, ∞[ ⊆ [r, ∞[ ∩ [p, ∞[,
so A0 ∪ {p} is not an up-antichain. But this means that A0 is a maximal up-antichain in P .
Starting from A = ∅, we see that Q includes a maximal up-antichain.
(b) If p ∈ P , then either p ∈ A ⊆ Q, or A ∪ {p} is not an up-antichain, so that there is some q ∈ A such that
∅=
6 [p, ∞[ ∩ [q, ∞[ ⊆ Q ∩ [p, ∞[.

513B Theorem Let P be a partially ordered set.


(a) bu P ≤ cf P ≤ #(P ).
(b) sat↑ (P ) is either finite or a regular uncountable cardinal.
(c) c↑ (P ) is the predecessor of sat↑ (P ) if sat↑ (P ) is a successor cardinal, and otherwise is equal to sat↑ (P ).
proof (a) To see that cf P ≤ #(P ) all we have to note is that P is a cofinal subset of itself. To see that bu P ≤ cf P ,
set κ = cf P and let hpξ iξ<κ enumerate a cofinal subset of P . Set
A = {ξ : ξ < κ, pξ 6≤ pη for any η < ξ}, Q = {pξ : ξ ∈ A}.
If p ∈ P there is a least ξ < κ such that p ≤ pξ , and now ξ ∈ A; so Q is cofinal with P . If p ∈ P , there is some ξ ∈ A
such that p ≤ pξ , and now {q : q ∈ Q, q ≤ p, p 6≤ q} ⊆ {pη : η < ξ} has cardinal less than κ, so that Q witnesses that
bu P ≤ κ.
(b)(i) Set κ = sat↑ (P ). For p ∈ P , set θ(p) = sat↑ ([p, ∞[). Note that if p ∈ P and B ⊆ P is any up-antichain, then
Bp = {q : q ∈ B, [q, ∞[ ∩ [p, ∞[ 6= ∅} has less than θ(p) members. P P For q ∈ Bp , choose q 0 ∈ [q, ∞[ ∩ [p, ∞[. Because
B is an up-antichain, {q : q ∈ Bp } is an up-antichain and q 7→ q is injective; so #(Bp ) = #({q 0 : q ∈ Bp }) < θ(p). Q
0 0
Q
If p ≤ q in P , any up-antichain in [q, ∞[ is also an up-antichain in [p, ∞[, so θ(q) ≤ θ(p). It follows that Q = {p :
p ∈ P, θ(q) = θ(p) for every q ≥ p} is cofinal with P . Let A ⊆ Q be a maximal up-antichain (513Aa); then #(A) < κ.
(ii) ?? Suppose, if possible, that κ = ω.
case 1 Suppose there is a p ∈ A such that θ(p) = ω. Then we can choose hpn in∈N , hqn in∈N inductively, as
follows. p0 = p. Given that pn ∈ Q and θ(pn ) = ω, there must be pn+1 , qn ∈ [pn , ∞[ such that [pn+1 , ∞[ ∩ [qn , ∞[ = ∅;
now pn+1 ∈ Q and θ(pn+1 ) = ω. Continue. At the end of the induction, {qn : n ∈ N} is an infinite up-antichain in P ,
which is impossible.
P
case 2 Suppose that θ(p) < ω for every p ∈ A. Then n = p∈A θ(p) is finite. Let B ⊆ P be any up-
antichain.
S For each p ∈ A, set BSp = {q : q ∈ B, [q, ∞[ ∩ [p, ∞[ 6
= ∅}; as noted in (i), #(Bp ) < θ(p) for every p ∈ A,
so #( p∈A Bp ) ≤ n. But B = p∈A Bp , because A is a maximal up-antichain, so #(B) ≤ n. As B is arbitrary,
sat↑ (P ) ≤ n + 1 < ω. X
X
Thus κ 6= ω.
(iii) ?? Suppose, if possible, that κ is a singular infinite cardinal. Set λ = cf κ and let hκξ iξ<λ be a strictly
increasing family of cardinals with supremum κ.
case 1 Suppose there is a p ∈ Q such that θ(p) = κ. Then, because λ < κ, there is an up-antichain B ⊆ [p, ∞[
of cardinal λ; enumerate
S B as hpξ iξ<λ . For each ξ < λ, θ(pξ ) > κξ , so there is an up-antichain Cξ ⊆ [pξ , ∞[ of cardinal
κξ . Now C = ξ<λ Cξ is an up-antichain in P of cardinal κ, which is supposed to be impossible.
case 2 Suppose that θ(p) < κ for every p ∈ Q.
case 2a Suppose that supp∈A θ(p) < κ. Then there is an up-antichain C ⊆ P such that #(C) is greater than
max(ω, #(A),
S supp∈A θ(p)). For each S p ∈ A set Cp = {q : q ∈ C, [q, ∞[ ∩ [p, ∞[ 6= ∅}, so that #(Cp ) < θ(p). It follows
that C 6= p∈A Cp . But if q ∈ C \ p∈A Cp , there is a q 0 ∈ Q such that q 0 ≥ q, and now A ∪ {q 0 } is an up-antichain in
Q strictly including A, which is impossible.
case 2b Suppose that supp∈A θ(p) = κ. Then we can choose inductively a family hpξ iξ<λ in A such that
θ(pξ ) > max(κξ , supη<ξ θ(pη )) for each ξ; the point being that when we come to choose pξ , hθ(pη )iη<ξ is a family of
fewer than cf κ cardinals less than κ, so has supremum
S less than κ. Now all the pξ must be distinct. For each ξ, let
Bξ ⊆ [pξ , ∞[ be an up-antichain of size κξ ; then ξ<λ Bξ is an up-antichain in P of size κ, which is impossible. X
X
Thus κ cannot be a singular infinite cardinal.
(c) All we need to know is that c↑ (P ) = sup{κ : κ < sat↑ (P )}.
Remark (b) is sometimes called the Erdős-Tarski theorem.
513E Partially ordered sets 27

513C Cofinalities of cardinal functions We can say a little about the possible cofinalities of the cardinals which
have appeared so far.
Proposition (a) Let P be a partially ordered set with no greatest member.
(i) If add P is infinite (that is, P is upwards-directed), it is regular, and there is a family hpξ iξ<add P in P such
that pη < pξ whenever η < ξ < add P , but {pξ : ξ < add P } has no upper bound in P .
(ii) If cf P is infinite, its cofinality is at least add P .S
(b) Let I be an ideal of subsets of a set X such that I = X ∈ / I.
(i) cf(add I) = add I ≤ cf(cf I).
(ii) cf(non I) ≥ add I.
(iii) If cov I = cf I then cf(cf I) ≥ non I.
proof (a)(i) Let hqξ iξ<add P be a family in P with no upper bound in P . Choose hpξ iξ<add P inductively, as follows.
Given pξ , where ξ < add P , there is a p0ξ ∈ P such that p0ξ 6≤ pξ ; let pξ+1 be an upper bound of {pξ , p0ξ , qξ }. For a limit
ordinal ξ < add P , let pξ be an upper bound of {pη : η < ξ}. This will ensure that pη < pξ whenever ξ < η < add P
and that {pξ : ξ < add P } has no upper bound, since such a bound would have to be a bound for {qξ : ξ < add P }.
?? If add P is singular, express it as supξ<λ κξ , where λ < add P and κξ < add P for each ξ < λ. Then for each
ξ < λ, {pη : η < κξ } has an upper bound rξ in P ; but now {rξ : ξ < λ} has an upper bound in P , which is also an
upper bound of {pη : η < add P }. X X
(ii) ?? If cf(cf P ) < add P , express cf P as supξ<λ κξ where λ < add P and κξ < cf P for each ξ < λ. Let hpη iη<cf P
enumerate a cofinal subset of P . Then {pη : η < κξ } is never cofinal with P , so there is for each ξ < λ a qξ ∈ P such
that qξ 6≤ pη for every η < κξ . But now there is a q ∈ P which is an upper bound for {qξ : ξ < λ}, and q 6≤ pη for any
η < cf P . X
X
S
(b)(i) Because I = X ∈ / I, cf I and add I are both infinite, so this is just a special case of (a).
(ii) ?? If cf(non I) < add I, express non I as supξ<λ κξ where λ < add I and κξ < non I for each ξ < λ. Let
hxη iη<non I enumerate
S a subset of X not belonging to I. Then Iξ = {xη : η < κξ } belongs to I for each ξ < λ; but
this means that ξ<λ Iξ = {xη : η < non I} belongs to I. X X

S (iii) Set cf(cf I) = κ. Let hAξ iξ<κ be a family of subsets of I, all S


of cardinal less than cf I = cov I, such that
Aξ is cofinal with I. Because #(Aξ ) < cov I, there is an xξ ∈ X \ Aξ for each ξ < κ. Now {xξ : ξ < κ} is not
ξ<κ
included in any member of Aξ for any ξ, so cannot belong to I and witnesses that non I ≤ κ.

513D Galois-Tukey connections between partial orders have some distinctive features which make a special language
appropriate.
Definition Let P and Q be pre-ordered sets. A function φ : P → Q is a Tukey function if φ[A] has no upper bound
in Q whenever A ⊆ P has no upper bound in P . A function ψ : Q → P is a dual Tukey function (also called ‘cofinal
function’, ‘convergent function’) if ψ[B] is cofinal with P whenever B ⊆ Q is cofinal with Q.
If P and Q are pre-ordered sets, I will write ‘P 4T Q’ if (P, ≤, P ) 4GT (Q, ≤, Q), and ‘P ≡T Q’ if (P, ≤, P ) ≡GT
(Q, ≤, Q); in the latter case I say that P and Q are Tukey equivalent. It follows immediately from 512C that 4T is
reflexive and transitive, and of course P ≡T Q iff P 4T Q and Q 4T P .

513E Theorem Let P and Q be pre-ordered sets.


(a) If (φ, ψ) is a Galois-Tukey connection from (P, ≤, P ) to (Q, ≤, Q) then φ : P → Q is a Tukey function and
ψ : Q → P is a dual Tukey function.
(b)(i) A function φ : P → Q is a Tukey function iff there is a function ψ : Q → P such that (φ, ψ) is a Galois-Tukey
connection from (P, ≤, P ) to (Q, ≤, Q).
(ii) A function ψ : Q → P is a dual Tukey function iff there is a function φ : P → Q such that (φ, ψ) is a
Galois-Tukey connection from (P, ≤, P ) to (Q, ≤, Q).
(iii) If ψ : Q → P is order-preserving and ψ[Q] is cofinal with P , then ψ is a dual Tukey function.
(c) The following are equiveridical, that is, if one is true so are the others:
(i) P 4T Q;
(ii) there is a Tukey function φ : P → Q;
(iii) there is a dual Tukey function ψ : Q → P .
(d)(i) Let f : P → Q be such that f [P ] is cofinal with Q and, for p, p0 ∈ P , f (p) ≤ f (p0 ) iff p ≤ p0 . Then P ≡T Q.
(ii) Suppose that A ⊆ P is cofinal with P . Then A ≡T P
(iii) For p, q ∈ P say that p ≡ q if p ≤ q and q ≤ p; let P̃ be the partially ordered set of equivalence classes in P
under the equivalence relation ≡ (511A, 511Ha). Then P ≡T P̃ .
28 Cardinal functions 513E

(e) Suppose now that P 4T Q. Then


(i) cf P ≤ cf Q;
(ii) add P ≥ add Q;
(iii) sat↑ (P ) ≤ sat↑ (Q), c↑ (P ) ≤ c↑ (Q);
(iv) link↑<κ (P ) ≤ link↑<κ (Q) for any cardinal κ;
(v) link↑ (P ) ≤ link↑ (Q), d ↑ (P ) ≤ d ↑ (Q).
(f) If P and Q are Tukey equivalent, then cf P = cf Q and add P = add Q. Q
Q (g) If hPi ii∈I and hQi ii∈I are families of pre-ordered ordered sets such that Pi 4T Qi for every i, then i∈I Pi 4T
i∈I Qi .
(h) If 0 < κ < add P then P ≡T P κ . In particular, if P is upwards-directed then P ≡T P × P .
proof (a) To say that (φ, ψ) is a Galois-Tukey connection from (P, ≤, P ) to (Q, ≤, Q) means just that p ≤ ψ(q)
whenever φ(p) ≤ q. Now if A ⊆ P is not bounded above, then for any q ∈ Q there must be a p ∈ A such that p 6≤ ψ(q).
In this case, φ(p) 6≤ q; as q is arbitrary, φ[A] is not bounded above; as A is arbitrary, φ is a Tukey function. Similarly,
if B ⊆ Q is cofinal, then for any p ∈ P there is a q ∈ B such that φ(p) ≤ q and p ≤ ψ(q), so ψ[B] is cofinal with P . As
B is arbitrary, ψ is a dual Tukey function.
(b)(i) If φ : P → Q is a Tukey function, then for each q ∈ Q set Aq = {p : p ∈ P, φ(p) ≤ q}. Since φ[Aq ] is bounded
above in Q, Aq must be bounded above in P ; take ψ(q) to be any upper bound for Aq in P . Then we see that p ≤ ψ(q)
whenever φ(p) ≤ q, so that (φ, ψ) is a Galois-Tukey connection from (P, ≤, P ) to (Q, ≤, Q). Together with (a), this
proves (i).
(ii) If ψ : Q → P is a dual Tukey function, then for each p ∈ P set Bp = {q : q ∈ Q, ψ(q) 6≥ p}. Then ψ[Bp ] is
not cofinal with P , so Bp cannot be cofinal with Q, and there must be a φ(p) ∈ P such that φ(p) 6≤ q for any q ∈ Bp .
Turning this round, if φ(p) ≤ q then q ∈ / Bp and p ≤ ψ(q); so (φ, ψ) is a Galois-Tukey connection from (P, ≤, P ) to
(Q, ≤, Q). Together with (a), this proves (ii).
(iii) Because ψ[Q] is cofinal with P , we have a function φ : P → Q such that p ≤ ψφ(p) for every p ∈ P . Now,
for any p ∈ P and q ∈ Q,
φ(p) ≤ q =⇒ p ≤ ψφ(p) ≤ ψ(q),
so (φ, ψ) is a Galois-Tukey connection and ψ is a dual Tukey function.
(c) This follows immediately from (a) and (b).
(d)(i) f is a Tukey function. P P If A ⊆ P and f [A] is bounded above in Q, let q be an upper bound for f [A].
Because f [P ] is cofinal with Q, there is a p0 ∈ P such that q ≤ f (p0 ). If now p ∈ A, we have f (p) ≤ q ≤ f (p0 ) so
p ≤ p0 ; thus A is bounded above in P . As A is arbitrary, f is a Tukey function. Q
Q So P 4T Q.
f is a dual Tukey function. P P If A ⊆ P is cofinal with P , and q ∈ Q, there are a p ∈ P such that q ≤ f (p), and a
p0 ∈ A such that p ≤ p0 ; in which case
q ≤ f (p) ≤ f (p0 ) ∈ f [A].
Q So Q 4T P and P ≡T Q.
Thus f [A] is cofinal with Q; as A is arbitrary, f is a dual Tukey function. Q
(ii) Apply (i) to the identity map from A to P .
(iii) Apply (i) to the canonical map from P to P̃ .
(e) This is just a restatement of the results in 512D, using the identifications listed in 512Ea. The only omission
concerns cellularities, for which I have not set out a formal definition in the context of supported relations; but if
A ⊆ P is an up-antichain and φ : P → Q is a Tukey function, then {φ(a), φ(a0 )} can have no upper bound in Q for
any distinct a, a0 ∈ A, so φ[A] is an up-antichain in Q with the same cardinality as A, and #(A) ≤ c↑ (Q). As A is
arbitrary, c↑ (P ) ≤ c↑ (Q) and sat↑ (P ) ≤ sat↑ (Q) and
(f ) follows at once from (e).
Q Q
(g) Set P = i∈I Pi and Q = i∈I Qi . For each i ∈ I let φi : Pi → Qi be a Tukey function, and define φ : P → Q
by setting φ(pp)(i) = φi (pp(i)) for p ∈ P , i ∈ I. If q ∈ Q then for every i ∈ I there is a p∗i ∈ Pi such that p ≤ p∗i
whenever p ∈ Pi and φi (p) ≤ q (i); setting p∗ (i) = p∗i for each i, we see that p∗ ∈ P and that p ≤ p∗ whenever p ∈ P
and φ(pp) ≤ q . So φ is a Tukey function and P 4T Q.
(h) Let Q ⊆ P κ be the set of constant functions. Because κ ≥ 1, Q is isomorphic to P ; because κ < add P , Q is
cofinal with P κ ; so P ∼
= Q ≡GT P κ .
(i) Let φ : P̃ → P be any function such that φ(q) ∈ v for every v ∈ P̃ . Then φ is an isomorphism between P̃ and a
cofinal subset of P , so P̃ ≡T φ[P̃ ] ≡T P , by (d).
513I Partially ordered sets 29

513F Theorem (Tukey 40) Suppose that P and Q are upwards-directed partially ordered sets. Then P and Q
are Tukey equivalent iff there is a partially ordered set R such that P and Q are both isomorphic, as partially ordered
sets, to cofinal subsets of R.
proof (a) Suppose that P and Q are Tukey equivalent. Then there are Tukey functions φ : P → Q and ψ : Q → P .
Set S = (P × {0}) ∪ (Q × {1}), with a relation ≤ defined by saying that
(p, 0) ≤ (q, 1) iff (α) there is a p0 ≥ p in P such that φ(p0 ) ≤ q in Q (β) q 0 ≤ q in Q whenever q 0 ∈ Q and
ψ(q 0 ) ≤ p in P ,
(q, 1) ≤ (p, 0) iff (α) there is a q 0 ≥ q in Q such that ψ(q 0 ) ≤ p in P (β) p0 ≤ p in Q whenever p0 ∈ P and
φ(p0 ) ≤ q in Q,
(p0 , 0) ≤ (p, 0) iff p0 ≤ p in P ,
(q 0 , 1) ≤ (q, 1) iff q 0 ≤ q in Q.
Of course ≤ is reflexive. To see that it is transitive, observe that if (p, 0) ≤ (q, 1) ≤ (p̃, 0) then there is a p0 ≥ p such
that φ(p0 ) ≤ q, and now p0 ≤ p̃, so (p, 0) ≤ (p̃, 0). Similarly, (q, 1) ≤ (q̃, 1) whenever (q, 1) ≤ (p, 0) ≤ (q̃, 1). The
other cases to check are equally easy. It is not necessarily the case that ≤ is antisymmetric, since it is possible to have
(p, 0) ≤ (q, 1) ≤ (p, 0); but we have an equivalence relation ∼ = on S defined by saying that s ∼ = t if s ≤ t and t ≤ s, and
a natural partial order on the set R of equivalence classes defined by saying that s• ≤ t• iff s ≤ t.
The map p 7→ (p, 0)• : P → R is an order-isomorphism between P and its image P̃ ⊆ R. Now for any q ∈ Q there is
a p ∈ P such that (q, 1) ≤ (p, 0). P P Since φ is a Tukey function, A = {p0 : f (p0 ) ≤ q} must be bounded above in P ; let
p0 be an upper bound for A. Now because P is upwards-directed, there is a p ∈ P such that p0 ≤ p and ψ(q) ≤ p, and
in this case (q, 1) ≤ (p, 0). Q Q This is what we need to see that P̃ is cofinal with R. Similarly, Q is order-isomorphic to
its canonical image in R, and this too is cofinal with R. So both P and Q are isomorphic to cofinal subsets of R.
(b) Conversely, if P and Q are both isomorphic to cofinal subsets of a partially ordered set R, then P , R and Q are
all Tukey equivalent, by 513Ed.

513G We shall repeatedly want to use some elementary facts about cofinal subsets.
Proposition Let P be a pre-ordered set and Q a cofinal subset of P . Then
(a) add Q = add P ;
(b) cf Q = cf P ;
(c) sat↑ (Q) = sat↑ (P ), c↑ (Q) = c↑ (P );
(d) link↑<κ (Q) = link↑<κ (P ) for any cardinal κ; in particular, link↑ (Q) = link↑ (P ) and d ↑ (Q) = d ↑ (P );
(e) bu Q = bu P .
proof All except (e) are consequences of 513Ed and 513Ee. As for bursting numbers, every cofinal subset of Q is also
cofinal with P , so bu P ≤ bu Q. For the reverse inequality, let Q1 be a cofinal subset of P such that #({q : q ∈ Q1 ,
q ≤ p, p 6≤ q}) < bu P for every p ∈ p. Let φ : Q1 → Q be any function such that φ(q) ≥ q for every q ∈ Q1 , so that
φ[Q1 ] is cofinal with Q. If q ∈ Q, then
{q 0 : q 0 ∈ φ[Q1 ], q 0 ≤ q, q 6≤ q 0 } ⊆ {φ(q 0 ) : q 0 ∈ Q1 , q 0 ≤ q, q 6≤ q 0 }
has cardinal less than bu P , and φ[Q1 ] witnesses that bu Q ≤ bu P .

513H Definition LetS P be a partially ordered set. Its σ-additivity addω P is the smallest cardinal of any subset
A of P such that A 6⊆ q∈D ]−∞, q] for any countable set D ⊆ P . If there is no such set, that is, if cf P ≤ ω, I write
addω P = ∞.

513I Proposition Let P be a partially ordered set. As in 512F, write p ≤ 0 A, for p ∈ P and A ⊆ P , if there is a
q ∈ A such that p ≤ q.
(a) addω P = add(P, ≤ 0 , [P ]≤ω ).
(b) max(ω1 , add P ) ≤ addω (P ).
(c) If addω P is an infinite cardinal, it is regular.
(d) If 2 ≤ κ ≤ add P , then (P, ≤ 0 , [P ]<κ ) ≡GT (P, ≤, P ). So if add P > ω, addω (P ) = add P .
(e) If Q is another partially ordered set and (P, ≤ 0 , [P ]≤ω ) 4GT (Q, ≤ 0 , [Q]≤ω ) (in particular, if P 4T Q) then
addω P ≥ addω Q.
(f) If Q ⊆ P is cofinal with P , then addω Q = addω P .
(g) If κ ≤ cf P then add(P, ≤ 0 , [P ]<κ ) ≤ cf P . So if cf P > ω then addω P ≤ cf P .
(h) If cf(cf P ) > ω then cf(cf P ) ≥ addω P .
proof (a) All we have to do is to disentangle the definitions in 512Ba, 512F and 513H.
30 Cardinal functions 513I

(b) is immediate from the definition of addω .


(c) ?? Suppose, if possible, that addω P = κ where κ > max(ω, cf κ).S Express κ as supξ<λ κξ where κξ < κ for
every ξ < λ = cf κ. Let A ⊆ P be a set of cardinal κ such that A 6⊆ q∈D ]−∞, q] for any countable set D ⊆ P .
S
Express A as ξ<λ Aξ where #(Aξ ) = κξ for each ξ < λ. For each ξ < λ, there is a countable set Dξ ⊆ P such
S S
that Aξ ⊆ q∈Dξ ]−∞, q]. Set B = ξ<λ Dξ ; then #(B) ≤ λ < κ, so there is a countable set D ⊆ P such that
S S
B ⊆ q∈D ]−∞, q]. But now A ⊆ q∈D ]−∞, q]. X X
(d) By 512Gc, (P, ≤ 0 , [P ]<κ ) 4GT (P, ≤, P ). In the other direction, because κ ≤ add P , we have a function
ψ : [P ]<κ → P such that I ⊆ ]−∞, ψ(I)] for every I ∈ [P ]<κ ; so if we set φ(p) = p for p ∈ P , (φ, ψ) will be a
Galois-Tukey connection from (P, ≤, P ) to (P, ≤ 0 , [P ]<κ ), and (P, ≤, P ) 4GT (P, ≤ 0 , [P ]<κ ).
Now if add P > ω,
addω P = add(P, ≤ 0 , [P ]≤ω ) = add(P, ≤, P ) = add P .

(e) Use (a) with 512Db and 512Gb.


(f ) Use (e) and 513Ed.
(g) Let Q ⊆ P be a cofinal subset of P of cardinal cf P . If A ⊆ P is such that every member of Q is dominated by
a member of A, then A also is cofinal, so #(A) ≥ κ; thus Q witnesses that add(P, ≤ 0 , [P ]<κ ) ≤ cf P . Putting κ = ω1
we see that if cf P > ω then addω P ≤ cf P .
S
(h) ?? If ω < cf(cf P ) = λ < addω P let Q ⊆ P be a cofinal set of size cf P and express Q as ξ<λ Qξ where
#(Qξ ) < cf P and Qξ ⊆ Qη whenever ξ ≤ η < λ. For each ξ < λ, Qξ cannot be cofinal with P , so there is a pξ ∈ P
such that pξ 6≤ q for anyS q ∈ Qξ . Now A = {pξ : ξ < λ} has cardinal less than addω P , so there is a countable set
D ⊆ P such that A ⊆ r∈D ]−∞, r]. For each r ∈ D there is a qr ∈ Q such that r ≤ qr ; let ξr < λ be such that
qr ∈ Qξr . Because λ is uncountable and regular (being the cofinality of a cardinal), ζ = supr∈D ξr is less than λ, and
qr ∈ Qζ for every r ∈ D. But now there is an r ∈ D such that pζ ≤ r ≤ qr ∈ Qζ , contrary to the choice of pζ . X X
Remark The point of (b) and (d) here is that there are significant cases in which add P < ω1 < addω P .

*513J I remarked in the notes to §512 that Galois-Tukey correspondences are not required to have any special
properties, and of course the same is true of Tukey functions. But it is also the case that the ‘natural’ Tukey functions
arising in Chapter 52 can in many cases be derived from Borel functions between Polish spaces. I now present some
ideas taken from Solecki & Todorčević 04 which may be regarded as a partial explanation of the phenomenon.
Definition I will say that a metrizably compactly based directed set is a partially ordered set P endowed with
a metrizable topology such that
(i) p ∨ q = sup{p, q} is defined for all p, q ∈ P , and ∨ : P × P → P is continuous;
(ii) {p : p ≤ q} is compact for every q ∈ P ;
(iii) every convergent sequence in P has a subsequence which is bounded above.
In this context, I will say that P is ‘separable’ or ‘analytic’ if it is separable, or analytic, in the topological sense.
I leave it to you to check that many significant partially ordered sets are compactly based in the sense defined here
(513Xj-513Xn, 513Yd).

*513K Proposition Let P be a metrizably compactly based directed set.


(a) The ordering of P is a closed subset of P × P .
(b) P is Dedekind complete.
(c)(i) A non-decreasing sequence in P has an upper bound iff it is convergent, and in this case its supremum is its
limit.
(ii) A non-increasing sequence in P converges to its infimum.
(d) If p ∈ P and hpi ii∈N is a sequence in P , then hpi ii∈N is topologically convergent to P iff for every I ∈ [N]ω there
is a J ∈ [I]ω such that p = inf n∈N supi∈J\n pi .
(e) Suppose that p ∈ P and a double sequence hpni in,i∈N in P are such that limi→∞ pni = pn is defined in P and
less than or equal to p for each n. Then there is a q ∈ P such that {i : pni ≤ q} is infinite for every n ∈ N.
proof Let ρ be a metric on P inducing its topology.
(a) We have only to observe that {(p, q) : p ≤ q} = {(p, q) : p ∨ q = q}.
(b) Suppose that A ⊆ P is non-empty and bounded above. Let B be the set of upper bounds of A. Then
E = {[p, q] : p ∈ A, q ∈ B} is a non-empty family of compact sets with Tthe finite intersection property, because any
non-empty finite subset of A has a least upper bound. So there is a q0 ∈ E and now q0 must be the supremum of A.
*513L Partially ordered sets 31

(c)(i) Suppose that hpi ii∈N is a non-decreasing sequence in P . (α) If it has a topological limit p, then
p ∨ pj = limi→∞ pi ∨ pj = limi→∞ pi = p
for each j, so p is an upper bound for {pi : i ∈ N}; while if q is an upper bound for {pi : i ∈ N} then p ≤ q by (a).
Thus p = supi∈N pi . (β) If {pi : i ∈ N} is bounded above, then it has a least upper bound p, by (b). Now ]−∞, p] is
compact, therefore sequentially compact, and every subsequence of hpi ii∈N has a convergent sub-subsequence; by (α),
the limit of this sub-subsequence is always its supremum, which must be p; so hpi ii∈N itself converges to p.
(ii) Suppose that hpi ii∈N is a non-increasing sequence in P . Then it lies in the compact set ]−∞, p0 ] so has a
convergent subsequence hp0i ii∈N with limit p say. As in (i) just above,
p ∨ p0j = limi→∞ p0i ∨ p0j = limi→∞ p0j = p0j
for each j, so p is a lower bound for {p0i : i ∈ N}; while if q is a lower bound for {p0i : i ∈ N} then q ≤ p by (a).
Thus p = inf i∈N p0i = inf i∈N pi . What this shows is that inf i∈N pi is the only cluster point of hpi ii∈N and is therefore its
topological limit.
(d)(i) Suppose that p = limi→∞ pi . Note first that if q ∈ P then
lim supi→∞ ρ(q ∨ pi , p) ≤ limi→∞ ρ(q ∨ pi , q ∨ p) + ρ(q ∨ p, p) = ρ(q ∨ p, p),

lim supi→∞ ρ(p ∨ q ∨ pi , p) ≤ ρ((p ∨ q) ∨ p, p) = ρ(q ∨ p, p)


because ∨ is continuous. Now let I ⊆ N be infinite. By 513J(iii), there is an infinite I 0 ⊆ I such that {pi : i ∈ I 0 } is
bounded above. We can choose inductively a strictly increasing sequence hin in∈N in I 0 such that
ρ(supj≤n≤k pin , p) < 2−j , ρ(p ∨ supj≤n≤k pin , p) < 2−j
whenever j ≤ k in N. Set J = {in : n ∈ N}; then ρ(supj∈J,m≤j≤k pj , p) < 2−m whenever m ≤ k ∈ N and [m, k] meets J.
For each m, qm = supj∈J\m pj is defined in P , by (b) above; moreover, (c-i) tells us that qm = limk→∞ supj∈J,m≤j≤k pj
so
ρ(qm , p) = limk→∞ ρ(supj∈J,m≤j≤k pj , p) ≤ 2−m .
But this means that p is the topological limit of the non-increasing sequence hqm im∈N and must be inf m∈N qm . Thus
hpi ii∈N satisfies the condition proposed.
(ii) Now suppose that for every I ∈ [N]ω there is a J ∈ [I]ω such that p = inf n∈N supi∈J\n pi . Then any convergent
subsequence of hpi ii∈N has limit p. PP Suppose the subsequence is hpin in∈N where hin in∈N is strictly increasing. Set
I = {in : n ∈ N}. Then we must have an infinite J ⊆ N such that p = inf m∈N supk∈J\m pik . Now (i) tells us that we also
have an infinite K ⊆ J such that the limit p0 of hpin in∈N is inf m∈N supk∈K\m pik . Since supk∈K\m pik ≤ supk∈J\m pik
for every m, p0 ≤ p. On the other hand, we also have an infinite L ⊆ K such that p = inf m∈N supk∈L\m pik ; so that
p ≤ p0 and p = p0 . Q
Q
Since the condition tells us also that every subsequence of hpi ii∈N has a sub-subsequence which is bounded above,
and therefore has a convergent sub-sub-subsequence, p is actually the limit of hpi ii∈N .
(e) Note first that if hqi ii∈N is a sequence in P converging to q ∗ ∈ P , and  > 0, there is a q 0 ∈ P such that
ρ(q 0 , q ∗ ) ≤  and {i : qi ≤ q 0 } is infinite. P
P By (d), there is an infinite J ⊆ N such that q ∗ = inf n∈N supi∈J\n qi ; by
0
(c)(ii), we can take q = supi∈J\n qi for some n. Q Q
For m, i ∈ N, set qmi = p ∨ supn≤m pni . Then limi→∞ qmi = p ∨ supn≤m pn for each m. We can therefore find, for
each m ∈ N, an qm ∈ P such that ρ(qm , p) ≤ 2−m and {i : qmi ≤ qm } is infinite. As hqm im∈N → p, there is a q ∈ P
such that {m : qm ≤ q} is infinite. Now, for any n ∈ N, there is an m ≥ n such that qm ≤ q, so that
{i : pni ≤ q} ⊇ {i : qmi ≤ qm }
is infinite.

*513L Proposition Let P be a separable metrizably compactly based directed set, and give the set C of closed
subsets of P its Vietoris topology. Let Kb ⊆ C be the family of non-empty compact subsets of P which are bounded
above in P . Then K 7→ sup K : Kb → P is Borel measurable.
proof Writing K for the family of non-empty compact subsets of P , we have a sequence hfn in∈N of Borel measurable
functions from K to P such that K = {fn (K) : n ∈ N} for every K ∈ K (5A4Dc). Set gn (K) = supi≤n fi (K) for each
K ∈ K and n ∈ N; because P is separable, every gn is Borel measurable (put 418Bd and 418Ac together). For K ∈ Kb ,
hgn (K)in∈N is a non-decreasing bounded sequence, so converges to g(K) ∈ P , by 513K(c-i); now g : Kb → P is Borel
measurable (418Ba). Since {q : q ≤ g(K)} is a closed set including {fi (K) : i ∈ N}, it includes K, and g(K) is an
upper bound for K; because g(K) = supi∈N fi (K), g(K) = sup K. So we have the result.
32 Cardinal functions *513M

*513M Lemma Let P and Q be non-empty metrizably compactly based directed sets of which P is separable, and
φ : P → Q a Tukey function. Set
R = {(q, p) : p ∈ P, q ∈ Q, φ(p) ≤ q}.
Then
(a) R[ ]−∞, q] ] is bounded above in P for every q ∈ Q;
(b) R ⊆ Q × P is usco-compact.
proof (a) Because P is non-empty, we need consider only the case in which R[ ]−∞, q] ] is non-empty. Let hpn in∈N be
a sequence running over a dense subset of R[ ]−∞, q] ]. For each n ∈ N we have sequences hpni ii∈N in P and hqni in∈N
in Q such that φ(pni ) ≤ qni , limi→∞ pni = pn and limi→∞ qni = qn ≤ q. By 513Ke, there is a q 0 ∈ Q such that
In = {i : qni ≤ q 0 } is infinite for every n ∈ N. Because φ is a Tukey function, there is a p0 ∈ P such that pni ≤ p0
whenever n ∈ N and i ∈ In . But now {p : p ≤ p0 } is closed, so it contains every pn and is an upper bound for
R[ ]−∞, q] ].
(b) In particular, for any q ∈ Q, R[{q}] is bounded above in P , therefore relatively compact; since R is closed, every
R[{q}] is closed and therefore compact. Now suppose that F ⊆ P is closed and that hqn in∈N is a sequence in R−1 [F ]
converging to q ∈ Q. Then there is a q ∗ ∈ Q such that J = {n : qn ≤ q ∗ } is infinite. For n ∈ J, let pn ∈ F be such
that (qn , pn ) ∈ R. Then {pn : n ∈ J} is included in the order-bounded set R−1 [ ]−∞, q ∗ ] ], so is relatively compact, and
hpn in∈N has a cluster point p say. Of course p ∈ F ; also (q, p) is a cluster point of h(qn , pn )in∈N , so belongs to R = R,
and q ∈ R−1 [F ]. As q is arbitrary, R−1 [F ] is closed; as F is arbitrary, R is usco-compact.

*513N Theorem (Solecki & Todorčević 04) Let P and Q be metrizably compactly based directed sets such
that P 4T Q. Let Σ be the σ-algebra of subsets of P generated by the Souslin-F sets.
(a) If P is separable, there is a Borel measurable dual Tukey function ψ : Q → P .
(b) If P is separable and Q is analytic, there is a Σ-measurable Tukey function φ : P → Q.
proof If either P or Q is empty, so is the other, and the result is trivial; suppose that they are non-empty.
(a) Let φ0 : P → Q be a Tukey function, and set R = {(q, p) : p ∈ P, q ∈ Q, φ0 (p) ≤ q}, so that R is usco-compact
(513M). Let C be the set of closed subsets of P with its Vietoris topology; then q 7→ R[{q}] is Borel measurable
(5A4Db). Since ∅ is an isolated point of C, Q0 = {y : R[{y}] 6= ∅} is a Borel set in Q. If q ∈ Q0 , then R[{q}] is a
non-empty compact subset of P which is bounded above (513Ma), so 513L tells us that q 7→ sup R[{q}] : Q0 → P is
Borel measurable. Fix any p0 ∈ P and set ψ(q) = sup R[{q}] if q ∈ Q0 , p0 if q ∈ Q \ Q0 . Then ψ is Borel measurable.
If p ∈ P , q ∈ Q and φ0 (p) ≤ q, then (q, p) ∈ R, p ∈ R[{q}] and p ≤ ψ(q); thus (φ0 , ψ) is a Galois-Tukey connection and
ψ is a dual Tukey function.
(b) R ⊆ Q × P is a closed set and R[Q] = P . Because P and Q are separable and metrizable, R can be obtained
by Souslin’s operation from products of closed sets. By the von Neumann-Jankow selection theorem (423M), there is
a Σ-measurable φ : P → Q such that (φ(p), p) ∈ R for every p ∈ P . If q ∈ Q, then {p : φ(p) ≤ q} ⊆ R[ ]−∞, q] ] is
bounded above in P , so φ is a Tukey function.

513O The last result in this section is entirely unconnected with the rest, and is a standard trick; but it will be
useful later and contains an implicit challenge (513Yg).
Lemma Let P and Q be non-empty partially ordered sets, and suppose that (i) every non-decreasing sequence in P
has an upper bound in P (ii) there is no strictly increasing family hqξ iξ<ω1 in Q. Let f : P → Q be an order-preserving
function. Then there is a p ∈ P such that f (p0 ) = f (p) whenever p0 ∈ P and p0 ≥ p.
proof ?? Otherwise, we can choose hpξ iξ<ω1 inductively so that
p0 ∈ P ,
pξ+1 ≥ pξ and f (pξ+1 ) > f (pξ ) for every ξ < ω1 ,
pξ is an upper bound for {pη : η < ξ} for every non-zero limit ordinal ξ < ω1 .
But now hf (pξ )iξ<ω1 is strictly increasing, which is impossible. X
X

513X Basic exercises (a) Let P be a partially ordered set, and A the family of subsets of P which are not cofinal
with P . Show that (A, 63, P ) 4GT (P, ≤, P ). Explain the relation of this fact to 511Xk, 513C(a-ii) and 513Xb.

(b) Let P be a partially ordered set such that bu P ≥ ω. Show that cf(bu P ) ≥ add P .

(c) Let P , Q and R be partially ordered sets. (i) Show that if φ1 : P → Q and φ2 : Q → R are Tukey functions,
then φ2 φ1 : P → R is a Tukey function. (ii) Show that if ψ1 : P → Q and ψ2 : Q → R are dual Tukey functions, then
ψ2 ψ1 : P → R is a dual Tukey function.
513Yg Partially ordered sets 33

(d) Let P and Q be partially ordered sets, and g : Q → P a function. Show that g is a dual Tukey function iff for
every p0 ∈ P there is a q0 ∈ Q such that g(q) ≥ p0 for every q ≥ q0 .

(e) Set P = [{0, 1, 2}]≤2 , Q = [{0, 1, 2}]2 . Show that there is no order-preserving Tukey function from P to Q.

(f ) Suppose that P is a partially ordered set and add P = cf P = κ ≥ ω. Show that P ≡T κ.

(g) Prove (a)-(d) of 513G directly, without mentioning Tukey functions or Galois-Tukey connections.

> (h)(i) Show that if P and Q are two partially ordered sets such that sat↑ (P ) = #(P )+ = #(Q)+ = sat↑ (Q) then
P and Q are Tukey equivalent. (Hint: if B ⊆ Q is an up-antichain, any injective function φ : P → B is a Tukey
function from P to Q.) (ii) Give an example of such a pair P , Q such that m(P ) 6= m(Q) and bu P 6= bu Q.

(i) Let P , Q1 , Q2 be partially ordered sets such that (P, ≤, P ) 4GT (Q1 , ≤, Q1 ) n (Q2 , ≤, Q2 ) (definition: 512I).
Show that addω P ≥ min(addω Q1 , addω Q2 ).

(j) Show that N N , with its usual ordering and topology, is a metrizably compactly based directed set.

(k) Let X be a set, 1 ≤ p < ∞ and P the positive cone (`p (X))+ of the Banach lattice `p (X), with the topology
induced by the norm of `p (X). Show that P is a metrizably compactly based directed set.

(l) Let Z be the ideal of subsets of N with asymptotic density zero, with its natural ordering and the topology
1
induced by the metric (a, b) 7→ supn≥1 #((a 4 b) ∩ n). Show that Z is a metrizably compactly based directed set.
n

(m) Let X be a metrizable space, and F the set of nowhere dense compact subsets of X. Show that F, with its
natural ordering and its Vietoris topology, is a metrizably compactly based directed set.

(n) Let X be a metrizable space, K the family of compact subsets of X, and I a σ-ideal of subsets of X. Show that
K ∩ I, with the natural partial order and the Vietoris topology, is a metrizably compactly based directed set.

(o) Let hPi ii∈I be a countable family of metrizably compactly based directed sets, with product P . Show that P is
metrizably compactly based.

(p) Let P be a metrizably compactly based directed set. (i) Show that P is a lattice iff it has a least element. (ii)
Show that if we adjoin a least element −∞ to P as an isolated point, P ∪ {−∞} is a metrizably compactly based
directed set.

513Y Further exercises (a) Show that for a cardinal κ, there is a partially ordered set P such that c↑ (P ) =
sat↑ (P ) = κ iff κ is a regular uncountable limit cardinal. (Hint: for such a κ, take X to be a product of discrete spaces,
one of each cardinality less than κ, and P the family of proper closed subsets of X.)

(b) For a non-empty upwards-directed set P , a topological space X and A ⊆ X, write clP (A) for the set of points
x ∈ X for which there is a function f : P → A such that x ∈ f [C] for every cofinal set C ⊆ P ; equivalently,
f [[F ↑ (P )]] → x, where F ↑ (P ) is the filter on P generated by sets of the form [p, ∞[ as p runs over P . Now let P and
Q be upwards-directed sets. Show that P 4T Q iff clP (A) ⊆ clQ (A) for any subset A of any topological space.

(c) For a cardinal κ and a supported relation (A, R, B) set add<κ (A, R, B) = add(A, R 0 , [B]<κ ). Which of the ideas
of 513I can be extended to the general context?

(d) Let X be a set and U a solid linear subspace of R X with an order-continuous norm under which it is a Banach
lattice. Show that its positive cone, with its norm topology, is a metrizably compactly based directed set.

(e) Explore possible definitions of ‘compactly based’ partially ordered set which do not require the topology to be
metrizable.

(f ) Let P be an analytic metrizably compactly based directed set. Show that P is Polish. (Hint: Solecki &
Todorčević 04.)

(g) For partially ordered sets P and Q, say that QzP if for every order-preserving f : P → Q there is a p ∈ P such
that f (p0 ) = f (p) for every p0 ≥ p. Explore the properties of the relation z.
34 Cardinal functions 513Yh

(h) Show that for any cardinal κ > 0 there is a supported relation (A, R, B) such that sat(A, R, B) = κ.

513 Notes and comments Most of the first part of this section consists of elementary verifications; an exception is
the Erdős-Tarski theorem on the cellularity and saturation of a partially ordered set (513Bb-513Bc), which can equally
well be regarded as a theorem about topological spaces or Boolean algebras (see 514Nc and 514Hb). As usual, I have
presented the ideas of the last two sections in an ahistorical manner; the original objective of Tukey 40 was to classify
directed sets from the point of view of net-convergence (513Yb).
I have starred 513J-513N because I do not expect to rely on them in the rest of this work. Nevertheless I think that
they give a useful support to the ideas here, particularly in the context of §526, where these ‘compactly based’ partial
orders appear naturally. Note that 513Kd tells us that if a directed set P is metrizably compactly based, there is a
unique witnessing topology; every topological property of P must be a reflection of a property of the ordering.

514 Boolean algebras


The cardinal functions of Boolean algebras and topological spaces are intimately entwined; necessarily so, because
we have a functorial connexion between Boolean algebras and zero-dimensional compact Hausdorff spaces (312Q).
In this section I run through the elementary ideas. In 514D-514E I list properties of cardinal functions of Boolean
algebras, corresponding to the relatively familiar results in 5A4B for topological spaces; Stone spaces (514B), regular
open algebras (514H) and category algebras (514I) provide links of different kinds between the two theories. It turns
out that some of the most important features of the cofinal structure of a pre-ordered set can also be described in
terms of its ‘up-topology’ (514L) and the associated regular open algebra (514N-514S). I conclude with a brief note on
finite-support products (514T-514U).

514A I put a special property of locally compact spaces into the language of this chapter.
Lemma Let (X, T) be a topological space. Then
d(X) ≥ d ↓ (T \ {∅}).
If X is locally compact and Hausdorff, then d(X) = d ↓ (T \ {∅}).
proof If x ∈ X, then {G : x ∈ G ∈ T} is downwards-centered in T \ {∅}. So
d ↓ (T \ {∅}) ≤ cov(T \ {∅}, 3, X) = d(X).
Now suppose that X is locally compact and Hausdorff. Set κ = d ↓ (T \ {∅}), and let hHξ iξ<κ be a cover of T \ {∅}
T
by downwards-centered sets. For ξ < κ set Fξ = {H : H ∈ Hξ }, and let D ⊆ X be a set of cardinal at most κ such
that D ∩ Fξ 6= ∅ whenever ξ < κ and Fξ 6= ∅. If G ⊆ X is a non-empty open set, then there is a non-empty relatively
compact open set H0 such that H 0 ⊆ G (recall that X, being locally compact and Hausdorff, is certainly regular).
There is some ξ < κ such that H0 ∈ Hξ ; because {H : H ∈ Hξ } is a family of closed sets with the finite intersection
property containing the compact set H 0 , its intersection Fξ is not empty. Also Fξ ⊆ H 0 ⊆ G, so D ∩ G ⊇ D ∩ Fξ is
non-empty. As G is arbitrary, D is dense, and d(X) ≤ #(D) ≤ κ. We know already that κ ≤ d(X), so they are equal.

514B Stone spaces Necessarily, any cardinal function ζ of topological spaces corresponds to a cardinal function ζ̃
of Boolean algebras, taking ζ̃(A) = ζ(Z) where Z is the Stone space of A. Working through the functions described in
5A4A and 511D, we have the following results.
Theorem Let A be any Boolean algebra and Z its Stone space. For a ∈ A let ba be the corresponding open-and-closed
subset of Z.
(a) #(A) is 2w(Z) = 2#(Z) if A is finite, w(Z) otherwise.
(b) sat(A) = sat(Z), c(A) = c(Z).
(c) π(A) = π(Z).
(d) d(A) = d(Z).
(e) Let I be the ideal of nowhere dense subsets of Z. Then wdistr(A) = add I.
proof Let E be the algebra of open-and-closed subsets of Z, so that a 7→ b a is an isomorphism from A to E. The
essential fact here is that E \ {∅} is coinitial with T \ {∅}, where T is the topology of Z, so that (writing A+ for A \ {0},
as usual)
∼ (E \ {∅}, ⊇, E \ {∅}) ≡GT (T \ {∅}, ⊇, T \ {∅}),
(A+ , ⊇, A+ ) =
by 513Ed, inverted.
514C Boolean algebras 35

(a) If A is finite, so is Z, and in this case A ∼


= PZ has cardinal 2#(Z) . If A is infinite, so are Z and w(Z). Because
E is a base for the topology of Z, w(Z) ≤ #(E) = #(A). On the other hand, let U be a base for the topology of Z
with #(U) = w(Z). Then every member of E is expressible as the union of a finite subset of U, so
#(A) = #(E) ≤ #([U]<ω ) ≤ max(ω, #(U)) = w(Z).

(b)-(c)
c(A) = c(E) = c ↓ (E \ {∅}) = c ↓ (T \ {∅}) = c(Z),

sat(A) = sat(E) = sat↓ (E \ {∅}) = sat↓ (T \ {∅}) = sat(Z),

π(A) = π(E) = ci(E \ {∅}) = ci(T \ {∅}) = π(Z)


using 513Gb, inverted, to move between E \ {∅} and T \ {∅}.
(d)

d(A) = d ↓ (A+ ) = d ↓ (E \ {∅}) = d ↓ (T \ {∅})


(513Gd, inverted)
= d(Z)
because Z is locally compact and Hausdorff (514A).
(e) Let (Pou(A), v∗ ) be the pre-ordered set of partitions of unity in A (512Ee). For C ∈ Pou(A), set
S
f (C) = Z \ c∈C b c.
Then f (C) ∈ I. P P?? Otherwise, since f (C) is certainly closed, its interior is non-empty, and there is a non-zero a ∈ A
such that b a ⊆ f (C); but in this case a ∩ c = 0 for every c ∈ C and C is not a partition of unity. X XQ Q
If C, D ∈ Pou(A) and C v∗ D then f (C) ⊆ f (D). P P If d ∈ D, C0 = {c : c ∈ C, c ∩ d 6= 0} is finite and d ⊆ sup C0 ;
S
so db ⊆ c∈C0 b c is disjoint from f (C). Thus Z \ f (D) ⊆ Z \ f (C) and f (C) ⊆ f (D). Q Q

If C, D ∈ Pou(A) and f (C) ⊆ f (D) then C v D. P P If d ∈ D then the compact set db is included in the open set
S S
c∈C bc. So there is a finite set C0 ⊆ C such that db ⊆ c∈C0 b c and {c : c ∈ C, d ∩ c 6= 0} ⊆ C0 is finite. Q
Q
f [Pou(A)] is cofinal with I. P P If F ∈ I, let C ⊆ A be a maximal disjoint set such that F ∩ b c = ∅ for every c ∈ C. ??
If C is not a partition of unity in A, let a ∈ A+ be such that a ∩ c = 0 for every c ∈ C. Then b a \ F is a non-empty open
set, so there is a non-zero b ∈ A such that b ⊆ b
b a \ F ; in which case we ought to have added b to C. X X So C ∈ Pou(A)
and F ⊆ f (C). Q Q
By 513E(d-i), Pou(A) and I are Tukey equivalent, and
add I = add Pou(A) = wdistr(A)
as remarked in 512Ee.

514C I begin the detailed study of cardinal functions of Boolean algebras with two elementary remarks.
Lemma Let A be a Boolean algebra.
(a) d(A) is the smallest cardinal κ such that A is isomorphic, as Boolean algebra, to a subalgebra of Pκ.
(b) link(A) is the smallest cardinal κ such that A is isomorphic, as partially ordered set, to a subset of Pκ.

S If we have an isomorphism π from A to a subalgebra of Pκ, then Aξ = {a : ξ ∈ πa} is centered for each
proof (a)(i)
ξ < κ, and ξ<κ Aξ = A+ ; so d(A) ≤ κ.
(ii) Let Z be the Stone space of A, and for a ∈ A let b
a ⊆ Z be the corresponding open-and-closed set. There is
a dense set D ⊆ Z of size d(A) (514Bd), and a 7→ D ∩ b a : A → PD is an injective Boolean homomorphism; so A is
isomorphic to a subalgebra of PD ∼= P(d(A)).
(b)(i) κ ≤ link(A). P P Let hAξ iξ<link(A) be a family of linked subsets of A+ covering A+ . Set A0ξ = {b : ∃ a ∈
Aξ , b ⊇ a}; then each Aξ is still linked in A. Define h : A → Pκ by setting h(a) = {ξ : a ∈ A0ξ }. Then h is order-
0

preserving. Now if a, b ∈ A and a 6⊆ b, there is a ξ < κ such that a \ b ∈ Aξ , in which case ξ ∈ h(a) \ h(b). Thus h is an
embedding and κ ≤ link(A). Q Q
(ii) link(A) ≤ κ. P
P Let h : A → Pκ be an order-isomorphism between A and a subset of Pκ. For each ξ, set
Aξ = {a : a ∈ A, ξ ∈ h(a) \ h(1 \ a)}.
+
If a, b ∈ Aξ then ξ ∈ h(b)\h(1 \ a) so b 6⊆ 1 \ a and a ∩ b 6= 0; thus
S Aξ is linked. If a ∈ A then a 6⊆ 1 \ a so h(a) 6⊆ h(1 \ a)
+
and there is a ξ < κ such that ξ ∈ h(a) \ h(1 \ a); thus A = ξ<κ Aξ and link(A) ≤ κ. Q Q
36 Cardinal functions 514D

514D Theorem Let A be a Boolean algebra.


(a)
c(A) ≤ link(A) ≤ d(A) ≤ π(A) ≤ #(A) ≤ 2link(A) , τ (A) ≤ π(A),
+
sat(A) = c(A) unless sat(A) is a regular uncountable limit cardinal, in which case sat(A) = c(A).
(b) If A ⊆ A, there is a B ∈ [A]<sat(A) with the same upper bounds as A; similarly, there is a B ∈ [A]<sat(A) with
the same lower bounds as A.
(c) linkc(A) (A) = link<sat(A) (A) = π(A).
(d) If A is not purely atomic, wdistr(A) ≤ min(d(A), 2τ (A) ) is a regular infinite cardinal.
(e) #(A) ≤ max(4, supλ<sat(A) τ (A)λ ), where τ (A)λ is the cardinal power.

proof Let Z be the Stone space of A; for a ∈ A, let b


a ⊆ Z be the corresponding open-and-closed set.

(a) This is mostly a repetition of 511Ja. By 514Cb, #(A) ≤ 2link(A) . By 5A4Ba and 514Bb, sat(A) = c(A)+ unless
sat(A) is weakly inaccessible, in which case sat(A) = c(A).

a : a ∈ A}, there is a B ∈ [A]<sat(A) such that b∈B bb = a∈A b


S S
(b) By 5A4Bd, applied to {b a. Now if c is an upper
c is a closed set including b for every b ∈ B, so it also includes b
bound of B, then b b a for every a ∈ A, and c is an upper
bound of A.
Applying this to {1 \ a : a ∈ A} we see that there is a set B 0 ∈ [A]<sat(A) with the same lower bounds as A.

(c) Set κ = link<sat(A) (A). By 511Ja, κ ≤ linkc(A) (A) ≤ π(A). On the other hand, if A ⊆ A+ is < sat(A)-linked, it
has a lower bound in A+ . P P By (b), there is a set B ⊆ A, with the same lower bounds as A, such that #(B) < sat(A).
Now B has a non-zero lower bound because A is < sat(A)-linked, so A also has a non-zero lower bound. Q Q We have a
cover hAξ iξ<κ of A+ by < sat(A)-linked sets; each Aξ has a non-zero lower bound aξ say; and {aξ : ξ < κ} is a π-base
for A, so π(A) ≤ κ.

(d)(i) Because wdistr(A) = add I, where I is the ideal of nowhere dense subsets of Z (514Be), and is not ∞ (511Je),
it must be a regular infinite cardinal (513Ca). (Or use 511Df.)

(ii) As for the upper bound for wdistr(A), suppose that a ∈ A+ includes no atom and that D ∈ [A]τ (A) τ -generates
A. Since A and τ (A) are surely infinite, the subalgebra B of A generated by D ∪ {a} is still of size τ (A) (331Gc). For
T S
B ⊆ B set EB = Z ∩ b∈B bb, and set C = {B : B ⊆ B, EB is nowhere dense}. Then B∈C EB ⊇ b P Take any z ∈ b
a. P a.
Set B = {b : b ∈ B, z ∈ b}. ?? If EB has non-empty interior, it includes b
b c for some non-zero c ⊆ a. But now, for any
d ∈ D, either d ∈ B and c ⊆ d, or 1 \ d ∈ B and c ∩ d = 0. So the order-closed subalgebra {d : either c ⊆ d or c ∩ d = 0}
includes
S D and must be the whole of A, and c ⊆ a is an atom. X X So int EB = ∅, B ∈ C and z ∈ EB . As z is arbitrary,
a ⊆ B∈C EB . Q
b Q
By 514Be,
wdistr(A) ≤ #(C) ≤ 2#(B) = 2τ (A) .
At the same time, if Y ⊆ Z is any dense set of size d(Z), then {{y} : y ∈ Y ∩ b
a} is a family of nowhere dense sets
with no upper bound in the ideal of nowhere dense subsets of Z; so 514Be also tells us that
wdistr(A) ≤ #(Y ∩ b
a) ≤ d(Z) = d(A).

(e) (Compare 4A1O.) Set κ = supλ<sat(A) τ (A)λ . If #(A) > 4 then τ (A) ≥ 2 so κ ≥ supλ<sat(A) 2λ , and the result is
immediate from 511Jc if A is finite. If A is infinite, so is sat(A), while λ < κ for every λ < sat(A), so sat(A) ≤ κ. Let
D ⊆ A be a set of cardinal τ (A) which τ -generates A. Define hDξ iξ<κ inductively by setting
S
D0 = D, Dξ = {1 \ a : a ∈ A, a = sup C for some C ⊆ η<ξ Dη }
for ξ < κ. Then #(Dξ ) ≤ κ for every ξ < κ. P P The point is that, by (b), every member of Dξ is expressible in the form
1 \ sup C for some C ∈ [ η<ξ Dη ]<sat(A) . But the inductive hypothesis tells us that η<ξ Dη has cardinal at most κ,
S S

so the number of its subsets of cardinal less than sat(A) is also κ (5A1Ef, because sat(A) is regular), and #(Dξ ) ≤ κ.
QQ
At the end of the induction, set B = ξ<sat(A) Dξ . Then 1 \ (b ∪ b0 ) ∈ B for every b, b0 ∈ B, so B is a subalgebra
S

P If B ⊆ B has a supremum a ∈ A, there is a C ⊆ B suchSthat #(C) < sat(A) and


of A. Also it is order-closed. P
a = sup C. Now there must be some set J ⊆ sat(A) such that #(J) < sat(A) and C ⊆ η∈J Dη . Since sat(A) is
regular (513Bb), ζ = sup J is less than sat(A). Now 1 \ a ∈ Dζ+1 and a ∈ B. Q Q
By the choice of D, B = A, so #(A) = #(B) ≤ κ.
514E Boolean algebras 37

514E Subalgebras, homomorphic images, products: Theorem Let A be a Boolean algebra.


(a) If B is a subalgebra of A, then
sat(B) ≤ sat(A), c(B) ≤ c(A),

link<κ (B) ≤ link<κ (A)


for every κ ≤ ω, in particular,
d(B) ≤ d(A), link(B) ≤ link(A).
(b) If B is a regularly embedded subalgebra of A then, in addition, link<κ (B) ≤ link<κ (A) for κ > ω, π(B) ≤ π(A)
and wdistr(A) ≤ wdistr(B).
(c) If B is a Boolean algebra and φ : A → B is a surjective order-continuous Boolean homomorphism, then
sat(B) ≤ sat(A), c(B) ≤ c(A), π(B) ≤ π(A),

link<κ (B) ≤ link<κ (A)


for every κ, in particular,
d(B) ≤ d(A), link(B) ≤ link(A),
and also
wdistr(A) ≤ wdistr(B), τ (B) ≤ τ (A).
(d) If B is a principal ideal of A, then
sat(B) ≤ sat(A), c(B) ≤ c(A), π(B) ≤ π(A),

link<κ (B) ≤ link<κ (A)


for every κ, in particular,
d(B) ≤ d(A), link(B) ≤ link(A);
moreover,
wdistr(A) ≤ wdistr(B), τ (B) ≤ τ (A).
(e) If B is an order-dense subalgebra of A then
sat(B) = sat(A), c(B) = c(A), π(B) = π(A),

link<κ (B) = link<κ (A)


for every κ, in particular,
d(B) = d(A), link(B) = link(A),
and
wdistr(B) = wdistr(A), τ (A) ≤ τ (B).
(f) If A is the simple product of a family hAi ii∈I of Boolean algebras, then
τ (A) ≤ max(ω, supi∈I τ (Ai ), min{λ : #(I) ≤ 2λ }),

sat(A) ≤ max(ω, #(I)+ , supi∈I sat(Ai )),

c(A) ≤ max(ω, #(I), supi∈I c(Ai )),

π(A) ≤ max(ω, #(I), supi∈I π(Ai )),

link<κ (A) ≤ max(ω, #(I), supi∈I link<κ (Ai ))


for every cardinal κ, in particular,
link(A) ≤ max(ω, #(I), supi∈I link(Ai )),

d(A) ≤ max(ω, #(I), supi∈I d(Ai )),


and
wdistr(A) = mini∈I wdistr(Ai ).
38 Cardinal functions 514E

proof Write Z for the Stone space of A.


(a) Any disjoint subset of B+ is a disjoint subset of A+ , so sat(B) ≤ sat(A) and c(B) ≤ c(A). If κ ≤ ω and A is a
cover of A+ by sets which are downwards <κ-linked in A+ , then A ∩ B is downwards <κ-linked in B+ for each A ∈ A,
so link<κ (B) ≤ link<κ (A).
(b) For each non-zero a ∈ A, the set Ba = {b : b ∈ B, a ⊆ b} does not have infimum 0 in A so cannot have infimum
0 in B; let ψ(a) ∈ B+ be a lower bound for Ba . If now we set φ(b) = b for b ∈ B, (φ, ψ) is a Galois-Tukey connection
from (B+ , ⊇, B+ ) to (A+ , ⊇, A+ ). It follows at once that
link<κ (B) = link<κ (B+ , ⊇, B+ ) ≤ link<κ (A+ , ⊇, A+ ) = link<κ (A)
for arbitrary κ (512Dd), and that
π(B) = cov(B+ , ⊇, B+ ) ≤ cov(A+ , ⊇, A+ ) = π(A).
Now suppose that κ < wdistr(A) and that hBξ iξ<κ is a family of partitions of unity in B. Then
D = {d : d ∈ B, {b : b ∈ Bξ , b ∩ d 6= 0} is finite for every ξ < κ}
is order-dense in B. P P Take any non-zero d ∈ B. sup Bξ = 1 in A, that is, Bξ is still a partition of unity in A, for
each ξ. So there is a partition A of unity in A such that {b : b ∈ Bξ , b ∩ a 6= 0} is finite for every ξ < κ and a ∈ A. Let
a ∈ A be such that d ∩ a 6= 0, and set eξ (d) = sup{b : b ∈ Bξ , b ∩ a 6= 0} for each ξ < κ. Then a ⊆ eξ (d) ∈ B for each ξ.
This means that {d} ∪ {eξ (d) : ξ < κ} has a non-zero lower bound d ∩ a in A; as B is regularly embedded in A, there
is a non-zero d0 ⊆ d which is also a lower bound for {eξ : ξ < κ}. But this means that d0 ∈ D. As d is arbitrary, D is
order-dense in B. QQ
There is therefore a partition of unity included in D. As hBξ iξ<κ is arbitrary, wdistr(B) ≥ wdistr(A).
(c) For any b ∈ B+ there is a ψ(b) ∈ A+ such that π(ψ(b)) ⊆ b and πa 6= 0 whenever 0 6= a ⊆ ψ(b). P P Take any
a0 ∈ A such that πa0 = b. Set A = {a : a ⊆ a0 , πa = 0}. Then, because π is order-continuous, a0 cannot be the
supremum of A, and there is a non-zero a1 ⊆ a0 such that a1 ∩ a = 0 for every a ∈ A; now a1 will serve for ψ(b). Q
Q It
is easy to check that (ψ, φ A+ ) is a Galois-Tukey connection from (B+ , ⊇, B+ ) to (A+ , ⊇, A+ ).
It follows at once that
sat(B) = sat(B+ , ⊇, B+ ) ≤ sat(A+ , ⊇, A+ ) = sat(A),

link<κ (B) = link<κ (B+ , ⊇, B+ ) ≤ link<κ (A+ , ⊇, A+ ) = link<κ (A),

π(B) = cov(B+ , ⊇, B+ ) ≤ cov(A+ , ⊇, A+ ) = π(A).


By 514Da, c(B) ≤ c(A).
Let W be the Stone space of B. Write I, J for the ideals of nowhere dense subsets of Z and W , so that add I =
wdistr(A) and add J = wdistr(B) (514Be). Corresponding to φ : A → B we have an injective continuous function
θ : W → Z such that θ−1 [E] ∈ J for every E ∈ I (312Sb, 313R). Also θ[F ] ∈ I for every F ∈ J . P P?? Otherwise,
because θ[F ] is compact, therefore closed, there is a non-empty open set G ⊆ θ[F ]. Now θ−1 [G] is a non-empty open
set, and
S is included in F , because θ is injective; but this is impossible. X
XQ Q So if J0 ⊆ J and #(J0 ) < wdistr(A),
E = {θ[F ] : F ∈ J0 } belongs to I and J0 ⊆ θ−1 [E] belongs to J . This shows that add J ≥ add I, so that
S
wdistr(B) ≥ wdistr(A).
As for τ (B), we have only to recall that if D ⊆ A is a τ -generating set of size τ (A), the order-closed subalgebra of
B generated by φ[D] includes φ[A] = B (313Mb), and
τ (B) ≤ #(φ[D]) ≤ τ (A).

(d) If B is the principal ideal generated by b, then a 7→ a ∩ b : A → B is an order-continuous surjection, so we can


repeat the list in (c).
(e)(i) Because B+ is coinitial with A+ we can use 513G, inverted, to see that
sat(B) = sat↓ (B+ ) = sat↓ (A+ ) = sat(A), c(B) = c(A),

π(B) = ci(B+ ) = ci(A+ ) = π(A),

link<κ (B) = link↓<κ (B+ ) = link↓<κ (A+ ) = link<κ (A).

(ii) From (b) we know that wdistr(B) ≥ wdistr(A). For the reverse inequality, suppose that κ < wdistr(B)
and that hAξ iξ<κ is any family of partitions of unity in A. For each ξ < κ set Bξ = {b : b ∈ B, ∃ a ∈ Aξ , b ⊆ a}.
Then Bξ is order-dense in B and includes a partition of unity Bξ0 . Now there is a partition C of unity in B such that
514G Boolean algebras 39

0
Dξc = {b : b ∈ Bξ0 , b ∩ c 6= 0} is finite for any ξ < κ and c ∈ C. C is still a partition of unity in A, and Dξc = {a : a ∈ Aξ ,
a ∩ c 6= 0} is finite fot every c ∈ C and ξ < κ. (For if a, a0 are distinct elements of Dξc , then {b : b ∈ Dξc 0
, b ⊆ a} and
0
{b : b ∈ Dξc , b ⊆ a0 } are disjoint and not empty.) As hAξ iξ<κ is arbitrary, wdistr(B) ≤ wdistr(A).
(iii) If D ⊆ B τ -generates B, then D also τ -generates A. P
P Applying 313Mb to the identity map from B to A,
we see that the order-closed subalgebra D of A generated by D includes B; but as any member of A is the supremum
of a subset of B, D = A. Q Q So τ (A) ≤ τ (B).
(f ) We can identify each Ai with the principal ideal of A generated by an element ai , where hai ii∈I is a partition
of unity in A (315E). If κ = max(ω, supi∈I τ (Ai ), min{λ : #(I) ≤ 2λ }), then for each i ∈ I choose haiξ iξ<κ in Ai such
that {aiξ : ξ < κ} τ -generates Ai , and let φ : I → Pκ be injective. For ξ < κ, set
bξ = supi∈I aiξ , cξ = supi∈φ(ξ) ai .
Let B be the order-closed subalgebra of A generated by {bξ : ξ < κ} ∪ {cξ : ξ < κ}. Then
ai = inf{cξ : ξ ∈ φ(i)} \ sup{cξ : ξ ∈ κ \ φ(i)} ∈ B
for each i. Because {b : b ∈ B, b ⊆ ai } is an order-closed subalgebra of Ai containing bξ ∩ ai = aiξ for every ξ < κ, it is
the whole of Ai , so Ai ⊆ B for every i ∈ I. It follows at once that B = A, so that τ (A) ≤ κ.
The other parts are all elementary.

514F For measure algebras, Maharam type is not only the cardinal function which gives most information, but is
also, as a rule, easy to calculate. For other Boolean algebras, it may not be obvious what the Maharam type is. The
following result sometimes helps.
Proposition Let A be a Dedekind complete Boolean algebra, and haij ii∈I,j∈J a τ -generating family in A such that
haij ij∈J is disjoint for every i ∈ I, supi∈I aij = 1 for every j ∈ J.
Then τ (A) ≤ max(ω, #(I)).
proof (a) We may suppose that J = κ is a cardinal. For i, j ∈ I set
a∗i = supξ<κ aiξ , bij = supξ<η<κ aiη ∩ ajξ .
Then
supη≤ζ aiη = a∗i \ supj∈I (bij \ supξ<ζ ajξ )
P (i) If η ≤ ζ and j ∈ I, then aiη ⊆ a∗i and
whenever i ∈ I and ζ < κ. P

aiη ∩ bij = sup aiη ∩ aiθ ∩ ajξ = sup aiη ∩ ajξ


ξ<θ<κ ξ<η
(because haiθ iθ<κ is disjoint)
⊆ sup ajξ ,
ξ<ζ

so
supη≤ζ aiη ⊆ a∗i \ supj∈I (bij \ supξ<ζ ajξ ).
(ii) If 0 6= c ⊆ a∗i and c ∩ aiη = 0 for every η ≤ ζ, there are an η > ζ such that c0 = c ∩ aiη is non-zero, and a j ∈ I such
that c00 = c0 ∩ ajζ is non-zero. In this case c00 ⊆ bij \ supξ<ζ ajξ , so c ∩ bij \ supξ<ζ ajξ 6= 0. Accordingly
supη≤ζ aiη ⊇ a∗i \ (supj∈I bij \ supξ<ζ ajξ ). Q
Q

(b) Let B be the order-closed subalgebra of A generated by {a∗i : i ∈ I} ∪ {bij : i, j ∈ I}. Using (a) for the inductive
step, we see that supξ≤ζ aiξ ∈ B for every i ∈ I and ζ < κ. Consequently aiζ = supξ≤ζ aiξ \ supξ<ζ aiξ belongs to B
whenever i ∈ I and ζ < κ, and A = B is τ -generated by {a∗i : i ∈ I} ∪ {bij : i, j ∈ I}, so has Maharam type at most
max(ω, #(I)).

514G Order-preserving functions of Boolean algebras (a) Let F be an ordinal function of Boolean algebras,
that is, a function defined on the class of Boolean algebras, taking ordinal values, and such that F (A) = F (B) whenever
A and B are isomorphic. We say that F is order-preserving if F (B) ≤ F (A) whenever B is a principal ideal of A. It
is easy to check that all the cardinal functions defined in 511D are order-preserving; see 514Ed. Now a Boolean algebra
A is F -homogeneous if F (B) = F (A) for every non-zero principal ideal B of A. Of course any principal ideal of an
F -homogeneous Boolean algebra is again F -homogeneous.
40 Cardinal functions 514G

We have already seen ‘Maharam-type-homogeneous’ algebras in Chapter 33. I mention cellularity-homogeneous


algebras as a class which will be used later. The proof of the Erdős-Tarski theorem in 513Bb is based on the idea of
upwards-saturation-homogeneous partially ordered set. Of course all the most important ordinal functions of Boolean
algebras actually take cardinal values.

(b) If F is any order-preserving ordinal function of Boolean algebras, and A is a Boolean algebra, then (writing
Aa for the principal ideal generated by a) {a : a ∈ A, Aa is F -homogeneous} is order-dense in A. P P If a ∈ A+ , set
ξ = min{F (Ab ) : 0 6= b ⊆ a}, and let b be such that 0 6= b ⊆ a and F (Ab ) = ξ; then Ab is F -homogeneous. Q
Q So if
A is a Dedekind complete Boolean algebra, it is isomorphic to a simple product of F -homogeneous Boolean algebras.
(Argue as in the first part of the proof of 332B.)

(c) Similarly, if F0 , . . . , Fn are order-preserving ordinal functions of Boolean algebras, and A is any Boolean algebra,
then {a : Aa is Fi -homogeneous for every i ≤ n} is order-dense in A; and if A is Dedekind complete, it is isomorphic
to a simple product of Boolean algebras all of which are Fi -homogeneous for every i ≤ n.

(d) Of course any Boolean algebra which is homogeneous in the full sense (316N) is F -homogeneous for every
function F of Boolean algebras. Maharam’s theorem tells us that a Maharam-type-homogeneous measurable algebra
is homogeneous (331N).

514H Regular open algebras: Proposition Let (X, T) be a topological space and RO(X) its regular open
algebra (314O et seq.).
(a)(i) (RO(X)+ , ⊇, RO(X)+ ) 4GT (T \ {∅}, ⊇, T \ {∅}).
(ii) If X is regular, (RO(X)+ , ⊇, RO(X)+ ) ≡GT (T \ {∅}, ⊇, T \ {∅}).
(b)(i) sat(RO(X)) = sat(X), c(RO(X)) = c(X), π(RO(X)) ≤ π(X) and d(RO(X)) ≤ d(X).
(ii) If X is regular, π(RO(X)) = π(X).
(iii) If X is locally compact and Hausdorff, d(RO(X)) = d(X).
(c) Let I be the ideal of nowhere dense subsets of X.
(i) If X is regular, wdistr(RO(X)) ≤ add I.
(ii) If X is locally compact and Hausdorff, wdistr(RO(X)) = add I.
(d) If Y ⊆ X is dense, then G 7→ G ∩ Y is a Boolean isomorphism
S from RO(X) to RO(Y ).
(e) If hGi ii∈I Q
is a disjoint family of open subsets of X and i∈I Gi is dense in X, then RO(X) is isomorphic to the
simple product i∈I RO(Gi ).
proof (a) For G ∈ T \ {∅}, set ψ(G) = int G. If we set φ(G) = G for G ∈ RO(X)+ , then (φ, ψ) is a Galois-Tukey
connection from (RO(X)+ , ⊇, RO(X)+ ) to (T \ {∅}, ⊇, T \ {∅}).
If X is regular, then RO(X)+ is coinitial with T \ {∅}, so 513Ed, inverted, shows that they are equivalent.
(b)(i) Any disjoint family in RO(X)+ is a disjoint family of non-empty open subsets of X, so c(RO(X)) ≤ c(X) and
sat(RO(X)) ≤ sat(X). On the other hand, if G is a disjoint family of non-empty open subsets of X, then hint GiG∈G
is a disjoint family in RO(X)+ , so c(X) ≤ c(RO(X)) and sat(RO(X)) ≤ sat(X).
By (a) and 513Ee, inverted,
π(RO(X)) = ci(RO(X)+ ) ≤ ci(T \ {∅}) = π(X),

d(RO(X)) = d ↓ (RO(X)+ ) ≤ d ↓ (T \ {∅} ≤ d(X)


by 514A.
(ii) If X is regular, RO(X)+ is coinitial with T \ {∅}, so ci(RO(X)+ ) = ci(T \ {∅}) and π(RO(X)) = π(X).
(iii) If X is locally compact and Hausdorff it is also regular, so RO(X)+ is coinitial with T \ {∅}, and

d(X) = d ↓ (T \ {∅})
(514A)
= d ↓ (RO(X)+ ) = d(RO(X)).

(c)(i) Let hEξ iξ<κ be a family of nowhere dense sets in X, where κ < wdistr(RO(X)). For each ξ < κ, set
T
Gξ = {G : G ∈ RO(X), G ∩ Eξ = ∅}. Then Gξ is downwards-directed, and Gξ = X \ E ξ , because any point of
X \ E ξ belongs to a regular open set disjoint from Eξ . But this means that sup Gξ = X in RO(X) (314P), and there
is a partition Gξ0 of unity included in Gξ . Because κ < wdistr(RO(X)), there is a partition H of unity in RO(X) such
514Ib Boolean algebras 41

that {G : G ∈ Gξ0 , G ∩ H 6= ∅} is finite for each ξ and H ∈ H. It follows that H ⊆ {G : G ∈ Gξ0 } is disjoint from Eξ
S
S S
whenever ξ < κ and H ∈ H. Accordingly ξ<κ Eξ is disjoint from H and is nowhere dense. As hEξ iξ<κ is arbitrary,
add I ≥ wdistr(RO(X)).

S Hausdorff, suppose that κ < add I and that hGξ iξ<κ is a family
(ii) If X is locally compact and S of partitions of
unity in RO(X). Then Eξ = X \ Gξ is a nowhere dense closed set for each ξ (314P). So E = ξ<κ Eξ is nowhere
dense. Set
U = {U : U ⊆ X is open, U ⊆ X \ E is compact};
then U is an upwards-directed family with union X \ E, so includes a partition G of unity. But if H ∈ G and ξ < κ, H
is a compact set disjoint from Eξ , so must be included in the union of some finite subfamily from Gξ , and {G : G ∈ Gξ ,
G ∩ H 6= ∅} is finite. As hGξ iξ<κ is arbitrary, wdistr(RO(X)) ≥ add I and we have equality.
(Y )
(d) If Y ⊆ X is dense, and we write intY , for interior and closure in the subspace topology of Y , we have
(Y )
intY G ∩ Y = intY (Y ∩ G ∩ Y ) = intY (Y ∩ G) = Y ∩ int G
for every open set G ⊆ X. Let f : Y → X be the identity map. Then f is continuous and f −1 [M ] = Y ∩ M is
nowhere dense in Y whenever M ⊆ X is nowhere dense in X, so we have a corresponding Boolean homomorphism
π : RO(X) → RO(Y ) defined by setting
(Y ) (Y )
πG = intY f −1 [G] = intY G ∩ Y = Y ∩ int G = G ∩ Y
for every G ∈ RO(X) (314R). Because Y is dense, πG 6= ∅ for every non-empty G, and π is injective. If H ∈ RO(Y )\{∅},
then there is an open set G ⊆ X such that H = G ∩ Y , so that
(Y )
π(int G) = Y ∩ int G = intY G ∩ Y = H;
thus π is surjective and is an isomorphism.
S
(e) By (d), we need consider only the case in which X = i∈I Gi , so that every Gi is open-and-closed. In this case,
every Gi is itself a regular open set in X, and it is easy to check that RO(Gi ) = RO(X) ∩ PG
S i for each i, so that we
can identify RO(Gi ) with the principal ideal RO(X)Gi of RO(X) generated by Gi . Because i∈I Gi = X, hGi ii∈I is a
partition of unity in RO(X); as RO(X) is Dedekind complete,
Q Q ∼
i∈I RO(Gi ) = i∈I RO(X)Gi = RO(X)

by 315F.

514I Category algebras For many topological spaces, their regular open algebras can be understood better
through their expressions as quotients of Baire-property algebras. It is time I brought this approach into the main line
of the argument.
(a) Let X be a topological space, and M the σ-ideal of meager subsets of X. Recall that the Baire-property algebra
of X is the σ-algebra Bb = {G4A : G ⊆ X is open, A ∈ M} (4A3Q). The category algebra of X is the quotient
Boolean algebra C = B/M.
b Note that if G ⊆ X is any open set, then G \ G and G \ int G are nowhere dense, so

G• = G = (int G)•
in C.
(b) For G ∈ RO(X), set πG = G• ∈ C. Then π : RO(X) → C is an order-continuous surjective Boolean homomor-
P (i) If G, H ∈ RO(X), then
phism. P
G ∩RO(X) H = G ∩ H, X \RO(X) G = X \ G,
(314P), so
(G ∩RO(X) H)• = (G ∩ H)• = G• ∩ H • ,

(X \RO(X) G)• = (X \ G)• = 1 \ G = 1 \ G• .
By 312H(ii), this is enough to show that π is a Boolean homomorphism. (ii) If E ∈ B,
b let G0 ⊆ X be an open set such
that G0 4E ∈ M; then G = int G0 belongs to RO(X) and
πG = G• = G•o = E • .
Thus π is surjective. (iii) There is a regular open set W such that X \ W is meager and every non-empty open subset
of W is non-meager (4A3Ra); now the kernel of π is just {G : G ∈ RO(X), G ∩ W = ∅} which has a largest member
int(X \ W ). This shows that the kernel of π is order-closed, so that π is order-continuous (313P(a-ii)). Q
Q
42 Cardinal functions 514Ic

(c) From the last part of the proof of (b), we see that the kernel of π is the principal ideal of RO(X) generated by
X \ W , so that in fact π is an isomorphism between the complementary principal ideal generated by W and C.
In particular, being isomorphic to a principal ideal in the Dedekind complete Boolean algebra RO(X), C is Dedekind
complete (314Xd, 314Ea).

(d) It is useful to know that if G ⊆ X is open, then the category algebra of G can be identified with the principal
ideal of C generated by G• ; this is because a subset of G is nowhere dense regarded as a subset of G iff it is nowhere
dense regarded as a subset of X, so that M ∩ PG is exactly the ideal of meager subsets of G for the subspace topology,
while the Borel σ-algebra of G is {G ∩ E : E ⊆ X is Borel} (4A3Ca).

(e) Recall from 431Fa that every A ⊆ X has a Baire-property envelope, that is, a set E ∈ Bb such that A ⊆ E and
E \ F is meager whenever F ∈ Bb and A ⊆ F . If hAn in∈N is any sequence of subsets of X, and En is a Baire-property
S S
envelope of An for each n, then E = n∈N En is a Baire-property envelope of A = n∈N An . P P Of course A ⊆ E ∈ B.b
If A ⊆ F ∈ B,
b then An ⊆ F for every n, so En \ F is meager for every n and E \ F is meager. QQ
If A ⊆ X, we can define ψ(A) ∈ C by setting ψ(A) = inf{F • : A ⊆ F ∈SB},b because C is Dedekind complete. Note
that ψ(A) = E • for any Baire-property envelope E of A. It follows that ψ( n∈N An ) = supn∈N ψ(An ) for any sequence
hAn in∈N of subsets of X; also ψ(A) = 0 in C iff A is meager.

(f ) The construction here is most useful when X is a Baire space, so that no non-empty open set is meager, π is
injective and is an isomorphism between RO(X) and C.

(g) If X is a zero-dimensional space, then the algebra E of open-and-closed sets in X is an order-dense subalgebra
of RO(X), so that RO(X) can be identified with the Dedekind completion of E; and that if X is a zero-dimensional
compact Hausdorff space, then the category algebra of X can equally be identified with the Dedekind completion of E.

(h) Finally, I note that if X is an extremally disconnected compact Hausdorff space, so that its algebra E of open-
and-closed sets is already Dedekind complete (314S), then E = RO(X). So if X is the Stone space of a Dedekind
complete Boolean algebra A, we have a Boolean isomorphism a 7→ b a• from A to C, writing ba for the open-and-closed
subset of X corresponding to a ∈ A.

514J Now we have the following.


Proposition Let X be a topological space and C its category algebra.
(a) sat(C) ≤ sat(X), c(C) ≤ c(X), π(C) ≤ π(X) and d(C) ≤ d(X).
(b) If X is a Baire space, sat(C) = sat(X) and c(C) = c(X).
(c) If X is regular, wdistr(C) ≤ add I, where I is the ideal of nowhere dense subsets of X.
proof All we need to know is that C is isomorphic to a principal ideal of RO(X), which is the whole of RO(X) if X
is a Baire space, and apply 514H and 514Ed.

514K Later in this volume, we shall see that the Lebesgue measure algebra, in particular, can have weak dis-
tributivity large compared with its cellularity and its Maharam type. For such algebras the following result gives us
significant information.
Proposition Let A be a Boolean algebra such that sat(A) ≤ wdistr(A). Then whenever A ⊆ A and #(A) < wdistr(A)
there is a set C ⊆ A such that #(C) ≤ max(c(A), τ (A)) and a = sup{c : c ∈ C, c ⊆ a} for every a ∈ A.
proof (a) If A is finite we can take C to be the set of atoms of A; so let us henceforth suppose that A is infinite.
Let D ⊆ A be a τ -generating set of cardinal τ (A), and D the subalgebra of A generated by D, so that (because A is
infinite) #(D) = τ (A). For any a ∈ A, write
Q(a) = {b : b ∈ A, ∃ d ∈ D, (a 4 d) ∩ b = 0},

E(a) = {B : B is a maximal antichain, sup B 0 ∈ Q(a) for every finite B 0 ⊆ B}.


Now the first fact to establish is that E(a) 6= ∅ for any a ∈ A.
PP Set E = {a : E(a) 6= ∅}. Then D ⊆ E, because 1 ∈ Q(d) and {1} ∈ E(d) for every d ∈ D. If a ∈ E, then
Q(1 \ a) = Q(a) (because 1 \ d ∈ D for every d ∈ D), so E(1 \ a) = E(a) is non-empty. If F ⊆ E is non-empty and has
supremum a ∈ A, then there is a non-empty set F0 ⊆ F , still with supremum a, such that #(F0 ) < sat(A) (514Db). For
each c ∈ F0 choose Bc ∈ E(c). Because #(F0 ) < wdistr(A), there is a maximal antichain B ⊆ A such that {e : e ∈ Bc ,
e ∩ b 6= 0} is finite for every c ∈ F0 . If B 0 ⊆ B is finite and c ∈ F0 , then sup B 0 ⊆ sup Bc0 where Bc0 = {e : e ∈ Bc ,
e ∩ sup B 0 6= 0}, so sup B 0 ∈ Q(c). Now let B̃ be a maximal antichain such that for every b ∈ B̃ there are a b1 ∈ B
514M Boolean algebras 43

and a c ∈ F0 such that b ⊆ b1 \ (a \ c). If B 0 ⊆ B̃ is finite, with supremum b∗ , there are c0 , . . . , cn ∈ F0 such that b∗ is
disjoint from a \ supi≤n ci ; also b∗ ∈ Q(ci ) for each i. So we can find di ∈ D such that ci 4 di is disjoint from b∗ for
each i ≤ n; accordingly c 4 d is disjoint from b∗ , where c = supi≤n ci and d = supi≤n di , and (a 4 d) ∩ b∗ = 0, while
d ∈ D. This shows that b∗ ∈ Q(a); as B 0 is arbitrary, B̃ ∈ E(a) and a ∈ E.
This shows that E is closed under complements and arbitrary suprema. It is therefore an order-closed subalgebra
of A; since it includes D, it is the whole of A, which is what we need to know. Q Q
(b) Now turn to the given set A. For each a ∈ A choose Ba ∈ E(a). Then there is a maximal antichain B such that
{e : e ∈ Ba , e ∩ b 6= 0} is finite for every b ∈ B and a ∈ A. Of course #(B) < sat(A). Set C = {d ∩ b : d ∈ D, b ∈ B}.
Then
#(C) ≤ max(ω, #(B), #(D)) ≤ max(c(A), τ (A)).
?? Suppose that a ∈ A is not the supremum of C 0 = {c : c ∈ C, c ⊆ a}. Let a0 ⊆ a be non-zero and disjoint from every
member of C 0 . Then there is a b ∈ B such that b ∩ a0 6= 0. As b is covered by finitely many members of Ba it belongs
to Q(a), and there is a d ∈ D such that (a 4 d) ∩ b = 0; which means that
0 6= a0 ∩ b ⊆ a ∩ b = d ∩ b,
while d ∩ b ∈ C. Thus d ∩ b ∈ C 0 ; but a0 is supposed to be disjoint from every member of C 0 . X
X
Thus C has the properties we need.

514L The regular open algebra of a pre-ordered set Many important features of pre-ordered sets, at least in
those aspects which are of concern to us here, can be related to the regular open algebras of suitable topologies.
Definition For any pre-ordered set P , a subset G of P is up-open if [p, ∞[ ⊆ G whenever p ∈ G. The family of such
sets is a topology on P , the up-topology. Similarly, the down-topology of P is the family of down-open sets H
such that p ≤ q ∈ H ⇒ p ∈ H. Note that G ⊆ P is up-open iff it is closed for the down-topology, and vice versa.

514M These up- and down-topologies, entirely unrelated to the usual ‘order topology’ on a totally ordered set
(4A2A) and the ideas of order-convergence considered in Volume 3, take a bit of getting used to. Their characteristic
property is that every point p has a smallest neighbourhood [p, ∞[; see 514Xg. I begin with an elementary lemma for
practice.
Lemma Let P be a pre-ordered set endowed with its up-topology.
(a)(i) For any A ⊆ P , A = {p : A ∩ [p, ∞[ 6= ∅}.
(ii) For any p ∈ P , [p, ∞[ is the set of elements of P which are compatible upwards with p.
(iii) For any p, q ∈ P , the following are equiveridical: (α) q ∈ int [p, ∞[; (β) every member of [q, ∞[ is compatible
upwards with p; (γ) q is incompatible upwards with every r ∈ P which is incompatible upwards with p.
(b) A subset of P is dense iff it is cofinal.
(c) If Q is another pre-ordered set with its up-topology, a function f : P → Q is continuous iff it is order-preserving.
(d) A subset G of P is a regular open set iff
G = {p : G ∩ [q, ∞[ 6= ∅ for every q ≥ p}.
(e) P is separative upwards iff all the sets [p, ∞[ are regular open sets.
(f) If P is separative upwards and A ⊆ P has a supremum p in P , then [p, ∞[ = inf q∈A [q, ∞[ in RO↑ (P ).
proof (a) For (i), we need only note that [p, ∞[ is the smallest open set containing p. Now (ii) amounts to a restatement
of the definition of ‘compatible upwards’. As for (iii),

q ∈ int [p, ∞[ ⇐⇒ [q, ∞[ ⊆ [p, ∞[


⇐⇒ [q 0 , ∞[ ∩ [p, ∞[ 6= ∅ for every q 0 ≥ q
(by (i))
⇐⇒ [q, ∞[ ∩ [r, ∞[ = ∅ whenever [r, ∞[ ∩ [p, ∞[ = ∅

because
S
P \ [p, ∞[ = {[r, ∞[ : [r, ∞[ ∩ [p, ∞[ = ∅}.

(b) U = {[p, ∞[ : p ∈ P } is a base for the up-topology, so a subset of P is dense iff it meets every member of U; but
this is the same thing as saying that it is cofinal.
44 Cardinal functions 514M

(c) If f is order-preserving and H ⊆ Q is up-open, then


p0 ≥ p ∈ f −1 [H] =⇒ f (p0 ) ≥ f (p) ∈ H =⇒ f (p0 ) ∈ H,
so f −1 [H] is up-open; as H is arbitrary, f is continuous. If f is continuous and p ≤ p0 in P , then H = [f (p), ∞[ is
up-open, so f −1 [H] is up-open and must contain p0 , that is, f (p0 ) ≥ f (p); as p and p0 are arbitrary, f is order-preserving.

(d) For any set A ⊆ P ,


{p : A ∩ [q, ∞[ 6= ∅ for every q ≥ p} = {p : [p, ∞[ ⊆ A} = int A
(using (a)).

(e) This is immediate from (a-iii) and the definition in 511Bk.


T
(f ) [p, ∞[ is actually the intersection q∈A [q, ∞[.

514N Proposition Let (P, ≤) be a pre-ordered set, and write T↑ for the up-topology of P and RO↑ (P ) for the
regular open algebra of (P, T↑ ).
(a) (RO↑ (P )+ , ⊇, RO↑ (P )+ ) 4GT (T↑ \{∅}, ⊇, T↑ \{∅}) ≡GT (P, ≤, P ). If P is separative upwards, then (RO↑ (P )+ , ⊇
, RO↑ (P )+ ) ≡GT (P, ≤, P ).
(b) π(RO↑ (P )) ≤ π(P, T↑ ) = d(P, T↑ ) = cf P . If P is separative upwards, then we have equality.
(c) sat↑ (P, ≤) = sat(P, T↑ ) = sat(RO↑ (P )) and c↑ (P, ≤) = c(P, T↑ ) = c(RO↑ (P )).
(d) For any cardinal κ,
link<κ (RO↑ (P )) ≤ link↑<κ (P, ≤),
with equality if either P is separative upwards or κ ≤ ω. In particular, we always have
link↑ (P, ≤) = link(RO↑ (P )), d ↑ (P, ≤) = d(RO↑ (P )).
(e) If Q ⊆ P is cofinal, then RO↑ (Q) ∼ = RO↑ (P ).
(f) If A ⊆ P is a maximal up-antichain, then RO↑ (P ) ∼ = a∈A RO↑ ([a, ∞[).
Q

(g) If P̃ is the partially ordered set of equivalence classes associated with P , then RO↑ (P̃ ) ∼
= RO↑ (P ).
proof (a) By 514Ha,
(RO↑ (P )+ , ⊇, RO↑ (P )+ ) 4GT (T↑ \ {∅}, ⊇, T↑ \ {∅}).
Next, observe that U = {[p, ∞[ : p ∈ P } is a base for T↑ , so that
(T↑ \ {∅}, ⊇, T↑ \ {∅}) ≡GT (U, ⊇, U)
by 513Ed (inverted, as usual). If we set φ(p) = [p, ∞[ for p ∈ P , and choose ψ(U ) ∈ P such that U = [ψ(U ), ∞[ for
U ∈ U, then (φ, ψ) is a Galois-Tukey connection from (P, ≤, P ) to (U, ⊇, U), while (ψ, φ) is a Galois-Tukey connection
in the reverse direction; so (P, ≤) ≡GT (U, ⊇).
If P is separative upwards, then U is included in RO↑ (P ) (514Me) and is coinitial with RO↑ (P )+ , so
(RO↑ (P )+ , ⊇, RO↑ (P )+ ) ≡GT (U, ⊇, U) ≡GT (P, ≤, P ).

(b) Now

π(RO↑ (P )) ≤ π(P, T↑ )
(514Hb)
= ci(T↑ \ {∅}) = ci U = cf P,

defining U as in (a) above. By 514Mb, cf P = d(P, T↑ ). If P is separative upwards, then π(RO↑ (P )) = cf P because
(RO↑ (P )+ , ⊇, RO↑ (P )+ ) ≡GT (P, ≤, P ).

(c) Similarly, again using 514Hb,


sat(RO↑ (P )) = sat(P, T↑ ) = sat↓ (T↑ \ {∅}) = sat↑ (P ),

c(RO↑ (P )) = c(P, T↑ ) = c↓ (T↑ \ {∅}) = c↑ (P ).


514P Boolean algebras 45

(d) Using (a) and 512Dd, we see that

link<κ (RO↑ (P )) = link<κ (RO↑ (P )+ , ⊇, RO↑ (P )+ )


≤ link<κ (P, ≤, P ) = link↑<κ (P, ≤),

with equality if P is separative upwards. For other P , if κ ≤ ω, set λ = link<κ (RO↑ (P )) and let hHξ iξ<λ be a cover of
RO↑ (P )+ by <κ-linked sets. Set Aξ = {p : int [p, ∞[ ∈ Hξ } for each ξ < κ. Then T any Aξ is upwards-<κ-linked in P .
P?? Otherwise, there is an I ∈ [AH ]<κ which has no upper bound in P , that is, p∈I [p, ∞[ = ∅. Now
P
T S
p∈I int [p, ∞[ ⊆ i∈I ([p, ∞[ \ [p, ∞[)

is an open set covered by finitely many nowhere dense sets and is therefore empty, so we have a finite subset of H with
empty intersection. XXQQ So hAξ iξ<λ witnesses that link↑<κ (P, ≤) ≤ λ and again we have equality. In particular,
link(RO↑ (P )) = link<3 (RO↑ (P )) = link↑<3 (P, ≤) = link↑ (P, ≤),

d(RO↑ (P )) = link<ω (RO↑ (P )) = link↑<ω (P, ≤) = d ↑ (P, ≤).

(e) Put 514Mb and 514Hd together.


S
(f ) Because A is an up-antichain, h[a, ∞[ia∈A is a disjoint family of open sets in P ; because A is maximal, a∈A [a, ∞[
is cofinal, therefore dense. So 514He gives the result.

(g) Let Q ⊆ P be a set meeting each equivalence class in just one point, so that q 7→ q • : Q → P̃ is a bijection.
Then Q is cofinal with P , while with its subspace ordering Q is isomorphic to P̃ . So
∼ RO↑ (Q) ∼
RO↑ (P̃ ) = = RO↑ (P )
by (e).

514O Of course we very much want to be able to recognise cases in which two partially ordered sets have isomorphic
regular open algebras; and it is also important to know when one RO↑ (P ) can be regularly embedded in another. The
next four results give some of the known sufficient conditions for these.
Proposition Suppose that P and Q are pre-ordered sets and f : P → Q is an order-preserving function such that
f −1 [Q0 ] is cofinal with P for every up-open cofinal Q0 ⊆ Q. Then there is an order-continuous Boolean homomorphism
from RO↑ (Q) to RO↑ (P ). If f [P ] is cofinal with Q then RO↑ (Q) can be regularly embedded in RO↑ (P ).
proof By 514Mc, f is continuous for the up-topologies. Moreover, f −1 [M ] is nowhere dense in P whenever M ⊆ Q
is nowhere dense in Q. P P Q0 = Q \ M is up-open and dense, therefore cofinal (514Mb), so f −1 [Q0 ] is up-open and
dense, and f −1 [M ] ⊆ P \ f −1 [Q0 ] is nowhere dense. Q
Q
By 314R, there is an order-continuous Boolean homomorphism π : RO↑ (Q) → RO↑ (P ) defined by setting πH =
int f −1 [H] for every H ∈ RO↑ (Q). Now

f [P ] is cofinal ⇐⇒ f [P ] is dense
=⇒ f [P ] ∩ H 6= ∅ for every H ∈ RO↑ (Q) \ {∅}
⇐⇒ f −1 [H] 6= ∅ for every H ∈ RO↑ (Q) \ {∅}
⇐⇒ πH 6= ∅ for every H ∈ RO↑ (Q) \ {∅} ⇐⇒ π is injective.

So in this case π is a regular embedding of RO↑ (Q) in RO↑ (P ).

514P Corollary Suppose that P and Q are pre-ordered sets and f : P → Q an order-preserving function and
whenever p ∈ P , q ∈ Q and f (p) ≤ q, there is a p0 ≥ p such that f (p0 ) ≥ q. If f [P ] is either cofinal with Q or coinitial
with Q, then RO↑ (Q) can be regularly embedded in RO↑ (P ).
proof If Q0 ⊆ Q is up-open and cofinal, then f −1 [Q0 ] is cofinal with P . P
P Take any p ∈ P . Then there are a q ∈ Q0
such that q ≥ f (p) and a p0 ≥ p such that f (p0 ) ≥ q; as Q0 is up-open, p0 ∈ f −1 [Q0 ]; as p is arbitrary, f −1 [Q0 ] is
cofinal. Q
Q So if f [P ] is cofinal with Q, we can use 514O. On the other hand, if f [P ] is coinitial with Q it is also cofinal
with Q. P P For q ∈ Q there is a p ∈ P such that f (p) ≤ q; now our main hypothesis tells us that there is a p0 ∈ P such
that f (p0 ) ≥ q. Q
Q So we have the result in this case also.
46 Cardinal functions 514Q

514Q Proposition Let P and Q be pre-ordered sets, and f : P → Q a function such that
whenever A ⊆ P is a maximal up-antichain then f A is injective and f [A] is a maximal up-antichain in Q.
Then there is an injective order-continuous Boolean homomorphism π : RO↑ (P ) → RO↑ (Q) defined by setting
π(int [p, ∞[) = int [f (p), ∞[ for every p ∈ P . In particular, RO↑ (P ) can be regularly embedded in RO↑ (Q). If
f [P ] is cofinal with Q, then π is an isomorphism.

proof (a) For p ∈ P , set Hp = int [f (p), ∞[ ∈ RO↑ (Q). If A ⊆ P is a maximal up-antichain, h[f (p), ∞[ip∈A is a
disjoint family of up-open subsets of Q with dense union, so hHp ip∈A is a partition of unity in RO↑ (Q). It follows that
hHp ip∈A must be disjoint for every up-antichain A ⊆ P . Moreover, if p0 ∈ P and p1 ∈ int [pS0 , ∞[ in P , we have a
maximal up-antichain A containing p0 , and A0 = (A \ {p0 }) ∪ {p1 } is an up-antichain; as Hp1 ∩ p∈A,p6=p0 Hp = ∅, Hp1
must be included in Hp0 .

(b) For G ∈ RO↑ (P ), set πG = sup{Hp : p ∈ G}, the supremum being taken in RO↑ (Q). If G, G0 ∈ RO↑ (P ) are
disjoint, then p and p0 are incompatible upwards, so Hp and Hp0 are disjoint, whenever p ∈ G and p0 ∈ G0 ; accordingly
πG and πG0 must be disjoint.

(c) If p ∈ P , then of course Hp ⊆ π(int [p, ∞[). On the other hand, if p0 ∈ int [p, ∞[, then we saw in (a) that
Hp0 ⊆ Hp , so that π(int [p, ∞[) must be exactly Hp .

(d) If G ⊆ RO↑ (P ) has supremum G0 in RO↑ (P ), πG0 = supS ↑


G∈G πG in RO (Q). P P Of course πG0 ⊇ πG for every
G ∈ G. Let A be maximal among the up-antichains included in G, and extend A to a maximal up-antichain A0 ⊆ P .
Then hHp ip∈A0 is a partition of unity in RO↑ (Q), so H = supp∈A Hp and H 0 = supp∈A0 \A Hp are complementary
elements of RO↑ (Q). For every p ∈ A there is a G ∈ G with p ∈ G, so that Hp ⊆ πG; accordingly H ⊆ supG∈G πG.
On the other hand, take any p ∈ G0 . By the maximality of A, G ∩ [p0 , ∞[ = ∅ for every p0 ∈ A0 \ A and G ∈ G, so
G0 ∩ [p0 , ∞[ = ∅ for every p0 ∈ A0 \ A and Hp ∩ Hp0 = ∅ for every p0 ∈ A0 \ A, that is, Hp ∩ H 0 = ∅ and Hp ⊆ H. As p
is arbitrary,
πG0 ⊆ H ⊆ supG∈G πG ⊆ πG0
and we have equality. Q
Q

(e) Now we see that


π∅ = ∅,

πP = Q
(because if we take any maximal up-antichain A ⊆ P , πP includes supp∈A Hp ),
πG ∩ πH = ∅ whenever G, H ∈ RO↑ (P ) and G ∩ H = ∅,

π(sup G) = sup π[G] for every G ⊆ RO↑ (P ).


By 312H(iv), π is a Boolean homomorphism, and by 313L(b-iv) it is order-continuous. Finally, πG 6= ∅ whenever
G ∈ RO↑ (P ) \ {∅}, so π is injective and is a regular embedding.

(f ) If f [P ] is cofinal with Q, then π[RO↑ (P )] is order-dense in RO↑ (Q). P


P Let H ∈ RO↑ (Q) be non-empty. As f [P ]
is dense, there is a p ∈ P such that f (p) ∈ H. Now
∅=
6 π(int [p, ∞[) = int [f (p), ∞[ ⊆ int H = H;
as H is arbitrary, we have the result. Q
Q By 314Ia, π is an isomorphism. This completes the proof.

514R Corollary Let P and Q be pre-ordered sets. Suppose that there is a function f : P → Q such that f [P ] is
cofinal with Q and, for p, p0 ∈ P , p and p0 are compatible upwards in P iff f (p) and f (p0 ) are compatible upwards in
Q. Then RO↑ (P ) ∼
= RO↑ (Q).
proof The point is that f satisfies the condition of 514Q. P P Suppose that A ⊆ P is a maximal up-antichain. If p, p0
are distinct elements of A, then p and p are incompatible upwards in P , so f (p) and f (p0 ) are incompatible upwards
0

in Q. This shows simultaneously that f A is injective and that f [A] is an up-antichain in Q. If q is any element of Q,
there is a p ∈ P such that f (p) ≥ q; now there must be a p0 ∈ A such that p0 is compatible upwards with p, in which
case f (p0 ) is compatible upwards with f (p) and therefore with q. So f [A] is maximal; as A is arbitrary, we have the
result. Q
Q
So 514Q gives the result.
514T Boolean algebras 47

514S Proposition (a) Let A be a Dedekind complete Boolean algebra and P a pre-ordered set. Suppose that we
have a function f : P → A+ such that, for p, q ∈ P ,
f (p) ⊆ f (q) whenever p ≤ q,

f (p) ∩ f (q) = 0 whenever p and q are incompatible downwards in P ,

f [P ] is order-dense in A.
Then RO↓ (P ) ∼ = A.
(b) Let A be a Dedekind complete Boolean algebra and D ⊆ A an order-dense set not containing 0. Give D the
ordering ⊆ , and write RO↓ (D) for the regular open algebra of D with its down-topology. Then RO↓ (D) ∼
= A.
(c) Let (X, T) be a topological space and P a pre-ordered set. Suppose we have a function g : P → T \ {∅} such
that, for p, q ∈ P ,
g(p) ⊆ g(q) whenever p ≤ q,

g(p) ∩ g(q) = ∅ whenever p and q are incompatible downwards in P ,

g[P ] is a π-base for T.


Then RO (P ) ∼

= RO(X).
(d) Let (X, T) be a topological space and U a π-base for the topology of X not containing {∅}. Give U the ordering
⊆. Then RO↓ (U) ∼= RO(X).

proof (a)(i) The key is the following fact: if p ∈ P , a ∈ A and a ∩ f (p) 6= 0, then there is a q ≤ p such that f (q) ⊆ a.
P There is a q0 ∈ P such that f (q0 ) ⊆ a ∩ f (p). Now q0 and p cannot be incompatible downwards, so there is a
P
q ∈ ]−∞, q0 ] ∩ ]−∞, p], and in this case f (q) ⊆ f (q0 ) ⊆ a. Q
Q

(ii) For G ∈ RO↓ (P ), set πG = sup f [G] in A. Then π : RO↓ (P ) → A is order-preserving. Of course π(∅) = 0.
π(G ∩ H) = πG ∩ πH for all G, H ∈ RO↓ (P ). P P Because π is order-preserving, π(G ∩ H) ⊆ πG ∩ πH. ?? If
a = πG ∩ πH \ π(G ∩ H) 6= 0, take p ∈ G such that a ∩ f (p) 6= 0; then there is a p0 ≤ p such that f (p0 ) ⊆ a. Next, there
must be a q ∈ H such that f (q) ∩ f (p0 ) 6= 0, and a q 0 ≤ q such that f (q 0 ) ⊆ f (p0 ). But now q 0 ∈ ]−∞, p]∩]−∞, p] ⊆ G∩H,
so f (q 0 ) ⊆ π(G ∩ H); while at the same time f (q 0 ) ⊆ a. X X Thus π(G ∩ H) = πG ∩ πH. Q Q

π(P \ G) = 1 \ πG for every G ∈ RO (P ). P P Set H = P \ G. Then πG ∩ πH = π(G ∩ H) = 0 by what we have just
seen. ?? If a = 1 \ (πG ∪ πH) is non-zero, let p0 ∈ P be such that f (p0 ) ⊆ a. Then ]−∞, p0 ] is a non-empty open set
so must meet one of G, H. But if p ∈ G ∪ H then f (p0 ) ∩ f (p) = 0 so p0 and p are incompatible downwards and, in
particular, p 6≤ p0 . X
XQQ
So π is a Boolean homomorphism, and it is injective because πG ⊇ f (p) 6= 0 whenever p ∈ G ∈ RO↓ (P ). Finally, π
is surjective. PP If a ∈ A, set G = {p : f (p) ⊆ a}. Then G is down-open. If q ∈ / G, f (q) \ a 6= 0, so there is a q1 ≤ q such
that f (q1 ) ∩ a = 0 and ]−∞, q1 ] does not meet G; accordingly q ∈ / int G. So G ∈ RO↓ (P ). Because f [P ] is order-dense,
a = sup f [G] = πG belongs to π[RO↓ (P )]. Q Q
Thus we have an isomorphism between RO↓ (P ) and A.

(b) Apply (a) to the identity map from D to A.

(c) Apply (a) to the map p 7→ int g(p) : P → RO(X).

(d) Apply (c) to the identity function from U to T.

514T Finite-support products At many points in this chapter we find ourselves seeking to relate partially ordered
sets to Boolean algebras and topological spaces. In 511D and 512Eb I sought to describe the cardinal functions of
topological spaces and Boolean algebras in terms of naturally associated partially ordered sets, and in 514L and 514N
of this section I described constructions of topologies and Boolean algebras from partial orders. One of the most
important constructions of general topology is that of ‘product’. The matching construction in Boolean algebra is that
of ‘free product’ (315H). I now come to the corresponding idea for partial orders.

Definition Let hPi ii∈I be a family of non-empty partially ordered sets. The upwards finite-support product
N↑
{ i∈J Pi : J ∈ [I]<ω }, ordered by saying that p ≤ q iff dom p ⊆ dom q and p(i) ≤ q(i) for
S Q
i∈I Pi of hPi ii∈I is the set
N↓ S Q
every i ∈ dom p. Similarly, the downwards finite-support product i∈I Pi of hPi ii∈I is the same set { i∈J Pi :
J ∈ [I]<ω }, but ordered by saying that p ≤ q iff dom q ⊆ dom p and p(i) ≤ q(i) for every i ∈ dom q.
48 Cardinal functions 514U

514U Proposition Let hPi ii∈I be a family of non-empty partially ordered sets, with upwards finite-support product
N↑
P = i∈I Pi .
(a) The regular open algebra RO↑ (P ) is isomorphic to the regular open algebra of P ∗ = i∈I Pi when every Pi is
Q
given its up-topology.
(b) If I is finite, P ∗ is a cofinal subset of P , and the ordering of P ∗ , regarded as a subset of P , is the usual product
partial order on P ∗ . S Q
(c) If Qi ⊆ Pi is cofinal for each i ∈ I, then J∈[I]<ω i∈J Qi is cofinal with P . So cf P ≤ max(ω, #(I), supi∈I cf Pi ).
(d) c↑ (P ) = supJ∈[I]<ω c↑ ( i∈J Pi ).
Q

proof (a) For p ∈ P , set


Gp = {q : q ∈ P ∗ , q(i) ≥ p(i) for every i ∈ dom p}.
Then Gp is a non-empty open set in P ∗ . If p ≤ p0 in P , then Gp ⊇ Gp0 . If p, p0 ∈ P are incompatible upwards in P , there
must be an i ∈ dom p ∩ dom p0 such that p(i) and p0 (i) are incompatible upwards in Pi , in which case Gp ∩ Gp0 is empty.
If V ⊆ P ∗ is a non-empty open set, take any q ∈ V . There is a finite set J ⊆ I such that V ⊇ {q 0 : q 0 ∈ P ∗ , q 0 (i) ≥ q(i)
for every i ∈ J}. Set p = qJ; then Gp ⊆ V . So p 7→ Gp satisfies the conditions of 514Sd, inverted, and RO↑ (P ) is
isomorphic to RO(P ∗ ).
(b)-(c) These are immediate from the definition of the ordering of P . ForSthe estimate
Q of the cofinality of P , just
take cofinal sets Qi ⊆ Pi such that #(Qi ) = cf Pi for each i, and estimate #( J∈[I]<ω i∈J Qi ).
(d) We have

c↑ (P ) = c(RO↑ (P ))
(514Nc)
= c(RO↑ (P ∗ ))
((a) above))
= c(P ∗ )
(514Hb)
Y
= sup c( Pi )
J∈[I]<ω i∈J
Q
(5A4Be, here taking the product topology on i∈I Pi )
Y
= sup c↑ ( Pi )
J∈[I]<ω i∈J

because if J is finite then the up-topology T↑J on i∈J Pi is just the product of the up-topologies on the Pi , so we can
Q

use the identification of c( i∈J Pi , T↑J ) with c↑ ( i∈J Pi ).


Q Q

514X Basic exercises (a) Let (X, T) be a topological space and (Y, TY ) an open subspace. Show that the identity
map is a Tukey function from (TY \ {∅}, ⊇) to (T \ {∅}, ⊇), so (TY \ {∅}, ⊇, TY \ {∅}) 4GT (T \ {∅}, ⊇, T \ {∅}).

(b) Let A be a Boolean algebra. Show that link<κ (A) = π(A) for any κ ≥ sat(A).

(c) Let hAi ii∈I be a family of Boolean algebras and A their free product (315H). Show that d(A) is at most
max(ω, #(I), supi∈I d(Ai )), π(A) ≤ max(ω, #(I), supi∈I π(Ai )), c(A) ≤ max(ω, supi∈I 2c(Ai ) ).

(d) Let A be a Boolean algebra and B a chargeable Boolean algebra. Suppose that A− 4T B− . Show that A is
chargeable. (Hint: 391K.)

(e) Let κ be a cardinal and A a Boolean algebra of size at most 2κ . (i) Show that A is a homomorphic image of a
κ
κ-centered Boolean algebra. (Hint: if κ is infinite, {0, 1}2 has density κ.) (ii) Show that if A is Dedekind complete it
is a homomorphic image of Pκ. (Hint: 514Ca, 314K.)

(f ) Let Σ be the countable-cocountable algebra of ω1 . Show that Σ is an order-dense subalgebra of Pω1 , that
τ (Σ) = ω1 , and that τ (Pω1 ) = ω. (Hint: 514Ef.)

(g) Let (X, T) be a T0 topological space. Show that we have a partial order on X defined by saying that x ≤ y iff
x ∈ {y}. Show that T is the up-topology on X iff the family of T-closed sets is a topology.
514Yg Boolean algebras 49

(h) LetTP be a partially ordered set. Show that a subset of P is a regular open set for the up-topology iff it is of
the form q∈A {p : p ∈ P, [p, ∞[ ∩ [q, ∞[ = ∅} for some set A ⊆ P .

> (i) Rewrite the statement and proof of the Erdős-Tarski theorem (513Bb) (i) in terms of topological spaces (ii) in
terms of Boolean algebras.

(j) Find partially ordered sets P and Q such that the regular open algebras of P and Q for their up-topologies are
isomorphic, but add P 6= add Q and cf P =6 cf Q.

(k) Let P be a non-empty partially ordered set such that its regular open algebra RO↑ (P ) for the up-topology is
atomless, and let Q be a set of the same size as P with the trivial partial order in which q ≤ q 0 iff q = q 0 . Show that
Q and the product partially ordered set P × Q are Tukey equivalent but RO↑ (P × Q) is atomless, while RO↑ (Q) is
purely atomic.

(l) Let P be a partially ordered set and κ an infinite cardinal. Show that κ < wdistr(RO↑ (P )) iff for every family
hQξ iξ<κ of cofinal subsets of P there is a cofinal Q ⊆ P such that for every q ∈ Q and ξ < κ there is an I ∈ [Qξ ]<ω
such that for every p ≥ q there is an r ∈ I which is compatible upwards with p.

(m) Let A be the measure algebra of Lebesgue measure. Show that the simple products {0, 1} × A and PN × A are
not isomorphic, but that each can be regularly embedded in the other.

(n) Let (X, T) and (Y, S) be topological spaces. Suppose we have a π-base U for T and a function f : U → S such
that f [U] is a π-base for S and, for U , U 0 ∈ U, U ∩ U 0 = ∅ iff f (U ) ∩ f (U 0 ) = ∅. Show that RO(X) ∼
= RO(Y ).

(o) Let hPi ii∈I be a family of non-empty partially ordered sets and hIj ij∈J a partition (that is, disjoint cover) of I.
N↑ N↑ N↑
Show that the upwards finite-support product i∈I Pi can be naturally identified with j∈J i∈Ij Pi .

(p) Suppose that P is a partially ordered set and that A ⊆ P is such that
Q = {q : q ∈ P , q = sup{a : a ∈ A, a ≤ q}}
is cofinal with P . Show that if P is separative upwards, then τ (RO↑ (P )) ≤ #(A).

(q) Let A be a Boolean algebra and B either a regularly embedded subalgebra of A or a quotient A/I where I is
an order-closed ideal in A. Let Pou(A), Pou(B) be the pre-ordered sets of partitions of unity in A, B respectively
(512Ee). Show that Pou(B) 4T Pou(A), and hence that wdistr(B) ≥ wdistr(A).

514Y Further exercises (a) For a partially ordered set P , its order-dimension
Q is the smallest cardinal κ such
that P is isomorphic, as partially ordered set, to a subset of a product ξ<κ Xξ where every Xξ is a totally ordered set
(and the product is given its product partial order, as in 315C). Show that the order-dimension of a Boolean algebra
A is link(A).

(b) Let I be any set, with its discrete topology, and X = I N with the product topology; set G = RO(X). (i) Show
that τ (G) = ω. (Hint: Solovay 66.) (ii) Show that if I is infinite, A is a Boolean algebra, not {0}, and π(A) ≤ #(I),
then the Dedekind completion of the free product A ⊗ G is isomorphic to G. (Hint: Koppelberg 89, 14.18.)

(c) In 514Yb, show that the subalgebra B of PX generated by {Hni : n ∈ N, i ∈ I} is an order-dense subalgebra of
RO(X) and that τ (B) ≥ #(I) if #(I) > 1.

(d) Show that PN has a subalgebra with uncountable π-weight. (Hint: 515H.)

(e) Let A be a Boolean algebra and A ⊆ A. Show that there is a B ∈ [A]≤sat(A) with the same upper and lower
bounds as A.

(f ) Show that for any cardinal κ there are a ccc Boolean algebra A and an ideal I of A such that c(A/I) = κ.

(g) Let A be a Boolean algebra and κ a cardinal. I will say that A has the <-κ interpolation property if whenever
A, B ⊆ A, a ⊆ b whenever a ∈ A and b ∈ B, and #(A ∪ B) < κ, then there is a c ∈ A such that a ⊆ c ⊆ b for every
a ∈ A, b ∈ B. (Compare 466G.) (i) Suppose that A has the <-κ interpolation property and I is an ideal of A such
that κ ≤ (add I)+ . Show that the quotient A/I has the <-κ interpolation property. (ii) Suppose that A has the <-κ
interpolation property, B is a Boolean algebra of size at most κ, C is a subalgebra of B and φ : C → A is a Boolean
homomorphism. Show that φ has an extension to a Boolean homomorphism from B to A. (Compare 314K.)
50 Cardinal functions 514Yh

(h) Let A be a Dedekind complete Boolean algebra, not {0}, P the forcing notion (A+ , ⊆ , 1, ↓) (5A3M), and κ a
cardinal. Show that the following are equiveridical: (i) there is an atomless order-closed subalgebra of A with Maharam
type at most κ; (ii) P P κ̌ 6= (Pκ)ˇ.

514 Notes and comments With any mathematical object, the set-theorist’s first concern is simply to establish its
cardinality. There is therefore a natural distinction to make between cardinal invariants which control the cardinality
of a space, as linking number, centering number and π-weight do for Boolean algebras (514Da), and others, like weak
distributivity, which are measures of some kind of complexity not directly linked with cardinality. Observe that for
general Boolean algebras A not even the cellularity is controlled by the Maharam type (514Yb); in fact, of the cardinals
here, only wdistr(A) is controlled by τ (A) alone (514Dd). Maharam type and cellularity together control the size of
the algebra (514De), and for measurable algebras, of course, Maharam type almost completely determines the algebra
and even the measure (see Chapter 33).
I use the language of Galois-Tukey connections in many of the proofs of this section. This is not because there is any
real need for it (there is no depth to any of the results I quote) but because I think that it shows some common strands
running through a rather long list of facts. Also it points up the proofs which are not reducible to simple applications
of ideas in §512; for instance, those relating to weak distributivity. And, finally, it will provide useful practice for the
ideas of Chapter 52.
I have deliberately arranged the lists of cardinal functions of topological spaces and Boolean algebras in such a way
that the cardinals of Boolean algebras and their Stone spaces will naturally correspond. There are of course important
exceptions. The Maharam type of a Boolean algebra, and the tightness of a topological space, do not seem to have
significant natural analogues in the other category. Note that the correspondences depend to a significant degree on
the compactness of Stone spaces. This is perhaps more important than their zero-dimensionality. The point about
the open-and-closed algebra of a zero-dimensional space is that it is order-dense in the regular open algebra, and that
our cardinal functions of Boolean algebras are nearly all unchanged by Dedekind completion (514Ee). For arbitrary
topological spaces, we can still investigate their regular open algebras, and we find that the cardinal functions of a
regular open algebra are much more closely related to those of the topological space if the space is locally compact
(514A, 514H(b)-(c)).
You will not be surprised to recognise some of the results and arguments of this section as direct generalizations of
special cases already treated; thus 316B becomes 514Bb, 316E (or 215B(iv)) becomes 514Db, 316I becomes 514Be and
4A1O becomes 514De.
I have to admit that there are rather more pages than ideas in this section. What it is really here for is to provide
a compendium of useful facts in the language which I wish to use in the rest of the volume. Perhaps I should say
‘languages’, because much of the space is taken up by repeating results in three forms, as they apply to partially
ordered sets, to Boolean algebras and to topological spaces. The point is of course that we frequently find that a fact
which is obvious in one of its three manifestations is a surprise in another. And some care is needed in the translations.
The theory of finite-support products of partially ordered sets (514T-514U), for instance, is supposed to mimic the
theory of products of topological spaces. But actually it reflects the theory of π-bases of topologies rather than the
theory of spaces-with-points. And while we have straightforward functors between the categories of Boolean algebras
and topological spaces, with Boolean homomorphisms corresponding to continuous functions (312Q-312S), such results
as we have concerning functions between partially ordered sets and their actions on the corresponding regular open
algebras are partial and delicate (514O-514R).
The Tukey classification (513D) and the regular open algebras of 514N are both attempts to reduce the multitudinous
variety of partially ordered sets to relatively coherent schemes. They carry rather different information; the Tukey
classification tells us about additivity and cofinality (513E) and precalibers (516C below), while the regular open
algebra determines linking numbers (514N). It is easy to find partially ordered sets with the same regular open algebras
but different additivity and cofinality (514Xj), or with the same Tukey classification but different regular open algebras
(514Xk). The regular open algebras studied here are primarily of interest in relation to the use of partially ordered
sets in the theory of forcing; I hope to return to such questions later in this volume.
Of the cardinal functions of Boolean algebras defined in §511, I have not mentioned Martin numbers or Freese-Nation
numbers. These will be dealt with at length in §§517-518.

515 The Balcar-Franěk theorem


I interpolate a section to give two basic results on Dedekind complete Boolean algebras: the Balcar-Franěk theorem
(515H) on independent sets and the Pierce-Koppelberg theorem (515L) on cardinalities.

515A Definition Let A be a Boolean algebra, not {0}.


515B The Balcar-Franěk theorem 51

(a) I say that a family hBi ii∈I of subalgebras of A is Boolean-independent if inf i∈J bi 6= 0 whenever J ⊆ I is
finite and bi ∈ B+ i = Bi \ {0} for every i ∈ J.
(b) I say that a family hai ii∈I in A is Boolean-independent if inf j∈J aj \ supk∈K ak is non-zero whenever J, K ⊆ I
are disjoint finite sets. Similarly, a set B ⊆ A is Boolean-independent if inf J \ sup K 6= 0 for any disjoint finite sets
J, K ⊆ B.
(c) I say that a family hDi ii∈I of partitions of unity in A is Boolean-independent if inf i∈J di 6= 0 whenever J ⊆ I
is finite and di ∈ Di for every i ∈ J.
(Many authors write ‘independent’ rather than ‘Boolean-independent’. But in this book it is more often natural to
read ‘independent’ as ‘stochastically independent’, as in 325L.)

515B Lemma (Compare 272D.) Let A be a Boolean algebra, not {0}.


(a) A family hai ii∈I in A is Boolean-independent iff no ai is 0 or 1 and h{0, ai , 1 \ ai , 1}ii∈I is a Boolean-independent
family of subalgebras of A.
(b) Let hBi ii∈I be a family of subalgebras of A. Let B be the free product of hBi ii∈I , and εi : Bi → B the canonical
homomorphism for each i ∈ I (315H). Then we have a unique Boolean homomorphism φ : B → A such that φεi (b) = b
for every i ∈ I and b ∈ Bi , and ShBi ii∈I is Boolean-independent iff φ is injective; in which case B is isomorphic to the
subalgebra of A generated by i∈I Bi .
(c) If hBi ii∈I is a Boolean-independent
S family of subalgebras of A, hIj ij∈J is a disjoint family of subsets of I, and
Cj is the subalgebra of A generated by i∈Ij Bi for each j, then hCj ij∈J is Boolean-independent.
(d) Suppose that B ⊆ A is a Boolean-independent set and that hCj ij∈J is a disjoint family of subsets of B. For
j ∈ J write Cj for the subalgebra of A generated by Cj . Then hCj ij∈J is Boolean-independent.
(e) Suppose that hBi ii∈I is a Boolean-independent family of subalgebras
S of A, and that for each i ∈ I we have a
Boolean-independent subset Bi of Bi . Then hBi ii∈I is disjoint and i∈I Bi is Boolean-independent.
(f) Let hDi ii∈I be a family of partitions of unity in A, none containing 0. For each i ∈ I let Bi be the order-closed
subalgebra of A generated by Di . Then hBi ii∈I is Boolean-independent iff hDi ii∈I is Boolean-independent.
proof (a) The point is just that in 515Aa we need consider only bi ∈ Bi \ {0, 1}, while in 515Ab we have
inf j∈J aj \ supk∈K ak = inf j∈J aj ∩ inf i∈K 1 \ ak .

(b) 315Ib, applied to the identity maps from the Bi to A, assures us that there is a unique Boolean homomorphism
φ : B → A such that φεi (b) = b for every i ∈ I and b ∈ Bi .
(i) By 315J(e-ii), hεi [Bi ]ii∈I is a Boolean-independent family of subalgebras of B. So if φ is injective, hBi ii∈I =
hπi [εi [Bi ]]ii∈ISis Boolean-independent in φ[B] and therefore in A. In S this case, because B is the subalgebra of itself
generated by i∈I εi [Bi ] (315Ja), the subalgebra of A generated by i∈I Bi is φ[B] and is isomorphic to B.
(ii) If hBi ii∈I is Boolean-independent and b ∈ B+ , there are a finite J ⊆ I and a family hbj ij∈J ∈ j∈J B+
Q
j such
that b ⊇ inf j∈J εj (bj ) (315Jb). Now φ(b) ⊇ inf j∈J bj is non-zero; as b is arbitrary, φ is injective.
(c) Let L ⊆ J be a finite set and suppose that cj ∈ C+ ⊂
j for each j ∈ L. As observed in (b), the embeddings Bi → Cj
identify Cj with the free product of hBi ii∈Ij , so 315Jb tells us that there must be a finite set Kj ⊆ Ij and elements
bi ∈ B+
S
i , for i ∈ Kj , such that inf i∈Kj bi ⊆ cj . Now inf j∈L cj ⊇ inf{bi : i ∈ j∈L Kj } is non-zero. As hcj ij∈L is
arbitrary, hCj ij∈J is Boolean-independent. (Compare 315K.)
(d) Set Bb = {0, b, 1 \ b, 1} for b ∈ B, so that hBb ib∈B is Boolean-independent, by (a); now apply (c).
(e)(i) If i, j ∈ I are distinct, b ∈ Bi and b0 ∈ Bj , then b ∈ B+ 0 + 0 0
i and 1 \ b ∈ Bj , so b \ b 6= 0 and b 6= b .
S
(ii) If J, K are disjoint finite subsets of i∈I Bi , then J ∩ Bi and K ∩ Bi are disjoint finite subsets of Bi , so that
bi = inf(J ∩ Bi ) \ sup(K ∩ Bi ) ∈ B+
i
S
for each i ∈ I. Let L ⊆ I be a finite set such that J ∪ K ⊆ i∈L Bi ; then
inf J \ sup K = inf i∈I bi 6= 0.
S
As J and K are arbitrary, i∈I Bi is Boolean-independent.
(f ) Since Di ⊆ Bi , hDi ii∈I must be Boolean-independent if hBi ii∈I is.
On the other hand, each Di is order-dense in Bi . P P For d ∈ Di , the set {b : d ⊆ b or d ∩ b = 0} is an order-closed
subalgebra of A including Di , so includes Bi . If b ∈ B+ i , then (because sup Di = 1 in A) there must be a d ∈ Di such
that b ∩ d 6= 0, in which case 0 6= d ⊆ b. As b is arbitrary, Di is order-dense in Bi . Q
Q
Now suppose that hDi ii∈I is Boolean-independent, J ⊆ I is finite and bi ∈ B+ i for each i ∈ J. Then we have
non-zero di ∈ Di such that di ⊆ bi for each i. So inf i∈J bi ⊇ inf i∈J di is non-zero. As hbi ii∈J is arbitrary, hBi ii∈I is
Boolean-independent.
52 Cardinal functions 515C

515C Proposition Let A be a Boolean algebra, not {0}, and κ a cardinal.


(a) There is a Boolean-independent subset of A with cardinal κ iff there is a subalgebra of A which is isomorphic to
the algebra of open-and-closed subsets of {0, 1}κ .
(b) If A is Dedekind complete, there is a Boolean-independent subset of A with cardinal κ iff there is a subalgebra
of A which is isomorphic to the regular open algebra of {0, 1}κ .
proof Set Z = {0, 1}κ ; write E for the algebra of open-and-closed subsets of Z and G for the regular open algebra of
Z.
(a)(i) Suppose that A has a Boolean-independent subset of cardinal κ, enumerated as haξ iξ<κ . Setting Aξ =
{0, aξ , 1 \ aξ , 1}
S for each ξ, hAξ iξ<κ is a Boolean-independent family of subalgebras of A, and the subalgebra C of A
generated by ξ<κ Aξ can be identified with the free product of hAξ iξ<κ (515Bb). But since the Stone space of each
Aξ has just two points, the construction of 315H makes it plain that the Stone space of C is homeomorphic to Z, so
that C is isomorphic to E.
(ii) In the other direction, the sets Eξ = {z : z ∈ Z, z(ξ) = 1} are Boolean-independent in E, so if E can be
embedded in A there must be a Boolean-independent subset of A of cardinal κ.
(b) Now suppose that A is Dedekind complete. E is an order-dense subalgebra of G (314T). So if A has a subalgebra
isomorphic to G it certainly has one isomorphic to E. On the other hand, if A has a subalgebra isomorphic to E, so that
there is an injective Boolean homomorphism π : E → A, then (because A is Dedekind complete) π has an extension to
a Boolean homomorphism π1 : G → A (314K); because E is order-dense in G and π is injective, π1 is injective, so that
π1 [G] is a subalgebra of A isomorphic to G.
Putting this together with (a), we see that A has a Boolean-independent subset of cardinal κ iff it has a subalgebra
isomorphic to G.

515D Lemma Let A be a Dedekind complete Boolean algebra, not {0}, and B an order-closed subalgebra of A
such that A is relatively atomless over B. Then there is an a∗ ∈ A \ {0, 1} such that B and {0, a∗ , 1 \ a∗ , 1} are
Boolean-independent subalgebras of A.
Remark Recall from 331A that a Boolean algebra A is ‘relatively atomless’ over an order-closed subalgebra B if for
every a ∈ A+ there is a c ⊆ a which is not of the form a ∩ b for any b ∈ B.
proof Set
D = {a : a ∈ A, a 6= 0, B ∩ Aa = {0}},
where Aa is the principal ideal of A generated by a. Then D is order-dense in A. P P If a ∈ A+ , there is a c ∈ Aa \ {a ∩ b :
b ∈ B}. Set b0 = sup{b : b ∈ B, b ⊆ c}; then c \ b0 ⊆ a and c \ b0 ∈ D. Q Q
For a ∈ A set upr(a, B) = inf{b : a ⊆ b ∈ B}, as in 313S1 . Set E = {upr(d, B) : d ∈ D}. Then E is order-dense
in B, because if b ∈ B+ there is a d ∈ D such that d ⊆ b, and now upr(d, B) belongs to E and is included in b. So
there is a partition E0 of unity in B included in E (313K). For each e ∈ E0 choose de ∈ D such that e = upr(de , B),
and set a∗ = sup{de : e ∈ E0 }. If b ∈ B+ , there is an e ∈ E0 such that b ∩ e 6= 0, that is, e 6⊆ 1 \ b, so de 6⊆ 1 \ b and
b ∩ de 6= 0; so b ∩ a∗ 6= 0. Also, because de ∈ D, b ∩ e ⊆
6 de = a∗ ∩ e, so b ⊆
6 a∗ and b ∩ (1 \ a∗ ) 6= 0. As b is arbitrary, B
∗ ∗
and {0, a , 1 \ a , 1} are Boolean-independent.

515E Lemma (Balcar & Vojtáš 77) Let A be a Boolean algebra. Suppose that C ⊆ A+ and that #(C) < c(Ac )
for every c ∈ C, where Ac is the principal ideal of A generated by c. Then there is a partition D of unity in A such
that every member of C includes a non-zero member of D.
proof Enumerate C as hcξ iξ<κ . For each ξ < κ, let Bξ be a disjoint set in A+ +
cξ of size κ , and set

Aξ = {η : η < κ, #({b : b ∈ Bξ , b ∩ cη 6= 0}) ≤ κ},

Bξ0 = Bξ \ η∈Aξ {b : b ∈ Bξ , b ∩ cη 6= 0}.


S

Then Bξ0 is a disjoint set in Acξ , #(Bξ0 ) = κ+ , and {b : b ∈ Bξ0 , b ∩ cη 6= 0} is empty if η ∈ Aξ and has cardinal κ+
otherwise. Now define A ⊆ κ inductively by saying that ξ ∈ A iff ξ ∈ Aη whenever η ∈ A ∩ ξ, and set B = ξ∈A Bξ0 .
S

B is disjoint. P P If η, ξ ∈ A, η ≤ ξ, b ∈ Bη0 and b0 ∈ Bξ0 and b 6= b0 , then either η = ξ and b ∩ b0 = 0 because Bξ0
is disjoint, or η < ξ and ξ ∈ Aη and b ∩ b0 ⊆ b ∩ cξ = 0. Q Q Also Dξ = {b : b ∈ B, b ∩ cξ 6= 0} has cardinal κ+ for
0 +
every ξ < κ. P P If ξ ∈ A, then Dξ ⊇ Bξ has cardinal κ . If ξ ∈ / A there is some η ∈ A ∩ ξ such that ξ ∈ / Aη and
Dξ ⊇ {b : b ∈ Bη0 , b ∩ cξ 6= 0} has cardinal κ+ . Q
Q
We can therefore find an injection ξ 7→ bξ : κ → B such that cξ ∩ bξ 6= 0 for every ξ. Let D be any partition of unity
including {cξ ∩ bξ : ξ < κ}; this works.
1 Formerly 314V.
515H The Balcar-Franěk theorem 53

515F Lemma Let A be a Dedekind complete Boolean algebra such that c(A) = sat(A) and A is cellularity-
homogeneous. Then there is a Boolean-independent family hBi ii∈I of partitions of unity in A such that #(I) =
supi∈I #(Bi ) = c(A).
proof Write κ for S c(A) = sat(A). Choose hBξ iξ<κ inductively, as follows. Given Bη for η < ξ, let Cξ be the subalgebra
of A generated by η<ξ Bη ; then #(Cξ ) < κ. (Recall from 513Bb that κ = sat↓ (A+ ) must be a regular uncountable
cardinal, while of course #(Bη ) < κ for every η.) By 515E we have a partition D of unity in A, not containing {0}, such
that every non-zero element of Cξ includes an element of D. For each d ∈ D the principal ideal of A generated by d has
cellularity κ > #(ξ) so there is a disjoint family hbdη iη≤ξ of non-zero elements with supremum d. Set bη = supd∈D bdη
for η ≤ ξ, and Bξ = {bη : η ≤ ξ}; then Bξ is a partition of unity in A.
The construction ensures that whenever b ∈ Bξ and c ∈ C+ ξ then b ∩ c 6= 0. It follows that hBξ iξ<κ is Boolean-
independent. P P I show by induction on #(J) that if J ⊆ κ is finite and aξ ∈ Bξ for each ξ ∈ J, then inf ξ∈J aξ 6= 0.
If J is empty this is trivial. For the inductive step to #(J) = n + 1, set ξ = max J and J 0 = ξ ∩ J. By the inductive
hypothesis, c = inf η∈J 0 aη is non-zero; but c ∈ Cξ , so, by the construction of Bξ , c ∩ aξ = inf η∈J aη is non-empty. So
the induction proceeds. Q Q

515G Lemma Let hAi ii∈I be a non-empty family of Boolean algebras with simple product A. Suppose that for
each i ∈ I the algebra
Q Ai has a Boolean-independent set of cardinal κi ≥ ω. Then A has a Boolean-independent set of
cardinal κ = #( i∈I κi ).
Q
proof For each i ∈ I let Bi be a Boolean-independent set in Ai of cardinal κi . Let haξ iξ<κ be a family in i∈I Bi ⊆ A
such that for every finite J ⊆ κ there is an i ∈ I such that aξ (i) 6= aη (i) whenever ξ, η ∈ J are distinct (5A1K). Now
haξ iξ<κ is Boolean-independent in A. P P Suppose that J, K ⊆ κ are finite and disjoint. Then there is an i ∈ I such
that aξ (i) 6= aη (i) whenever ξ, η ∈ J ∪ K are distinct. But this means that haξ (i)iξ∈J∪K is Boolean-independent in Ai ,
so that, setting a = inf ξ∈J aξ \ supξ∈K aξ ,
a(i) = inf ξ∈J aξ (i) \ supξ∈K aξ (i) 6= 0,
and a 6= 0. As J and K are arbitrary, haξ iξ<κ is a Boolean-independent family. Q
Q
Accordingly {aξ : ξ < κ} is a Boolean-independent set of size κ.

515H The Balcar-Franěk theorem (Balcar & Franěk 82) Let A be an infinite Dedekind complete Boolean
algebra. Then there is a Boolean-independent set A ⊆ A such that #(A) = #(A).
proof Set κ = #(A). For a ∈ A write Aa for the principal ideal of A generated by a.
(a) Suppose that A is purely atomic. Then A has an independent set of size κ. P
P Let B be the set of its atoms;
because A is infinite, so is B; set λ = #(B), so that
A∼= b∈B Ab ∼
Q
= Pλ
(315F(iii)), and κ = 2λ . There is a dense subset D of {0, 1}κ with #(D) = λ (5A4Be); let f : B → D be a surjection.
For ξ < κ set
aξ = sup{b : b ∈ B, f (b)(ξ) = 1}.
If J, K ⊆ κ are disjoint finite sets, the set
G = {x : x ∈ {0, 1}κ , x(ξ) = 1 ∀ ξ ∈ J, x(η) = 0 ∀ η ∈ K}
is a non-empty open set, so there is a b ∈ B such that f (b) ∈ G; but this means that inf ξ∈J aξ \ supη∈K aη ⊇ b is
non-zero. As J and K are arbitrary, {aξ : ξ < κ} is an independent subset of A of cardinal κ. Q
Q
(b) Suppose that A is Maharam-type-homogeneous, and that D is an order-closed subalgebra of A with Maharam
type less than τ (A). Then there is a subalgebra B of A, Boolean-independent of D, such that B has a Boolean-
independent subset with cardinal τ (A). P P Let D ⊆ D be a set of cardinal less than τ (A) which τ -generates D.
Choose hbξ iξ<τ (A) inductively, as follows. Given hbη iη<ξ , where ξ < τ (A), let Dξ be the order-closed subalgebra of A
generated by D ∪ {bη : η < ξ}. If a ∈ A+ , the order-closed subalgebra C = {a ∩ b : b ∈ Dξ } of Aa is τ -generated by
{a ∩ bη : η < ξ} ∪ {a ∩ d : d ∈ D} (314Hb), so τ (C) < τ (A) = τ (Aa ) and C 6= Aa . Thus A is relatively atomless over
Dξ ; by 515D, there is a bξ ∈ A \ {0, 1} such that Dξ and {0, bξ , 1 \ bξ , 1} are Boolean-independent. Continue. Now an
easy induction on #(J ∪ K) (as in the last part of the proof of 515F) shows that if J, K are disjoint finite subsets of
τ (A), and d ∈ D is non-zero, d ∩ inf ξ∈J bξ \ supη∈K bη 6= 0. So if we take B to be the subalgebra of A generated by
B = {bξ : ξ < τ (A)}, B and D are Boolean-independent and B ⊆ B is a Boolean-independent set with cardinal τ (A).
QQ
54 Cardinal functions 515H

(c) Suppose that A is Maharam-type-homogeneous and that c(A) < sat(A). Then A has a Boolean-independent
subset with cardinal κ. PP Because A is infinite, c(A) is infinite. Let D ⊆ A+ be a disjoint set of cardinal c(A); adding
1 \ sup D if necessary, we may suppose that D is a partition of unity. For each d ∈ D, Ad has a Boolean-independent
set with cardinal τ (Ad ) = τ (A) (apply (b) above to Ad , with D = {0, d}). By 315F(iii), A ∼
Q
= d∈D Ad ; by 515G,
#(D)
= τ (A)c(A) , so A also has. But
Q
d∈D Ad has a Boolean-independent subset of size the cardinal power τ (A)

κ ≤ supλ<sat(A) τ (A)λ = τ (A)c(A)


by 514De, so A has a Boolean-independent set with cardinal κ. Q
Q
(d) Suppose that A is cellularity-homogeneous and Maharam-type-homogeneous and c(A) = sat(A). Then A has a
Boolean-independent subset with cardinal κ.
PP (i) By 515F, we can find a Boolean-independent family hBi ii∈I of partitions of unity in A such that #(I) =
supi∈I #(Bi ) = sat(A). We know that sat(A) ≥ ω1 , so we can suppose that all the Bi are infinite. For each i ∈ I,
let Bi be the order-closed subalgebra
S of A generated by Bi . By (a) above, Bi has a Boolean-independent subset Di
with cardinal 2#(Bi ) , so that D = i∈I Di has cardinal supλ<sat(A) 2λ . By 515Bf, hBi ii∈I is Boolean-independent. By
515Be, D is Boolean-independent.
(ii) If #(D) = κ, we can stop. Otherwise, because κ ≤ supλ<sat(A) τ (A)λ and #(D) is equal to supλ<sat(A) #(D)λ
(5A1Ef), we must have #(D) < τ (A). So, taking D to be the order-closed subalgebra of A generated by D, we have a
subalgebra C of A, Boolean-independent of D, such that S C has a Boolean-independent
S subset C with cardinal τ (A), by
(b). Because C and D are Boolean-independent, C ∩ i∈I Bi = ∅ and C ∪ i∈I Bi is Boolean-independent. Because
#(I) ≤ sat(A) ≤ supλ<sat(A) 2λ < τ (A), we can find a disjoint family hCi ii∈I of subsets of C all of cardinal τ (A).
For i ∈ I, let Ei be the subalgebra of A generated by Bi ∪ Ci , and write E b i for its Dedekind completion (314T-314U).
In Ei we have the partition of unity Bi and the Boolean-independent set Ci with cardinal τ (A). For each b ∈ Bi , the
b
principal ideal (E b i generated by b has a Boolean-independent set {b ∩ c : c ∈ Ci } of cardinal τ (A). Because
b i )b of E
b i is Dedekind complete, it is isomorphic to Q
E b i )b , and has a Boolean-independent subset of cardinal τ (A)#(Bi )
(E
b∈Bi
(515G).
Because Ei is order-dense in Eb i , the embedding Ei ⊂ A extends to a Boolean homomorphism πi : E b i → A, which


must be injective. So Ei = πi [E
b i ] is a subalgebra of A isomorphic to E
b i , and has a Boolean-independent subset Ei of
cardinal τ (A)#(Bi ) .
(iii) By 515Bd, hEi ii∈I is Boolean-independent. If J ⊆ I is finite, and ei ∈ (E∗i )+ for each i ∈ J, then there are
e0i 6 e0i ⊆ ei for each S
∈ Ei such that 0 = i. Now inf i∈J ei ⊇ inf i∈J e0i 6= 0. As hei ii∈J is arbitrary, hE
b i ii∈I is Boolean-
independent. But this means that E = i∈I Ei is Boolean-independent (515Be), while
#(E) ≥ supi∈I τ (A)#(Bi ) = supλ<sat(A) τ (A)λ ≥ κ
by 514De again. Of course #(E) ≤ #(A) = κ, so we have a Boolean-independent set of cardinal κ in this case also. Q
Q
(e) If A is atomless it has a Boolean-independent subset of cardinal κ. PP Because Maharam type and cellularity
are both order-preserving cardinal functions (514Ed), A is isomorphic to the product of a family hAi ii∈I of Maharam-
type-homogeneous cellularity-homogeneous algebras, none of them {0} (514Gc). Now, for each i, Ai is an atomless
(therefore infinite) Maharam-type-homogeneous cellularity-homogeneous Dedekind complete Boolean algebra, so by
(c)-(d)
Q above has a Boolean-independent set of cardinal #(Ai ). By 515G, A has a Boolean-independent set of cardinal
#( i∈I Ai ) = κ. Q Q
(f ) Finally, for the general case, let A be the set of atoms of A and set c = sup A, so that the principal ideal Ac is
purely atomic and the principal ideal A1 \ c is atomless. Because A ∼= Ac × A1 \ c is infinite, one of Ac , A1 \ c has cardinal
κ, and therefore (by (a) or (f)) has a Boolean-independent subset of cardinal κ; which is now a Boolean independent
subset of A of cardinal κ.
This completes the proof.

515I Corollary If A is an infinite Dedekind complete Boolean algebra and κ ≤ #(A), A has a subalgebra isomorphic
to the regular open algebra of {0, 1}κ .
proof By 515H, A has a Boolean-independent family haξ iξ<κ . By 515Cb, A has a subalgebra isomorphic to the regular
open algebra of {0, 1}κ .

515J Corollary If A is an infinite Dedekind complete Boolean algebra with Stone space Z, then #(Z) = 2#(A) .
proof Since Z may be identified with the set of uniferent ring homomorphisms from A to Z2 (311E), #(Z) ≤ 2#(A) .
On the other hand, writing W = {0, 1}#(A) , we have a subalgebra of A isomorphic to the algebra E of open-and-closed
515L The Balcar-Franěk theorem 55

subsets of W (515I). If π : E → A is an injective Boolean homomorphism, it corresponds to a surjective continuous


function ψ : Z → W (312Sa), so that #(Z) ≥ #(W ) = 2#(A) .

515K I extract part of the proof of the next theorem as a lemma.


Lemma Let A be an infinite Boolean algebra with the σ-interpolation
Q property.
(a) Let han in∈N be a disjoint sequence in A. Then #(A) ≥ #( n∈N Aan ), writing Ad for the principal ideal of A
generated by d, as usual.
(b) Set κ = #(A), and let I be the set of those a ∈ A such that #(Aa ) < κ. Then I is an ideal of A, and
either A/I is infinite,
Q is a set J ⊆ I with cardinal κ such that every sequence in J has an upper bound in J,
or there
or #( n∈N Aan ) = κ for some sequence han in∈N in I.
Remark Recall from 466G that A has the ‘σ-interpolation property’ if whenever A, B ⊆ A are countable and a ⊆ b
for every a ∈ A and b ∈ B, then there is a c ∈ A such that a ⊆ c ⊆ b for every a ∈ A and b ∈ B.
Q Q
proof (a) The point is that the map a 7→ ha ∩ an in∈N : A → n∈N Aan is surjective. P P If hbn in∈N ∈ n∈N Aan , there
must be an a ∈ A such that bn ⊆ a ⊆ 1 \ (an \ bn ) for every n, so that a ∩ an = bn for every n. QQ The result follows at
once.
(b) If a, b ∈ I then (c, d) 7→ c ∪ d is a surjection from Aa × Ab onto Aa ∪ b , so a ∪ b ∈ I; of course b ∈ I whenever
b ⊆ a ∈ I, so I is an ideal of A.
?? Suppose, if possible, that all three alternatives are false. Then A/I is finite; let v0 , . . . , vm be its atoms. Let
c0 , . . . , cm ∈ A be such that c•i = vi for every i. Observe that #(A) ≤ max(ω, #(I), #(A/I)), so I itself must have
cardinal κ, and there is a sequence hbn in∈N in I with no upper bound in I; now there is some k ≤ m such that
hbn ∩ ck in∈N has no upper bound in I. Set K = {d : d ⊆ ck , d ∩ bn = 0 for every n ∈ N}. Then K C Ack . If d ∈ K,
ck \ d is an upper bound for {bn ∩ ck : n ∈ N}, so does •
Q not belong to I; as ck is an atom in A/I, d must belong to I.
Thus K ⊆ I. The function d 7→ hd ∩ bn in∈N : Ack → n∈N Ack ∩ bn is a Boolean homomomorphism with kernel K, so
Q
#(Ack /K) ≤ #( n∈N Ack ∩ bn ) < κ
(since the third alternative is false); as #(Ack ) = κ, #(K) = κ. There is therefore a sequence hdn in∈N in K with no
upper bound in K. But there is a d ∈ A such that dn ⊆ d ⊆ 1 \ bn for every n ∈ N, because A has the σ-interpolation
property; so that d ∩ ck ∈ K is an upper bound for {dn : n ∈ N}. XX

515L Theorem (Koppelberg 75) If A is an infinite Boolean algebra with the σ-interpolation property, then #(A)
is equal to the cardinal power #(A)ω .
proof Induce on κ = #(A).
(a) If κ ≤ c, then (because A is infinite) there is a disjoint sequence han in∈N in A+ , so that
Q
c ≤ #( n∈N Aan ) ≤ #(A)
by 515Ka, and κ = c. So κω = (2ω )ω = κ.
(b) For the inductive step to κ > c, set I = {a : a ∈ A, #(Aa ) < κ}, as in 515Kb. It is easy to see that every
principal ideal of A has the σ-interpolation property, so that #(Aa )ω ≤ max(c, #(Aa )) for every a ∈ I. Now consider
the three possibilities of 515Kb.
case 1 If the quotient algebra A/I is infinite, then κω = κ. P
P There is a disjoint sequence hun in∈N in A/I. For
each n ∈ N take an ∈ A such that a•n = un ; now setting a0n = an \ supi<n ai for each n, ha0n in∈N is a disjoint sequence
in A \ I. So
κ ≤ κω = #( n∈N Aa0n ) ≤ κ
Q

by 515Ka again. Q
Q
case 2 Suppose that there is a set J ⊆ I such that #(J) = κ and every sequence in J has an upper bound in J.
Then κω = κ. P
P

[
κω = #(J N ) ≤ #( AN
a)
a∈J
(because every sequence in J is included in Aa for some a ∈ J)
ω
≤ max(ω, #(J), sup #(AN
a )) ≤ max(κ, sup #(Aa )) = κ ≤ κ . Q
Q
a∈I a∈J
56 Cardinal functions 515L

case 3 Suppose there is a sequence han in∈N in I such that #( n∈N Aan ) = κ. Then κω = κ. P
Q
P Set L = {n : n ∈
N, Aan is infinite}. Then
Y Y Y
κω = #(( Aan )N ) = #( AN
an × ANan )
n∈N n∈N\L n∈L
Y
≤ #(c × Aan ) ≤ max(c, κ) = κ. Q
Q
n∈L

Thus in all three cases we have κω = κ, and the induction proceeds.

515M Corollary (a) If A is an infinite ccc Dedekind complete Boolean algebra then #(A) = τ (A)ω .
(b) If A is any infinite Dedekind σ-complete Boolean algebra, then #(L0 (A)) = #(L∞ (A)) = #(A).
proof (a) Of course A, being Dedekind σ-complete, has the σ-interpolation property, as noted in 466G. So by 515L
and 514De,
τ (A)ω ≤ #(A)ω = #(A) ≤ τ (A)ω .

(b) a 7→ χa : A → L∞ (A) and u 7→ h[[u > q]]iq∈Q : L0 (A) → AQ are injective, so


#(A) ≤ #(L∞ (A)) ≤ #(L0 (A)) ≤ #(A)ω = #(A).

515N It will be convenient at one point later to know a little more about the regular open algebras of powers of
{0, 1}.
Proposition Let A be a Boolean algebra, and κ a cardinal. Then A is isomorphic to the regular open algebra
RO({0, 1}κ ) iff it is Dedekind complete and there is a Boolean-independent family heξ iξ<κ in A such that the subalgebra
generated by {eξ : ξ < κ} is order-dense in A.
proof Write E for the algebra of open-and-closed subsets of {0, 1}κ .
(a) RO({0, 1}κ ) is Dedekind complete (314P) and E is order-dense in RO({0, 1}κ ), because {0, 1}κ is zero-dimen-
sional. Setting eξ = {x : x ∈ {0, 1}κ , x(ξ) = 1}, heξ iξ<κ is Boolean-independent and generates E. So RO({0, 1}κ ) has
the declared properties.
(b) If A satisfies the conditions, then, as in (a-i) of the proof of 515C, the subalgebra of A generated by {eξ : ξ < κ}
is isomorphic to E. Now both A and RO({0, 1}κ ) are Dedekind completions of E, so they are isomorphic (314U).

515X Basic exercises (a) Let A be a Boolean algebra, not {0}, and hDi ii∈I a family of partitions of unity in
A, none containing 0. Show that the following are equiveridical: (i) hDi ii∈I is Boolean-independent; (ii) hBi ii∈I is
Boolean-independent, where Bi is the subalgebra of A generated by Di for each i ∈ I.

(b) For a Boolean algebra A, not {0}, write ind(A) for sup{#(A) : A ⊆ A is Boolean-independent}. (If A = {0},
say ind(A) = 0.) (i) Show that if B is either a subalgebra or a principal ideal or a homomorphic image of A then
ind(B) ≤ ind(A). (ii) Show that A is infinite iff ind(A) is infinite. (iii) Show that if A is finite and not {0} then ind(A)
n
is the largest n such that 22 ≤ #(A). (iv) Show that if A is the finite-cofinite algebra of subsets of an infinite set
X, then ind(A) = ω but A has no infinite Boolean-independent set. (v) Show that if A and B are Boolean algebras
then ind(A × B) ≤ max(ω, ind(A), ind(B)). (vi) Show that if A is infinite and has the σ-interpolation property then
ind(A) ≥ c.

(c) Let Z be an infinite extremally disconnected compact Hausdorff space. Show that there is a continuous surjection
from Z onto {0, 1}w(Z) .

(d) Let A be a Boolean algebra with the σ-interpolation property. Show that any homomorphic image of A has the
σ-interpolation property.

(e) Let κ be an infinite cardinal. Show that the following are equiveridical: (i) there is a measure algebra with
cardinal κ; (ii) there is a measurable algebra with cardinal κ; (iii) κω = κ.

515Y Further exercises (a)(i) Show that if A is any Boolean algebra of cardinal at most ω1 , other than {0},
it is isomorphic to a subalgebra of PN/[N]<ω . (ii) Show that an atomless Boolean algebra of cardinal ω1 with the
σ-interpolation property is isomorphic to PN/[N]<ω . (This is a version of Parovičenko’s theorem.)
516C Precalibers 57

515 Notes and comments The material of this section is taken from Koppelberg 89, where you can find a good deal
more. I have picked out the results which are essential to a proper understanding of measure algebras. Of course there
are short cuts, using Maharam’s theorem (332B), if we know that we are dealing with a localizable measure algebra;
but I should not like to leave you with the impression that the theorems here are restricted to measure algebras.
Any theorem about Boolean algebras is also a theorem about zero-dimensional compact Hausdorff spaces; thus 515H
and 515Xc have an equal right to be called the Balcar-Franěk theorem. 515D and part (b) of the proof of 515H may
be regarded as a simple form of some of the ideas of §331.
Clearly some of the ideas of this section can be expressed in terms of the independence number ind(A) (515Xb).
But the expression is complicated by the fact that (like cellularity) the independence number may not be attained
(see 515Xb(iv)), while the theorems here mostly need actual independent families. Since ind(A) = #(A) for infinite
Dedekind complete Boolean algebras (515H), we shall not have to grapple with these difficulties.

516 Precalibers
In this section I will try to display the elementary connexions between ‘precalibers’, as defined in 511E, and the
cardinal functions we have looked at so far. The first step is to generalize the idea of precaliber from partially ordered
sets to supported relations (516A); the point is that Galois-Tukey connections give us information on precalibers
(516C), and in particular give quick proofs that partially ordered sets, topological spaces and Boolean algebras related
in the canonical ways explored in §514 have many of the same precalibers (516G, 516H, 516M). Much of the section is
taken up with lists of expected facts, but for some results the hypotheses need to be chosen with care. I end with a
fundamental theorem on the saturation of product spaces (516T).

516A Definition If (A, R, B) is a supported relation, a precaliber triple of (A, R, B) is a triple (κ, λ, <θ) where
κ, λ and θ are cardinals and whenever haξ iξ<κ is a family in A then there is a set Γ ∈ [κ]λ such that haξ iξ∈Γ is <θ-linked
in the sense of 512Bc, that is, for every I ∈ [Γ]<θ there is a b ∈ B such that (aξ , b) ∈ R for every ξ ∈ I. Similarly,
(κ, λ, θ) is a precaliber triple of (A, R, B) if whenever haξ iξ<κ is a family in A then there is a set Γ ∈ [κ]λ such that
haξ iξ∈Γ is θ-linked; that is, if (κ, λ, <θ+ ) is a precaliber triple.
Now (κ, λ) is a precaliber pair of (A, R, B) if (κ, λ, <ω) is a precaliber triple of (A, R, B), and κ is a precaliber
of (A, R, B) if (κ, κ) is a precaliber pair.

516B Elementary remarks I ought perhaps to spell out the following immediate consequences of the definitions.
Let (A, R, B) be a supported relation.

(a) If κ0 ≥ κ, λ0 ≤ λ, θ0 ≤ θ and (κ, λ, <θ) is a precaliber triple of (A, R, B), then (κ0 , λ0 , <θ0 ) is a precaliber triple of
(A, R, B). So if κ0 ≥ κ, λ0 ≤ λ and (κ, λ) is a precaliber pair of (A, R, B), then (κ0 , λ0 ) is a precaliber pair of (A, R, B).

(b) If θ > 0, then (0, 0, <θ) is a precaliber triple of (A, R, B) iff B 6= ∅. If A = ∅ then (κ, λ, <θ) is a precaliber
triple of (A, R, B) whenever κ ≥ 1. If A 6= ∅ and A 6= R−1 [B], that is, cov(A, R, B) = ∞, then the only precaliber
triples of (A, R, B) are of the form (κ, 0, <θ). If A 6= ∅ and (κ, λ, <θ) is a precaliber triple of (A, R, B), then λ ≤ κ.
cov(A, R, B) = ∞ iff 1 is not a precaliber of (A, R, B).

(c) If (κ, λ, λ) is a precaliber triple of (A, R, B) then (κ, λ, <θ) is a precaliber triple of (A, R, B) for every θ; in
particular, (κ, λ) is a precaliber pair of (A, R, B).

(d) If (κ, κ, <θ) is a precaliber triple of (A, R, B), so is (cf κ, cf κ, <θ). P P If cf κ = κ there is nothing to prove. If
2 ≤ κ < ω and A is empty the result is trivial. If 2 ≤ κ < ω and A is not empty, then B is not empty, so if θ ≤ 1
the result is trivial. If 2 ≤ κ < ω and A is not empty and θ > 1, then R−1 [B] = A so (cf κ, cf κ, <θ) = (1, 1, <θ) is a
precaliber triple of (A, R, B).
If κ > cf κ is infinite, let hγξ iξ<cf κ be a strictly increasing family with supremum κ. For η < κ, set f (η) = min{ξ :
η ≤ γξ }. If haξ iξ<cf κ is a family in A, set a0η = af (η) for each η < κ. Then there is a Γ ∈ [κ]κ such that ha0η iη∈Γ is
<θ-linked. Set Γ0 = {f (η) : η ∈ Γ}; then haξ iξ∈Γ0 is <θ-linked. Also Γ must be cofinal with κ, so Γ0 is cofinal with cf κ
and #(Γ0 ) = cf κ. As haξ iξ<cf κ is arbitrary, (cf κ, cf κ, <θ) is a precaliber triple of (A, R, B). Q
Q
In particular, if κ is a precaliber of (A, R, B), so is cf κ.

516C Theorem Suppose that (A, R, B) and (C, S, D) are supported relations, and that (A, R, B) 4GT (C, S, D).
Then (κ, λ, <θ) or (κ, λ, θ) is a precaliber triple of (A, R, B) whenever it is a precaliber triple of (C, S, D), so (κ, λ) is
a precaliber pair of (A, R, B) whenever it is a precaliber pair of (C, S, D), and κ is a precaliber of (A, R, B) whenever
it is a precaliber of (C, S, D).
58 Cardinal functions 516C

proof Let (φ, ψ) be a Galois-Tukey connection from (A, R, B) to (C, R, S). If (κ, λ, <θ) is a precaliber triple of
(C, S, D), and haξ iξ<κ is a family in A, then there is a set Γ ∈ [κ]λ such that whenever I ∈ [Γ]<θ there is a d ∈ D such
that (f (aξ ), d) ∈ S for every ξ ∈ I, and now (aξ , g(d)) ∈ R for every ξ ∈ I. Thus (κ, λ, <θ) is a precaliber triple of
(A, R, B). The results for precaliber pairs and precalibers follow at once.

516D Corollary If (A, R, B) ≡GT (C, S, D) then (A, R, B) and (C, S, D) have the same precaliber triples, the same
precaliber pairs and the same precalibers.

516E Remark Because all the definitions in 516A start from precaliber triples (κ, λ, <θ), any theorem about such
precaliber triples is likely to lead at once to corresponding results concerning precaliber triples (κ, λ, θ), precaliber pairs
and precalibers. In the rest of this section I shall not always take the space to spell these out systematically, and when
later I wish to use a fact about precalibers I may direct you, without comment, to a fact about precaliber triples or
pairs from which it may be deduced.

516F The next step is to check the connexion between the definition in 516A and those of §511. But this is
elementary.
Proposition (a) If P is a partially ordered set, (κ, λ, <θ) or (κ, λ, θ) is a precaliber triple of (P, ≤, P ) iff it is an
upwards precaliber triple of P .
(b) If A is a Boolean algebra, then A and (A+ , ⊇, A+ ) have the same precaliber triples, where A+ = A \ {0}.
(c) If (X, T) is a topological space, then X and (T \ {∅}, ⊇, T \ {∅}) have the same precaliber triples.
proof Read the definitions.

516G Corollary Let (P, ≤) be a partially ordered set.


(a) If Q is a cofinal subset of P , then P and Q have the same upwards precaliber triples.
(b) Let T↑ be the up-topology of P (definition: 514L). Then (κ, λ, <θ) is an upwards precaliber triple for (P, ≤) iff
it is a precaliber triple for (P, T↑ ).
proof (a) By 513Ed, (P, ≤, P ) ≡GT (Q, ≤, Q).
(b) By 514Na, (P, ≤, P ) ≡GT (T↑ \ {∅}, ⊇, T↑ \ {∅}).

516H Corollary Let A be a Boolean algebra.


(a) If Z is the Stone space of A, then A and Z have the same precaliber triples.
(b) If B is an order-dense subalgebra of A, then A and B have the same precaliber triples.
proof (a) Write T for the topology of Z and E for the algebra of open-and-closed sets. Because Z is zero-dimensional,
E + is coinitial with T \ {∅}, so (A+ , ⊇, A+ ) ∼
= (E + , ⊇, E + ) and (T \ {∅}, ⊇, T \ {∅}) have the same precaliber triples, by
516G, inverted.
(b) B+ is coinitial with A+ , so we can use the same idea.

516I Corollary Let (X, T) be a topological space.


(a) If Y is an open subspace of X, then every precaliber triple of X is a precaliber triple of Y .
(b) If Y is a dense subspace of X, then every precaliber triple of X is a precaliber triple of Y .
(c) If X is regular and Y is a dense subspace of X, then X and Y have the same precaliber triples.
(d) Suppose that Y is a topological space, and that there is a continuous surjection f : X → Y such that int f [G] 6= ∅
whenever G ⊆ X is a non-empty open set. Then every precaliber triple of X is a precaliber triple of Y .
proof (a) Write S for the topology of Y . For H ∈ S \ {∅}, set φ(H) = H; for G ∈ T \ {∅}, set ψ(G) = G ∩ Y if this is
non-empty, G otherwise. Then (φ, ψ) is a Galois-Tukey connection from (S \ {∅}, ⊇, S \ {∅}) to (T \ {∅}, ⊇, T \ {∅}),
so 516C and 516Fc give the result.
(b) Again write S for the topology of Y . For H ∈ S \ {∅}, set φ(H) = X \ Y \ H, where the closure is taken
in X; for G ∈ T \ {∅}, set ψ(G) = G ∩ Y . Then (φ, ψ) is a Galois-Tukey connection from (S \ {∅}, ⊇, S \ {∅}) to
(T \ {∅}, ⊇, T \ {∅}), so again we have the result.
(c) If now X is regular, then for each G ∈ T \ {∅} choose VG ∈ T \ {∅} such that V G ⊆ G and set ψ 0 (G) = VG ∩ Y .
Then (ψ 0 , φ) is a Galois-Tukey connection from (T \ {∅}, ⊇, T \ {∅}) to (S \ {∅}, ⊇, S \ {∅}), so every precaliber triple
of Y is a precaliber triple of X.
(d) Once more writing S for the topology of Y , set φ(H) = f −1 [H] for every H ∈ S \ {∅} and ψ(G) = int f [G] for
every G ∈ T \ {∅}; then again (φ, ψ) is a Galois-Tukey connection from (S \ {∅}, ⊇, S \ {∅}) to (T \ {∅}, ⊇, T \ {∅}).
Remark For variations on (b) and (d) here, see 516Xg and 516Oa.
516L Precalibers 59

516J Straightforward counting arguments give us some connexions between precalibers and other cardinal functions,
as follows.
Proposition Let (A, R, B) be a supported relation.
(a) sat(A, R, B) is the least cardinal κ, if there is one, such that (κ, 2) is a precaliber pair of (A, R, B); if there is no
such κ, sat(A, R, B) = ∞. In particular, if κ ≥ 2 is a precaliber of (A, R, B), then κ ≥ sat(A, R, B).
(b) If κ > max(ω, λ, link<θ (A, R, B)) then (κ, λ+ , <θ) is a precaliber triple of (A, R, B). In particular, if κ >
max(ω, λ, cov(A, R, B)) then (κ, λ+ , <θ) is a precaliber triple of (A, R, B) for every θ.
(c) If cf κ > link<θ (A, R, B) then (κ, κ, <θ) is a precaliber triple of (A, R, B).
proof (a) If (κ, 2) is a precaliber pair of (A, R, B), and haξ iξ<κ is any family in A, then there must be a Γ ∈ [κ]2 such
that for every finite I ⊆ Γ there is a b ∈ B such that (aξ , b) ∈ R for every ξ ∈ I. But this means that if Γ = {ξ, η} then
ξ, η are distinct members of κ such that, for some b ∈ B, both (aξ , b) and (aη , b) belong to R. As haξ iξ<κ is arbitrary,
sat(A, R, B) ≤ κ.
Conversely, any witness that (κ, 2) is not a precaliber pair of (A, R, B) will provide a witness that sat(A, R, B) > κ.
Now if κ ≥ 2 is a precaliber of (A, R, B), that is, (κ, κ) is a precaliber pair, then (κ, 2) is a precaliber pair of (A, R, B),
by 516Ba, so κ ≥ sat(A, R, B).
(b) Write δ for link<θ (A, R, B), and let hAη iη<δ
S be a cover of A by <θ-linked sets. Let haξ iξ<κ be any family in
A. For η < δ set Cη = {ξ : aξ ∈ Aη }; then κ = η<δ Cη so there must be some η < δ such that #(Cη ) > λ. Now if
Γ ⊆ Cη is a set of size λ+ , {aξ : ξ ∈ Γ} is <θ-linked in (A, R, B). As haξ iξ<κ is arbitrary, (κ, λ+ , <θ) is a precaliber
triple of (A, R, B).
The special case is now elementary, if we remember that link<θ (A, R, B) ≤ cov(A, R, B) for every θ (512Bc).
(c) If link<θ (A, R, B) = 0 then A = ∅ and the result is trivial. Otherwise, cf κ ≥ ω. Choose δ and hCη iη<δ as in (b)
above. Let haξ iξ<κ be any family in A. Then there must be some η < δ such that #(Cη ) = κ, and {aξ : ξ ∈ Cη } is
<θ-linked in (A, R, B). As haξ iξ<κ is arbitrary, (κ, κ, <θ) is a precaliber triple of (A, R, B).

516K For partially ordered sets, we have translations of the results above, and a further useful fact.
Proposition Let P be a partially ordered set.
(a) sat↑ (P ) is the least cardinal κ such that (κ, 2) is an upwards precaliber pair of P .
(b) If κ > max(ω, λ, link↑<θ (P )) then (κ, λ+ , <θ) is an upwards precaliber triple of P . In particular, if κ >
max(ω, λ, cf P ) then (κ, λ+ , <θ) is an upwards precaliber triple of P for every θ, and if κ > max(ω, λ, d ↑ (P )) then
(κ, λ+ ) is an upwards precaliber pair of P .
(c) If cf κ > cf P then (κ, κ, <θ) is an upwards precaliber triple of P for every θ. If cf κ > d ↑ (P ) then κ is an
up-precaliber of P .
(d) If sat↑ (P ) ≥ ω, (sat↑ (P ), ω) is an upwards precaliber pair of P .
proof (a)-(c) We need only identify cf P with cov(P, ≤, P ) and d ↑ (P ) with link<ω (P, ≤, P ), as in 512Ea.
(d)(i) Set κ = sat↑ (P ). By 513Bb, κ is a regular uncountable cardinal. The first thing to note is that if hpξ iξ<κ is
any family in P , then there is a ζ < κ such that {ξ : ξ < κ, pξ and pζ are compatible upwards in P } has cardinal κ.
P?? Otherwise, for each ζ < κ there is an αζ < κ such that pζ and pξ are upwards-incompatible for every ξ ≥ αζ . Set
P
C = {ξ : ξ < κ, αη ≤ ξ for every η < ξ}. Then #(C) = κ and hpξ iξ∈C is an up-antichain in P , which is impossible. X X
Q
Q
(ii) Now let hpξ iξ<κ be a family in P . Choose inductively sets An ∈ [κ]κ , ordinals ζn ∈ An and families hpnξ iξ∈An
in P , as follows. A0 = κ, p0ξ = pξ for each ξ < κ. Given hpnξ iξ∈An , then by (i) there is a ζn ∈ An such that
An+1 = {ξ : ξ ∈ An , ξ 6= ζn , pnξ is compatible upwards with pn,ζn }
has cardinal κ. Now, for ξ ∈ An+1 , let pn+1,ξ be an upper bound of {pn,ζn , pξ }; continue.
At the end of the induction, observe that hpn,ζn in∈N is non-decreasing. At the same time, we see that pξ ≤ pnξ
whenever n ∈ N and ξ ∈ An . So {pζn : n ∈ N} is upwards-centered. Also the ζn are all different, so Γ = {ζn : n ∈ N}
is infinite. As hpξ iξ<κ is arbitrary, (sat↑ (P ), ω) is an upwards precaliber pair of P .
Remark There will be a stronger form of (d) in 517Fa below.

516L Corollary Let A be a Boolean algebra.


(a) sat(A) is the least cardinal κ such that (κ, 2) is a precaliber pair of A.
(b) If κ > max(ω, λ, link<θ (A)) then (κ, λ+ , <θ) is a precaliber triple of A. In particular, if κ > max(ω, λ, π(A))
then (κ, λ+ , <θ) is a precaliber triple of A for every θ, and if κ > max(ω, λ, d(A)) then (κ, λ+ ) is a precaliber pair of A.
60 Cardinal functions 516L

(c) If cf κ > link<θ (A) then (κ, κ, <θ) is a precaliber triple of A. In particular, if cf κ > d(A) then κ is a precaliber
of A.
(d) If A is infinite, (sat(A), ω) is a precaliber pair of A.
proof Apply 516K, inverted, to A+ , recalling that π(A) = ci(A+ ) and d(A) = link<ω (A+ , ⊇, A+ ).

516M When we turn to topological spaces, we can refine the results slightly, using the following elementary facts.
Lemma Let (X, T) be a topological space and RO(X) its regular open algebra. If κ, λ and θ are cardinals, and θ ≤ ω,
then the following are equiveridical:
(i) (κ, λ, <θ) is a precaliber triple of (X, T);
(ii) (κ, λ, <θ) is a precaliber triple of (T \ {∅}, 3, X);
(iii) (κ, λ, <θ) is a precaliber triple of RO(X).
proof (a)(i)⇒(ii) If we set φ(G) = G and choose a point ψ(G) ∈ G for every non-empty open set G ⊆ X, then (φ, ψ)
is a Galois-Tukey connection from (T \ {∅}, 3, X) to (T \ {∅}, supseteq, T \ {∅}), so any precaliber triple of the latter
is a precaliber triple of the former.
(b)(ii)⇒(iii) Assume (ii), and let hGξ iξ<κ be a family in RO(X)+ . Then there is a Γ ∈ [κ]λ such that ξ∈I Gξ 6= ∅
T

for every I ∈ [Γ]<θ . But in this case, because I is finite, ξ∈I Gξ is a lower bound for {Gξ : ξ ∈ I} in RO(X)+ . As
T

hGξ iξ<κ is arbitrary, (κ, λ, <θ) is a precaliber triple of RO(X).


(c)(iii)⇒(i) Assume (iii), and let hGξ iξ<κ be a family in T \ {∅}. Then there is a Γ ∈ [κ]λ such that ξ∈I int Gξ 6= ∅
T

for every I ∈ [Γ]<θ . But in this case, because I is finite, ξ∈I Gξ is not empty, and is a lower bound for {Gξ : ξ ∈ I}
T

in T \ {∅}. As hGξ iξ<κ is arbitrary, (κ, λ, <θ) is a precaliber triple of (X, T).

516N Corollary Let X be a topological space.


(a) sat(X) is the least cardinal κ such that (κ, 2) is a precaliber pair of X.
(b) If κ > max(ω, λ, π(X)) then (κ, λ+ , <θ) is a precaliber triple of X for every θ. If κ > max(ω, λ, d(X)) then
(κ, λ+ ) is a precaliber pair of X.
(c) If cf κ > π(X) then (κ, κ, <θ) is a precaliber triple of X for every θ. If cf κ > d(X) then κ is a precaliber of X.
(d) If sat(X) is infinite, then (sat(X), ω) is a precaliber pair of X.
proof Here the identification we need is between π(X) and ci(T \ {∅}), where T is the topology of X. For the results
involving d(X), we need to know that it is cov(T \ {∅}, 3, X) ≥ link<ω (T \ {∅}, 3, X). So if κ > max(ω, λ, d(X)) then
(κ, λ+ ) is a precaliber pair of (T \ {∅}, 3, X), by 516Jb, and therefore of (X, T), by 516M with θ = ω. Similarly, if
cf κ > d(X) then κ is a precaliber of (T \ {∅}, 3, X), by 516Jc, and therefore of (X, T).

516O The idea of 516M leads to further results about precalibers of topological spaces.
Proposition Let (X, T) be a topological space.
(a) If Y is a continuous image of X and θ ≤ ω, then (κ, λ, <θ) is a precaliber triple of Y whenever it is a precaliber
triple of X.
(b) Suppose that X is the product of a family hXi ii∈I of topological spaces. If (κ, κ, <θ) is a precaliber triple of
every Xi and either I is finite or θ ≤ ω and κ is a regular uncountable cardinal, then (κ, κ, <θ) is a precaliber triple of
X.
proof (a) Let f : X → Y be a continuous surjection. Writing S for the topology of Y , we have a Galois-Tukey
connection (φ, f ) from (S \ {∅}, 3, Y ) to (T \ {∅}, 3, X), if we set φ(H) = f −1 [H] for H ∈ S \ {∅}. Now if θ ≤ ω and
(κ, λ, <θ) is a precaliber triple of (X, T), it is a precaliber triple of (T \ {∅}, 3, X), (S \ {∅}, 3, Y ) and (Y, S), using
516M and 516C.
(b) If X = ∅ then (κ, κ, <θ) is a precaliber triple of X just because X = Xi for some i; so let us suppose that X 6= ∅.
(i) If I = {0, 1} then (κ, κ, <θ) is a precaliber triple of X. P P Let hWξ iξ<κ be a family of non-empty open sets in
X. For each ξ < κ, let Gξ0 ⊆ X0 and Gξ1 ⊆ X1 be non-empty open sets such that Gξ0 × Gξ1 ⊆ Wξ . Because (κ, κ, <θ)
(0)
is a precaliber triple of X0 , there is a Γ ∈ [κ]κ such that HK = int( ξ∈K Gξ0 ) is non-empty for every K ∈ [Γ]<θ .
T
(1)
Because (κ, κ, <θ) is a precaliber triple of X1 , there is a ∆ ∈ [Γ]κ such that HK = int( ξ∈K Gξ1 ) is non-empty for
T
(0) (1)
every K ∈ [∆]<θ . Now ξ∈K Wξ ⊇ HK × HK has non-empty interior for every K ∈ [∆]<θ . As hWξ iξ<κ is arbitrary,
T

(κ, κ, <θ) is a precaliber triple of X. QQ


(ii) If I is finite, then (κ, κ, <θ) is a precaliber triple of X. P
P Induce on #(I), using (i) for the inductive step. Q
Q
516Q Precalibers 61

(iii) Now suppose that I is infinite, κ is regular and uncountable and θ ≤ ω. Then (κ, κ, <θ) is a precaliber triple
of X. P P Let hWξ iξ<κ be a family
Q of non-empty open sets in X. Let V be the standard base for the topology of X
consisting of sets of the form ξ<κ Uξ where Uξ ⊆ Xξ is open for every ξ and {ξ : Uξ 6= Xξ } is finite. For each ξ < κ
let Wξ0 ⊆ Wξ be a non-empty member of V, so that Wξ0 is determined by a coordinates in a finite subset Iξ of I. By
the ∆-system Lemma (4A1Db) there is a set A ⊆ κ, of cardinal κ, such that hIξ iξ∈A is a ∆-system with root J say.
For ξ ∈ A express Wξ0 as Uξ ∩ Vξ where Uξ is determined by coordinates in J and Vξ is determined by coordinates
in Iξ \ J. Now Uξ is of the form πJ−1 [Hξ ] where Hξ ⊆ i∈J XQi is a non-empty open set and πJ : X → T i∈J Xi is
Q Q
the canonical map. By (ii), (κ, κ, <θ) is a precaliber triple of i∈J Xi , so there is a Γ ∈ [A]κ such that ξ∈K Hξ is
non-empty whenever K ∈ [Γ]<θ . Now take any K ∈ [Γ]<θ . Then U = πJ−1 [ ξ∈K Hξ ] is a non-empty set determined
T

by coordinates in J, while Vξ is a non-empty T open set determined by T coordinates in Iξ \ J for each ξ ∈ K; because
the Iξ \ J are disjoint and K is finite, U ∩ ξ∈J Vξ is non-empty, and ξ∈K Wξ is a non-empty set, necessarily open
because K is finite. As hWξ iξ<κ is arbitrary, (κ, κ, <θ) is a precaliber triple of X. Q
Q
(iv) Setting θ = ω, we see that if κ is uncountable and regular and is a precaliber of every Xi it is a precaliber of
X.

516P Corollary Let hPi ii∈I be a family of non-empty partially ordered sets, with upwards finite-support product
N↑
P = i∈I Pi (definition: 514T). If (κ, κ, <θ) is an upwards precaliber triple of every Pi and either I is finite or θ ≤ ω
and κ is a regular infinite cardinal, then (κ, κ, <θ) is an upwards precaliber triple of P .
proof Suppose first that θ is countable. By 516Gb and 516M we can identify the relevant upwards Q precaliber triples
of each Pi and P with the precaliber triples of their regular open algebras. But RO↑ (P ) ∼ = RO( i∈I Pi ) (514Ua), so
516Ob gives the result Qat once.
For finite I, P ∗ = i∈I Pi is a cofinal subset of P (514Ub), so that it has the same upwards precaliber triples
(516Ga); at the same time, it is easy to see that the up-topology of P ∗ is just the product of the up-topologies on the
Pi . So this time we do not need to look at regular open algebras and can use 516Gb and 516Ob directly.

516Q For locally compact spaces, as usual, we have further results.


Proposition Let X be a locally compact Hausdorff topological space.
(a) (κ, λ) is a precaliber pair of X iff whenever hGξ iξ<κ is a family of non-empty open subsets of X, then there is
an x ∈ X such that #({ξ : x ∈ Gξ }) ≥ λ.
(b) Suppose that κ is a regular infinite cardinal such that sat(X) ≤Sκ. Then κ is a precaliber of X iff whenever
hEξ iξ<κ is a non-decreasing family of nowhere dense subsets of X then ξ<κ Eξ has empty interior.
proof (a)(i) The condition asserts that (κ, λ, λ) is a precaliber triple of (T \ {∅}, 3, X). It follows at once that (κ, λ)
is a precaliber pair of (T \ {∅}, 3, X) and therefore of (X, T), by 516M.
(ii) Now suppose that (κ, λ) is a precaliber pair of X, and that hGξ iξ<κ is a family of non-empty open subsets of
X. For each ξ < κ choose a non-empty relatively compact open set Hξ such that H ξ ⊆ Gξ . Then there is a Γ ∈ [κ]λ
such that {Hξ : ξ ∈ Γ} is centered. In this case, {H ξ : ξ ∈ Γ} has the finite intersection property, so has non-empty
intersection. If x is any point of this intersection, then {ξ : x ∈ Gξ } ⊇ Γ has cardinal at least λ.
(b)(i) Suppose that κ is a precaliber of X and that hEξ iξ<κ is a non-decreasing family of nowhere dense subsets of
X. Take any non-empty open set G ⊆ X. For each ξ < κ, Gξ = G \ E ξ is a non-empty open set, so by (a) there is
an x ∈ XS such that Γ = {ξ : x ∈ GξS} has cardinal κ. But as hGξ iξ<κ is non-increasing, this means that Γ = κ and
x ∈ G \ ξ<κ Eξ . As G is arbitrary, ξ<κ Eξ has empty interior.
(ii) Now suppose that the condition is satisfied. Let hGξ iξ<κ be a family of non-empty open subsets of X. For
S
ξ < κ set Hξ = η≥ξ Gη , Wξ = X \ H ξ . By 5A4Bd, there is a set I ⊆ κ such that #(I) < sat(X) and
S S
ξ∈I Wξ = ξ<κ Wξ .

Because #(I) < cf κ, ζ = sup I is less than κ, and Hζ ∩ Wξ = ∅ for every ξ ∈ I, so Hζ ∩ Wξ = ∅ for every ξ < κ, that
is, Hζ ⊆ H ξ for every ξ < κ.
Setting
Eξ = Hζ \ Hξ ⊆ H ξ \ Hξ
S
for each ξ, hEξ iξ<κ is a non-decreasing family of nowhere dense sets, and cannot cover Hζ . If x ∈ Hζ \ ξ<κ Eξ , then
x ∈ Hξ for every ξ < κ, so Γ = {η : x ∈ Gη } is cofinal with κ. Because κ is regular, Γ ∈ [κ]κ , and ξ∈I Gξ is non-empty
T

for every I ∈ [Γ]<ω . As hGξ iξ<κ is arbitrary, κ is a precaliber of X.


62 Cardinal functions 516R

516R We can use the last proposition to give corresponding characterizations of precaliber pairs of Boolean algebras
in terms of their Stone spaces.
Corollary Let A be a Boolean algebra and Z its Stone space.
(a) A pair (κ, λ) of cardinals is a precaliber pair of A iff whenever hGξ iξ<κ is a family of non-empty open sets in Z
there is a z ∈ Z such that #({ξ : z ∈ Gξ }) ≥ λ.
(b) Suppose that κ ≥ sat(A) is a regular infinite cardinal. S Then κ is a precaliber of A iff whenever hEξ iξ<κ is a
non-decreasing family of nowhere dense subsets of Z then ξ<κ Eξ has empty interior.
proof Put 516Ha and 516Q together.

516S I collect some further results relating precalibers to the standard constructions involving Boolean algebras.
Proposition Let A be a Boolean algebra.
(a) If B is a subalgebra of A, then every precaliber pair of A is a precaliber pair of B.
(b) If B is a regularly embedded subalgebra of A, every precaliber triple of A is a precaliber triple of B.
(c) If B is a principal ideal of A, every precaliber triple of A is a precaliber triple of B.
(d) If A is the simple product of a family hAi ii∈I of Boolean algebras, (κ, λ, <θ) is a precaliber triple of every Ai
and #(I) < cf κ, then (κ, λ, <θ) is a precaliber triple of A.
proof (a) The Stone space of B is a continuous image of the Stone space of A (312Sa). So all we have to do is to put
516Ha and 516Oa together.
(b) The embedding of B in A is order-continuous, so corresponds to a continuous surjection from the Stone space Z
of A onto the Stone space W of B which takes non-empty open sets to sets with non-empty interior (313R). By 516Id,
every precaliber triple of Z is a precaliber triple of W , so every precaliber triple of A is a precaliber triple of B.
(c) The Stone space of B can be identified with an open subset of the Stone space of A (312T), so 516Ia gives the
result.
(d) If I = ∅ this is trivial; suppose otherwise; then κ is infinite. Let haξ iξ<κ be a family of non-zero elements of A.
For each ξ < κ there is an i ∈ I such that aξ (i) 6= 0; as cf κ > #(I), there is an i ∈ I such that C = {ξ : aξ (i) 6= 0} has
cardinal κ. Because (κ, λ, <θ) is a precaliber triple of Ai , there is a Γ ∈ [C]λ such that {aξ (i) : ξ ∈ J} has a non-zero
lower bound in Ai for every J ∈ [Γ]<θ . But now {aξ : ξ ∈ J} has a non-zero lower bound in A for every J ∈ [Γ]<θ . As
haξ iξ<κ is arbitrary, (κ, λ, <θ) is a precaliber triple of A.

516T A central problem from the very beginning of set-theoretic topology concerns the saturation of product
spaces. Here I describe one of the principal methods of showing that product spaces have small saturation, in a form
adapted to partially ordered sets.
Theorem (a) Let P and Q be partially ordered sets, and κ a cardinal such that (κ, sat↑ (Q), 2) is an upwards precaliber
triple of P . Then sat↑ (P × Q) ≤ κ.
(b) Let hPi ii∈I be a family of non-empty partially ordered sets with upwards finite-support product P . Suppose
that κ is a cardinal such that (κ, κ, 2) is an upwards precaliber triple of every Pi . Then sat↑ (P ) ≤ κ.
proof (a) ?? Otherwise, there is an up-antichain h(pξ , qξ )iξ<κ in P × Q. Let Γ ⊆ κ be a set of size sat↑ (Q) such that
{pξ : ξ ∈ Γ} is upwards-linked. Then hqξ iξ∈Γ must be an up-antichain in Q; but this is impossible. XX
(b) By 516P, (κ, κ, 2) is an upwards precaliber triple of P . So (κ, 2, 2) and (κ, 2, <ω) also are (516Ba, 516Bc), and
sat↑ (P ) ≤ κ (516Ka).

516U It will be useful to be able to quote what amounts to a simple special case of the above result.
Corollary Let A be a Boolean algebra satisfying Knaster’s condition, and B a ccc Boolean algebra. Then their free
product A ⊗ B is ccc.
proof By 516Ta, inverted, (A \ {0}) × (B \ {0}) is downwards-ccc. But (a, b) 7→ a ⊗ b is an order-preserving bijection
between (A \ {0}) × (B \ {0}) and an order-dense (that is, coinitial) subset of (A ⊗ B) \ {0} (315Jb); so (A ⊗ B) \ {0}
is downwards-ccc (513Gc), that is, A ⊗ B is ccc.

516X Basic exercises (a) Let (A, R, B) be a supported relation, and n ≥ 1 an integer. Show that n is a precaliber
of (A, R, B) iff add(A, R, B) > n.

(b)(i) Show that if P is a partially ordered set and κ > cf P is an infinite cardinal such that cf κ is an up-precaliber
of P , then κ is an up-precaliber of P . (ii) Show that if A is a Boolean algebra and κ > π(A) is an infinite cardinal such
that cf κ is a precaliber of A, then κ is a precaliber of A.
516 Notes Precalibers 63

(c) Let (X, T) be a topological space, RO(X) its regular open algebra and C its category algebra (definition: 514I).
(i) Show that any precaliber triple of (X, T) is also a precaliber triple of RO(X), (T \ {∅}, 3, X) and C. (ii) Show that if
(X, T) is regular, then (X, T) and RO(X) have the same precaliber triples. (iii) Show that if (X, T) is locally compact
and Hausdorff, then (X, T) and C have the same precaliber triples.

(d) Let (P, ≤) be the totally ordered set ω1 , T↑ its up-topology and RO↑ (P ) the regular open algebra of (P, T↑ ).
Show that (ω1 , ω1 , ω1 ) is a precaliber triple of RO↑ (P ) but not of (P, ≤) or (P, T↑ ).

(e) Let P be a partially ordered set and κ an infinite cardinal. Show that sat↑ (P ) ≤ κ iff (κ, ω) is an upwards
precaliber pair of P . (Hint: if κ = sat↑ (P ) and hpξ iξ<κ is a family in P , choose ξn , qn such that pξi ≤ qn for i ≤ n and
{ξ : qn is compatible upwards with pξ } is always cofinal with κ.)

(f ) Let hAi ii∈I be a family of Boolean algebras and A their free product. Show that if (κ, κ, <θ) is a precaliber
triple of every Ai and either I is finite or θ ≤ ω and κ is a regular infinite cardinal, then (κ, κ, <θ) is a precaliber triple
of A.

(g) Suppose that X is a topological space and Y is a dense subset of X and θ ≤ ω. Show that (κ, λ, <θ) is a
precaliber triple of Y iff it is a precaliber triple of X.

(h) Let X be a locally compact Hausdorff space, andSκ a precaliber of X. Show that whenever hEξ iξ<κ is a
non-decreasing family of nowhere dense subsets of X then ξ<κ Eξ has empty interior.

(i) Prove 516Sa-516Sc without mentioning Stone spaces.

(j)(i) Let X and Y be topological spaces, and κ a cardinal such that (κ, sat(Y ), 2) is a precaliber triple of X. Show
that sat(X × Y ) ≤ κ. (ii) Let hXi ii∈I be a family of topological spaces with product X. Suppose that κ is a cardinal
such that (κ, κ, 2) is a precaliber triple of every Xi . Show that sat(X) ≤ κ.

(k)(i) Let A and B be Boolean algebras, and A ⊗ B their free product. Suppose that κ is a cardinal such that
(κ, sat(B), 2) is a precaliber triple of A. Show that sat(A ⊗ B) ≤ κ. (ii) Let hAi ii∈I be a family of Boolean algebras
with free product A. Suppose that κ is a cardinal such that (κ, κ, 2) is a precaliber triple of every Ai . Show that
sat(A) ≤ κ.

(l) Let X and Y be topological spaces. Show that if (κ, κ0 , <θ) is a precaliber triple of X and (κ0 , λ, <θ) is a
precaliber triple of Y , then (κ, λ, <θ) is a precaliber triple of X × Y .

516 Notes and comments ‘Precaliber triples’ are visibly complex. With three cardinals in action, there is a promise
of a powerful method of describing special features of a partially ordered set or Boolean algebra, but at the same time
a threat of alarming demands on our memory. In fact none of the arguments in this section are deep, and they are
here mainly for reference. Some of the results depend in not-quite-obvious ways on the exact hypotheses, and it will
be useful later to have clear statements to hand. In the proofs I have emphasized Galois-Tukey connections whenever
possible; at the cost of possibly tedious repetititions of such formulae as (T \ {∅}, ⊇, T \ {∅}) naming the supported
relations involved, they can save us the trouble of negotiating the quantifiers in the definition
∀ haξ iξ<κ ∈ Aκ ∃ Γ ∈ [κ]λ ∀ I ∈ [Γ]<θ ∃ b ∈ B . . . .
But of course it is a useful exercise to find proofs from first principles, not mentioning supported relations and not (for
instance) using Stone spaces to deal with Boolean algebras.
‘Supported relations’ form a materially more various class of structures than partially ordered sets, topological
spaces or Boolean algebras. But the constructions already developed in this book (Stone spaces, regular open algebras,
up-topologies) give us functorial relations between the last three categories which mean that from the point of view
of this section they are nearly the same. So such results as 516T can be expected to apply to topological spaces and
Boolean algebras as well (516Xj, 516Xk). (But note 516Xd.)
Precaliber triples belong with saturation and linking numbers as parameters describing the ‘breadth’ of a topological
space or Boolean algebra; see Comfort & Negrepontis 82. In the first place, they address a classic problem: when
is the product of ccc topological spaces ccc? (This is the case κ = ω1 of 516Xj.) But with the exception of saturation,
there do not appear to be simple connexions between precalibers and the cardinal functions we have looked at so far.
Precalibers seem to correspond to new features of the structures considered here. When we come to look at the most
important objects of measure theory (in particular, measure algebras), we shall find that their precalibers are relatively
fluid; I mean that while cellularity, Maharam types and many linking numbers, for instance, are determined by simple
formulae in ZFC, precalibers are not.
64 Cardinal functions §517 intro.

517 Martin numbers


I devote a section to the study of ‘Martin numbers’ of partially ordered sets and Boolean algebras. Like additivity
and cofinality they enable us to frame as theorems of ZFC some important arguments which were first used in special
models of set theory, and to pose some challenging questions on the relationships between classical structures in analysis.
I begin with some general remarks on the Martin numbers of partially ordered sets (517A-517E); most of these are
perfectly elementary but the equivalent conditions of 517B, in particular, are useful and not all obvious. Much of the
importance of Martin numbers comes from their effect on precalibers (517F, 517H) and hence on saturation of products
(517G). The same ideas can be expressed in terms of Boolean algebras, with no surprises (517I). I have not set out a
definition of ‘Martin number’ for a topological space, but the Novák number of a locally compact Hausdorff space is
closely related to the Martin numbers of its regular open algebra and its algebra of open-and-closed sets (517J-517K).
Consequently we have connexions between the Martin number and the weak distributivity of a Boolean algebra (517L).
A striking fact, which will have a prominent role in the next chapter, is that non-trivial countable partially ordered
sets all have the same Martin number mcountable (517P).

517A Proposition For any partially ordered set P , m↑ (P ) ≥ ω1 .


proof If Q is a countable family of cofinal subsets of P and p0 ∈ P , let hQn in∈N be a sequence running over Q ∪ {P },
and choose hpn in≥1 inductively such that pn+1 ≥ pn and pn+1 ∈ Qn for every n ∈ N. Then {pn : n ∈ N} is an
upwards-linked subset of P meeting every member of Q.

517B Lemma Let P be a partially ordered set, and κ a cardinal. Then the following are equiveridical:
(i) κ < m↑ (P );
(ii) whenever p0 ∈ P and Q is a family of up-open cofinal subsets of P with #(Q) ≤ κ, there is an upwards-linked
subset of P which contains p0 and meets every member of Q;
(iii) whenever p0 ∈ P and A is a family of maximal up-antichains in P with #(A) ≤ κ, there is an upwards-linked
subset of P which contains p0 and meets every member of A;
(iv) whenever p0 ∈ P and Q is a family of cofinal subsets of P with #(Q) ≤ κ, there is an upwards-directed subset
of P which contains p0 and meets every member of Q;
(v) whenever p0 ∈ P and Q is a family of up-open cofinal subsets of P with #(Q) ≤ κ, there is an upwards-directed
subset of P which contains p0 and meets every member of Q;
(vi) whenever p0 ∈ P and A is a family of maximal up-antichains in P with #(A) ≤ κ, there is an upwards-directed
subset of P which contains p0 and meets every member of A.
proof (a) Most of the circuit is elementary.
(vi)⇒(iv) because every cofinal subset of P includes a maximal up-antichain (513Aa).
(iv)⇒(v)⇒(ii) are trivial.
S
(ii)⇒(i) Assuming (ii), let Q be a family of cofinal subsets of P with #(Q) ≤ κ. For each Q ∈ Q, UQ = q∈Q [q, ∞[
is up-open and cofinal with P (513Ab). If p0 ∈ PS, (ii) tells us that there is an upwards-linked subset R0 of P containing
p0 and meeting UQ for every Q ∈ Q. Set R = p∈R0 ]−∞, p]; then R is an upwards-linked subset of P containing p0
and meeting every member of Q. As Q and p0 are arbitrary, (i) is true.
(i)⇒(iii)
S Assuming (i), let A be a family of maximal up-antichains in P with #(A) ≤ κ. For each A ∈ A,
UA = p∈A [p, ∞[ is cofinal with P . So (i) tells us that if p0 ∈ P there is an upwards-linked subset R0 of P containing
S
p0 and meeting UA for every A ∈ A. As before, set R = p∈R0 ]−∞, p]; then R is upwards-linked, contains p0 and
meets every member of A. As A and p0 are arbitrary, (iii) is true.
(b) So we are left with (iii)⇒(vi). Assume (iii), and take p0 ∈ P and a family A of maximal
S up-antichains in P with
#(A) ≤ κ. Let C be the set of all maximal up-antichains in P . For A ∈ C, set UA = q∈A [q, ∞[. Then UA is cofinal
with P . Consequently UA ∩ UB is cofinal with P for any A, B ∈ C, because if p ∈ P there are q ∈ UA and r ∈ UB such
that p ≤ q ≤ r, and now r ∈ UA ∩ UB . It follows that UA ∩ UB includes a maximal up-antichain D(A, B).
Take any A0 ∈ D such that p0 ∈ A0 . Let A∗ ⊆ D be such that {A0 } ∪ A ⊆ A∗ , D(A, B) ∈ A∗ for all A, B ∈ A∗ ,
and #(A∗ ) ≤ max(ω, κ) (5A1Fb). Then there is an upwards-linked subset R0 of P containing p0 and meeting every
member of A∗ . P P If #(A∗ ) ≤ κ, this is immediate from (iii); if #(A∗ ) ≤ ω, it is because ω < m↑ (P ), by 517A, and
(i)⇒(iii). Q
Q
Set R = R0 ∩ A∗ . Then R contains p0 (because p0 ∈ R0 ∩ A0 ) and R meets every member of A. Also R is
S
upwards-directed. P P If p, q ∈ R, take A, B ∈ A∗ such that p ∈ A and q ∈ B. Then D(A, B) ∈ A∗ , so there is an
r ∈ R0 ∩ D(A, B), and r ∈ R. As r ∈ UA ∩ UB , there must be p0 ∈ A and q 0 ∈ B such that p0 ≤ r and q 0 ≤ r. But R0
is upwards-linked, so
517F Martin numbers 65

6 [p, ∞[ ∩ [r, ∞[ ⊆ [p, ∞[ ∩ [p0 , ∞[;


∅=
as A is an up-antichain, p = p0 . Similarly, q = q 0 and r ∈ R is an upper bound of {p, q}. As p and q are arbitrary, R is
upwards-directed. QQ
So we have a set R of the kind required by (vi).

517C Lemma Let P0 and P1 be partially ordered sets, and suppose that there is a relation S ⊆ P0 × P1 such that
S[P0 ] is cofinal with P1 , S −1 [Q] is cofinal with P0 for every cofinal Q ⊆ P1 , and S[R] is upwards-linked in P1 for every
upwards-linked R ⊆ P0 . Then m↑ (P1 ) ≥ m↑ (P0 ).
proof Suppose that p1 ∈ P1 and that Q is a family of cofinal subsets of P1 with #(Q) < m↑ (P0 ). Then there is a
pair (p0 , p01 ) ∈ S such that p01 ≥ p1 . Now S −1 [Q] is cofinal with P0 for every Q ∈ Q, so there is an upwards-linked
R ⊆ P0 containing p0 and meeting S −1 [Q] for every Q ∈ Q. In this case {p1 } ∪ S[R] is an upwards-linked subset of P1
containing p1 and meeting every member of Q. As p1 and Q are arbitrary, m↑ (P1 ) ≥ m↑ (P0 ).

517D Proposition (a) If P is a partially ordered set and Q is a cofinal subset of P , then m↑ (P ) = m↑ (Q).
(b) If P is any partially ordered set and RO↑ (P ) is its regular open algebra when it is given its up-topology, then
m (P ) = m(RO↑ (P )).

(c) If P is a partially ordered set and p0 ∈ P , then m↑ ([p0 , ∞[) ≥ m↑ (P ).


proof (a) Let P0 , P1 be cofinal subsets of P , and set S = {(p0 , p1 ) : p0 ∈ P0 , p1 ∈ P1 , p0 ≥ p1 }. Then S satisfies the
conditions of 517C, so m↑ (P1 ) ≥ m↑ (P0 ). It follows at once that all cofinal subsets of P , including P itself, have the
same Martin number.
(b)(i) Setting S = {(p, G) : p ∈ G ∈ RO↑ (P )}, S satisfies the conditions of 517C with P0 = (P, ≤) and P1 =
(RO↑ (P )+ , ⊇), so m(RO↑ (P )) ≥ m↑ (P ).
(ii) Setting S 0 = {(G, p) : G ∈ RO↑ (P )+ , p ∈ P, G ⊆ [p, ∞[}, S 0 satisfies the conditions of 517C with P0 =
(RO↑ (P )+ , ⊇) and P1 = (P, ≤), so m↑ (P ) ≥ m(RO↑ (P )).
(c) Let Q be a family of upwards-cofinal subsets of [p0 , ∞[ with #(Q) < m↑ (P ), and p1 ∈ [p0 , ∞[. For each Q ∈ Q,
set Q0 = Q ∪ {p : p ∈ P, [p, ∞[ ∩ [p0 , ∞[ = ∅}. Then every Q0 is cofinal with P . So there is an upwards-linked set R ⊆ P
containing p1 and meeting Q0 for every Q ∈ Q. If Q ∈ Q and r ∈ R ∩ Q0 , then [r, ∞[ ∩ [p0 , ∞[ ⊇ [r, ∞[ ∩ [p1 , ∞[ is
non-empty, so r ∈ Q. Thus R ∩ [p0 , ∞[ is an upwards-linked subset of [p0 , ∞[ containing p1 and meeting every member
of Q. As Q and p1 are arbitrary, m↑ ([p0 , ∞[) ≥ m↑ (P ).

517E Corollary Let P be a partially ordered set such that m↑ (P ) is not ∞. Then m↑ (P ) ≤ 2cf P .
proof Let Q0 be a cofinal subset of P with #(Q0 ) = cf P . Then m↑ (Q0 ) = m↑ (P ) < ∞. So there are q0 ∈ Q0 and a
family Q of cofinal subsets of Q0 such that no upwards-linked subset of Q0 containing p0 can meet every member of
Q. Now
m↑ (P ) = m↑ (Q0 ) ≤ #(Q) ≤ 2#(Q0 ) = 2cf P .

517F Proposition Let P be a non-empty partially ordered set.


(a) Suppose that κ and λ are cardinals such that sat↑ (P ) ≤ cf κ, λ ≤ κ and λ < m↑ (P ). Then (κ, λ) is an upwards
precaliber pair of P .
(b) In particular, if sat↑ (P ) ≤ cf κ ≤ κ < m↑ (P ) then κ is an up-precaliber of P .
proof (a) Since P is not empty, sat↑ (P ) ≥ 2 and κ is infinite. Write θ for sat↑ (P ). Let hpξ iξ<κ be a family in P . For
I ⊆ κ, set
S
UI = ξ∈I [pξ , ∞[, VI = {q : q ∈ P, [q, ∞[ ∩ [pξ , ∞[ = ∅ for every ξ ∈ I}.
Then for every J ⊆ κ there is an I ∈ [J]<θ such that VJ ∪ UI is cofinal with P . P P VJ ∪ UJ is cofinal with P , so

there is a maximal up-antichain A ⊆ VJ ∪ UJ . Now S #(A ∩ U J ) < sat (P ) = θ, so there is a set I ∈ [J]<θ such that
A ∩ UJ ⊆ UI , and A ⊆ VJ ∪ UI . Now VJ ∪ UI ⊇ q∈A [q, ∞[, so is cofinal with P . Q Q

S
Next, Q = {Vκ\I : I ∈ [κ] } is not cofinal with P . P P?? If it were, there would S be a maximal up-antichain
A ⊆ Q. For each q ∈ A, let Iq ∈ [κ]<κ be such that q ∈ Vκ\Iq . Because #(A) < θ ≤ cf κ, q∈A Iq 6= κ, and there is a
S
ξ ∈ κ \ q∈A Iq . But now [q, ∞[ ∩ [pξ , ∞[ = ∅ for every q ∈ A, and A is not a maximal antichain. X XQQ
S
Let q0 ∈ P be such that Q ∩ [q0 , ∞[ = ∅. Choose hIξ iξ<λ inductively in such a way that, writing Jξ = κ \ η<ξ Iη ,
Iξ ∈ [Jξ ]<θ and Qξ = VJξ ∪ UIξ is cofinal with P for every ξ < λ. Because λ < m↑ (P ), there is an upwards-directed set
R ⊆ P containing q0 and meeting every Qξ . Set Γ = {η : η < κ, R∩[pη , ∞[ 6= ∅}; then {pη : η ∈ Γ} is upwards-centered.
66 Cardinal functions 517F

S
Next, κ \ Jξ = η<ξ Iη has cardinal less than κ for every ξ < λ. P P If θ = κ or κ = ω, this is because #(ξ) < κ and
#(Iη ) < κ for every η < ξ and κ is regular (use 513Bb). Otherwise it’s because max(ω, θ, #(ξ)) < κ. Q Q
This means that VJξ ∩ [q0 , ∞[ = ∅ and R ∩ VJξ must be empty, for every ξ < λ. We must therefore have R ∩ UIξ 6= ∅
for each ξ < λ, so that Γ ∩ Iξ 6= ∅; as hIξ iξ<λ is disjoint, #(Γ) ≥ λ.
As hpξ iξ<κ is arbitrary, (κ, λ) is an upwards precaliber pair of P .
(b) This follows at once, setting λ = κ.

517G Corollary (a) If P and Q are partially ordered sets and sat↑ (Q) < m↑ (P ), then sat↑ (P × Q) is at most
max(ω, sat↑ (P ), sat↑ (Q)).
(b) Let hPi ii∈I be a family of non-empty partially ordered sets with upwards finite-support product P . Let κ be a
regular infinite cardinal such that sat↑ (Pi ) ≤ κ < m↑ (Pi ) for every i ∈ I. Then sat↑ (P ) ≤ κ.
proof (a) Set λ = sat↑ (Q), κ = max(ω, sat↑ (P ), sat↑ (Q)). Then κ is regular (513Bb), λ ≤ κ and λ < m↑ (P ), so (κ, λ)
is an upwards precaliber pair of P and (κ, λ, 2) is an upwards precaliber triple of P . By 516Ta, sat↑ (P × Q) ≤ κ.
(b) By 517Fb, κ is an up-precaliber of Pi for every i, so (κ, κ, 2) is an upwards precaliber triple of every Pi , and we
can use 516Tb.

517H Proposition Let P be a non-empty partially ordered set, and let P ∗ be the upwards finite-support product
of the family hPn in∈N where Pn = P for every n. Suppose that κ < m↑ (P ∗ ).
(a) Every subset of P with κ or fewer members can be covered by a sequence of upwards-directed sets.
(b) In particular, if κ is uncountable then (κ, λ) is an upwards precaliber pair of P for every λ < κ, and if κ has
uncountable cofinality then κ is an up-precaliber of P .
proof (a) Let A ∈ [P ]<κ . For each p ∈ A, set Qp = {q : q ∈ P ∗ , ∃ n ∈ dom q, q(n) = p}; then Qp is cofinal
with P ∗ . So there is an upwards-directed set ∗
S R ⊆ P such that R ∩ Q0 p 6= ∅ for every p ∈ 0A. For each n ∈ N, set
Rn = {q(n) : q ∈ R, n ∈ dom q}. Then A ⊆ n∈N Rn . If n ∈ N and r, r ∈ Rn , there are q, q ∈ R such that q(n) = r
and q 0 (n) = r0 . Now there is a q 00 ∈ R such that q 00 ≥ q and q 00 ≥ q 0 , in which case q 00 (n) belongs to Rn ∩ [r, ∞[ ∩ [r0 , ∞[.
As r and r0 are arbitrary, Rn is upwards-directed. Thus hRn in∈N is an appropriate sequence.
(b) Suppose that κ is uncountable and that either λ < κ or cf κ > ω and λ = κ. Let hpξ iξ<κ be any family in P .
Let hRn in∈N be a sequence of upwards-directed sets covering {pξ : ξ < κ}, and for each n ∈ N set Γn = {ξ : pξ ∈ Rn }.
There must be some n such that #(Γn ) ≥ λ, and {pξ : ξ ∈ Γn } is upwards-centered.

517I Proposition Let A be a Boolean algebra.


(a) If B is a regularly embedded subalgebra of A, then m(B) ≥ m(A).
(b) If B is a principal ideal of A, then m(B) ≥ m(A).
(c) If B is an order-dense subalgebra of A, then m(B) = m(A).
(d) If A
b is the Dedekind completion of A, then m(A)
b = m(A).
(e) If D ⊆ A is non-empty and sup D = 1, then m(A) = mind∈D m(Ad ), where Ad is the principal ideal generated by
d.
(f) If A is the simple product of a non-empty family hAi ii∈I of Boolean algebras, then m(A) = mini∈I m(Ai ).
(g) Suppose that κ and λ are infinite cardinals such that sat(A) ≤ cf κ, λ ≤ κ and λ < m(A). Then (κ, λ) is a
precaliber pair of A.
proof (a) Setting S = {(a, b) : a ∈ A+ , a ⊆ b ∈ B}, S satisfies the conditions of 517C for P0 = (A+ , ⊇) and
P1 = (B+ , ⊇). P P The only non-trivial part is the check that if Q is coinitial with B+ then S −1 [Q] is coinitial with
A . But sup Q = 1 in B; as B is regularly embedded in A, sup Q = 1 in A. So if a ∈ A+ , there is a b ∈ Q such that
+

a ∩ b 6= 0, and now a ∩ b ∈ S −1 [Q] and a ∩ b ⊆ a. As a is arbitrary, S −1 [Q] is coinitial with A+ . Q


Q So m(B) ≥ m(A).
(b) If Aa is the principal ideal generated by a ∈ A+ = A \ {0}, we have

m(A) = m↓ (A+ ) ≤ m↓ (]0, a])


(by 517Dc, inverted)
= m(Aa ).

On my definitions the trivial ideal {0} also is a principal ideal, but of course m({0}) = ∞ ≥ m(A).
(c) Apply 517Da (inverted) to A+ and B+ .
517L Martin numbers 67

(d) This follows from (c), because A is order-dense in A.


b

(e) By (b), m(A) ≤ m(Ad ) for every d. In the other direction, let Q be a family of coinitial subsets of A+ such
that #(Q) < mind∈D m(Ad ), and take any c ∈ A+ . Then there is a d ∈ D such that c ∩ d 6= 0. For Q ∈ Q set
Q0 = {a ∩ d : a ∈ Q} \ {0}; then Q0 is coinitial with A+ 0
d . Since #({Q : Q ∈ Q}) < m(Ad ), there is a downwards-linked
+
0
set R ⊆ Ad meeting every Q and containing c ∩ d. Set R = {a : a ∈ A, a ∩ d ∈ R0 }; then R is a downwards-linked
0

subset of A+ meeting every member of Q and containing c. As c and Q are arbitrary, m(A) ≥ mind∈D m(Ad ).
(f ) This is, in effect, a special case of (e), since we can identify the Ai with principal ideals of A (315E).
(g) Apply 517Fa (inverted) to A+ .

517J Proposition Let X be a locally compact Hausdorff space, and κ a cardinal. Then the following are equiver-
idical:
(i) κ < m(RO(X)),
T where RO(X) is the regular open algebra of X;
(ii) X ∩ G is dense in X whenever G is a family of dense open subsets of X and #(G) ≤ κ;
(iii) κ < n(H) for every non-empty open set H ⊆ X.
proof (i)⇒(iii) Suppose that κ < m(RO(X)). Let H ⊆ X be a non-empty open set and E a family of nowhere dense
subsets of H with #(E) ≤ κ. Note that every member of E is nowhere dense in X. Because X is locally compact and
regular, we have a non-empty regular open set H0 such that K = H 0 is compact and included in H. For each E ∈ E,
set GE = {G : G ∈ RO(X)+ , G ∩ E = ∅}; then GE is coinitial with RO(X)+ . Because κ < m↓ (RO(X)+ ), there is a
centered G ⊆ RO(X)+ containing H0 and meeting every GE . But in this case {K} ∪ {G : G ∈ G} is a family of closed
sets in X containing theScompact set K and with the finite intersection property, so has non-empty intersection F ,
which is included in H \ E. As H and E are arbitrary, (iii) is true.
(iii)⇒(ii) This is easy. If (iii) is true, G is a family of dense open subsets of X with #(G) ≤ κ, and H ⊆ X is a
non-empty
T open set, then E = {H \ G : G ∈ G} is a family of nowhere dense subsets of H, so cannot cover H, and
H ∩ G 6= ∅. As G and H are arbitrary, (ii) is true.
(ii)⇒(i) Suppose that (ii)Sis true. Take H ∈ RO(X)+ and a family G of coinitial subsets of T
RO(X)+
S with
#(G) ≤ κ. For each G ∈ G, G is a dense open subset of X. Accordingly there is a point x ∈ H ∩ G∈G G. Set
R = {G : G ∈ RO(X), x ∈ G}. Then R is a downwards-linked subset of RO(X)+ containing H and meeting every
member of G. As H and G are arbitrary, κ < m(RO(X)).

517K Corollary Let A be a Boolean algebra with Stone space Z.


(a) m(A) = m(RO(Z)).
(b) For any cardinal κ, the following are equiveridical:
(i) κ < m(A);
T
(ii) Z ∩ G is dense in Z whenever G is a family of dense open subsets of Z and #(G) ≤ κ;
(iii) κ < n(H) for every non-empty open set H ⊆ Z.

proof (a) A is isomorphic to the algebra of open-and-closed subsets of Z, which is an order-dense subalgebra of RO(Z)
(314Ta). So m(A) = m(RO(Z)) by 517Ic.
(b) now follows from 517J.

517L These identifications make the following results easy.


Proposition Let A be a Boolean algebra.
(a) wdistr(A) ≤ m(A).
(b) If wdistr(A) is a precaliber of A then wdistr(A) < m(A).
proof (a) Let Z be the Stone space of A and I the ideal of nowhere dense subsets of Z. Then wdistr(A) = add I
(514Be), while m(A) is the least cardinal of any subset of I covering a non-empty open subset of A, if there is one
(517Kb). Since no non-empty open subset of A can belong to I, wdistr(A) ≤ m(A).
(b) Because wdistr(A) = add I ≥ ω, it is a regular infinite cardinal (513Ca). TIf hGξ iξ<wdistr(A) is a family of
dense open subsets of Z, and H ⊆ Z is open and not empty, then Hξ = Hξ ∩ int( η<ξ Gη ) is non-empty for every
ξ < wdistr(A). So if also wdistr(A) is a precaliber of A, there is a point z of Z such that T {ξ : z ∈ Hξ } has
cardinal wdistr(A) (516Qa) and is therefore cofinal with wdistr(A); which means that z ∈ H ∩ ξ<wdistr(A) Gξ . Thus
n(H) > wdistr(A); as H is arbitrary, m(A) > wdistr(A), by 517Kb again.
68 Cardinal functions 517M

517M It is worth extracting an idea from the proofs just above as a general result.
Proposition Let X be any topological space. Then the Novák number n(X) of X (5A4Af) is at most sup{m(RO(G)) :
G ⊆ X is open and not empty}, where RO(G) is the regular open algebra of G.
proof (a) If there is a non-empty open subset G of X such that m(RO(G)) = ∞, the result is trivial; suppose otherwise.
Set κ = sup{m(RO(G)) : G ⊆ X is open and not empty}. ThenSfor any non-empty open set G ⊆ X there is a family
hEξ iξ<κ of nowhere dense sets such that #(E) ≤ κ and G ∩ int( ξ<κ Eξ ) 6= ∅. P P We have a family hQξ iξ<κ of order-
dense subsets of RO(G)+ and an H ∈ RO(G) S
+
such that there is no downwards-directed family in RO(G)+ containing
H and meeting every Qξ . Set Eξ = G \ Qξ for each ξ; then Eξ must be nowhere dense in the topological sense
because any open set meeting G at all must meet some member of Qξ . If x ∈ H, then R = {U : U ∈ RO(G), x ∈ U }
is a downwards-directed
S family in RO(G)+ containing H, S so does not meet every Qξ , and there must be a ξ < κ such
that x ∈
/ Qξ , that is, x ∈ Eξ . As x is arbitrary, G ∩ int( ξ<κ Eξ ) ⊇ H is not empty. QQ
(b) Let hHi ii∈I be a maximal disjoint family of non-empty
S open sets in X such that every Hi can be covered by
a family of at most κ nowhere dense sets. SBy (a), i∈I Hi is dense. For each i ∈ I, let hEiξ iξ<κ be a family of
nowhere
S S sets covering Hi . Set Eξ = i∈I Hi ∩ Eiξ for each ξ S< κ; then Eξ is nowhere dense (5A4Ea). Also
dense
ξ<κ Eξ = i∈I Hi is a dense open set, so that {Eξ : ξ < κ} ∪ (X \ i∈I Hi ) is a cover of X by nowhere dense sets,
and n(X) ≤ κ. (Of course κ is infinite, by 517A, except in the trivial case X = ∅.)

517N Corollary If A is a Martin-number-homogeneous Boolean algebra with Stone space Z, then m(A) = n(Z).
proof By 517K(iii)⇒(i), m(A) ≤ n(Z). In the other direction, given a ∈ A, write b a for the open-and-closed subset
of Z corresponding to a, and Aa for the principal ideal generated by a. If G ⊆ Z is a non-empty regular open set, let
a ∈ A \ {0} be such that b
a ⊆ G. Then

m(RO(G)) ≤ m(RO(b
a))
(by 517Ib, because RO(b
a) can be regarded as a principal ideal of RO(G))
= m(Aa )
(because we can identify b
a with the Stone space of Aa , by 312T, and use 517Ka)
= m(A).

By 517M, n(Z) ≤ m(A).

517O Martin cardinals (a) For any class P of partially ordered sets, we have an associated cardinal
m↑P = min{m↑ (P ) : P ∈ P}.
Much the most important of these is the cardinal
m = min{m↑ (P ) : P is upwards-ccc}.
Others of great interest are
p = min{m↑ (P ) : P is σ-centered upwards},

mK = min{m↑ (P ) : P satisfies Knaster’s condition upwards},

mcountable = min{m↑ (P ) : P is a countable partially ordered set}.


Two more which are worth examining are
mσ-linked = min{m↑ (P ) : P is σ-linked upwards},

mpcω1 = min{m↑ (P ) : ω1 is an up-precaliber of P }.

(b) These cardinals are related as follows:

mσ-linked p mcountable c

ω1 m mK mpcω1
The numbers here increase from bottom left to top right; that is,
517P Martin numbers 69

ω1 ≤ m ≤ mK ≤ mpcω1 ≤ p ≤ mcountable ≤ c,

mK ≤ mσ-linked ≤ p.
From 517A we see that ω1 ≤ m. For the proof that mcountable ≤ c, see 517P below. As for the intermediate inequalities
involving Martin cardinals, they follow directly from inclusions between the corresponding classes of partially ordered
set. These are all immediate from the definitions; I give references to the general results of this chapter which cover
the relevant facts, as follows.
(i) Every partially ordered set satisfying Knaster’s condition upwards is ccc. (If (ω1 , 2) is an upwards precaliber
pair of P , then sat↑ (P ) ≤ ω1 (516Ka).)
(ii) If ω1 is an up-precaliber of P , then P satisfies Knaster’s condition upwards. (If (ω1 , ω1 , <ω) is a triple
precaliber of P , so is (ω1 , 2, <ω), by 516Ba.)
(iii) If P is σ-linked upwards, it satisfies Knaster’s condition upwards. (As ω1 > max(ω, ω, link↑ (P )), (ω1 , ω1 , <2)
is an upwards precaliber triple of P (516Kb), so (ω1 , 2, <2) and (ω1 , 2, <ω) also are, by 516Ba again.)
(iv) If P is σ-centered upwards, it is σ-linked upwards. (link(P ) ≤ link<ω (P ), as in 512Bc.)
(v) If P is σ-centered upwards, ω1 is an up-precaliber of P . (As ω1 > max(ω, ω, link↑<ω (P )), (ω1 , ω1 , <ω) is an
upwards precaliber triple of P , by 516Kb.)
(vi) If P is countable, it is σ-centered upwards. (Singleton subsets are centered.)

(c) I should note a special feature of the bottom row of this diagram. In the chain ω1 ≤ m ≤ mK ≤ mpcω1 , at most
P Suppose that P is upwards-ccc and m↑ (P ) > ω1 . Then ω1 is an up-precaliber of
one of the inequalities can be strict. P
P (517Fb), so m (P ) ≥ mpcω1 . So if, for instance, mK > ω1 and P satisfies Knaster’s condition upwards, m↑ (P ) > ω1

and m↑ (P ) ≥ mpcω1 ; as P is arbitrary, mK ≥ mpcω1 . Similarly, if m > ω1 then m = mpcω1 . Q


Q

(d) Now Martin’s Axiom is the assertion


‘m = c’.
From the diagram above, we see that this is a consequence of the continuum hypothesis (‘ω1 = c’), and fixes all the
intermediate cardinals.

(e) All the partially ordered sets considered in (b) are ccc, which is why m appears at bottom left. The same idea
can be applied to larger classes, e.g. ‘proper’ or ‘stationary-set-preserving’ partial orders. For the moment I will not
even define these classes; I mention them only for the sake of readers who are already familiar with them and may be
expecting a reference here. There is an important difference, however, in that if the cardinal which we might call
mproper = min{m↑ (P ) : P is upwards-proper}
is greater than ω1 , then c = mproper = ω2 (Veličković 92, or Moore 05); so that we have only to say whether the
Proper Forcing Axiom (‘mproper > ω1 ’) is true or false to cover the two possibilities.

517P All the cardinals here have special features, but the only ones I will examine just now are the two largest,
mcountable and p.
Proposition (a) ω1 ≤ mcountable ≤ c.
(b) Let A be a Boolean algebra with countable π-weight. If A is purely atomic, then m(A) = ∞; otherwise,
m(A) = mcountable .
(c) If P is a partially ordered set of countable cofinality and m↑ (P ) is not ∞, then m↑ (P ) = mcountable .
(d)(i) Let X be a topological space such that its category algebra is atomless and has countable π-weight. Then
n(X) ≤ mcountable .
(ii) If X is a non-empty locally compact Hausdorff space with countable π-weight and no isolated points, then
n(X) = mcountable .
(iii) If X is a non-empty Polish space with no isolated points, then n(X) = mcountable .
proof Let B be the algebra of open-and-closed subsets of {0, 1}N . The argument will go more smoothly if I prove
(a)-(c) with m(B) in place of mcountable , and at an appropriate moment point out that I have shown that the two are
equal.
(a) m(B) = m↓ (B+ ) is uncountable, by 517A. To see that m(B) ≤ c, let Q be the set of all coinitial subsets of B+ ;
then #(Q) ≤ c because B is countable. ?? If m(B) > c, there must be a linked set R ⊆ B+ meeting every member of
70 Cardinal functions 517P

Q. But now consider Q = B+ \ R. If a ∈ B+ , there are disjoint non-zero a0 , a00 ⊆ a which cannot both belong to R,
so at least one belongs to Q. But this means that Q is order-dense in B and ought to meet R. XX (Compare 517E.)
(b)(i) If A is purely atomic, m(A) = ∞, by 511Jf.
(ii) Suppose that A is not purely atomic. Because π(A) is countable, there is a countable order-dense set C ⊆ A.
Let C be the subalgebra of A generated by C, so that C is a countable order-dense subalgebra of A, and is not purely
atomic. Consider the free product C ⊗ B (315M). This is a countable atomless Boolean algebra (use 315N), so is
isomorphic to B (316M2 ). Also we have an injective order-continuous Boolean homomorphism from C to C ⊗ B (315J),
so that C is isomorphic to a regularly embedded subalgebra of B and m(C) ≥ m(B) (517Ia).
Next, C has a non-trivial atomless principal ideal Ca say. Because Ca is still countable, it is itself isomorphic to B.
So 517Ib tells us that m(C) ≤ m(Ca ) = m(B), and m(C) = m(B).
Finally, m(A) = m(C) by 517Ic.
(c) We know that m↑ (P ) = m(RO↑ (P )) (517Db) and that π(RO↑ (P )) ≤ cf P (514Nb) is countable. Let D ⊆
RO↑ (P )+ be a countable order-dense set, and A the subalgebra of RO↑ (P ) generated by D. Then m(RO↑ (P )) = m(A)
by 517Ic, and A is countable. By (b), m↑ (P ) = m(A) is either ∞ or m(B); since the former is ruled out by hypothesis,
we are left with the latter.
What this shows, however, is that

m(B) ≤ min{m↑ (P ) : cf P ≤ ω} ≤ min{m↑ (P ) : #(P ) ≤ ω}


= mcountable ≤ m↓ (B+ ) = m(B)

so that mcountable = m(B) and we can rewrite the results so far in the forms given in the statement of the proposition.
(d)(i) Consider first the case in which X is a non-empty Baire space, so that its category algebra is isomorphic
to RO(X) (514If). Since RO(X) is atomless and not {∅}, and in particular is not purely atomic, but has countable
π-weight, m(RO(X)) = mcountable , by (b). The same applies to any non-empty open subset G of X, recalling that the
category algebra of G can be identified with a principal ideal of the category algebra of X (514Id). So n(X) ≤ mcountable
by 517M.
If X is not a Baire space, then it has a smallest comeager regular open set H, which is itself a Baire space (4A3Ra),
and X and H have isomorphic category algebras (514Ic), so we see from the argument just above that n(H) ≤ mcountable .
But X \ H is a countable union of nowhere dense subsets of X, and every subset of H which is nowhere dense in H is
also nowhere dense in X, so n(X) ≤ max(ω, n(H)) ≤ mcountable .
(ii) Because X is Hausdorff and has no isolated points, RO(X) is atomless. Next, π(RO(X)) ≤ π(X) is countable
(514Hb), and RO(X) is isomorphic to the category algebra of X, by Baire’s theorem. So the first part of the proof of
(i) tells us that n(X) ≤ mcountable = m(RO(X)). From 517J we now see that
m(RO(X)) = min{n(H) : H ⊆ X is a non-empty open set} ≤ n(X),
so n(X) = mcountable exactly.
(iii) Now suppose that X is a non-empty Polish space without isolated points. As in (ii), the category algebra of
X is atomless and has countable π-weight, so n(X) ≤ mcountable . In the other direction, suppose that κ < mcountable
and that hEξ iξ<κ is a family of nowhere dense subsets of X. Let ρ be a metric defining the topology of X under which
X is complete, and U a countable base for the topology of X, not containing ∅. For ξ < κ, set Qξ = {U : U ∈ U,
U ∩ Eξ = ∅}; for n ∈ N set Q0n = {U : U ∈ U, diam U ≤ 2−n }. Then every Qξ and every Q0n is coinitial with U. By
(c) above,
m↓ (U) ≥ mcountable > max(κ, ω),
so there is a downwards-directed V ⊆ U meeting every Qξ and every Qn . Now {V : V ∈ V} is a downwards-directed
set containing sets of arbitrarily smallTdiameter, so generates a Cauchy filter and
S (because (X, ρ) is complete) has
non-empty intersection. Take any x ∈ V ∈V V . Because V meets every Qξ , x ∈ / ξ<κ Eξ and hEξ iξ<κ does not cover
X. As hEξ iξ<κ is arbitrary, n(X) ≥ mcountable and the two are equal.

517Q Lemma If P is any partially ordered set, m↑ (P ) ≥ min(addω P, mcountable ).


proof (For the definition of addω P , see 513H.) Take κ < min(addω P, mcountable ), p0 ∈ P and a family hQξ iξ<κ of
cofinal subsets of P . Choose hRn in∈N and hQnξ in∈N,ξ<κ as follows. R0 = {p0 }. Given that Rn ⊆ P is countable, then
2 Formerly 393F.
517Xc Martin numbers 71

for each ξ < κ choose a countable set Qnξ ⊆ Qξ such that for every p ∈ Rn there is a S
q ∈ Qnξ such that p ≤ q. Now,
because addω P > κ, we can find a countable set Rn+1 ⊆ P such that whenever q ∈ ξ<κ Qnξ there is an r ∈ Rn+1
such that q ≤ r. S
At the end of the induction, consider the countable partially ordered set R = n∈N Rn . For ξ < κ set
Q0ξ = {r : r ∈ R, ∃ q ∈ Qξ , q ≤ r};
then Q0ξ is cofinal with R. Because κ < mcountable , there is an upwards-linked subset S of R meeting every Q0ξ and
containing p0 . But now {p : p ∈ P, ∃ s ∈ S, p ≤ s} is an upwards-linked subset of p containing p0 and meeting every
Qξ . As p0 and hQξ iξ<κ are arbitrary, m↑ (P ) ≥ min(addω P, mcountable ).

517R Proposition
T (a) (‘Booth’s Lemma’; see Booth 70) Suppose that A is a family of subsets of N such that
#(A) < p and J is infinite for every finite J ⊆ A. Then there is an infinite I ⊆ N such that I \ A is finite for every
A ∈ A.
(b) 2κ ≤ c for every κ < p.
proof (a) Let P be [N]<ω × [A]<ω , ordered by saying that (K, J ) ≤ (K 0 , J 0 ) if K ⊆ K 0 ⊆ K ∪ J and J ⊆ J 0 . If
T
(K, J ) ≤ (K 0 , J 0 ) ≤ (K 00 , J 00 ) then of course K ⊆ K 00 and J ⊆ J 00 ; also
K 00 ⊆ K 0 ∪ J 0 ⊆ K ∪ J ∪ J 0 ⊆ K ∪ J .
T T T T

So ≤ is a partial ordering of P . For any K ∈ [N]<ω , {(K, J ) : J ∈ [A]<ω } is upwards-centered; so P is σ-centered


upwards.
For each A ∈ A, set QA = {(K, J ) : (K, J ) ∈ P , A ∈ J }; since (K, J ) ≤ (K, J ∪ {A}) whenever (K, J ) ∈ P , QA
P . For n ∈ N, set Q0n = {(K, J ) : (K, J ) ∈ P , K 6⊆ n}. If (K, J ) ∈ P , J must be infinite, and there
T
is cofinal with T
is an m ∈ N ∩ J \ n; now (K, J ) ≤ (K ∪ {m}, J ) ∈ Q0n . So Q0n is cofinal with P .
Because max(ω, #(A)) < p (517Ob), there is an upwards-linked R ⊆ P meeting every QA and every Q0n . Set
I = {K : (K, J ) ∈ R}. If n ∈ N, there is a (K, J ) ∈ R ∩ Q0n ; now K 6⊆ n and K ⊆ I, so I 6⊆ n; as n is arbitrary, I is
S
infinite. If A ∈ A, there is (K0 , J0 ) ∈ R ∩ QA . ?? If I 6⊆ K0 ∪ A, there is a (K, J ) ∈ R such that K 6⊆ K0 ∪ A. Now
there is a (K 0 , J 0 ) ∈ P such that (K, J ) ≤ (K 0 , J 0 ) and (K0 , J0 ) ≤ (K 0 , J 0 ). But in this case
K ⊆ K 0 ⊆ K0 ∪ J0 ⊆ K0 ∪ A. X
T
X
So I \ A ⊆ K0 is finite. As A is arbitrary, we have a suitable I.
(b) We may T S κ is infinite. By 515H, or otherwise, there is a Boolean-independent family hJξ iξ<κ in
suppose that
PN. Note that ξ∈K Jξ \ ξ∈L Jξ must be infinite whenever K, L ⊆ κ are disjoint finite sets. For C ⊆ κ set
AC = {Jξ : ξ ∈ C} ∪ {N \ Jξ : ξ ∈ κ \ C}.
By (a), there is an infinite IC ⊆ N such that IC \ A is finite for every A ∈ AC . If C, D ⊆ κ and ξ ∈ C \ D, then
IC ∩ (N \ Jξ ) and ID ∩ Jξ are finite, so IC ∩ ID is finite and IC 6= ID . Thus C 7→ IC is injective and 2κ ≤ c.

517S Proposition Let P be a partially ordered set which satisfies Knaster’s condition upwards. If A ⊆ P and
#(A) < mK , then A can be covered by a sequence of upwards-directed subsets of P .
proof By 516P, the upwards finite-support product P ∗ of countably many copies of P also satisfies Knaster’s condition
upwards. So we can use 517Ha.

517X Basic exercises (a) Let P be a partially ordered set and κ a cardinal. Show that the following are
equiveridical: (i) κ < m↑ (P ); (ii) whenever p0 ∈ P and Q is a family of cofinal subsets of P with #(Q) ≤ κ, there is
an upwards-centered subset of P which contains p0 and meets every member of Q; (iii) whenever p0 ∈ P and Q is a
family of up-open cofinal subsets of P with #(Q) ≤ κ, there is an upwards-centered subset of P which contains p0 and
meets every member of Q; (iv) whenever p0 ∈ P and A is a family of maximal up-antichains in P with #(A) ≤ κ,
there is an upwards-centered subset of P which contains p0 and meets every member of A.

(b) Let P be a partially ordered set and A a maximal up-antichain in P . Show that
m↑ (P ) = minp∈A m↑ ([p, ∞[).

(c)(i) Let A be a Boolean algebra, not {0}. For a ∈ A let Aa be the corresponding principal ideal. Show that there
is an a ∈ A+ such that m(Ab ) = m(Aa ) whenever 0 6= b ⊆ a. (ii) Show that any Dedekind complete Boolean algebra is
isomorphic to a simple product of Martin-number-homogeneous Boolean algebras.
72 Cardinal functions 517Xd

> (d) Let P be a partially ordered set. Show that m↑ (P ) = ∞ iff {p : [p, ∞[ is upwards-linked} is cofinal with P .

(e) Let hAi ii∈I be a family of Boolean algebras and A its free product; suppose that κ is a regular infinite cardinal
such that sat(Ai ) ≤ κ < m(Ai ) for every i ∈ I. Show that sat(A) ≤ κ.

(f ) Let A be a Boolean algebra and C the free product of a sequence of copies of A. Suppose that κ < m(C). (i)
Show if A ∈ [A+ ]≤κ then A can be covered by a sequence of centered subsets of A+ . (ii) Show that if cf κ ≥ ω1 then κ
is a precaliber of A.

(g) Let A be a Boolean algebra and Z its Stone space. Show that m(A) = min{n(Y ) : Y ⊆ Z is a non-meager set
with the Baire property}.

> (h) Let P be a non-empty partially ordered set and P ∗ the upwards finite-support product of a sequence of copies
of P . Show that if m↑ (P ∗ ) > ω1 then P must be upwards-ccc.

(i) Let X be any topological space. Show that m(RO(X)) ≥ min{n(G) : G ⊆ X is a non-empty open set}.

(j) Let X be a locally compact Hausdorff space such that RO(X) is Martin-number-homogeneous. Show that
m(RO(X)) = n(X).

(k)(i) Let P be a partially ordered set which is σ-linked upwards. Show that if A ⊆ P and #(A) < mσ-linked , then A
can be covered by a sequence of upwards-directed subsets of P . (ii) Let P be a partially ordered set such that ω1 is an
up-precaliber of P . Show that if A ⊆ P and #(A) < mpcω1 , then A can be covered by a sequence of upwards-directed
subsets of P . (iii) Let P be a partially ordered set which is σ-centered upwards. Show that if A ⊆ P and #(A) < p,
then A can be covered by a sequence of upwards-directed subsets of P .

517Y Further exercises (a) For a partially ordered set P , write AP for the family of upwards-linked subsets
of P , BP for the family of cofinal subsets of P , and TP for {(R, Q) : R ∈ AP , Q ∈ BP , R ∩ Q = ∅}. (i) Show
that m↑ (P ) = minp∈P cov(A[p,∞[ , T[p,∞[ , B[p,∞[ ). (ii) Show that if Q is another partially ordered set and there is
a relation S ⊆ P × Q with the properties described in 517C, then for every q ∈ Q there is a p ∈ P such that
(A[p,∞[ , T[p,∞[ , B[p,∞[ ) 4GT (A[q,∞[ , T[q,∞[ , B[q,∞[ ).

(b) Show that for every infinite regular cardinal κ there is a partially ordered set with Martin number κ+ .

(c) Show that m(PN/[N]<ω ) ≥ p.

517 Notes and comments The study of ‘Martin numbers’ is a natural extension of investigations into consequences
of Martin’s axiom. Most of the results here are straightforward expressions of techniques developed for deducing
consequences from m = c or m > ω1 . In particular, 517F, 517G and 517H correspond to the now-classical theorems
that if m > ω1 then ω1 is a precaliber of every ccc partially ordered set, the product of any family of ccc topological
spaces is ccc, and a ccc partially ordered set of cardinal ω1 is a countable union of directed sets (see Fremlin 84a,
§41). For those familiar with the use of Martin’s axiom there are no surprises here, though some refinements in
the arguments are necessary. The cardinal mcountable is probably most commonly known as the Novák number of R
(517Pd), the covering number of the ideal of meager subsets of R. In countable partially ordered sets, most of the
arguments above short-circuit to some degree; precalibers become trivial, finite-support products are automatically
ccc, and directed sets have cofinal totally ordered subsets, so that the ideas take on new colours.
In Fremlin 84a I found that focusing on the cardinals p = mσ-centered , mK and m broke the arguments up into
reasonably balanced chapters. Within the chapter on mK , however, there is a natural division between arguments
applying to mpcω1 and those applying to mσ-linked , which in the present book I intend to make explicit. The notation
p is the standard name for this cardinal; its special position comes from the fact that it had been studied under a
different, combinatorial, definition for a decade before M.G.Bell showed that it could also be described by the definition
here (Bell 81, or Fremlin 84a, 14C).
518C Freese-Nation numbers 73

518 Freese-Nation numbers


I run through those elements of the theory of Freese-Nation numbers, as developed by S.Fuchino, S.Geschke,
S.Koppelberg, S.Shelah and L.Soukup, which seem relevant to questions concerning measure spaces and measure
algebras. The first part of the section (518A-518K) examines the calculation of Freese-Nation numbers of familiar
partially ordered sets and Boolean algebras. In 518L-518S I look at ‘tight filtrations’, which are of interest to us because
of their use in lifting theorems (518L, §535).

518A Proposition Let P be a partially ordered set and Q a subset of P .


(a) If Q is order-convex (that is, [q, q 0 ] ⊆ Q whenever q, q 0 ∈ Q), then FN(Q) ≤ FN(P ).
(b) If Q is a retract of P (that is, there is an order-preserving h : P → Q such that h(q) = q for every q ∈ Q), then
FN(Q) ≤ FN(P ).
(c) If Q is, in itself, Dedekind complete (that is, every non-empty subset of Q with an upper bound in Q has a
supremum in Q for the induced ordering), then FN(Q) ≤ FN(P ).
proof (a) If f : P → PP is a Freese-Nation function on P , then q 7→ Q ∩ f (q) : Q → PQ is a Freese-Nation function
on Q.
(b) If f is a Freese-Nation function on P , then q 7→ h[f (q)] is a Freese-Nation function on Q.
(c) Set Q1 = q,q0 ∈Q [q, q 0 ], so that Q1 is an order-convex subset of P and FN(Q1 ) ≤ FN(P ). For p ∈ Q1 , set
S

h(p) = sup(Q ∩ ]−∞, p]), the supremum being taken in Q; then h : Q1 → Q is a retraction, so FN(Q) ≤ FN(Q1 ).

518B Proposition (Fuchino Koppelberg & Shelah 96) Let P be a partially ordered set.
(a) FN(P ) ≤ max(3, #(P )).
(b) FN(P, ≥) = FN(P, ≤).
(c) If P has no maximal element, then add P ≤ FN(P ).
proof (a)(i) Suppose first that P is finite and totally ordered. If #(P ) ≤ 2, set f (p) = P for every p ∈ P . Otherwise,
take p0 ∈ P such that ]−∞, p0 [ and ]p0 , ∞[ are both non-empty, and set f (p) = [p0 , ∞[ if p ≥ p0 , ]−∞, p] if p ≤ p0 ;
then f is a Freese-Nation function witnessing that FN(P ) ≤ #(P ).
(ii) Next suppose that P is finite and not totally ordered. For p ∈ P set Ap = ]−∞, p] ∪ [p, ∞[, and take
B = {p : Ap = P }; then B 6= P . Set f (p) = Ap for p ∈ P \ B, B for p ∈ B; then f is a Freese-Nation function so again
FN(P ) ≤ #(P ).
(iii) If P is infinite, enumerate it as hpξ iξ<#(P ) and set f (pξ ) = {pη : η ≤ ξ} for each ξ; once more we have a
Freese-Nation function witnessing that FN(P ) ≤ #(P ).
(b) A function f : P → P is a Freese-Nation function for ≤ iff it is a Freese-Nation function for the reverse ordering
≥.
(c) Set κ = FN(P ). Then we have a Freese-Nation function f : P → [P ]<κ .
(i) I had better sort out the trivial cases. If P is empty, then κ = add P = 0. Otherwise, p ∈ f (p) for every p ∈ P ,
so κ ≥ 2; if add P ≤ 2 we can stop. So we may suppose that add P > 2, that is, that P is upwards-directed.
S
(ii) ?? If κ < add P , choose hpξ iξ≤κ inductively, as follows. Given hpη iη<ξ , where ξ ≤ κ, then η<ξ f (pη ) has
an upper bound p0ξ in P . P
S
P If κ is infinite, this is because #( η<ξ f (pη )) ≤ κ < add P . If κ is finite, it is because
S
#( η<ξ f (pη )) < ω ≤ add P . Q Q
As P has no maximal element, we can find pξ > p0ξ , and continue. At the end of the induction, we have pξ < pκ , so
there is a qξ ∈ f (pξ ) ∩ f (pκ ) ∩ [pξ , pκ ], for each ξ < κ. If η < ξ < κ, then
qη ≤ p0ξ < pξ ≤ qξ
and qη 6= qξ . But this means that f (pκ ) ⊇ {qξ : ξ < κ} has at least κ elements. X
X

518C Corollary (a) If A is an infinite Dedekind σ-complete Boolean algebra then FN(A) ≥ FN(PN).
(b) Let A be a Dedekind complete Boolean algebra. Then
FN(RO({0, 1}#(A) )) ≤ FN(A) ≤ FN(P(link(A))) ≤ max(3, 2link(A) ).
(c) Let A be a Dedekind complete Boolean algebra. If B is either an order-closed subalgebra or a principal ideal of
A, then FN(B) ≤ FN(A).
proof (a) Take any disjoint sequence han in∈N in A; then I 7→ supn∈I an is an embedding of the partially ordered set
PN into A. As PN is Dedekind complete, 518Ac tells us that FN(PN) ≤ FN(A).
74 Cardinal functions 518C

(b)(i) By 515I, A has a subalgebra B isomorphic to the regular open algebra RO({0, 1}#(A) ); by 518Ac, FN(B) ≤
FN(A).
(ii) By 514Cb, we have a subset Q of P(link(A)) which is order-isomorphic to A, and 518Ac tells us that
FN(Q) ≤ FN(P(link(A))).
(iii) By 518Ba, FN(P(link(A))) ≤ 2link(A) except in the trivial case A = {0, 1}.
(c) Immediate from 518Ac.

518D Corollary The following sets all have the same Freese-Nation number:
(i) PN;
(ii) N N , with its usual ordering ≤;
(iii) any infinite σ-linked Dedekind complete Boolean algebra;
(iv) the family of open subsets of any infinite Hausdorff second-countable topological space.
proof (a) The map I 7→ χI : PN → N N is an order-preserving embedding; because PN is Dedekind complete,
FN(PN) ≤ FN(N N ) (518Ac).
(b) The map f 7→ {(i, j) : j ≤ f (i)} : N N → P(N × N) is an order-preserving embedding; because N N is Dedekind
complete,
FN(N N ) ≤ FN(P(N × N)) = FN(PN).

(c) Now let A be an infinite σ-linked Dedekind complete Boolean algebra. By 518Ca, FN(PN) ≤ FN(A); by 518Cb,
FN(A) ≤ FN(PN).
(d) Let (X, T) be an infinite Hausdorff second-countableSspace. (α) Because X is Hausdorff and infinite, it has a
disjoint sequence hGn in∈N of non-empty open sets; now I 7→ n∈I Gn is an embedding of PN in T, so FN(PN) ≤ FN(T).
(β) Let U be a countable base for T. Then G 7→ {U : U ∈ U, U ⊆ G} is an embedding of T in PU; as T, regarded as a
partially ordered set, is Dedekind complete, FN(T) ≤ FN(PU) = FN(PN).

518E There is a simple result in general topology which will be used a couple of times in the next chapter.
Lemma Let (X, T) be a T1 topological space without isolated points, and I the ideal of nowhere dense sets. Then
there is a set A ⊆ X, of cardinal cov I, such that #(A ∩ F ) < FN∗ (T) for every F ∈ I.
Remark Perhaps I should say here that FN∗ (T) is the regular Freese-Nation number of the partially ordered set (T, ⊆).
proof As X has no isolated points, cov I ≤ #(X). Set κ = cov I and λ = FN∗ (T). If κ < λ the result is
trivial and we can stop. Otherwise, let f : T → [T]<λ be a Freese-Nation function. Then we can choose hxξ iξ<κ
S so that whenever η < ξ and G ∈ f (X \ {xη }) is dense, then xξ ∈ G. P
inductively P When we come to choose xξ , set
θ = #( η<ξ {G : G ∈ f (X \ {xη }) is dense}). If λ < κ then θ ≤ max(#(ξ), ω, λ) < κ. If λ = κ then κ is regular and
infinite and #(f (X \ {xη }) < κ for every η < ξ so again θ < κ. So we have fewer than cov I dense open sets and can
find a point xξ in all of them. Q
Q
Note that as X \ {xη } is itself dense for every η < ξ, and H ∈ f (H) for every H ∈ T, all the xξ must be distinct,
and A = {xξ : ξ < κ} has cardinal κ. Now suppose that F ∈ I and set B = {ξ : ξ < κ, xξ ∈ F }. For each ξ ∈ B,
X \ F ⊆ X \ {xξ }, so there is a Gξ ∈ f (X \ F ) ∩ f (X \ {xξ }) such that X \ F ⊆ Gξ and xξ ∈
/ Gξ . If η, ξ ∈ B and η < ξ,
then Gη ∈ f (X \ {xη }) is dense, so contains xξ , and cannot be equal to Gξ . Thus ξ 7→ Gξ is an injective function from
B to f (X \ F ), and #(B) < λ. Thus we have an appropriate set A.

518F Lemma Let A be a Boolean algebra, B a subalgebra of A and κ an infinite cardinal.


(a) If cf(B ∩ [0, a]) < κ for every a ∈ A, then the Freese-Nation index of B in A is at most κ.
(b) Suppose that I ∈ [A]<cf κ and BI is the subalgebra of A generated by B ∪ I. If the Freese-Nation index of B in
A is less than or equal to κ, so is the Freese-Nation index of BI .
(c) If B is expressible as the union of fewer than κ order-closed subalgebras of A, each of them Dedekind complete
in itself, then the Freese-Nation index of B in A is at most κ.
proof (a) For any a ∈ A,
ci(B ∩ [a, 1]) = cf(B ∩ [0, 1 \ a]) < κ.

(b)(i) Suppose first that I is a singleton {d}. In this case


BI = {(b ∩ d) ∪ (c \ d) : b, c ∈ B}.
518H Freese-Nation numbers 75

Take a ∈ A. Then there are sets B, C ⊆ B, of cardinal less than κ, which are cofinal in
B ∩ [0, a ∪ (1 \ d)], B ∩ [0, a ∪ d]
respectively. Set D = {b ∩ d : b ∈ B} ∪ {c \ d : c ∈ C}, so that D ⊆ BI ∩ [0, a] and #(D) < κ. If b, c ∈ B and
(b ∩ d) ∪ (c \ d) ⊆ a, then b ⊆ a ∪ (1 \ d) and c ⊆ a ∪ d, so there are b0 ∈ B, c0 ∈ C such that b ⊆ b0 and c ⊆ c0 ; now
(b ∩ d) ∪ (c \ d) ⊆ (b0 ∩ d) ∪ (c0 \ d) ∈ D.
Thus D witnesses that cf(C ∩ [0, a]) < κ. By (a), this is enough to show that the Freese-Nation index of BI in A is at
most κ.
(ii) An elementary induction now shows that the Freese-Nation index of BI in A is at most κ for every finite
BI = {BJ : J ∈ [I]<ω }. For each J ∈ [I]<ω , let BJ be a cofinal
S
subset I of A. If ω ≤ #(I) < cf κ and a ∈ A, then S
subset of BJ ∩ [0, a] of size less than κ. Then B = {BJ : J ∈ [I]<ω } is cofinal in BI ∩ [0, a]; and as #([I]<ω ) < cf κ,
#(B) < κ. So again we have cf(BI ∩ [0, a]) < κ for every a ∈ A, and the Freese-Nation index of BI in A is at most κ.
(c) Suppose that hBξ iλ<ξ is a family of order-closed subalgebras with union B, where λ < κ. If a ∈ A, then
bξ = sup(Bξ ∩ [0, a]) is defined in Bξ , and belongs to [0, a], for each ξ < λ, and {bξ : ξ < λ} is cofinal with B ∩ [0, a];
so we can apply (a).

518G Lemma (Fuchino Koppelberg


S & Shelah 96) Let P be a partially ordered set, ζ an ordinal, and hAξ iξ<ζ
a family with union P ; set Pα = ξ<α Aξ for each α ≤ ζ. Let κ be a regular infinite cardinal such that, for each α < ζ,
FN(Pα+1 ) ≤ κ and the Freese-Nation index of Pα in Pα+1 is at most κ. Then FN(P ) ≤ κ.
proof For each α < ζ set A0α = Aα \ Pα and choose a Freese-Nation function fα : Pα+1 → [Pα+1 ]<κ . For p ∈ P , let
γ(p) be that α < ζ such that p ∈ A0α , and let Dp ⊆ Pγ(p) be a set of size less than κ such that Dp ∩ ]−∞, p] is cofinal
with Pγ(p) ∩ ]−∞,Sp] and Dp ∩ [p, ∞[ is cofinal with Pγ(p) ∩ [p, ∞[. Define g inductively, on each A0α in turn, by setting
g(p) = fγ(p) (p) ∪ q∈Dp g(q) for every p ∈ P . Because κ is regular, g is a function from P to [P ]<κ .
Now g is a Freese-Nation function on P . P P I induce on α to show that if p, q ∈ P and max(γ(p), γ(q)) = α then
g(p) ∩ g(q) ∩ [p, q] 6= ∅. For the inductive step to α < ζ, if γ(p) = γ(q) = α then
g(p) ∩ g(q) ∩ [p, q] ⊇ fα (p) ∩ fα (q) ∩ [p, q] 6= ∅.
If γ(p) < γ(q) = α, then there is an r ∈ Dq such that p ≤ r ≤ q; now max(γ(p), γ(r)) < α, so
g(p) ∩ g(q) ∩ [p, q] ⊇ g(p) ∩ g(r) ∩ [p, r] 6= ∅
by the inductive hypothesis. The same argument works if γ(q) < γ(p). Q
Q

518H Lemma Suppose that κ is an uncountable cardinal of countable cofinality such that κ is true and cf[λ]≤ω ≤
+
λ for every λ ≤ κ. Then there are families hMαn iα<κ+ ,n∈N , hMα iα<κ+ of sets and a function sk such that
(i) #(Mαn ) < κ for every α < κ+ , n ∈ N;
(ii) hMαn in∈N is non-decreasing for each α < κ+ ; S
(iii) hMα iα<κ+ is a non-decreasing family, Mα = β<α Mβ for every limit ordinal α < κ+ , and κ+ ⊆ α<κ+ Mα ;
S

(iv) if α < κ+ has uncountable cofinality, Mα = n∈N Mαn ;


S
(v) X ⊆ sk(X) for every set X;
(vi) sk(X) is countable whenever X is countable;
(vii) A ⊆ sk(X) whenever A ∈ sk(X) is countable;
(viii) sk(X) ⊆ sk(Y ) whenever X ⊆ sk(Y );
(ix) for every α < κ+ of uncountable cofinality there is an m ∈ N such that whenever n ≥ m and A ⊆ Mαn is
S there is a countable set D ∈ Mαn such that A ⊆ sk(D);
countable
(x) α<κ+ Mα ∩ [κ]≤ω is cofinal with [κ]≤ω .
proof (a) There is a strictly increasing sequence hκn in∈N of cardinals with supremum κ; since
≤ω ≤ω
cf[κ+
n] ≤ max(κ+
n , cf[κn ] ) = κ+
n

for each n (5A1E(e-iv)), we can suppose that in fact cf[κn ]≤ω = κn for every n. Take hCα iα<κ+ witnessing κ , so that
for every α < κ+ , Cα ⊆ α is a closed cofinal set in α of order type at most κ,
whenever δ < α < κ+ and δ = sup(δ ∩ Cα ), then Cδ = δ ∩ Cα
(5A1S). For α < κ+ set
Cα0 = {δ : δ < α, δ = sup(δ ∩ Cα )}
and
0
Cαn = {δ : δ ∈ Cα0 , otp(δ ∩ Cα ) < κn }
76 Cardinal functions 518H

for each n. Because otp(Cα ) ≤ κ, Cα0 = 0 0


S
n∈N Cαn , while #(Cαn ) ≤ κn for each n. Note that if α has uncountable
cofinality, Cα0 will be cofinal with α.
(b) Let g : κ+ → [κ]≤ω be such that e[κ+ ] is cofinal with [κ]≤ω . For each non-zero α < κ+ , fix on a surjective
function fα : κ → α. For each n ∈ N, let gn : κn → [κn ]≤ω be such that gn [κn ] is cofinal with [κn ]≤ω . For each α < κ+ ,
let hα : #(Cα ) → Cα be a bijection. Now, for any set X, write sk(X) for the smallest set including X and such that
g(α) ∈ sk(X) whenever α ∈ sk(X) ∩ κ+ ,
fα (ξ) ∈ sk(X) whenever 0 < α < κ+ , ξ < κ and α, ξ ∈ sk(X),
gn (ξ) ∈ sk(X) whenever n ∈ N and ξ ∈ κn ∩ sk(X),
hα [A] ∈ sk(X) whenever α ∈ sk(X) ∩ κ+ and A ∈ sk(X),
A ∪ B ∈ sk(X) whenever A, B ∈ sk(X),
A ⊆ sk(X) whenever A ∈ sk(X) is countable.
Of course we always have
sk(sk(X)) = sk(X) = {sk(I) : I ∈ [X]<ω }
S

and #(sk(X)) ≤ max(ω, #(X)), so (v)-(viii) are all true.


0
(c) For each α < κ+ and n ∈ N, set Mαn = sk(κn ∪ Cαn ) and Mα = sk(κ ∪ α). Then
0
#(Mαn ) ≤ max(ω, κn , #(Cαn )) < κ.
Also hMα iα<κ+ is non-decreasing and Mα = β<α Mβ whenever α < κ is a non-zero limit ordinal, while κ+ ⊆
S
S
α<κ+ Mα . This deals with (i)-(iii).

(d) Now for (iv): Mα = n∈N Mαn whenever α < κ+ has uncountable cofinality. P
S
P Of course Mαn ⊆ Mα for every
n just because sk(X) ⊆ sk(Y ) whenever X ⊆ Y . On the other hand, if β < α, take δ ∈ Cα0 such that βS< δ, and ξ < κ
such that fδ (ξ) = β; then if n ∈ N is such that ξ < κn and otp(δ ∩ Cα ) < κn , β will be in Mαn . So n∈N Mαn ⊇ α.
Moreover,
S S
κ = n∈N κn ⊆ n∈N Mαn .
S S
So α ∪ κ ⊆ n∈N Mαn and Mα must be exactly n∈N Mαn . Q Q
0
(e) Again suppose that α < κ+ has uncountable cofinality. Then there must be an m ∈ N such that Cαm is cofinal
0
with α. Suppose that n ≥ m and A ⊆ Mαn is countable. Then there must be a countable set C ⊆ κn ∪ Cαn such
0
that A ⊆ sk(C). Let δ ∈ Cαm be such that C ∩ α ⊆ δ. Then Cδ = δ ∩ Cα has cardinal less than κm ≤ κn , so
(C ∩ κn ) ∪ h−1
δ [C] is a countable subset of κn and is included in gn (ξ) for some ξ < κn . Now ξ and δ belong to Mαn ,
so gn (ξ) and hδ [gn (ξ)] and D = gn (ξ) ∪ hδ [gn (ξ)] all belong to Mαn , and are countable. But C ⊆ D, so A ⊆ sk(D), as
required by (ix).
(f ) Finally, if A ⊆ κ is countable, there is a β < κ+ such that g(β) ⊇ A, and now g(β) ∈ Mβ+1 .

518I Theorem (Fuchino & Soukup 97) Let A be a ccc Dedekind complete Boolean algebra. Suppose that
(α) cf[λ]≤ω ≤ λ+ for every cardinal λ ≤ τ (A),
(β) λ is true for every uncountable cardinal λ ≤ τ (A) of countable cofinality.
Let A be a ccc Dedekind complete Boolean algebra, and κ a regular uncountable cardinal such that FN(B) ≤ κ for
every countably generated order-closed subalgebra B of A. Then FN(A) ≤ κ.
proof Induce on the Maharam type τ (A) of A.
(a) If τ (A) ≤ ω the result is trivial.
(b) For the inductive step to τ (A) = λ, where λ is an infinite cardinal of uncountable cofinality, let haξ iξ<λ enumerate
a τ -generating subsetSof A. For each β < λ, let Bβ be the order-closed subalgebra of A generated by {aξ : ξ < β}, and
for α ≤ λ set Aα = β<α Bβ . By the inductive hypothesis, FN(Bβ ) ≤ κ for every β < λ. Also, for α < κ, either α
has uncountable cofinality, in which case (because A is ccc) Aα = Bα is order-closed, or α has countable cofinality, in
which case Aα is a countable union of order-closed subalgebras. In either case, the Freese-Nation index of Aα in Aα+1
is countable (518Fc). Because cf λ > ω, A = Aλ . By 518G, FN(A) ≤ κ.
(c)(i) For the inductive step to τ (A) = λ, where λ is an uncountable cardinal of countable cofinality, we may use the
method of Lemma 518H to construct hMαn iα<λ+ ,n∈N , hMα iα<λ+ and sk as described there. Enumerate a τ -generating
set in A as haξ iξ<λ , and forSany set X write BX for the order-closed subalgebra of A generated by {aξ : ξ ∈ X ∩ λ}.
For each α < λ+ set Qα = {Bsk(D) : D ∈ Mα is countable}.
(ii) If α < λ+ has uncountable cofinality, then Qα is the union of a non-decreasing sequence of order-closed
subalgebras of A with Maharam type less than λ. P P By (ix) of 518H, there is an m ∈ N such that whenever
518J Freese-Nation numbers 77

n ≥ m S and D ⊆ Mαn is countable there is a countable set F ∈ Mαn such that D ⊆ sk(F ). For each n ≥ m, set
Cn = {Bsk(D) : D ∈ Mαn is countable}. S Then for any countable set C ⊆ Cn , there is a countable set D of countable
sets belonging to Mαn such that C ⊆ D∈D Bsk(D) . So there is a countable set F ∈ Mαn such that D ⊆ sk(F ); by
518H(vii), D ⊆ sk(F ) and Bsk(D) ⊆ Bsk(F ) (518H(viii)) for every D ∈ D. But this means that C ⊆ Bsk (F ) ⊆ Cn ,
while Bsk (F ) is an order-closed subalgebra of A. Because A is ccc, this is enough to show that Cn is an order-closed
subalgebra of A; by 518H(ii) and 518H(iv), hCn in≥m is non-decreasing and has union Qα . Each Cn is τ -generated by
{aη : there is a countable D ∈ Mαn such that η ∈ sk(D) ∩ λ+ },
so (using 518H(vi))
τ (Cn ) ≤ max(ω, #(Mαn )) < λ. Q
Q
It follows from 518Fc again that the Freese-Nation index of Qα in A is countable, and from the inductive hypothesis
we see also that FN(Cn ) ≤ κ for every n ≥ m, so that (using 518G, as usual) FN(Qα ) ≤ κ.
(iii) If α < λ+ isSthe union of a sequence hαn in∈N of ordinals of uncountable cofinality, then Mα = n∈N Mαn
S
(518H(iii)), so Qα = n∈N Qαn is again a countable union of order-closed subalgebras of A, and the Freese-Nation
index of Qα in A is at most ω. Moreover, because FN(Qαn ) ≤ κ for each n, FN(Qα ) ≤ κ.
(iv) If a ∈ A, there is a countable set D ⊆ λ such that a ∈ BD . But now there is an α < λ+ , of uncountable
cofinality, such that D ⊆ D0 for some countable D0 ∈ Mα (518H(x)), and
a ∈ BD ⊆ BD0 ⊆ Bsk(D0 ) ⊆ Qα ,
by 518H(v).
(v) Let F ⊆ λ+ be the set of ordinals which are either of uncountable cofinality, or the union of a sequence of
such ordinals;
S so that F is a closed cofinal set in λ+ , and Qα has countable Freese-Nation index in A for every α ∈ F .
By (iv), α∈F Qα = A. So if we enumerate F in ascending order as hαξ iξ<λ+ and set Pξ = Qαξ for each ξ, Pλ+ = A
then hPξ iξ≤λ+ satisfies the conditions of 518G, so FN(A) ≤ κ, and the induction proceeds.

518J Lemma Let λ be an infinite cardinal and G the regular open algebra of {0, 1}λ . Suppose that κ is the least
cardinal of uncountable cofinality greater than or equal to FN(G). Then κ ≤ c+ and we have a family V ⊆ [λ]≤c , cofinal
with [λ]≤c , such that #({A ∩ V : V ∈ V}) < κ for every countable set A ⊆ λ.
proof Actually it is more convenient to work with G = RO({0, 1}λ×N ); of course this makes no difference.
(a) I will use the phrase ‘cylinder set’ to mean a subset of X = {0, 1}λ×N of the form {x : xJ = z}, where J ⊆ λ × N
is finite. For I ⊆ λ, let GI be the order-closed subalgebra of G consisting of those regular open sets determined by
coordinates in I × N. For G ∈ G, there is a smallest subset J(G) of λ such that G ∈ GJ(G) (use 4A2B(g-ii)). Recall
that J(G) is always countable (use 4A2E(b-i)), so that #(GI ) ≤ c whenever #(I) ≤ c.
(b) The function G 7→ GJ(G) is a Freese-Nation function. P P Suppose that G1 ⊆ G2 in G. Set K = J(G1 ) and
L = J(G2 ), and let φ : X → {0, 1}L×N be the canonical map, so that φ−1 [φ[G2 ]] = G2 . Set H = φ−1 [int φ[G1 ]]; because
φ is continuous and open (4A2B(f-i)), H = int φ−1 [φ[G1 ]] (4A2B(f-ii)). In particular, H is a regular open set; at the
same time, H ⊇ G1 and H ⊆ int φ−1 [φ[G2 ]] = G2 and H is determined by coordinates in L × N, so H ∈ GL . Next,
φ[G1 ] ⊆ {0, 1}L×N is determined by coordinates in (K ∩ L) × N, so int φ[G1 ] also is (4A2B(g-i)) and H is determined
by coordinates in K × N. Thus H ∈ GJ(G1 ) ∩ GJ(G2 ) , which is what we need. Q Q
Since #(GJ(G) ) ≤ c for every G, FN(G) ≤ c+ ; as cf c+ is surely uncountable, κ ≤ c+ .
(c) Now let f : G → [G]<κ be a Freese-Nation function. Let V be the family of those sets V ∈ [λ]≤c such that
f (G) ⊆ GV for every G ∈ GV ; because #(f (G)) ≤ c for every G, and #(GV ) ≤ c whenever V ∈ [λ]≤c , V is cofinal with
[λ]≤c .
(d) Fix a countable set A ⊆ λ and ζ ∈ λ \ A for the moment. Let hCξ iξ∈A be a disjoint family of non-empty cylinder
sets determined by coordinates in {ζ} × N; for each ξ ∈ A, set Cξ0 = {x : x ∈ X, x(ξ, 0) = 1}. Set
G∗ = supξ∈A Cξ ∩ Cξ0 ∈ GA .
Next, for V ∈ V, set
GV = supξ∈A∩V Cξ ∩ Cξ0 ,
so that GV ⊆ G∗ , and G0V = sup{H : H ∈ GV , H ⊆ G∗ }. Now if ζ ∈ V ∈ V, GV = G0V . P P Since Cξ ∩ Cξ0 ∈ GV for
every ξ ∈ V ∩ A, GV ∈ GV and GV ⊆ G0V . ?? Suppose, if possible, that GV 6= G0V . Then G0V \ GV is a non-empty set
belonging to GV , so includes a non-empty cylinder set D determined by coordinates in V × N. Express D as D0 ∩ D00 ,
78 Cardinal functions 518J

where D0 is determined by coordinates in (V ∩ A) × N and D00 by coordinates in (V \ A) × N. As D0 ∩ D00 ⊆ G∗ ∈ GA ,


D0 ⊆ G∗ , so D0 ∩ Cξ ⊆ Cξ0 .
If ξ ∈ A \ V , X \ Cξ0 does not meet D0 ∩ Cξ ; as D0 ∩ Cξ is determined by coordinates in a set not containing (ξ, 0),
it must be empty. Thus
D ⊆ D0 = supξ∈A∩V D0 ∩ Cξ ∩ Cξ0 ⊆ GV ,
X Accordingly GV = G0V , as claimed. Q
which is impossible. X Q
Note next that if V , V 0 ∈ V and V ∩A 6= V 0 ∩A, then GV 6= GV 0 , because if ξ ∈ A4(V ∩V 0 ) then Cξ ∩Cξ0 ⊆ GV 4GV 0 .
At this point, consider f (G∗ ). For each V ∈ V such that ζ ∈ V , there must be some HV ∈ f (G∗ ) ∩ f (GV ) such that
GV ⊆ HV ⊆ G∗ . By the definition of V, HV ∈ GV so HV ⊆ G0V = GV and HV = GV . But this shows that
#({V ∩ A : ζ ∈ V ∈ V}) ≤ #({GV : ζ ∈ V ∈ V}) ≤ #(f (G∗ )) < κ.

(e) Now take any countable A ⊆ λ. By (d), applied to ζ and A \ {ζ}, we see that #({A ∩ V : ζ ∈ V ∈ V}) < κ for
every ζ ∈ A. But now
S
{A ∩ V : V ∈ V} ⊆ {∅} ∪ ζ∈A {A ∩ V : ζ ∈ V ∈ V}
has size less than κ, because cf κ > ω. This completes the proof.

518K Theorem (Fuchino Geschke Shelah & Soukup 01) Suppose that λ > c is a cardinal of countable
cofinality such that CTP(λ+ , λ) is true (definition: 5A1U). Let A be a Dedekind complete Boolean algebra of size at
least λ. Then FN(A) ≥ ω2 .
proof (a) By 518Cb, it is enough to show that FN(G) ≥ ω2 , where G is the regular open algebra of {0, 1}λ×N .
(b) ?? Suppose, if possible, that FN(G) ≤ ω1 . Let V ⊆ [λ]≤c be as in 518J, with κ = ω1 . Note first that if V 0 ⊆ V
and #(V 0 ) ≤ λ then there is an A ∈ [λ]≤ω such 0
Sthat A 6⊆ V for every V ∈ V . P P Let hλn in∈N be a sequence
S of cardinals
0
less than λ with supremum λ. Express V as n∈N Vn where #(V n ) ≤ λ n for each n. For each n ∈ N, #( Vn ) < λ, so
we can find an αn ∈ λ \ Vn ; now A = {αn : n ∈ N} is not included in any member of V 0 . Q
S
Q
Choose hAξ iξ<λ+ and hVξ iξ<λ+ inductively, as follows. Given Vη ∈ V for η < ξ, choose Aξ ∈ [λ]≤ω such that Aξ 6⊆ Vη
for every η < ξ; now take Vξ ∈ V such that Aξ ⊆ Vξ , and continue.
Because CTP(λ+ , λ) is true, there is an uncountable set B ⊆ λ+ such that C = ξ∈B Aξ is countable (5A1U(b-ii)).
S

If η, ξ ∈ B and η < ξ, then Aξ = Aξ ∩ C ∩ Vξ 6⊆ Vη , so C ∩ Vξ 6= C ∩ Vη . But this means that {C ∩ V : V ∈ V} is


uncountable, contrary to the choice of V. X X
Thus FN(G) ≥ ω2 , and the proof is complete.
Remark Compare Fuchino & Soukup 97, Theorem 12, where it is shown that if the generalized continuum hypothesis
and CTP(ωω+1 , ωω ) are both true the Freese-Nation number of [ωω ]≤ω is greater than ω1 , and also Fuchino Geschke
Shelah & Soukup 01, Theorem 4.2, where a different special axiom is used to find a ccc Dedekind complete Boolean
algebra of size ωω+1 with Freese-Nation number greater than ω1 .

518L I turn now to the associated idea of ‘tight filtration’ (511Di). Before discussing conditions ensuring the
existence of such filtrations, I give the application of the idea which is most important for this book.
Theorem Let A be a Dedekind σ-complete Boolean algebra, B a tightly ω1 -filtered Boolean algebra, and π : A → B
a surjective sequentially order-continuous Boolean homomorphism; suppose that B 6= {0}. Then there is a Boolean
homomorphism θ : B → A such that πθb = b for every b ∈ B.
proof Let hbξ iξ<ζ be a tight ω1 -filtration in B; for α ≤ ζ, write Cα for the subalgebra of B generated by {bξ : ξ < α}.
Define Boolean homomorphisms θα : Cα → A inductively, as follows. Start with C0 = {0, 1}, θ0 0 = ∅, θ0 1 = 1. Given
θα , let B, B 0 ⊆ Cα be countable sets such that B is a cofinal subset of {b : b ∈ Cα , b ⊆ bα } and B 0 is a cofinal subset
of {b : b ∈ Cα , b ⊆ 1 \ bα }. Choose any a ∈ A such that πa = bα and set
aα = (a ∪ supb∈B θα b) \ supb∈B 0 θα b.
Because B and B are both countable and A is Dedekind σ-complete, aα is defined in A. Because B and B 0 are
0

cofinal with {b : b ∈ Cα , b ⊆ bα } and {b : b ∈ Cα , b ⊆ 1 \ bα } respectively, θb ⊆ aα whenever b ∈ Cα and b ⊆ bα , while


θb ∩ aα = ∅ whenever b ∈ Cα and b ⊆ 1 \ bα . This means that we can define a Boolean homomorphism θα+1 : Cα+1 → A
by setting
θα+1 ((b ∩ bα ) ∪ (c \ bα )) = (θα b ∩ aα ) ∪ (θα c \ aα )
for all b, c ∈ Cα (312O).
518P Freese-Nation numbers 79

This is the inductive step to a successor ordinal. For the inductive step to a non-zero limit ordinal α ≤ ζ, Cα =
supξ<α Cξ and we can define θα by setting θα a = θξ a whenever ξ < α and a ∈ Cξ .
An easy induction (using the hypothesis that π is sequentially order-continuous) now shows that c = πθα c whenever
α ≤ ζ and c ∈ Cα , so that πθζ is the identity homomorphism on Cζ = B.

518M Theorem Let A be a Boolean algebra and κ a regular infinite cardinal such that FN(A) ≤ κ and #(A) ≤ κ+ .
Then A is tightly κ-filtered.
proof (a) Let haξ iξ<κ+ run over A, and let f : A → [A]<κ be a Freese-Nation function. For each α < κ+ , let Aα be
the smallest subalgebra of A containing aξ for every ξ < α and such that f (a) ⊆ Aα for every a ∈ Aα . Then hAα iα<κ+
is a non-decreasing family with union A, and #(Aα ) ≤ κ for every α < κ+ .
(b)(i) If α < κ+ , the Freese-Nation index of Aα in A is at most κ. P P If a ∈ A, then whenever b ∈ Aα and b ⊆ a,
there is a c ∈ f (a) ∩ f (b) ∩ [b, a]. Now c ∈ f (a) ∩ Aα . This shows that f (a) ∩ Aα ∩ [0, a] is cofinal with Aα ∩ [0, a], so
that cf(Aα ∩ [0, a]) < κ. By 518Fa, this is what we need to know. Q Q
(ii) If α < κ+ , I ∈ [A]<κ and B is the subalgebra of A generated by Aα ∪ I, then the Freese-Nation index of B
in A is at most κ, by 518Fb.
(c) For each α < κ+ enumerate Aα+1 \ Aα as ha0αξ iξ<κα , where κα ≤ κ. Well-order A by setting a 4 a0 if either
there is some α < κ+ such that a ∈ Aα and a0 ∈ / Aα or there are α < κ+ and ξ ≤ η < κα such that a = aαξ and
0
a = aαη . Let ζ ∈ On be the order type of this well-ordering and hbξ iξ<ζ the corresponding enumeration of A. For
each β ≤ ζ, let Bβ be the subalgebra of A generated by {bξ : ξ < β}. Then the Freese-Nation index of Bβ in A is at
most κ. P P If β < ζ, there is a largest α < κ+ such that Aα ⊆ Bβ , and in this case Aα = Bγ for some γ ≤ β, while
Aα+1 = Bγ 0 for some γ 0 > β; moreover, #(β \ γ) < κα ≤ κ, because otp(γ 0 \ γ) = κα . But this means that B, which
is the subalgebra of A generated by Aα ∪ {bξ : γ ≤ ξ < β}, has Freese-Nation index at most κ, by (b-ii) above. Q
Q
Thus hbξ iξ<ζ is a tight κ-filtration of A.

518N Definition Let A be a Boolean algebra and κ a cardinal. Then a κ-Geschke system for A is a family G of
subalgebras of A such that
(α) every element of A belongs to an element of G of S size less than κ;
(β) for any C ⊆ G, the subalgebra of A generated by C belongs to G;
(γ) whenever B1 , B2 ∈ G, a ∈ B1 , b ∈ B2 and a ⊆ b, then there is a c ∈ B1 ∩ B2 such that a ⊆ c ⊆ b.
(Of course (γ) can be rephrased as ‘B1 ∩ B2 ∩ [0, b] is cofinal with B1 ∩ [0, b] whenever B1 , B2 ∈ G and b ∈ B2 ’.)

518O Lemma Let A be a Boolean algebra.


(a) If κ is a cardinal and G a κ-Geschke system in A, then G is a λ-Geschke system for every λ ≥ κ.
(b) If κ is a regular uncountable cardinal, G a κ-Geschke system in A, and f : [A]<ω → [A]<κ a function, then there
is a B ∈ G such that #(B) < κ and f (I) ⊆ B whenever I ∈ [B]<ω .
proof (a) is immediate from the definition, since κ enters only in clause (α) of 518N.
(b) Enlarging f if necessary, we may suppose that f (I) always includes the subalgebra of A generated by I, and
that f ({a}) S κ and containing a, for every a ∈ A. If now we take A0 = ∅ and
S includes a member of G, of size less than
An+1 = {f (I) : I ∈ [An ]<ω } for each n ∈ N, B = n∈N An will be a subalgebra of A, of size less than κ, and a union
of members of G, so belongs to G; while f (I) ⊆ B for every I ∈ [B]<ω .

518P Lemma (Geschke 02) Let κ be a regular uncountable cardinal and A a Boolean algebra. Then A is tightly
κ-filtered iff there is a κ-Geschke system for A.
proof (a) Suppose that A is tightly κ-filtered.
(i) Let haξ iξ<ζ be a tight κ-filtration of a Boolean algebra A. For I ⊆ ζ let AI be the subalgebra of A generated
by {aξ : ξ ∈ I}. For α < ζ, there must be subsets Uα , Vα of Aα , of size less than κ, such that Uα is cofinal with
Aα ∩ [0, aα ] and Vα is cofinal with Aα ∩ [0, 1 \ aα ]. Let Kα ∈ [α]<κ be such that Uα ∪ Vα ⊆ AKα .
Write M for the family of those subsets M of ζ such that Kα ⊆ M for every α ∈ M .
(ii) If M , N ∈ M, γ ≤ ζ, a ∈ AM ∩γ , b ∈ AN ∩γ and a ⊆ b, then there is a c ∈ AM ∩N ∩γ such that a ⊆ c ⊆ b. P
P
Induce on γ.
α) If γ = 0 then

AM ∩γ = AN ∩γ = AM ∩N ∩γ = {0, 1}
80 Cardinal functions 518P

and the result is trivial.


β ) For the inductive step to γ = α + 1, consider the following cases.

case 1 If α ∈
/ M ∪ N then a ∈ AM ∩α and b ∈ AN ∩α , so the inductive hypothesis gives us a c ∈ AM ∩N ∩α such
that a ⊆ c ⊆ b.
case 2 If α ∈ N \ M , then a ∈ AM ∩α and b is of the form (b0 ∩ aα ) ∪ (b00 \ aα ) where b0 , b00 ∈ AN ∩α . Now
a \ b ∈ Aα and a \ b0 ⊆ 1 \ aα , so there is a v ∈ Vα such that a \ b0 ⊆ v. Since Kα ⊆ N ∩ α, v ∈ AN ∩α . Similarly, there
0

is a u ∈ Uα ⊆ AN ∩α such that a \ b00 ⊆ u. We have


a ⊆ (u ∩ b0 ) ∪ (v ∩ b00 ) ∪ (b0 ∩ b00 ) ∈ AN ∩α ,
so the inductive hypothesis tells us that there is a c ∈ AM ∩N ∩α such that
a ⊆ c ⊆ (u ∩ b0 ) ∪ (v ∩ b00 ) ∪ (b0 ∩ b00 ) ⊆ b.
case 3 Similarly, if α ∈ M \ N , then we express a as (a0 ∩ aα ) ∪ (a00 \ aα ) where a0 , a00 ∈ AM ∩α , and find
v ∈ Vα ⊆ AM ∩α , u ∈ Uα ⊆ AM ∩α , c ∈ AM ∩N ∩α such that
a0 \ b ⊆ v, a00 \ b ⊆ u,

a ⊆ c ⊆ (b ∪ u) ∩ (b ∪ v) ⊆ b.
case 4 Finally, if α ∈ M ∩N , express a as (a0 ∩ aα ) ∪ (a00 \ aα ) and b as (b0 ∩ aα ) ∪ (b00 \ aα ) where a0 , a00 belong
to AM ∩α and b0 , b00 belong to AN ∩α . As a0 \ b0 belongs to Aα and is included in 1 \ aα , there is a v ∈ Vα such that
a0 \ b0 ⊆ v; as Kα ⊆ M ∩ N ∩ α, v ∈ AM ∩N ∩α . Now a0 \ v ∈ AM ∩α , b0 \ v ∈ AN ∩α and a0 \ v ⊆ b0 \ v, so the inductive
hypothesis tells us that there is a c0 ∈ AM ∩N ∩α such that a0 \ v ⊆ c0 ⊆ b0 \ v; in which case c0 ∩ aα ∈ AM ∩N ∩γ and
a0 ∩ aα = a0 ∩ aα \ v ⊆ c0 ∩ aα ⊆ b0 ∩ aα \ v = b0 ∩ aα .
Similarly, there are u ∈ AM ∩N ∩α , c00 ∈ AM ∩N ∩γ such that
a00 \ b00 ⊆ v, a00 \ u ⊆ c00 ⊆ b00 \ u, a00 \ aα ⊆ c00 \ aα ⊆ b00 \ aα .
Putting these together, c = (c0 ∩ aα ) ∪ (c00 \ aα ) belongs to AM ∩N ∩γ and a ⊆ c ⊆ b.
Thus the induction proceeds to a successor ordinal γ.
(γγ ) If γ > 0 is a limit ordinal, a ∈ AM ∩γ and b ∈ AN ∩γ and a ⊆ b, then there is some α < γ such that a ∈ AM ∩α
and b ∈ AN ∩ α , so the inductive hypothesis gives us a c ∈ AM ∩N ∩α ⊆ AM ∩N ∩γ with a ⊆ c ⊆ b, and again the induction
proceeds. Q Q
(ii) Now set G = {AM : M ∈ M}, and consider the conditions (α)-(γ) of 518N.
(αα) For any a ∈ A, there is a finite set I ⊆ ζ such that a ∈ AI . Let M be the smallest element of M including
I; then (because κ is regular and uncountable) #(M ) < κ, so #(AM ) < κ, while a ∈ AM ∈ G.
β ) If C ⊆ G, consider M∗ = S {M : M ∈ M, AM ∈ C}. Then M ∗ = M∗ belongs to M, and AM ∗ ∈ G must
S

be the subalgebra of A generated by C.
(γγ ) Finally, condition (γ) is just (b) above with γ = ζ.
So G is a κ-Geschke system for A.
(b) Suppose that A has a κ-Geschke system G. I seek to use the ideas of the proof of 518M.
(i) Enumerate A as haξ iξ<λ , andSfor each ξ < λ let Cξ ∈ G be such that aξ ∈ Cξ and #(Cξ ) < κ. For α ≤ λ let Aα
be the subalgebra of A generated by ξ<α Cξ , so that Aα ∈ G. Set Cα = Cα \ Aα for each α < λ. An easy induction
S
shows that, for any α ≤ λ, Aα is the subalgebra of A generated by ξ<α Cξ .
(ii) If α ≤ λ, the Freese-Nation index of Aα in A is at most κ. P P For any ξ < λ and b ∈ Aα ∩ [0, aξ ] there must be
a c ∈ Aα ∩ Cξ such that b ⊆ c ⊆ aξ , because both Aα and Cξ belong to G; so Cξ ∩ Aα ∩ [0, aξ ] is cofinal with Aα ∩ [0, aξ ]
and cf(Aα ∩ [0, aξ ]) ≤ #(Cξ ) < κ. Similarly, Cξ ∩ Aα ∩ [aξ , 1] is coinitial with Aα ∩ [0, aξ ] and ci(Aα ∩ [0, aξ ]) < κ. Q
Q
S
(iii) List α<λ Cα as hbξ iξ<ζ , where ζ is an ordinal, in such a way that whenever ξ ≤ η < ζ, bξ ∈ Cα and bη ∈ Cβ ,
then α ≤ β. Then {bξ : ξ < ζ} generates A. If β < ζ and Bβ is the subalgebra of A generated by {bξ : ξ < β}, let α
be such that bξ ∈ Cα ; then Aα = Bγ for some γ ≤ β, #(β \ γ) < #(Cα ) < κ and Bβ is the subalgebra of A generated
by Aα ∪ {bξ : γ ≤ ξ < β}, so has Freese-Nation index at most κ in A, by 518Fb. This shows that hbξ iξ<ζ is a tight
κ-filtration of A, and A is tightly κ-filtered.

518Q Corollary Let κ be an uncountable regular cardinal and A a tightly κ-filtered Boolean algebra.
(a) If C is a retract of A (that is, C is a subalgebra of A and there is a Boolean homomorphism π : A → C such that
πc = c for every c ∈ C), then C is tightly κ-filtered.
518R Freese-Nation numbers 81

(b) If C is a subalgebra of A which is (in itself) Dedekind complete, then C is tightly κ-filtered.
proof (a) By 518P there is a κ-Geschke system G for A. Let G1 be the set of those B ∈ G such that π[B] ⊆ B. Then
G1 is a κ-Geschke system. P P OfS course G1 satisfies (γ) of 518N, just because G1 ⊆ G. As for (β), ifSC ⊆ G1 and B∗
is the subalgebra generated by C, then B ∈ G and π[B∗ ] must be the subalgebra generated by B∈C π[B] ⊆ B∗ ,

so π[B∗ ] ⊆ B∗ and B∗ ∈ G1 . Finally, if a ∈ A, 518Ob (taking f (I) = {a} ∪ π[I]) tells us that there is a B ∈ G1
containing a and of size less than κ. Q
Q
Observe next that because πc = c for every c ∈ C, π[B] = B ∩ C for every B ∈ G1 . Set H = {B ∩ C : B ∈ G1 }. Then
H is a κ-Geschke system for C. PP (α) If c ∈ C there is a B ∈ G1 such that c ∈ B and #(B) < κ; now c ∈ B∩C S 0 ∈ H and
#(B ∩ C) < κ. (β) If H0 ⊆ H, set G01 = {B : B ∈ G1 , B ∩ C ∈ H 0
}. Then the subalgebra B ∗
generated by G1 belongs
to G1 , and π[B∗ ] ∈ H is the subalgebra generated by {π[B] : B ∈ G01 } = H. (γ) If b1 ∈ D1 ∈ H, b2 ∈ D2 ∈ H and
S S
b1 ⊆ b2 , express D1 , D2 as B1 ∩ C, B2 ∩ C where B1 and B2 belong to G1 . Then there is a b ∈ B1 ∩ B2 such that
b1 ⊆ b ⊆ b2 ; and now πb ∈ D1 ∩ D2 and
b1 = πb1 ⊆ πb ⊆ πb2 = b2 .
Thus H satisfies (γ) of 518N and is a κ-Geschke system for C. Q
Q
(b) In this case, the identity map from C to itself extends to a Boolean homomorphism from A to C (314K), so we
can use (a).

518R Lemma (a) Let I be a set and G the regular open algebra of {0, 1}I . For J ⊆ I let GJ be the order-
closed subalgebra of G consisting of regular open sets determined by coordinates in J. Suppose that J and K are
disjoint subsets of I, and haq iq∈Q , hbq iq∈Q disjoint families in GJ \ {∅} and GK \ {∅} respectively. For t ∈ R set
wt = supp,q∈Q,p≤t≤q aq ∩ bp , the supremum being taken in G; set w = supp,q∈Q,p≤q aq ∩ bp . If w0 ⊆ w belongs to the
subalgebra of G generated by GI\K ∪ GI\J , then {t : wt ⊆ w0 } is finite.
(b) If I = ω3 then G is not tightly ω1 -filtered.
proof (a)(i) I had better explain why each GJ is an order-closed subalgebra; the point is just that if A ⊆ {0, 1}I
is determined by coordinates in J ⊆ I then so are its closure and interior (4A2B(g-i)), so that the operations H 7→
T S
int( H), H 7→ int H take subsets of GJ to members of GJ .
(ii) w0 must be expressible in the form supi<n ui ∩ vi where ui ∈ GI\K and vi ∈ GI\J for each i. ?? Suppose, if
possible, that there are t0 < t1 < . . . < tn in R such that wtj ⊆ supi<n ui ∩ vi for every j. Take rational numbers qj
and qj0 , for j ≤ n, such that q0 ≤ t0 ≤ q00 < q1 ≤ t1 ≤ q10 < . . . < qn ≤ tn ≤ qn0 . Set e−1 = {0, 1}I . Choose ij , ej , cj , c0j
and c00j inductively, for j ≤ n, as follows. Given that ej−1 ∈ GI\(J∪K) is non-empty, where j ≤ n, then aqj0 , bqj and ej−1
are non-empty sets determined by coordinates in J, K and I \ (J ∪ K) respectively, so have non-empty intersection;
also aqj0 ∩ bqj ⊆ wtj ⊆ supi<n ui ∩ vi . There is therefore an ij < n such that aqj0 ∩ bqj ∩ ej−1 ∩ uij ∩ vij is non-empty,
and includes a basic cylinder set cj say. Now we can express cj as c0j ∩ c00j ∩ ej where c0j is determined by coordinates
in J, c00j by coordinates in K and ej by coordinates in I \ (J ∪ K); note that ej ⊆ ej−1 , and continue.
At the end of this process, there must be j < k ≤ n such that ij = ik = i say. Now qj0 < qk , so
aqj0 ∩ bqk ∩ ui ∩ vi ⊆ aqj0 ∩ bqk ∩ w = ∅.
(Recall that haq iq∈Q and hbq iq∈Q are disjoint.) On the other hand, c0j ∩ c00j ∩ ej ⊆ ui , which is determined by coordinates
in {0, 1}I\K , so c0j ∩ ej ⊆ ui ; similarly, c00k ∩ ek ⊆ vi ; so
aqj0 ∩ c0j ∩ ej ∩ bqk ∩ c00k ∩ ek ⊆ aqj0 ∩ bqk ∩ ui ∩ vi = aqj0 ∩ bqk ∩ w = ∅.
But aqj0 ∩ c0j , bqk ∩ c00k and ej ∩ ek = ek are all non-empty and determined by coordinates in J, K and I \ (J ∪ K)
respectively, so this is impossible. X X
Thus {t : wt ⊆ w0 } has at most n members, and is finite.
(b) As in 518J, I will work with I = ω3 × N.
(i) Note that every member of G belongs to GJ for some countable J (4A2E(b-i)), so we can choose for each
c ∈ G a countable J(c) ⊆ ω3 such that c ∈ GJ(c)×Q for some countable I. For each ξ < ω3 , let haξq iq∈Q be a disjoint
family of non-zero elements of G{ξ}×N . For t ∈ R, ξ < ω3 set c0ξt = supq∈Q,q≤t aξq , c00ξt = supq∈Q,q≥t aξq . Let T ⊆ R be
˜
a set of size ω1 . For D ⊆ G set J(D)
S
= c∈D J(c).
(ii) ?? Suppose, if possible, that G is tightly ω1 -filtered. Then it has an ω1 -Geschke system B say (518P). By
518Ob, with κ = ω3 and
f (∅) = {c0ξt : ξ < ω2 , t ∈ T } ∪ {c00ξt : ξ < ω2 , t ∈ T },
82 Cardinal functions 518R

there is a B1 ∈ B such that #(B1 ) = ω2 ; take ξ ∈ ω3 \ J(B ˜ 1 ), and let B2 ∈ B be such that B2 is countable and
aξp ∈ B2 for everh p ∈ Q. Then J(B˜ 2 ) is countable, so there is an η ∈ ω2 \ J(B
˜ 2 ).
Set w = supp,q∈Q,p≤q aξp ∩ aηq , and for t ∈ T set wt = sup{aξp ∩ aηq : p ≤ t ≤ q}. Then w belongs to a countable
B0 ∈ B, while the subalgebra B∗ of G generated by B1 ∪ B2 belongs to B. But if we set J = {ξ} × N, K = {η} × N
then we see that B1 ⊆ G(ω3 ×N)\J and B2 ⊆ G(ω3 ×N)\K . So (a) tells us that any member of B∗ included in w can
include only finitely many wt , while wt ∈ B∗ ∩ [0, w]. Thus cf(B∗ ∩ [0, w]) ≥ ω1 . On the other hand, by (γ) of 518N,
the countable set B0 ∩ B∗ ∩ [0, w] is cofinal with B∗ ∩ [0, w]. X
X
This contradiction proves the result.

518S Theorem (Geschke 02) If A is a tightly ω1 -filtered Dedekind complete Boolean algebra then #(A) ≤ ω2 .
proof ?? Otherwise, by 515I, A has a subalgebra C isomorphic to the regular open algebra of {0, 1}ω3 . By 518Rb, C
is not tightly ω1 -filtered; by 518Qb, nor is A. X
X

518X Basic exercises (a) Let A be a Boolean algebra and B a principal ideal of A. Show that FN(B) ≤ FN(A).
(b) Show that FN(α) = #(α) for every infinite ordinal α.
> (c) Show that FN(PN) ≥ ω1 .
(d) Show that FN(Q) = ω and FN(R) = ω1 .
(e) Show that FN(PN/[N]<ω ) = FN(PN).
(f ) Let P be a partially ordered set and Q a subset of P with Freese-Nation index κ in P . Show that FN(Q) ≤
max(ω, κ, FN(P )).
(g) Suppose that c = ω1 . Show that any Dedekind complete ccc Boolean algebra of cardinal at most c+ = ω2 is
tightly ω1 -filtered.
(h) Let A be a Boolean algebra, κ a regular infinite cardinal and hbξ iξ<ζ a tight κ-filtration of A. Show that if α ≤ ζ
and Bα is the subalgebra of A generated by {bξ : ξ < α}, then the Freese-Nation index of Bα in A is at most κ.
(i) Let κ ≤ c be a regular uncountable cardinal. Show that if A is a tightly κ-filtered Dedekind complete Boolean
algebra then #(A) ≤ κ+ .

518Y Further exercises (a) Show that if P is a finite partially ordered set then FN(P ) ≤ 2 + 21 #(P ).
(b) Show that FN(PI) > #(I) for every infinite set I. (Hint: Fuchino Koppelberg & Shelah 96.)
(c)(i) Let A be an infinite Boolean algebra. Show that FN(S(A)) = FN(A). (ii) Let A be an infinite Dedekind
complete Boolean algebra such that A ∼
= AN . Show that FN(L0 (A)) = FN(A).

518 Notes and comments ‘Freese-Nation numbers’ are a relatively recent topic, beginning with the investigation
of partially ordered sets with Freese-Nation numbers at most ω (the ‘Freese-Nation property’) in Freese & Nation
78 and those with Freese-Nation numbers at most ω1 (the ‘weak Freese-Nation property’) in Fuchino Koppelberg
& Shelah 96. There are interesting puzzles concerning the Freese-Nation numbers of finite and countable partially
ordered sets which I pass over here. Unlike most of the cardinals discussed in this chapter, Freese-Nation numbers refer
to the internal, rather than cofinal, structure of a partially ordered set.
The Freese-Nation number FN(PN) appears in many contexts besides the identifications of 518D. I will mention it
again in §522. I do not know whether it is consistent to suppose that its cofinality is countable.
Of the special axioms used in 518I, (α) has a more familiar aspect; for instance, it is a consequence of GCH, regardless
of the value of τ (A) (5A1Pb). (β) is believed not to be a consequence of GCH (see 555Ye), but is true in ‘ordinary’
models of set theory (5A1Sb, 5A1Qc). In 518K I call on a form of Chang’s transfer principle; this is false in ordinary
models of set theory (5A1Uc), but is believed to be relatively consistent with ZFC + GCH (5A1Ua). Freese-Nation
numbers are therefore a little exceptional among those appearing in measure theory, in that they are not fixed by the
generalized continuum hypothesis.
521A Basic theory 83

Chapter 52
Cardinal functions of measure theory
From the point of view of this book, the most important cardinals are those associated with measures and measure
algebras, especially, of course, Lebesgue measure and the usual measure νI of {0, 1}I . In this chapter I try to cover
the principal known facts about these which are theorems of ZFC. I start with a review of the theory for general
measure spaces in §521, including some material which returns to the classification scheme of Chapter 21, exploring
relationships between (strict) localizability, magnitude and Maharam type. §522 examines Lebesgue measure and the
surprising connexions found by Bartoszyński 84 and Raisonnier & Stern 85 between the cardinals associated
with the Lebesgue null ideal and the corresponding ones based on the ideal of meager subsets of R. §523 looks at the
measures νI for uncountable sets I, giving formulae for the additivities and cofinalities of their null ideals, and bounds
for their covering numbers, uniformities and shrinking numbers. Remarkably, these cardinals are enough to tell us most
of what we want to know concerning the cardinal functions of general Radon measures and semi-finite measure algebras
(§524). These three sections are heavily dependent on the Galois-Tukey connections and Tukey functions of §§512-513.
Precalibers do not seem to fit into this scheme, and the relatively partial information I have is in §525. The second
half of the chapter deals with special topics which can be approached with the methods so far developed. In §526 I
return to the ideal of subsets of N with asymptotic density zero, seeking to locate it in the Tukey classification. Further
σ-ideals which are of interest in measure theory are the ‘skew products’ of §527. In §528 I examine some interesting
Boolean algebras, the ‘amoeba algebras’ first introduced by Martin & Solovay 70, giving the results of Truss 88
on the connexions between different amoeba algebras and localization posets. Finally, in §529, I look at a handful of
other structures, concentrating on results involving cardinals already described.

521 Basic theory


In the first half of this section (down to 521J) I collect facts about the cardinal functions add, cf, non, cov, shr and
shr+ when applied to the null ideal N (µ) of a measure µ. In particular I look at their relations with the constructions
introduced earlier in this treatise: measure algebras and function spaces (521B), subspace measures (521D), direct
sums (521E), inverse-measure-preserving functions and image measures (521F), products (521H), perfect measures
(521I) and compact measures (521J). The list is long just because I have four volumes’ worth of miscellaneous concepts
to examine; nearly all the individual arguments are elementary.
In the second half of the section, I give a handful of easy results which may clarify some patterns from earlier
volumes. In 521K-521N I look again at ‘strict localizability’ as considered in Chapter 21, importing the concept of
‘magnitude’ of a measure space from §332, hoping to throw light on the examples of §216. In 521O I consider the
topological densities of measure algebras. In 521Q-521R I explore possibilities for the ‘countably separated’ measure
spaces of §§343-344, examining in particular their Maharam types. Finally, in 521S, I review some measures which
arose in §464 while analyzing the L-space `∞ (I)∗ .

521A Proposition Let (X, Σ, µ) beSa measure space.


(a) If E ⊆ Σ and #(E) < add µ then E ∈ Σ and
S S
µ( E) = sup{µ( E0 ) : E0 ⊆ E is finite}.
(b) ω1 ≤ add µ ≤ add N (µ).
(c) If µ is the measure defined by Carathéodory’s method from an outer measure θ on X, then add µ = add N (µ).
(d) If µ is complete and locally determined, add µ = add N (µ).
proof (a) Induce on #(E). If E is finite, S
the result is trivial. For the inductive step to #(E) = κ ≥ ω, enumerate E as
hEξ iξ<κ . For each ξ < κ, set Hξ = Eξ \ η<ξ Eη for each ξ < κ. Then the inductive hypothesis tells us that Hξ ∈ Σ
S S
for every ξ. Set E = E = ξ<κ Hξ ; because hHξ iξ<κ is disjoint, and κ < add µ, E ∈ Σ and
X [ [
µE = µHξ = sup µ( Hξ ) ≤ sup µ( E) ≤ µE.
I⊆κ is finite E0 ⊆E is finite
ξ<κ ξ∈I

(b) By the definition of ‘measure’ (112A), µ is ω1 -additive. Suppose thatSA ⊆ N (µ) and #(A) < add µ. S
For each
A ∈ A, choose a measurable negligible EA ⊇ A. Then (a) tells us that E = A∈A EA has measure zero, so A ⊆ E
is negligible. As A is arbitrary, add N (µ) ≥ add µ.
(c) Now suppose that µ is defined by Carathéodory’s method from θ. Let hEi ii∈I be a disjoint family in Σ, where
#(I) < add N (µ), with union E. P
Let A ⊆ X be any set. Then θ(A ∩ E) = i∈I θ(A ∩ Ei ). P P Of course
84 Cardinal functions of measure theory 521A

[ X
θ(A ∩ E) ≥ sup θ(A ∩ Ei ) = sup θ(A ∩ Ei )
J⊆I is finite i∈J J⊆I is finite i∈J

(induce on #(J), using the fact that θB = θ(B ∩ Ei ) + θ(B \ Ei ) for every B ⊆ X and i ∈ J)
X
= θ(A ∩ Ei ).
i∈I

If i∈I θ(A ∩ ESi ) is infinite, we can stop. Otherwise, recalling that N (µ) = θ−1 [{0}], J = {i : A ∩ Ei ∈
P
/ N (µ)} is
countable, and i∈I\J A ∩ Ei is negligible, because #(I) < add N (µ); so
S P P
θ(A ∩ E) = θ(A ∩ i∈J Ei ) ≤ i∈J θ(A ∩ Ei ) = i∈I θ(A ∩ Ei )
and we have equality. Q
Q
It follows that θ(A ∩ E) + θ(A \ E) ≤ θA. P
P For any finite J ⊆ I,
X [
θ(A \ E) + θ(A ∩ Ei ) = θ(A \ E) + θ(A ∩ Ei )
i∈J i∈J
[ [
≤ θ(A \ Ei ) + θ(A ∩ Ei ) = θA.
i∈J i∈J

Taking the supremum over J, we have the result. QQ P


As A is arbitrary, E ∈ Σ; and setting A = E, we see that µE = i∈I µEi . As hEi ii∈I is arbitrary, add µ ≥ add N (µ)
and the two additivities are equal.
(d) Now this follows immediately from (c), by 213C.

521B Proposition Let (X, Σ, µ) be aSmeasure space and (A, µ̄) its T measure algebra.
(a) If E ⊆ Σ and #(E) < add µ, then ( E)• = supE∈E E • and (X ∩ E)• = inf E∈E E • in A.
(b) Suppose that A ⊆ [−∞, ∞]X is a non-empty family of Σ-measurable functions with #(A) < add µ, and that
g(x) = supf ∈A f (x) in [−∞, ∞] for every f ∈ A. Then g is Σ-measurable.
(c) Write L0 for the family of µ-virtually measurable real-valued functions defined almost everywhere in X, and L0
for the corresponding space of equivalence classes, as in §241. Suppose that A ⊆ L0 is such that 0 < #(A) < add µ
and {f • : f ∈ A} is bounded above in L0 . Set g(x) = supf ∈A f (x) whenever this is defined in R; then g ∈ L0 and
g • = supf ∈A f • in L0 .
R R
(d)(i) If, in (b), A consists of non-negative integrable functions and is upwards-directed, then g dµ = supf ∈A f dµ.
R P R
(ii) If, in (b), f1 ∧ f2 = 0 for all distinct f1 , f2 ∈ A, then g dµ = f ∈A f dµ.
S S
proof (a) As in 521Aa, E ∈ Σ, and of course ( E)• is an upper bound for {E • : E ∈ E}. S If F ∈ Σ and F is

S {E : E ∈ E}, then, applying 521Aa to {E \ F : E ∈ E}, we see that E \ F is negligible, so



an
S upper bound for
( E)• ⊆ F • . So ( E)• is the least upper bound of {ET •
: E ∈ E}.
Applying this to {X \ E : E ∈ E} we see that (X ∩ E)• = inf E∈E E • .
(b) For any α ∈ R,
S
{x : g(x) > α} = f ∈A {x : f (x) > α} ∈ Σ
by 521Aa.
(c) Take any h ∈ L0 such that f • ≤ h• for every f ∈ A. For each f ∈ A, let ET f be a conegligible measurable subset
of {x : x ∈ dom f ∩ dom h, f (x) ≤ h(x)} such that f Ef is measurable. Set E = f ∈A Ef ; then E is measurable and g
is defined everywhere in E and gE is measurable (as in (b)). Also E is conegligible, so g ∈ L0 , and of course f • ≤ g •
for every f ∈ A, while g • ≤ h• . But this argument works for every h such that h• is an upper bound for {f • : f ∈ A},
so g • must be actually the supremum of {f • : f ∈ A}.
(d)(i) If supf ∈A f dµ is infinite, this is trivial. Otherwise, {f • : f ∈ A} is bounded above in L1 and therefore in
R

L0 . By (c), g • is its supremum in L0 , therefore in L1 ; so


R R R R
g= g • = supf ∈A f • = supf ∈A f,
as in 365Df.
(ii) Apply (i) to A∗ = {sup I : I ∈ [A]<ω }.
521E Basic theory 85

521C Just because null ideals are σ-ideals of sets, we can read off some of the elementary properties of their cardinal
functions from 511K. But the presence of a measure gives us a new way to use shrinking numbers, which will be useful
later.
Proposition Let (X, Σ, µ) be a measure space.
(a) If A ⊆ X and γ < µ∗ A there is a B ⊆ A such that #(B) < shr+ N (µ) and µ∗ B > γ.
(b) Suppose that µ is σ-finite. Then for any A ⊆ X there is a B ⊆ A such that #(B) ≤ max(ω, shr N (µ)) and
µ∗ B = µ∗ A.
proof (a) Set κ = shr+ N (µ). Let E be the family of those measurable subsets of X such that there is a B ∈ [A ∩ E]<κ
with µ∗ B = µE. Then E is closed under finite unions (132Ed). ?? If µ∗ B ≤ γ for every <κ
S B ∈ [A] , then µE ≤ γ for
every E ∈ E. ByS215Ab, there is a non-decreasing sequence hEn in∈N in E such that E \ n∈N En is negligible for every
E ∈ E. Now µ( n∈N En ) ≤ γ < µ∗ A and A0 = A \ n∈N En is not negligible. Let B ∈ [A0 ]<κ be S
S
a non-negligible set.
Then µ∗ B ≤ γ is finite, so B has a measurable envelope F (132Ee), which belongs to E; but F \ n∈N En ⊇ B is not
X So we have a B ∈ [A]<κ with µ∗ B > γ, as required.
negligible. X
(b) Let hEn in∈N be a non-decreasing sequence of sets of finite measure covering X. For each n, let Bn ⊆ A ∩ En
set of cardinal less than shr+ N (µ) such that µ∗ Bn ≥ µ∗ (A ∩ En ) − 2−n . Then #(Bn ) ≤ shr N (µ) for each n, so
be a S
B = n∈N Bn has cardinal at most max(ω, shr N (µ)), while B ⊆ A and
µ∗ B ≥ supn∈N µ∗ (A ∩ En ) − 2−n = limn→∞ µ∗ (A ∩ En ) = µ∗ A
(132Ae).

521D Proposition Let (X, Σ, µ) be a measure space, A a subset of X and µA the subspace measure on A.
(a) N (µA ) 4T N (µ), so add N (µA ) ≥ add N (µ) and cf N (µA ) ≤ cf N (µ).
(b) (A, ∈, N (µA )) 4GT (X, ∈, N (µ)), so non N (µA ) ≥ non N (µ) and cov N (µA ) ≤ cov N (µ).
(c) add µA ≥ add µ.
(d) shr N (µA ) ≤ shr N (µ) and shr+ N (µA ) ≤ shr+ N (µ).
⊂ N (µ) is a Tukey function, and N (µA ) 4T
proof (a) Because N (µA ) = PA ∩ N (µ) (214Cb), the embedding N (µA ) →
N (µ). By 513Ee, add N (µA ) ≥ add N (µ) and cf N (µA ) ≤ cf N (µ).
(b) Next, setting φ(x) = x for x ∈ A and ψ(F ) = F ∩ A for F ∈ N (µ), (φ, ψ) witnesses that (A, ∈, N (µA )) 4GT
(X, ∈, N (µ)). By 512D and 512Ed,
non N (µA ) = add(A, ∈, N (µA )) ≥ add(X, ∈, N (µ)) = non N (µ),

cov N (µA ) = cov(A, ∈, N (µA )) ≤ cov(X, ∈, N (µ)) = cov N (µ).

(c) If hFξ iξ<κ is a disjoint family in ΣA = dom µA , where


S κ < add µ, then for each ξ < κ we have an Eξ ∈ Σ such
that Fξ = A ∩ Eξ and µA Fξ = µEξ (214Ca). Set Eξ0 = Eξ \ η<ξ Eη for ξ < κ; then Eξ0 ∈ Σ for each ξ, and hEξ0 iξ<κ is
disjoint. Set E = ξ<κ Eξ0 = ξ<κ Eξ and F = A ∩ E = ξ<κ Fξ . Then
S S S

0
P P P P
ξ<κ µA Fξ ≤ µA F ≤ µE = ξ<κ µEξ ≤ ξ<κ µEξ = ξ<κ µA Fξ ,

and we have equality. As hFξ iξ<κ is arbitrary, add µA ≥ add µ.


(d) If B ∈ PA \ N (µA ), there is a C ⊆ B such that C ∈ / N (µ) and #(C) ≤ shr N (µ) (resp. #(C) < shr+ N (µ));
/ N (µA ); as B is arbitrary, shr N (µA ) ≤ shr N (µ) (resp. shr+ N (µA ) ≤ shr+ N (µ)).
now C ∈

521E Proposition Let h(Xi , Σi , µi )ii∈I be a non-empty family of measure spaces with direct sum (X, Σ, µ). Then
add N (µ) = mini∈I add N (µi ), add µ = mini∈I add µi ,

cov N (µ) = supi∈I cov N (µi ), non N (µ) = mini∈I non N (µi ),

shr N (µ) = supi∈I shr N (µi ), shr+ N (µ) = supi∈I shr+ N (µi ).
If I is finite, then
cf N (µ) = maxi∈I cf N (µi ).

proof In each case, 521D providesQan inequality in one direction. The reverse inequalities are equally straightforward,
especially if we note that N (µ) ∼
= i∈I N (µi ), so that 512Hc is relevant.
86 Cardinal functions of measure theory 521F

521F Proposition Let (X, Σ, µ) and (Y, T, ν) be measure spaces.


(a) If there is an inverse-measure-preserving function from X to Y , then (X, ∈, N (µ)) 4GT (Y, ∈, N (ν)), so
non N (µ) ≥ non N (ν) and cov N (µ) ≤ cov N (ν).
(b) If ν is the image measure µf −1 for some f : X → Y , then, in addition, add ν ≥ add µ. If, moreover, µ is
complete, N (ν) 4T N (µ), so add N (µ) ≤ add N (ν) and cf N (µ) ≥ cf N (ν); also shr N (µ) ≥ shr N (ν) and shr+ N (µ) ≥
shr+ N (ν).
proof (a) If f : X → Y is inverse-measure-preserving, set ψ(F ) = f −1 [F ] for F ∈ N (ν). Then (f, ψ) is a Galois-Tukey
connection from (X, ∈, N (µ)) to (Y, ∈, N (ν)), so
cov N (µ) = cov(X, ∈, N (µ)) ≤ cov(Y, ∈, N (ν)) = cov N (ν),

non N (µ) = add(X, ∈, N (µ)) ≥ add(Y, ∈, N (ν)) = non N (ν)


(512D, 512Ed again).
(b) If hFξ iξ<κ is a disjoint family in T, where κ < add µ, then hf −1 [Fξ ]iξ<κ is a disjoint family in Σ, so
[ [ [
ν( Fξ ) = µf −1 [ Fξ ] = µ( f −1 [Fξ ]
ξ<κ ξ<κ ξ<κ
X X
−1
= µf [Fξ ] = νFξ .
ξ<κ ξ<κ

As hFξ iξ<κ is arbitrary, add ν ≥ add µ.


Now suppose that µ is complete. In this case, F ∈ T whenever F ⊆ Y and f −1 [F ] ∈ N (µ), so that N (ν) is precisely
{F : F ⊆ Y, f −1 [F ] ∈ N (µ)}. It is now easy to check that F 7→ f −1 [F ] : N (ν) → N (µ) is a Tukey function. So
add N (ν) ≥ add N (µ) and cf N (ν) ≤ cf N (µ), by 513Ee.
Take any non-negligible A ⊆ Y . Then f −1 [A] ∈/ N (µ), so there is a set B ⊆ f −1 [A] such that #(B) ≤ shr N (µ) and
B ∈
/ N (µ). In this case, f [B] ⊆ A, f [B] ∈/ N (ν) and #(f [B]) ≤ shr N (µ). As A is arbitrary, shr N (ν) ≤ shr N (µ).
The same argument, with < instead of ≤ at appropriate points, shows that shr+ N (ν) ≤ shr+ N (µ).

521G Corollary Let (X, Σ, µ) be an atomless strictly localizable measure space. Then non N (µ) ≥ non N and
cov N (µ) ≤ cov N , where N is the null ideal of Lebesgue measure on R.
proof (a) If µX = 0 this is trivial.
1
(b) If 0 < µX < ∞, let ν be the completion of the normalized measure µ. Then ν is complete and atomless,
µX
so by 343Cb there is an inverse-measure-preserving function from (X, ν) to ([0, 1], µ1 ), where µ1 is Lebesgue measure
on [0, 1]. Also N (ν) = N (µ). By 521Fa, non N (ν) ≥ non N (µ1 ) and cov N (ν) ≤ cov N (µ1 ). Now ([0, 1], N (µ1 )) is
isomorphic to (R, N ). PP Take a bijection h : R → [0, 1] such that h(x) = 21 (1 + tanh x) for x ∈ R \ Q; then h is a
suitable isomorphism. QQ So non N (µ) = non N (ν) ≥ non N and cov N (µ) ≤ cov N .
(c) If X has infinite measure, let hXi ii∈I be a decomposition of X into sets of finite measure. For each i ∈ I let µi
be the subspace measure on Xi . Then every µi is atomless, so, putting (b) and 521E together,
non N (µ) = mini∈I non N (µi ) ≥ non N ,

cov N (µ) = supi∈I cov N (µi ) ≤ cov N .

521H For product spaces the situation is more complicated, because the product measure introduces ‘new’ negligible
sets which are not directly definable in terms of the null ideals of the factors. In the next three sections, however, we
shall find out quite a lot about the cardinal functions of Radon measures, and this information, when it comes, can be
used to give results about general products of probability measures.
Proposition Let h(Xi , Σi , µi )ii∈I be a non-empty family of probability spaces with product (X, Σ, µ).
(a)
non N (µ) ≥ supi∈I non N (µi ), cov N (µ) ≤ mini∈I cov N (µi ),

add µ = add N (µ) ≤ mini∈I add N (µi ), cf N (µ) ≥ supi∈I cf N (µi ),

shr N (µ) ≥ supi∈I shr N (µi ), shr+ N (µ) ≥ supi∈I shr+ N (µi ).
521H Basic theory 87

(b) Set κ = #({i : i ∈ I, Σi 6= {∅, Xi }}. Then [κ]≤ω 4T N (µ); consequently add µ = add N (µ) is ω1 if κ is
uncountable, while cf N (µ) is at least cf[κ]≤ω .
(c) Now suppose that I is countable and that we have for each i ∈ I a probability space (Yi , Ti , νi ) and an inverse-
measure-preserving function fi : Xi → Yi which represents an isomorphism of the measure algebras of µi and νi . Let
(Y, T, ν) be the product of h(Yi , Ti , νi )ii∈I . Then
Q
N (µ) 4T N (ν) × i∈I N (µi ).
Consequently
add N (µ) ≥ min(add N (ν), mini∈I add N (µi )),
and if I is finite
cf N (µ) ≤ max(cf N (ν), maxi∈I cf N (µi )).
(d) If I is finite, then
non N (µ) = maxi∈I non N (µi ), cov N (µ) = mini∈I cov N (µi ).

proof (a) Note that add µ = add N (µ) by 521Ad. Now the inequalities are immediate if we apply 521F to the canonical
maps from X to Xi .
(b)(i) If κ ≤ ω then the constant function with value ∅ is a Tukey function from [κ]≤ω to N (µ). Otherwise, set
J = {i : i ∈ I, Σi 6= {∅, Xi }} and for i ∈ J choose a non-empty Ci ∈ Σi such that µi Ci ≤ 21 . Index J as hiξn iξ<κ,n∈N
and for ξ < κ set ESξ = {x : x(iξn ) ∈ Ciξn for every n ∈ N}, so that µEξ = n∈N µiξn Ciξn = 0. Define φ : [κ]≤ω → N (µ)
Q
by setting φK = ξ∈K Eξ for countable K ⊆ κ. Then φ is a Tukey function. P P If E ∈ N (µ), there is a negligible
E 0 ⊇ E which is determined by a countable set I 0 of coordinates (254Oc). Set L = {ξ : ξ < κ, iξn ∈ I 0 for some
n ∈ N}; then L is countable. If ξ < κ and Eξ ⊆ E 0 , Eξ is determined by coordinates in {iξn : n ∈ N}; as neither Eξ
nor X \ E 0 is empty, this must meet I 0 , and ξ ∈ L. So {K : K ∈ [κ]≤ω , φK ⊆ E} is bounded above by L ∈ [κ]≤ω . As
E is arbitrary, φ is a Tukey function. Q Q Accordingly [κ]≤ω 4T N (µ).
(ii) It follows that add N (µ) ≤ add[κ]≤ω ≤ ω1 if κ is uncountable, and that cf N (µ) ≥ cf[κ]≤ω .
(c)(i) Recall that any inverse-measure-preserving function f between measure spaces induces a measure-preserving
Boolean homomorphism F • 7→ (f −1 [F ])• between the measure algebras (324M). For i ∈ I and C ∈ Σi choose ψi (C) ∈ Ti
such that (fi−1 [ψi (C)])• = C • in the measure algebra of µi , that is, C4fi−1 [ψi (C)] ∈ N (µi ). Next,
S Q E ∈ N (µ) and
for
n ∈ N, choose a family hC Enmi im∈N,i∈I such that CEnmi ∈ Σ i for every m ∈ N and i ∈ I, E ⊆ m∈N i∈I CEnmi , and
−n
P Q
m∈N i∈I µi CEnmi ≤ 2 ; set
−1
T S Q S 
φ(E) = n∈N m∈N i∈I ψi (CEnmi ), h m,n∈N (CEnmi \ fi [ψi (CEnmi )])ii∈I .

Because
\ [ Y XY
ν( ψi (CEnmi )) ≤ inf νi ψi (CEnmi )
n∈N
n∈N m∈N i∈I m∈N i∈I
XY
= inf µi CEnmi = 0,
n∈N
m∈N i∈I
Q
φ is a function from N (ν) to N (ν) × i∈I N (µi ).
Now φ is a Tukey function. P P Suppose that W ∈ N (ν) and that Ei ∈ N (µi ) for every i ∈ I. Define f :SX → Y
by setting f (x) = hfi (x(i))ii∈I for X ∈ X; then f is inverse-measure-preserving (254H). So V = f −1 [W ] ∪ i∈I {x :
x(i) ∈ Ei } is negligible. (This is where we need to know that I is countable.) Suppose that E ∈ N (µ) is such that
φ(E)Q≤ (W, hEi ii∈I ); take x ∈ E such that x(i) ∈
/ Ei for every i ∈ I, and n ∈ N. Then there is an m ∈ N such that
x ∈ i∈I CEnmi . For each i ∈ I,
CEnmi \ fi−1 [ψi (CEnmi )] ⊆ Ei , x(i) ∈ CEnmi \ Ei ,
Q
so fi (x) ∈ ψi (CEnmi ); thus f (x) ∈ i∈I ψi (CEnmi ). As n is arbitrary,
T S Q
f (x) ∈ n∈N m∈N i∈I ψi (CEnmi ) ⊆ W
and x ∈ V . As x is arbitrary,
Q E ⊆ V . As (W, hEi ii∈I ) is arbitrary, φ is a Tukey function. Q
Q
So N (µ) 4T N (ν) × i∈I N (µi ).
(ii) Accordingly
Q
add N (µ) ≥ add(N (ν) × i∈I N (µi )) = min(add N (ν), mini∈I add N (µi ))
and
88 Cardinal functions of measure theory 521H

Q
cf N (µ) ≤ cf(N (ν) × i∈I N (µi )) = max(cf N (ν), maxi∈I cf N (µi ))
if I is finite.
Q
(d)(i) For each i ∈ I let Ai ⊆ Xi be a non-negligible set of size non N (µi ). Then A = i∈I Ai is not negligible
(251Wm), while #(A) ≤ max(ω, maxi∈I non N (µi )). If all the non N (µi ) are finite, then they are all equal to 1, and
A is a singleton. So we must in any case have #(A) = maxi∈I non N (µi ), and non N (µ) ≤ maxi∈I non N (µi ). By (a),
we have equality.
(ii) Suppose that I = {0, 1}, and that E is a cover of X = X0 × X1 by negligible sets. For each ES∈ E, set
CE = {x : x ∈ X0 , E[{x}] ∈ / N (µ1 )}; then CE is negligible. If #(E) < cov N (µ0 ), then there is an x ∈ X0 \ E∈E CE ;
in which case {E[{x}] : E ∈ E} witnesses that cov N (µ1 ) ≤ #(E). So #(E) must be at least min(cov N (µ0 ), cov N (µ1 )).
As E is arbitrary, cov N (µ) ≥ min(cov N (µ0 ), cov N (µ1 )).
Now an induction on #(I) (using the associative law 254N) shows that cov N (µ) ≥ mini∈I cov N (µi ) whenever I is
finite. Using (a) again, we have equality here also.
Remark The simplest applications of (c) here will be when the µi are Maharam-type-homogeneous, so that we can
take the νi to be the usual measuresPon powers {0, 1}κi of {0, 1}, and ν will be isomorphic to the usual measure on
κ
{0, 1} where κ is the cardinal sum i∈I κi . The cardinal functions of these measures are dealt with in §523. For
non-homogeneous µi we shall still be able to arrange for the νi to be completion regular Radon measures on dyadic
spaces, so that the product measure ν is again a Radon measure Y (532F), and (once we have identified its measure
algebra – see 334E, 334Ya) approachable by the methods of §524.

521I I turn now to ‘perfect’ and ‘compact’ measure spaces. (See §451 for the basic theory of these.)
Proposition Let (X, Σ, µ) be a perfect semi-finite measure space which is not purely atomic. Then
add N (µ) ≤ add N , cf N (µ) ≥ cf N ,

shr N (µ) ≥ shr N , shr+ N (µ) ≥ shr+ N ,


where N is the null ideal of Lebesgue measure on R.
proof (a) Suppose first that µ is a complete atomless probability measure. Then there is a function f : X → [0, 1]
which is inverse-measure-preserving for µ and Lebesgue measure µ1 on [0, 1] (343Cb); and in fact µ1 is the image
measure µf −1 . P
P By 451O1 , µf −1 is a Radon measure; since it extends µ1 it must actually be equal to µ1 , by 415H.
Q So add N (µ) ≤ add N (µ1 ), cf N (µ) ≥ cf N (µ1 ), shr N (µ) ≥ shr N (µ1 ) and and shr+ N (µ) ≥ shr+ N (µ1 ), by 521F.
Q
As in the proof of 521G, ([0, 1], N (µ1 )) is isomorphic to (R, N ). So we have the result in the special case.
(b) Now suppose that (X, Σ, µ) is any semi-finite perfect measure space which is not purely atomic. Then the
completion µ̂ of µ is still a semi-finite perfect measure which is not purely atomic (212G, 451G(c-i)), and N (µ) = N (µ̂)
(212Eb). Because µ̂ is semi-finite and not purely atomic, there is a set E ∈ Σ of non-zero finite measure such that the
1
subspace measure µ̂E is atomless. Set ν = µ̂E , so that ν is an atomless complete perfect probability measure on E,
µE
while N (ν) = N (µE ). Putting (a) together with 521D, we get
add N (µ) = add N (µ̂) ≤ add N (µ̂E ) = add N (ν) ≤ add N
and similarly for cf, shr and shr+ .

521J Proposition (a) Let (X, Σ, µ) be a strictly localizable measure space and (Y, T, ν) a locally compact semi-
finite measure space, and suppose that they have isomorphic measure algebras. Then (X, ∈, N (µ)) 4GT (Y, ∈, N (ν));
consequently cov N (µ) ≤ cov N (ν) and non N (ν) ≤ non N (µ).
(b) Let (X, Σ, µ) be a Maharam-type-homogeneous compact probability space with Maharam type κ. Then cov N (µ)
= cov Nκ and non N (µ) = non Nκ , where Nκ is the null ideal of the usual measure on {0, 1}κ .
(c) Let (X, Σ, µ) be a compact strictly localizable measure space with measure algebra A. Then
d(A) = min{#(A) : A ⊆ X has full outer measure}.

proof (a) This follows immediately from 521Fa, because by 343B there is an inverse-measure-preserving function from
X to Y .
(b) The point is that νκ is a compact measure (342Jd, 451Ja), so that we can apply (a) in both directions to see
that cov N (µ) = cov Nκ and non N (µ) = non Nκ .
1 Formerly 451N.
521N Basic theory 89

(c) The case µX = 0 is trivial; suppose that µX > 0. Let K be a compact class such that µ is inner regular with
respect to K.
(i) Suppose that hCξ iξ<d(A) is a family of centered sets in A covering A \ {0}. For each ξ < d(A),Tset Kξ =
{K : K ∈ K ∩ Σ, K • ∈ Cξ }; then Kξ has the finite intersection
S property so there is a point xξ ∈ X ∩ Kξ . Set
A = {xξ : ξ < d(A)}. If K ∈ K ∩ Σ and K ∩ A = ∅, then K ∈ / ξ<d(A) Kξ so K • = 0; it follows that every measurable
subset of X \ A is negligible and A has full outer measure, while #(A) ≤ d(A).
(ii) Let µ̂ be the completion of µ, Σ̂ its domain and θ : A → Σ̂ a lifting (341K, 212Gb, 322Da). Take any A ⊆ X
of full outer measure for µ; then it also has full outer measure for µ̂ (212Eb). For x ∈ A, set Cx = {a : a ∈ A, x ∈ θa};
then hCx ix∈A is a family of centered sets in A with union A \ {0}, so d(A) ≤ #(A).

521K Proposition Let (X, Σ, µ) be a complete locally determined measure space of magnitude at most ω1 . Then
it is strictly localizable.
proof Let (A, µ̄) be the measure algebra of µ. Then there is a partition of unity D ⊆ A consisting of elements of finite
measure; as #(D) ≤ c(A) ≤ ω1 , there
S is a family haξ iξ<ω1 running over D ∪ {0}. For each ξ < ω1 , choose Eξ ∈ Σ such
that Eξ• = aξ , and set Fξ• = Eξ \ η<ξ Eη . Then hFξ iξ<ω1 is a disjoint family of sets of finite measure. If E ∈ Σ and
µE > 0, there is some first ξ < ω1 such that E • ∩ aξ 6= 0, and now µ(E ∩ Fξ ) > 0. Thus hFξ iξ<ω1 satisfies the condition
of 213Oa, and µ is strictly localizable.

521L Proposition Let (X, Σ, µ) be a complete locally determined localizable measure space of magnitude at most
c. Then it is strictly localizable.
proof Again let (A, µ̄) be the measure algebra of µ, and take a partition of unity D ⊆ A consisting of elements of
finite measure; as #(D) ≤ c(A) ≤ c, there is an injective function h : D → PN. This time, because A is Dedekind
complete, we can set bn = sup{d : d ∈ D, n ∈ h(d)} for each n ∈ N. If d ∈ D, then d = inf n∈h(d) bn \ supn∈N\h(d) bn .
T S
So if we choose En ∈ Σ such that En• = bn for each n, and set Fd = n∈h(d) En \ n∈N\h(d) En for d ∈ D, hFd id∈D
will be a disjoint family in Σ and Fd• = d for every d. So µFd = µ̄d is always finite; and if E ∈ Σ is non-negligible,
there is a d ∈ D such that 0 6= µ̄(E • ∩ d) = µ(E ∩ Fd ). Thus hFd id∈D satisfies the condition of 213Oa, and µ is strictly
localizable.

521M Proposition (a) If (X, Σ, µ) is a semi-finite measure space, its magnitude is at most max(ω, 2#(X) ).
(b) If (X, Σ, µ) is a strictly localizable measure space, its magnitude is at most max(ω, #(X)).
(c) There is an infinite semi-finite measure space (X, Σ, µ) with magnitude 2#(X) .
proof (a)-(b) These are elementary. If (X, Σ, µ) is semi-finite, with measure algebra A, then
c(A) ≤ #(A) ≤ #(Σ) ≤ #(PX) = 2#(X) .
If µ is strictly localizable, with decomposition hXi ii∈I , then hXi• ii∈I is a partition of unity in A consisting of elements
of finite measure, so
c(A) ≤ max(ω, #({i : i ∈ I, µXi > 0})) ≤ max(ω, #(X))
by 332E.
S
(c) Let hXξ iξ<ω1 be a disjoint family of sets such that #(Xξ ) = #(P( η<ξ Xη )) for every ξ < ω1 ; for each ξ,
S S
let hξ : P( η<ξ Xη ) → Xξ be an injection. Set X = ξ<ω1 Xξ . For A ⊆ X define fA : ω1 → X by setting
S
f (ξ) = hξ (A ∩ η<ξ Xη ) for each ξ; let JA be fA [ω1 ] and µA the countable-cocountable measure on JA . Observe
P A ) = ω1 for every A ⊆ X, and that if A, B ⊆ X are distinct then JA ∩ JB is countable. So if we set
that #(J
µE = A⊆X µA (E ∩ JA ) whenever E ⊆ X is such that E ∩ JA is countable or cocountable in JA for every A, then
µ will be a complete locally determined measure on X. Since µJA = 1 and µ(JA ∩ JB ) = 0 whenever A, B ⊆ X are
distinct, µ has magnitude 2#(X) .

521N Proposition (a) If 2λ < 2κ whenever c ≤ λ < κ and cf λ > ω, then the magnitude mag µ of µ is at most
max(ω, #(X)) for every localizable measure space (X, Σ, µ).
+
(b) Suppose that 2c = 2c . Then there is a localizable measure space (Y, T, ν) with #(Y ) = c and mag ν = c+ .
proof (a) If mag µ ≤ ω we can stop. Otherwise, set κ = mag µ. Let (A, µ̄) be the measure algebra of µ, so that
κ = c(A) and there is a disjoint family haξ iξ<κ in A \ {0} (332F). If µ̃ is the c.l.d. version of µ, we can identify A with
the measure algebra of µ̃ (213Hb).
90 Cardinal functions of measure theory 521N

case 1 If κ ≤ c, µ̃ is strictly localizable (521L), so has a lifting θ (341K); but now hθaξ iξ<κ is a disjoint family of
non-empty subsets of X, so #(X) ≥ κ.
case 2 If κ > c, of course X is uncountable. For ξ < κ, choose Eξ ∈ Σ such that Eξ• = aξ . ?? If #(X) < κ, there
is a set Y ⊆ X such that #(Y ) has uncountable cofinality and IY = {ξ : ξ < κ, µ∗ (Eξ ∩ Y ) > 0} has cardinal greater
than max(c, #(X)). P P If cf(#(X)) is uncountable, take Y = X. Otherwise, let hYn in∈N be an increasing sequence
of subsets of X, with union X, such that #(Yn ) is an uncountable successor cardinal less than #(X) for every n. If
ξ < κ, there is some n such that Eξ ∩ Yn is non-negligible, that is, ξ ∈ IYn . So the non-decreasing sequence hIYn in∈N
has union κ, and there is some n ∈ N such that #(IYn ) > max(c, #(X)). Now we can take Y = Yn . Q Q
For every J ⊆ IY , set bJ = supξ∈J aξ and let FJ ∈ Σ be such that FJ• = bJ . If J, K ⊆ IY are distinct, there
is a ξ ∈ J4K, in which case aξ ⊆ bJ 4 bK , Eξ \ (FJ 4FK ) is negligible and Y ∩ (FJ 4FK ) is non-empty. Thus
J 7→ Y ∩ FJ : PIY → PY is injective, and
2#(IY ) ≤ 2#(Y ) ≤ 2#(X) ≤ 2#(IY ) .
0
Setting λ = max(c, #(Y )), κ0 = #(IY ) we now have c ≤ λ < κ0 , cf λ > ω and 2λ = 2κ , which is supposed to be
impossible. XX
So in this case also we have #(X) ≥ κ.
(b)(i) Set I = Pc+ and X = {0, 1}I = ∼ {0, 1}2c . Putting 5A4Be and 5A4C(a-ii) together, we see that there is a set
ω
Y ⊆ X, of cardinal at most c = c, which meets every non-empty Gδ subset of X. In particular, if K ⊆ I is countable
and x ∈ X there is a y ∈ Y such that yK = xK.
(ii) Let µ be the complete locally determined localizable measure on X described in 216E, with C = c+ . Then Y
has full outer measure in X. P
P (I follow the notation and argument of 216E.) If µE > 0, then, by the argument of part
(g) of the proof of 216E, there are a γ < c+ and a K ∈ [I]≤ω such that FγK ⊆ E, where FγK = {x : xK = xγ K}.
But Y was chosen to meet every such set. As E is arbitrary, Y has full outer measure. QQ
(iii) mag µ = c+ . PP In the language of 216E, we have a family hG{γ} iγ<c + of µ-atoms of measure 1, each pair
with negligible intersection, and every non-negligible measurable set meets some G{γ} in a non-negligible st. Q
Q
(iv) Now let ν be the subspace measure on Y . By 214Id, ν is complete, locally determined and localizable. By
322I, we can identify the measure algebras of µ and ν, so mag ν = mag µ = c+ , while #(Y ) = c.

521O It will be useful later in the chapter to be able to calculate the topological density of measure-algebra
topologies.
Proposition Let (A, µ̄) be a semi-finite measure algebra.
(a) Give A its measure-algebra topology (323A).
(i) If B is a subalgebra of A, it is topologically dense iff it τ -generates A, that is, A is the order-closed subalgebra
of itself generated by B.
(ii) If A is finite, then its topological density is #(A); if A is infinite, its topological density is equal to its Maharam
type τ (A).
(b) Let Af be the set of elements of A with finite measure, with its strong measure-algebra topology (323Ad). Then
the topological density of Af is #(Af ) = #(A) if A is finite, and max(c(A), τ (A)) if A is infinite.
proof (a)(i)(α α) Suppose that B is topologically dense. Let C be the order-closed subalgebra of A generated by B.
If a ∈ Af and c ∈ A, there is a b ∈ C such that b ∩ a = c ∩ a. P P For each n ∈ N, there is an an ∈ B such that
µ̄(a ∩ (an 4 c)) ≤ 2−n . Set b = inf n∈N supm≥n am ∈ C; then b ∩ a = c ∩ a (apply 323F to ha ∩ an in∈N ). QQ
It follows that Af ⊆ C. P P If c ∈ Af , then whenever c ⊆ a ∈ Af there is a ba ∈ C such that ba ∩ a = c. Now (because
µ̄ is semi-finite) c = inf{ba : c ⊆ a ∈ Af } ∈ C. Q
Q
Finally, again because µ̄ is semi-finite,
c = sup{a : a ∈ Af , a ⊆ c} ∈ C
for every c ∈ A, and A = C. Thus B τ -generates A.
β ) Suppose that B τ -generates A. Then the topological closure of B is order-closed (323D(c-i)) and a subal-

gebra (323B), so must be A, and B is topologically dense.
α) If A is finite, this is trivial, just because the measure-algebra topology is Hausdorff (323Ga). So let us
(ii)(α
henceforth suppose that A is infinite, so that both τ (A) and the topological density dT (A) of A are infinite.
β ) Let A ⊆ A be a set of cardinal τ (A) which τ -generates A, and let B be the subalgebra of A generated by

A. Then #(B) = #(A) = τ (A) (331Gc), and B is topologically dense in A, by (i); so dT (A) ≤ τ (A).
521Q Basic theory 91

(γγ ) Let A ⊆ A be a topologically dense set of cardinal dT (A), and B the subalgebra of A generated by A. Then
B is topologically dense, so it τ -generates A, and
τ (A) ≤ #(B) = #(A) = dT (A);
with (β), this means that we have equality, as claimed.
(b)(i) The case of finite A is again trivial; suppose that A is infinite. Let hai ii∈I be a partition of unity in A
consisting of non-zero elements of finite measure.
(ii) The topological density d(Af ) is at most max(c(A), τ (A)). P P For each i, the topological density of Aai , with
its measure-algebra topology, is at most max(ω, τ (Aa i )) ≤ τ (A) ((a) above and 514Ed); let Bi ⊆ Aai be a dense subset
of this size or less. Set B = i∈I Bi , D = {sup B 0 : B 0 ∈ [B]<ω }. Then the metric closure D of D in Af is closed under
S

∪ and includes Aai for every i. If now a ∈ Af , a = supi∈I a ∩ ai ∈ D. So

d(Af ) ≤ #(D) ≤ max(ω, #(I), τ (A)) ≤ max(c(A), τ (A)). Q


Q

P Let hbj ij∈J be any disjoint family in A \ {0}. For each j, let b0j ⊆ bj be a non-zero element
(iii) c(A) ≤ d(Af ). P
of non-zero finite measure. Set Gj = {a : a ∈ Af , µ̄(a 4 b0j ) < µ̄b0j } for j ∈ J. Then hGj ij∈J is a disjoint family of
non-empty open sets in Af , so #(J) ≤ d(Af ) (5A4Ba). As hbj ij∈J is arbitrary, c(A) ≤ d(Af ). Q Q
(iv) τ (A) ≤ d(Af ). P
P Let A ⊆ Af be a dense set of size d(Af ). Let B be the order-closed subalgebra of A
generated by A ∪ {ai : i ∈ I}. For any i ∈ I, set Ai = {a ∩ ai : a ∈ A}. Now Ai is topologically dense in Aai (use
3A3Eb), so the order-closed subalgebra of Aai it generates is the whole of Aai (323H); by 314H, Aai = {b ∩ ai : b ∈ B}.
As ai ∈ A ⊆ B, B includes Aai . As supi∈I ai = 1, B = A. Thus
τ (A) ≤ #(B) ≤ max(ω, #(I), d(Af )) = d(Af )
(using (iii) for the last equality). Q
Q
(v) Putting these together, we have the result.

521P Free products We have some simple calculations associated with the measure algebra free products of §325.
Proposition (a) Let (A, µ̄) and (B, ν̄) be semi-finite measure algebras and (C, λ̄) their localizable measure algebra free
product. Then
c(C) ≤ max(ω, c(A), c(B)),

τ (C) ≤ max(ω, τ (A), τ (B)).


(b) Let h(Ai , µ̄i )ii∈I be a family of probability algebras, and (C, λ̄) their probability algebra free product. Then
τ (C) ≤ max(ω, #(I), supi∈I τ (Ai )).

proof (a)(i) Let A ⊆ A, B ⊆ B be partitions of unity consisting of elements of finite measure (322Ea). Then
C = {a ⊗ b : a ∈ A, b ∈ B} is a disjoint family in C, and

sup C = sup{(a ⊗ 1) ∩ (1 ⊗ b) : a ∈ A, b ∈ B} = (sup a ⊗ 1) ∩ (sup 1 ⊗ b)


a∈A b∈B
(313Bc)
= (sup A ⊗ 1) ∩ (1 ⊗ sup B)
(325Da)
= (1 ⊗ 1) ∩ (1 ⊗ 1) = 1;
that is, C is a partition of unity. As every member of C has finite measure,
c(C) ≤ max(ω, #(C)) = max(ω, #(A), #(B)) = max(ω, c(A), c(B))
by 332E.
(ii) As for Maharam types, I am just repeating the result stated and proved in 334B.
(b) This is 334D.

521Q Proposition If (X, Σ, µ) is any measure space, its Maharam type is at most 2#(X) .
proof If A is the measure algebra of µ,
τ (A) ≤ #(A) ≤ #(Σ) ≤ #(PX) = 2#(X) .
92 Cardinal functions of measure theory 521R

521R Proposition (a) A countably separated measure space has Maharam type at most 2c .
(b) There is a countably separated quasi-Radon probability space with Maharam type 2c .
(c) A countably separated semi-finite measure space has magnitude at most 2c .
(d) There is a countably separated semi-finite measure space with magnitude greater than c.
proof Set κ = 2c .
(a) If (X, Σ, µ) is countably separated, there is an injective function from X to R (343E), so #(X) ≤ c; now use
521Q.
(b) As in (b-i) of the proof of 521N, there is a set Y ⊆ X = {0, 1}κ , of cardinal c, which meets every non-empty Gδ
subset of X, and therefore has full outer measure for the usual measure νκ of X.
In [0, 1] let hCy iy∈Y be a disjoint family of sets of full outer measure for Lebesgue measure µ1 on [0, 1] (419I), and
set C = {(y, t) : y ∈ Y, t ∈ Cy } ⊆ Z = X R× [0, 1]. Now C has full outer measure for the product measure λ on Z. P P
Suppose that W ⊆ Z and λW > 0. Then µ1 W [{x}]νκ (dx) > 0 (252D), so {x : µ1 W [{x}] > 0} has non-zero measure
and meets Y . Taking y ∈ Y such that µ1 W [{y}] > 0, {y} × (Cy ∩ W [{y}]) is a non-empty subset of C ∩ W . Q Q
The measure algebra A of the subspace measure λC on C can therefore be identified with the measure algebra of λ,
and has Maharam type κ. Because hCy iy∈Y is disjoint, each horizontal section of C is a singleton and C is separated
by the measurable sets C ∩ (X × [0, q]) for q ∈ Q ∩ [0, 1]. Thus λC is countably separated.
If we give Z the product topology, then λ is a Radon measure (417T, or otherwise), so λC is quasi-Radon for the
subspace topology (415B).
(c) As in (a), #(X) ≤ c, so we can use 521Ma.
(d)(i) The first step is to build a measure space of magnitude c+ and cardinal c, as follows. (Compare the proof of
523Ic.) For each ξ < c+ choose an injection θξ : ξ → c. Set X = c × c and choose hhξ iξ<c+ ∈ cc inductively in such a
way that hξ (η) 6= hζ (η) whenever ζ < ξ < c+ and θξ (ζ) ≤ η < c; because {hζ (η) : ζ < ξ, θξ (ζ) ≤ η} always has cardinal
less than c, this is possible. Because cf c is uncountable, we can define a probability measure ν on c by saying that

νD = 0 if D ⊆ c and #(D) < c,


= 1 if D ⊆ c and #(c \ D) < c.
P
Set µE = ξ<c+ ν{η : (η, hξ (η)) ∈ E} whenever E ⊆ X is such that the sum is defined. If we think of hξ as a subset
of X, then µhζ = 1 and µ(hξ ∩ hζ ) = 0 whenever ζ < ξ ≤ c+ , so mag µ = c+ . Note that because ν is complete, so is µ;
also E ⊆ X is measurable whenever E ∩ hξ is measurable for every ξ < c+ , so µ is locally determined.
(ii) As in (b), let hCx ix∈X be a disjoint family of subsets of [0, 1] all with full outer measure for Lebesgue measure
µ1 . Set Z = X × [0, 1] with its c.l.d. product measure λ, and C = {(x, t) : x ∈ X, t ∈ Cx } ⊆ Z. Then C has full outer
measure, by the argument of (b) above. So, as in (b), the measure algebra A of the subspace measure λC on C can be
identified with the measure algebra of λ. The map E 7→ C ∩ (E × [0, 1]) induces a measure-preserving homomorphism
from the measure algebra of µ to A, so c(A) ≥ c+ . Also as in (b), λC is countably separated.

521S In §464 I looked at the L-space M of bounded additive functionals on PI for infinite sets I, of which
I = N is of course by far the most important, and found a band decomposition of M as Mτ ⊕ (Mm ∩ Mτ⊥ ) ⊕ Mpnm ,
where Mτ consists of the ‘completely additive’ functionals (and may be identified with `1 (I)), Mm consists of the

‘measurable’ functionals (that is, those integrated by the usual measure on PI), and Mpnm = Mm consists of the
‘purely non-measurable’ functionals. Any non-negative functional θ ∈ M can be identified with a Radon measure µθ on
the Stone-Čech compactification βI (464P). The purely atomic measures on I correspond to members of Mτ . Among
the others, the general rule is that ‘simple’ measures must correspond to functionals in Mpnm ; see 464Pa and 464Xa.
The next proposition, strengthening 464Qb, shows that this rule is followed by Maharam types.
Proposition Let I be a set, and suppose that a non-zero θ ∈ (Mm ∩Mτ⊥ )+ , as defined in §464, corresponds to the Radon
measure µθ on βI. For cardinals κ, let Nκ be the null ideal of the usual measure on {0, 1}κ , and set λ = min{cov Nκ : κ
is a cardinal}. Then the Maharam type of µθ is at least λ.
proof Adjusting θ and µθ by a scalar factor if necessary, we may suppose that θI = µθ (βI) = 1. Let ν be the usual
measure onTPI; for n ∈ N, let ν n be the product measure on (PI)n . Let K be the set of finite subsets K of PI such
that θ(I ∩ K) = 2−#(K) , and K∗ the set of those K ∈ K such that, for every n ∈ N, K ∪ {a0 , . . . , an } ∈ K for
ν n+1 -almost every a0 , . . . , an . Now the point is that if J ∈ K∗ , then J ∪ {a} ∈ K∗ for ν-almost every a ⊆ I. P P Of
course J ∪ {a} ∈ K ν-a.e.(a). For n ∈ N, Wn = {(a, (a0 , . . . , an )) : J ∪ {a, a0 , . . . , an } ∈ K} is ν × ν n+1 -negligible in
PI × (PI)n , so Wn [{a}] is ν n+1 -negligible for ν-almost every a. Accordingly
{a : J ∪ {a} ∈ K∗ } = {a : J ∪ {a} ∈ K, Wn [{a}] is ν n+1 -conegligible for every n ∈ N}
521Y Basic theory 93

is ν-conegligible. Q
Q
At this point, observe that 464Qc tells us that the empty set belongs to K∗ . Let A ⊆ PI be a maximal set such
that [A]<ω ⊆ K∗ . In this case,
/ K∗ }
S
PI = A ∪ J∈[A]<ω {a : a ⊆ I, J ∪ {a} ∈
is the union of at most max(ω, #(A)) ν-negligible sets. But as ν is isomorphic to the usual measure on {0, 1}#(I) , PI
cannot be covered by fewer than λ negligible sets, and #(A) ≥ λ.
a ⊆ βI for a ∈ A. For any non-empty finite J ⊆ A,
Now consider the open-and-closed sets b
a) = θ( J) = 2−#(J) ,
T T
µθ ( a∈J b
so hb
aia∈A is stochastically independent for µθ and τ (µθ ) ≥ #(A) ≥ λ, as claimed.
Remark For a note on the cardinal λ here, see 523F below.

521X Basic exercises (a) Let B(R) be the Borel σ-algebra of R, and µ the restriction of Lebesgue measure to
B(R). Show that add µ = ω1 . (Hint: if c = ω1 , [R]ω1 6⊆ B(R); if c > ω1 , [R]ω1 ∩ B(R) = ∅; or use 423L and 423P.)

(b) Let (X, Σ, µ) be an atomless measure space with locally determined negligible sets (definition: 213I). Show that
non N (µ) ≥ non N , where N is the null ideal of Lebesgue measure.

(c) Let (X, Σ, µ) and (Y, T, ν) be complete locally determined measure spaces, neither of measure 0, and µ × ν the
c.l.d. product measure on X × Y . Show that
non N (µ × ν) = max(non N (µ), non N (ν)),

cov N (µ × ν) ≤ min(cov N (µ), cov N (ν))


with equality if either µ or ν is strictly localizable,
add(µ × ν) = add N (µ × ν) ≤ min(add N (µ), add N (ν)),

cf N (µ × ν) ≥ max(cf N (µ), cf N (ν)),

shr N (µ × ν) ≥ max(shr N (µ), shr N (ν)),

shr+ N (µ × ν) ≥ max(shr+ N (µ), shr+ N (ν)).

(d) Let (X, Σ, µ) be a probability space, and µN the product measure on X N . (i) Show that X has a set of full outer
measure of size at most non N (µN ). (ii) Show that if A ⊆ Σ \ N (µ) and #(A) < cov N (µN ), then there is a countable
set which meets every member of A.

(e) Show that the measure λC constructed in 521Rd has magnitude exactly c+ .

(f ) Show that the direct sum of c or fewer countably separated measure spaces is countably separated.
+
(g) Show that 2c < 2c iff every countably separated complete locally determined localizable measure space is strictly
localizable. (Hint: 521N, 521R, 252Yp.)

(h) Show that if (X, Σ, µ) is a purely atomic countably separated semi-finite measure space then its magnitude is
at most max(ω, #(X)) and its Maharam type is countable.

(i) Suppose that 2κ ≤ c for every κ < c. Show that there is a countably separated semi-finite measure space with
magnitude 2c .

(j) Let (X, Σ, µ) be a measure space and ν an indefinite-integral measure over µ. Let τ (µ), τ (ν) be the Maharam
types of µ, ν respectively. Show that τ (ν) ≤ τ (µ), with equality if µ is Maharam-type-homogeneous and ν 6= 0.

(k) Let (X, Σ,S


µ) be a semi-finite locally compact measure space. Show that add µ is the least cardinal of any set
E ⊆ Σ such that E ∈ / Σ, or ∞ if there is no such E. (Hint: 451Q.)

521Y Further exercises (a) Find a probability space (X, Σ, µ), a set Y and a function f : X → Y such that,
setting ν = µf −1 , add N (µ) > add N (ν), cf N (µ) < cf N (ν) and shr N (µ) < shr N (ν).
94 Cardinal functions of measure theory 521Yb

(b) Let (X, Σ, µ) and (Y, T, ν) be localizable measure spaces, and suppose that max(mag(ν), τ (ν)) ≤ c. Show that
the c.l.d. product measure on X × Y is localizable.

(c) Show that there is a probability space (X, Σ, µ) with Maharam type greater than #(X). (Hint: 523Id.)

(d) Let κ be an infinite cardinal. Let us say that a measure space (X, Σ, µ) is κ-separated if there is a family E ⊆ Σ,
of cardinal at most κ, separating the points of X. (i) Show that there is a disjoint family A of subsets of {0, 1}κ , all
of full outer measure for the usual measure of {0, 1}κ , such that #(A) = 2κ . (ii) Show that every κ-separated measure
κ
space has Maharam type at most 22 , and that there is a κ-separated quasi-Radon probability space with Maharam
κ κ
type 22 . (iii) Show that every semi-finite κ-separated measure space has magnitude at most 22 , and that there is
a semi-finite κ-separated measure space with magnitude greater than 2κ . (iv) Suppose that c ≤ κ ≤ λ and 2κ = 2λ .
Show that the usual measure on {0, 1}λ is κ-separated.

521 Notes and comments The cardinal functions of an ideal can be thought of as measures of the ‘complexity’ of
that ideal. In a measure space, it is natural to suppose that a subspace measure (at least, on a measurable subspace)
will be ‘simpler’ than the original measure; in 521D we see that the additivity and uniformity tend to rise and the
covering number, cofinality and shrinking number tend to fall. Similarly, an image measure ought to be simpler than its
parent; but here, while additivity rises and cofinality and shrinking number fall, uniformity falls and covering number
rises (521F). Also there is a trap if the original measure is not complete (521Ya). Direct sums should not be more
complex than their most complex component; 521E confirms this prejudice except in respect of cofinality. Since we are
looking, in effect, at the cofinality of a product of partially ordered sets, we can expect at least as many difficulties as
are to be found in pcf theory (§5A2). We should like to be able to bound the complexity of a product in terms of the
complexities of the factors; here there seem to be some interesting questions, and 521H and 521Xc are, I hope, only a
start.
Consider the statement
(†) ‘mag µ ≤ #(X) for every localizable measure space (X, Σ, µ)’.
From 521N we see that the generalized continuum hypothesis implies (†), and also that there are simple models of
set theory in which (†) is false (Kunen 80, VIII.4.7; Jech 03, 15.18). I do not know whether there is a natural
combinatorial statement equiveridical with (†). If we amend (†) to
‘mag µ ≤ #(X) for every countably separated localizable measure space (X, Σ, µ)’
+
we find ourselves with a statement equiveridical with ‘2c = 2c ’ (cf. 521Xg).
I give space to ‘countably separated’ measures because these can be identified with the topological measures on
subsets of R, and I do not think it is immediately apparent just how complicated these can be. In fact, as shown by
the proofs of parts (b) and (d) in 521R, most of the phenomena which can arise in any measure space of cardinal less
than or equal to c can appear in countably separated measure spaces. In 521Rb I add ‘quasi-Radon’ to show that the
very strong restrictions on countably separated Radon probability measures (522Va) depend on their perfectness, not
on their τ -additivity.
The constructions in 521Mc and 521Rd both depend on almost-disjoint families of sets. Those described here are
elementary. In many models of set theory, we have much more striking results, of which 521Xi is a simple example.
Some relatively sophisticated considerations intrude rather abruptly in 521S, but the argument here is both elemen-
tary and important, quite apart from its use in helping us to understand the classification scheme in §464.

522 Cichoń’s diagram


In this section I describe some extraordinary relationships between the cardinals associated with the ideals of meager
and negligible sets in the real line. I concentrate on the strikingly symmetric pattern of Cichoń’s diagram (522B); most of
the section is taken up with proofs of the facts encapsulated in this diagram. I include a handful of results characterizing
some of the most important cardinals here (522C, 522M, 522R), notes on the Martin cardinals associated with the
diagram (522S) and the Freese-Nation number of PN (522T), and a brief discussion of cofinalities (522U).

522A Notation In this section, I will use the symbols M and N for the ideals of meager and negligible subsets of R
respectively. Associated with these we have the eight cardinals add M, cov M, non M, cf M, add N , cov N , non N and
cf N . Together with these we have two cardinals associated with the partially ordered set N N : the bounding number
b = addω N N (see 513H for the definition of addω , and 522C for alternative descriptions of b) and the dominating
number d = cf N N ; and finally I should include c itself as an eleventh cardinal in the list to be examined here. I use the
notions of Galois-Tukey connection and Tukey function, and the associated relations 4GT , ≡GT and 4T , as described
in §§512-513.
522C Cichoń’s diagram 95

522B Cichoń’s diagram The diagram itself is the following:

cov N non M cf M cf N c

b d

ω1 add N add M cov M non N


The cardinals here increase from bottom left to top right; that is,
ω1 ≤ add N ≤ add M ≤ b ≤ d ≤ cf M ≤ cf N ≤ c,
etc. In addition, we have two equalities:
add M = min(b, cov M), cf M = max(d, non M).
In the rest of this section I will prove all the inequalities declared here, seeking to demonstrate reasons for the remarkable
symmetry of the diagram. I will make heavy use of the ideas of §512. Of course many of the elementary results can
be proved directly without difficulty; but for the most interesting part of the argument (522K-522P below) Tukey
functions seem to be the right way to proceed.
I start with the easiest results. It will be helpful to have descriptions of b and d in terms of other partially ordered
sets.

522C Lemma (i) On N N define a relation ≤∗ by saying that f ≤∗ g if if {n : f (n) > g(n)} is finite. Then ≤∗ is a
pre-order on N N ; add(N N , ≤∗ ) = b and cf(N N , ≤∗ ) = d.
(ii) On N N define a relation  by saying that f  g if either f ≤ g or {n : g(n) ≤ gf (n)} is finite. Then  is a
partial order on N N , add(N N , ) = b and cf(N N , ) = d.
proof (a) The check that ≤∗ is a pre-order is elementary.
(b) For f ∈ N N and A ⊆ N N say that f ≤ 0 A if there is a g ∈ A such that f ≤ g (see 512F). Now (N N , ≤ 0
, [N N ]≤ω ) 4GT (N N , ≤∗ , N N ). P
P For f ∈ N N , set φ(f ) = f ; for g ∈ N N , set ψ(g) = {h : g ≤∗ h ≤∗ g} ∈ [N N ]ω . If
φ(f ) ≤∗ g, then f ≤ f ∨ g ∈ ψ(g), so f ≤ 0 ψ(g). Thus (φ, ψ) is a Galois-Tukey connection and (N N , ≤ 0 , [N N ]≤ω ) 4GT
(N N , ≤∗ , N N ). Q
Q
(c) (N N , ≤∗ , N N ) 4GT (N N , , N N ). P
P If f , g ∈ N N and f  g, then f ≤∗ g; so if φ and ψ are both the identity
function, (φ, ψ) is a Galois-Tukey connection from (N N , ≤∗ , N N ) to (N N , , N N ). Q
Q
(d) If A ⊆ N N is countable, there is a ψ(A) ∈ N N such that g  ψ(A) for every g ∈ A. P P If A is empty, this is
trivial. Otherwise, let hgn in∈N be a sequence running over A, and set ψ(A)(i) = 1 + maxn≤i gn (i) for every i ∈ N. Q
Q
0 N ≤ω N ≤ω 0
It follows that (N , , N ) 4GT (N , ≤ , [N ] ). P
N N N
P For f ∈ N , set φ(f ) = f . If A ∈ [N ]
N
and f ≤ A, then
there is some g ∈ A such that f ≤ g, so that f  ψ(A). Thus (φ, ψ) is a Galois-Tukey connection from (N N , , N N ) to
(N N , ≤ 0 , [N N ]≤ω ). Q
Q
(e) By 512D,
add(N N , ≤ 0 , [N N ]≤ω ) = add(N N , ≤∗ , N N ) = add(N N , , N N ),

cov(N N , ≤ 0 , [N N ]≤ω ) = cov(N N , ≤∗ , N N ) = cov(N N , , N N ).


But by 513Ia we have
add(N N , ≤ 0 , [N N ]≤ω ) = addω (N N ) = b,
so b = add(N N , ≤∗ ) = add(N N , ). In the other direction,

d = cf N N = cov(N N , ≤, N N ) ≤ max(ω, cov(N N , ≤ 0 , [N N ]≤ω ))


(512Gf)
≤ max(ω, cov(N N , ≤, N N ))
(512Gc)
= max(ω, d) = d.
So
d = cov(N N , ≤ 0 , [N N ]≤ω ) = cf(N N , ≤∗ ) = cf(N N , ),
and the proof is complete.
96 Cardinal functions of measure theory 522D

522D Proposition b ≤ d.
proof Use 511He and 522C.

522E Proposition add N ≤ cov N , add M ≤ cov M, non M ≤ cf M and non N ≤ cf N .


proof We need only observe that both M and N are proper ideals of PR with union R, and use 511Kc.

522F Proposition ω1 ≤ add N and cf N ≤ c.


proof Of course ω1 ≤ add N because N is a σ-ideal of sets. As for cf N , we know that the family of negligible Borel
sets is cofinal with N (134Fb) and has at most c members (4A3Fa), so cf N ≤ c.

522G Proposition (Rothberger 38a) cov N ≤ non M and cov M ≤ non N .


proof The point is just that there is a comeager negligible set E ⊆ R. P
P Enumerate Q as hqn in∈N , and set
−n −n
T S
E = n∈N m≥n ]qn − 2 , qn + 2 [. Q Q
Because x 7→ a + x and x 7→ a − x are measure-preserving homeomorphisms, a + E is negligible and a − E is comeager
for every a ∈ R. Let A ⊆ R be a non-meager set of size non M. Then A ∩ (a − E) 6= ∅ for every a ∈ R, that is,
{x + E : x ∈ A} covers R; so cov N ≤ #(A) = non M.
For the other inequality, note that F = R \ E is conegligible and meager; so the same argument shows that
cov M ≤ non N .

522H Proposition add M ≤ b and d ≤ cf M.


proof (a) For f ∈ N N and B ⊆ N N say that f ≤ 0 B if there is a g ∈ B such that f ≤ g. I seek functions φ : N N → M
and ψ : M → [N N ]≤ω which will form a Galois-Tukey connection from (N N , ≤ 0 , [N N ]≤ω ) to (M, ⊆, M). Start by
choosing a countable base U for the topology of R, not containing ∅, and enumerate it as hUk ik∈N . For each k ∈ N
let hVkl il∈N be a disjoint sequence of non-empty open subsets of Uk ; finally, enumerate Vkl ∩ Q as hxkli ii∈N for each k,
l ∈ N.
(b) Fix f ∈ N N for the moment. Set Ek (f ) =S{xkli : l ∈ N, i ≤ f (l)} ⊆ Uk for each k ∈ N. This is nowhere dense
because if G is a non-empty open set, either G ∩ l∈N Vkl = ∅ and G ∩ Ek (f ) = ∅, or there is an l such that G ∩ Vkl is
non-empty, in which case G ∩ Vkl ∩ Ek (f ) is finite and G \ Ek (f ) ⊇ G ∩ Vkl \ ES
k (f ) is non-empty.
Now choose hkn in∈N , hln in∈N inductively as follows. k0 = 0. Given hki ii≤n , i≤n Eki (f ) is nowhere dense, so there
S S
is an ln ∈ N such that U ln ⊆ Un \ i≤n Eki (f ). Now if Un ⊆ i≤n Uli , set kn = 0; otherwise, take kn such that
S S
Ukn ⊆ Un \ i≤n Uli , and continue. At the end of the induction, set φ(f ) = n∈N Ekn .
The construction ensures that U ln ∩ Ekm = ∅ for all m and n, so that Uln is always a non-empty open subset of
Un \ φ(f ); accordingly φ(f ) is nowhere dense. If G ⊆ R is a non-empty open set meeting φ(f ), there is a k ∈ N such
that Ek (f ) ⊆ G ∩ φ(f ). P P Let n ≥ 1 be such that Un ⊆ G and Un ∩ φ(f ) 6= ∅. Then there is an i ∈ N such that
S
Un ∩ Eki (f ) 6= ∅; as Eki (f ) ∩ U lj is empty for every j, Un 6⊆ j≤n Ulj and
Ekn (f ) ⊆ Ukn ⊆ Un ⊆ G,
so we can take k = kn . Q
Q
(c) In the other direction, given M ∈ M, choose a sequence hFn (M )in∈N of closed nowhere dense closed sets covering
M . For k, l, n ∈ N set gnk (l) = min{j : xklj ∈
/ Fn (M ), and set ψ(M ) = {gnk : n, k ∈ N}.
(d) Now (φ, ψ) is a Galois-Tukey connection from (N N , ≤ 0 , [N N ]≤ω ) to (M, ⊆, M). S P Suppose that f ∈ N N and
P
M ∈ M are such that φ(f ) ⊆ M . Because φ(f ) is closed and not empty and included in n∈N Fn (M ), Baire’s theorem
(3A3G or 4A2Ma) tells us that there are n ∈ N and an open set G such that ∅ = 6 G ∩ φ(f ) ⊆ Fn (M ). By the last
remark in (b), there is a k ∈ N such that Ek (f ) ⊆ G ∩ φ(f ). But this means that, for any l ∈ N, xkli ∈ G ∩ φ(f ) for
/ G ∩ φ(f ). So f (l) ≤ gnk (l) for every l, and f ≤ 0 ψ(M ). Q
every i ≤ f (l), while if j = gnk (l) then xklj ∈ Q
(e) It follows at once that

add M = add(M, ⊆, M)
(512Ea)
≤ add(N N , ≤ 0 , [N N ]≤ω )
(512Db)
522J Cichoń’s diagram 97

= addω N N
(513Ia)
= b.

On the other hand,

d = cf N N = cov(N N , ≤, N N )
(512Ea)
= cov(N N , ≤ 0 , [N N ]≤ω )
(512Gf, since ω1 ≤ add M ≤ b ≤ d)
≤ cov(M, ⊆, M)
(512Da)
= cf M

(512Ea again). On the other hand,

522I Proposition b ≤ non M and cov M ≤ d.


proof Let  be the partial order on N N described in 522C(ii). Then ([0, 1] \ Q, ∈, M) 4GT (N N , , N N ). P P Let
φ : [0, 1] \ Q → N N be a homeomorphism (4A2Ub). For f ∈ N N , set Kf = {g : g ≤ f }; then Kf is compact, so φ−1 [Kf ]
is compact. Because φ−1 [Kf ] is disjoint from Q, it is nowhere dense. Set
ψ(f ) = {φ−1 [Kg ] : g ∈ N N , {n : g(n) 6= f (n)} is finite}.
S

Because there are only countably many functions eventually equal to f , ψ(f ) ∈ M.
Suppose that x ∈ [0, 1] \ Q and f ∈ N N are such that φ(x)  f . Set g = φ(x) ∨ f ; then g(n) = f (n) for all but
finitely many n, and φ(x) ≤ g, so x ∈ φ−1 [Kg ] ⊆ ψ(f ). This shows that (φ, ψ) is a Galois-Tukey connection from
([0, 1] \ Q, ∈, M) to (N N , , N N ), so that ([0, 1] \ Q, ∈, M) 4GT (N N , , N N ). Q
Q
It follows (using 522C(ii)) that

b = add(N N , , N N ) ≤ add([0, 1] \ Q, ∈, M)
= min{#(A) : A ⊆ [0, 1] \ Q, A ∈
/ M} ≤ non M,
S
d = cov(N N , , N N ) ≥ cov([0, 1] \ Q, ∈, M) = min{A : A ⊆ M, [0, 1] \ Q ⊆ A}.
S
But if we take A ⊆ M such that [0, 1] \ Q ⊆ A and #(A) ≤ d, and set
A0 = {A + n : A ∈ A, n ∈ Z} ∪ {{q} : q ∈ Q},
then A0 ⊆ M is a cover of R and
cov M ≤ #(A0 ) ≤ max(#(A), ω) ≤ d.

522J Theorem (see Truss 77 and Miller 81) add M = min(b, cov M) and cf M = max(d, non M).
proof My aim this time is to prove that
(M, ⊆, M) 4GT (R, ∈, M)⊥ n (N N , ≤ 0 , [N N ]≤ω ),
defining ≤ 0 as in the proof of 522H and n as in 512I.
(a) Let hqn in∈N be a sequence running over Q with cofinal repetitions. For f ∈ N N , set
Ef = R \ n∈N m≥n qm − 2−f (m) , qm + 2−f (m) ,
T S  

so that Ef is a meager set disjoint from Q. Observe that if hHn in∈N is any sequence of closed sets disjoint from Q,
P For each n ∈ N, let f (n) be such that qn − 2−f (n) , qn + 2−f (n)
S 
then there is anSf ∈ N N such that n∈N Hn ⊆ Ef . P
does not meet m≤n Hm . Q Q
S For M ∈ M, choose a sequence hFn (M )in∈N of nowhere dense closed sets covering M . For x ∈ R, if Q ∩
( n∈N Fn (M ) − x) is not empty, set pM (x)(n) = 0 for every n ∈ N; otherwise, take pM (x) = f for some f ∈ N N
S S
such that Ef ⊇ n∈N Fn (M ) − x. Now set φ(M ) = ( n∈N Fn (M ) + Q, pM ). This defines φ : M → M × (N N )R .
98 Cardinal functions of measure theory 522J

(b) In the other direction, define ψ : R×[N N ]≤ω → M by setting ψ(x, B) = f ∈B (x+Ef ) for x ∈ R and B ∈ [N N ]≤ω .
S

Now (φ, ψ) is a Galois-Tukey connection from (M, ⊆, M) to (R, ∈, M)⊥ n(N N , ≤ 0 , [N N ]≤ω ). P
P (R, ∈, M)⊥ = (M, 63, R),
so
(R, ∈, M)⊥ n (N N , ≤ 0 , [N N ]≤ω ) = (M × (N N )R , T, R × [N N ]≤ω ),
where ((M, p), (x, B)) ∈ T iff x ∈
/ M and p(x) ≤
S g for some g ∈ B. Now suppose
S that M ∈ M and (x, B) ∈ R × [N N ]≤ω
are such that (φ(M ), (x, B)) ∈ T . Then x ∈/ n∈N Fn (M ) + Q, so Q ∩ ( n∈N Fn (M ) − x) = ∅, while pM (x) ≤ g for
some g ∈ B. But this means that
S
Eg ⊇ EpM (x) ⊇ n∈N Fn − x ⊇ M − x, M ⊆ Eg + x ⊆ ψ(x, B).
As M and (x, B) are arbitrary, (φ, ψ) is a Galois-Tukey connection, as claimed. Q
Q
(c) It follows that

cf M = cov(M, ⊆, M)
(512Ea)
≤ cov((R, ∈, M)⊥ n (N N , ≤ 0 , [N N ]≤ω ))
= max(cov(R, ∈, M)⊥ , cov(N N , ≤ 0 , [N N ]≤ω ))
(512Jb)
= max(add(R, ∈, M), d) = max(non M, d)

by 512Ed and the calculation in part (e) of the proof of 522H. On the other hand

min(cov M, b) = min(cov M, add(N N , ≤ 0 , [N N ]≤ω ))


= min(cov(R, ∈, M), add(N N , ≤ 0 , [N N ]≤ω ))
= min(add(R, ∈, M)⊥ , add(N N , ≤ 0 , [N N ]≤ω ))
= add((R, ∈, M)⊥ n cov(N N , ≤ 0 , [N N ]≤ω ))
(512Jc)
≤ add(M, ⊆, M)
((b) above and 512Db)
= add M

(512Ea). Since we already know from 522E and 522H that add M ≤ min(b, cov M) and that max(d, non M) ≤ cf M,
we have the result.

522K Localization The last step in proving the facts announced in 522B depends on the following construction.
Let I be any set. Write SI for the family of sets S ⊆ N × I such that each vertical section S[{n}] has at most 2n
members. For f ∈ I N and S ⊆ N × I say that f ⊆∗ S if {n : n ∈ N, (n, f (n)) ∈ / S} is finite; that is, f \ S is finite, if
we identify f with its graph. I will say that the supported relation (I N , ⊆∗ , SI ) is the I-localization relation. By far
the most important case (and the only one needed in this section) is when I is countably infinite; when I = N I will
generally write S rather than SN .
Members of SI , or similar sets, are sometimes called slaloms. The particular formula ‘#(S[{n}]) ≤ 2n ’ is convenient
for the results of this section, but it is worth knowing that any other function diverging to ∞ will give rise to equivalent
partially ordered sets.

*522L Lemma Let I be an infinite set. For any α ∈ N N write


(α)
SI = {S : S ⊆ N × I, #(S[{n}]) ≤ α(n) for every n ∈ N}.
(α) (β)
Then (N N , ⊆∗ , SI ) ≡GT (N N , ⊆∗ , SI ) whenever α, β ∈ N N and limn→∞ α(n) = limn→∞ β(n) = ∞.
proof Let g ∈ N N be a strictly increasing sequence such that β(n) ≤ α(i) whenever n ∈ N and i ≥ g(n), and let
hn : I → I g(n+1)\g(n) be a bijection for each n. Define φ : I N → I N by setting φ(f )(n) = h−1
n (f g(n + 1) \ g(n)) for
(β)
f ∈ I and n ∈ N. Define ψ : SI → P(N×I) by setting ψ(S) = (n,i)∈S hn (i), identifying each hn (i) ∈ I g(n+1)\g(n) ⊆
N
S

(g(n + 1) \ g(n)) × I with a subset of N × I. Now for g(n) ≤ j < g(n + 1), ψ(S)[{j}] = {hn (i)(j) : i ∈ S[{n}]} has at
(α) (β)
most β(n) ≤ α(j) members, while ψ(S)[{j}] = ∅ for j < g(0), so ψ(S) ∈ SI for every S ∈ SI .
522M Cichoń’s diagram 99

(β)
If f ∈ I N and S ∈ SI and φ(f ) ⊆∗ S, then there is an n0 ∈ N such that φ(f )(n) ∈ S[{n}] for every n ≥ n0 . So
f g(n + 1) \ g(n) = hn (φ(f )(n)) ⊆ ψ(S)
for every n ≥ n0 and (m, f (m)) ∈ ψ(S) for every m ≥ g(n0 ) and f ⊆∗ ψ(S). This means that (φ, ψ) is a Galois-Tukey
(α) (β) (β) (α)
connection from (N N , ⊆∗ , SI ) to (N N , ⊆∗ , SI ). Similarly, (N N , ⊆∗ , SI ) 4GT (N N , ⊆∗ , SI ) and the two supported
relations are equivalent.

522M Proposition Let (N N , ⊆∗ , S) be the N-localization relation. Then (N N , ⊆∗ , S) ≡GT (N , ⊆, N ).


proof (a) Let hGij ii,j∈N be a stochastically independent family
T ofSopen subsets of [0, 1] such that the Lebesgue measure
µGij of Gij is 2−i for all i, j ∈ N. For f ∈ N N , set φ(f ) = n∈N m≥n Gm,f (m) . Then φ(f ) is negligible.
For each E ∈ N , choose a non-empty compact self-supporting set KE ⊆ [0, 1] \ E (416Dc). Let hWEn in∈N enumerate
a base for the relative topology on KE not containing ∅; because KE is self-supporting, no WEn is negligible. Set
IEni = {j : j ∈ N, WEn ∩ Gij = ∅}
for n, i ∈ N. Then
P∞
2−i #(IEni ) =
P
i=0 {µGij : i, j ∈ N, Gij ∩ WEn = ∅}
is finite, by the Borel-Cantelli lemma (273K). For each n, let k(E, n) ∈ N be such that 2−i #(IEni ) ≤ 2−n−1 for
i ≥ k(E, n), and set
S
ψ(E) = n∈N {(i, j) : i, j ∈ N, i ≥ k(E, n), j ∈ IEni }.
Then
X
#({j : (i, j) ∈ ψ(E)}) ≤ #(IEni )
n∈N,k(E,n)≤i
X
≤ 2−n−1 2i ≤ 2i
n∈N,k(E,n)≤i

for every i ∈ N, so ψ(E) ∈ S.



S from (N , ⊆ , S) to (N , ⊆, N ). P
P Suppose that f ∈ N N and E ∈ N are
N
Now (φ, ψ) is a Galois-Tukey connection
T
such that φ(f ) ⊆ E. Then KE ∩ n∈N m≥n Gm,f (m) = ∅. By Baire’s theorem, there is some m ∈ N such that
S S
i≥m Gi,f (i) ∩ KE is not dense in KE , that is, there is an n ∈ N such that WEn ∩ i≥m Gi,f (i) = ∅ and f (i) ∈ IEni for
every i ≥ m. But this means that (i, f (i)) ∈ ψ(E) for every i ≥ max(m, k(E, n)), so that f ⊆∗ ψ(E). As f and E are
arbitrary, we have the result. QQ
Thus (N N , ⊆∗ , S) 4GT (N , ⊆, N ).
(b) Let H be the family of finite unions of bounded open intervals in R with rational endpoints. Then H is countable.
For each n ∈ N, T let hHSni ii∈N be an enumeration of {H : H ∈ H, µH ≤ 4−n }. Now for each E ∈ N there is an f ∈ N N
such that E ⊆ n∈N m≥n Hm,f (m) . P P For each n ∈ N, let hJni ii∈N be a sequence of open intervals with rational
P∞
endpoints such that E ⊆ i∈N Jni and i=0 µJni ≤ 2−n−1 . Re-enumerating hJni in∈N,i∈N as hJi ii∈N , we have a sequence
S
P∞ S
of open intervals with rational endpoints such that i=0 µJi ≤ 1 and E ⊆ i≥n Ji for every n. Let hk(n)in∈N be a
P∞
strictly increasing sequence such that k(0) = 0 and i=k(n) µJi ≤ 4−n for every n ∈ N. Then Vn = k(n)≤i<k(n+1) Ji
S

belongs to H and has measure at most 4−n for each n, so we can define f ∈ N N by saying that Hn,f (n) = Vn for each
n, and we shall have an appropriate function. Q Q
T S
We can therefore find a function φ : N → N N such that E ⊆ n∈N m≥n Hm,φ(E)(m) for every E ∈ N . In the
reverse direction, define
T S
ψ(S) = n∈N {Hmi : m ≥ n, (m, i) ∈ S}
for S ∈ S; because
P∞
2m 4−m < ∞,
P
(m,i)∈S µHmi ≤ m=0

ψ(S) ∈ N .
Now (φ, ψ) is a Galois-Tukey connection from (N , ⊆, N ) to (N N , ⊆∗ , S). P
P If E ∈ N and S ∈ S are such that
φ(E) ⊆∗ S, then
T S T S
E ⊆ n∈N m≥n Hm,φ(E)(m) ⊆ n∈N m≥n,(m,i)∈S Hmi = ψ(S). Q Q
So (N , ⊆, N ) 4GT (N N , ⊆∗ , S) and the proof is complete.
100 Cardinal functions of measure theory 522N

522N Proposition Let (N N , ⊆∗ , S) be the N-localization relation. Then (M, ⊆, M) 4GT (N N , ⊆∗ , S).
proof (a) We need the following fact: if X is a topological space with a countable π-base there is for each n ∈ N a
countable family Un of open subsets of X such that V 6= ∅ for every V ∈ [Un ]≤n and every dense open subset of X
T
includes some member of Un . P P Induce on n. Start by taking U to be a countable π-base for the topology of X which
is closed under finite unions. Set U0 = {∅}. For the inductive step to n + 1, let hHi ii∈N be a sequence running over Un ,
and set
T
Ji = {J : J ⊆ i, j∈J Hj 6= ∅}
for i ∈ N,
T
Un+1 = {U ∪ Hi : i ∈ N, U ∈ U, U ∩ j∈J Hj 6= ∅ whenever J ∈ Ji }.
Then Un+1 is a countable family of open sets. If G ⊆ X is aTdense open set, let i ∈ N be such that Hi ⊆ G. Then Ji
is finite, so we can find a U ∈ U such that U ⊆ G and U ∩ j∈J Uj 6= ∅ for every J ∈ Ji ; then U ∪ Hi ∈ Un+1 and is
T
included in G. If V ⊆ Un+1 and #(V) T ≤ n + 1, then if V is empty we certainly have V = 6 ∅. Otherwise, express V
as {Uk ∪ Hi(k) : k ≤ n} where Uk ∩ j∈J Hj 6= ∅ whenever J ∈ Ji(k) ; do this in such a way that i(k) ≤ i(n) for every
T T
k < n. By the inductive hypothesis, k<n Hi(k) 6= ∅; if i(k) = i(n) for some k < n, then of course k≤n Hi(k) 6= ∅;
T T
otherwise, Un ∩ k<n Hi(k) 6= ∅. In either case, V is non-empty. So Un+1 has the required properties and the
induction continues. Q Q
(b) Now let hUn in∈N enumerate a π-base for the T topology of R not containing ∅, and for each n ∈ N let Vn be a
n
countable family of open subsets of Un such that V 6= ∅ for every V ∈ [Vn ]≤2 and every dense open subset of Un
includes some member of Vn . Enumerate Vn as hUnm im∈N .
For each M ∈ M, let hFn (M )in∈N be a non-decreasing sequence of nowhere dense sets covering M , and let φ(M ) ∈
N N be such that Fn (M ) ∩ Un,φ(M )(n) = ∅ for every n. In the other direction, for S ∈ S set
T S T
ψ(S) = R \ n∈N m≥n (Um ∩ i∈S[{m}] Umi );
T S T
then because i∈S[{n}] Uni is non-empty for every n, m≥n (Um ∩ i∈S[{m}] Umi ) is a dense open set for every n, and
ψ(S) is meager.
Now (φ, ψ) is a Galois-Tukey connection from (M, ⊆, M) to (N N , ⊆∗ , S). P P Suppose that M ∈ M and S ∈ S are
such that φ(M ) ⊆∗ S. Let n ∈ N be such that φ(M )(k) ∈ S[{k}] for every k ≥ n. Then
T
Fm (M ) ∩ i∈S[{k}] Uki ⊆ Fk (M ) ∩ Uk,φ(M )(k) = ∅
whenever k ≥ max(m, n), so
S T
Fm (M ) ⊆ R \ k≥max(m,n) i∈S[{k}] Uki ⊆ ψ(S)
for every m, and M ⊆ ψ(S). Q
Q
So we have the result.

522O Corollary M 4T N .
proof Putting 522M and 522N and 512Cb together, we see that (M, ⊆, M) 4GT (N , ⊆, N ), that is, M 4T N .

522P Theorem (Bartoszyński 84, Raisonnier & Stern 85) add N ≤ add M and cf M ≤ cf N .
proof 522O, 513Ee.

522Q The exactness of Cichoń’s diagram The list of inequalities displayed in Cichoń’s diagram is complete
in the following sense: it is known that all assignments of the values ω1 , ω2 to the eleven cardinals of the diagram
which are allowed by the diagram together with the two equalities add M = min(b, cov M), cf M = max(d, non M)
are relatively consistent with the axioms of ZFC. So, for instance, it is possible to have
ω1 = add N = cov N = add M = b = non M,

cov M = d = cf M = non N = cf N = c = ω2 .
I hope in a later chapter to discuss the forcing constructions involved in demonstrating some of these. For the moment,
I refer you to Bartoszyński & Judah 95, §§5.2, 7.5 and 7.6. I remark also that the forcing methods so far known
are not all effective beyond ω2 , so that if we allow c = ω3 then some puzzles remain.

522R The cardinal cov M All the cardinals in Cichoń’s diagram appear in many different ways in set-theoretic
real analysis. But add N , the additivity of Lebesgue measure, the bounding number b, and cov M, the Novák number
522R Cichoń’s diagram 101

of R, seem to be particularly important. The additivity of measure will play a large role in the next section. Here I
will give two striking characterizations of cov M.
Theorem (a) cov M = mcountable .
(b) (Bartoszyński 87) cov M is the least cardinal of any set A ⊆ N N such that for every g ∈ N N there is an f ∈ A
such that f (n) 6= g(n) for every n ∈ N.
proof (a) This is just a special case of 517P(d-ii) or 517P(d-iii).
(b) Let κ be the smallest cardinal of any A ⊆ N N such that for every g ∈ N N there is an f ∈ A such that f ∩ g = ∅,
identifying the functions f and g with their graphs in N × N.
(i) Suppose that A ⊆ N N and that #(A) < cov M. Set P = n∈N N n , ordered by extension of functions. Then
S
P is a non-empty countable partially ordered set. For each f ∈ A set Qf = {p : p ∈ P, p ∩ f 6= ∅}; then Qf is cofinal
with P . Set Q = {Qf : f ∈ A}. Then
#(Q) ≤ #(A) < cov M = mcountable ≤ m↑ (P ),
S
so there is an upwards-linked R ⊆ P meeting every member of Q. Now g0 = R ⊆ N × N is a function; taking g ∈ N N
to be any extension of g0 to the whole of N, g ∩ f 6= ∅ for every f ∈ A.
As A is arbitrary, this shows that κ ≥ cov M.
In particular, κ ≥ ω1 , as can also be seen by elementary arguments.
(ii) Let hKn in∈N be any sequence of non-empty countable sets, and write F for the set of all functions
Q f such that
dom f is an infinite subset of N and f (n) ∈ Kn for every n ∈ dom f . Then if A ∈ [F ]<κ there is a g ∈ n∈N Kn such
P For each n ∈ N, let Fn be the countably infinite set { n∈I Kn : I ∈ [N]n+1 }. For
S Q
that f ∩ g 6= ∅ for every f ∈ A. P
f ∈ F and n ∈ N take any n + 1-element subset of f and call it pf (n), so that pf (n) ∈ Fn . Now each Fn is countably
infinite, and
A0 = {pf : f ∈ A} ⊆ n∈N Fn ∼
Q
= NN
Q
has cardinal less than κ, so there is a φ ∈ n∈N Fn such that φ ∩ pf 6= ∅ for every f ∈ A. Q
Now choose hik ik∈N inductively so that ik ∈ dom φ(k) \ {ij : j < k} for each k ∈ N, and take g ∈ n∈N Kn such that
g(ik ) = φ(k)(ik ) for every k. Then for any f ∈ A there is a k ∈ N such that φ(k) = pf (k) ⊆ f , so that g(ik ) = f (ik )
and f ∩ g 6= ∅, as required. QQ
(iii) If A ⊆ N N and f0 ∈ N N and #(A) < κ, then there is a function g ∈ N N such that g(0) = 1, g(n+1) ≥ f0 (g(n))
for every n and {n : f (g(n)) ≤ g(n + 1)} is infinite for every f ∈ A. P
P For f ∈ A set
f ∗ (0) = 0, f˜(n) = n + 1 + maxi≤n f (i), f ∗ (n + 1) = f˜(f˜(f ∗ (n)))
for each n, so that f ≤ f˜ and f˜ and f ∗ are strictly increasing. Consider B = {f ∗ N \ n : f ∈ A, n ∈ N}; then
#(B) ≤ max(#(A), ω) < κ, so by (ii) (or otherwise) there is an h ∈ N N meeting every member of B. Now h ∩ f ∗ is
infinite for every f ∈ A. Set
g(0) = h(0), g(n + 1) = maxi≤n+1 h(i)) + maxi≤n f0 (g(i))
for n ∈ N, so that h(n) ≤ g(n) and f0 (g(n)) ≤ g(n + 1) for every n, and g is non-decreasing.
?? Suppose, if possible, that f ∈ A is such that {n : f (g(n)) ≤ g(n + 1)} is finite. Let n0 ∈ N be such that
f (g(n)) > g(n + 1) for every n ≥ n0 . If i ≥ n0 and j ∈ N are such that f ∗ (j) > g(i), then
f ∗ (j + 1) = f˜(f˜(f ∗ (j))) > f˜(f˜(g(i)) > f˜(f (g(i)) > f˜(g(i + 1)) > g(i + 2)
because f˜ is strictly increasing. But this means that, taking k such that f ∗ (k) > g(n0 ), we have f ∗ (k + i) > g(n0 + 2i)
for every i ∈ N; because both f ∗ and g are non-decreasing, this means that f ∗ (n) > g(n) whenever n ≥ max(k, 2k −n0 ).
But there must be such an n with f ∗ (n) = h(n) ≤ g(n), so this is impossible. X X
Thus g has the required property. Q Q
(iv) Now suppose that P is a countable partially ordered set, Q is a family of cofinal subsets of P with #(Q) < κ,
and p0 ∈ P . Let hpi ii≥1 be such that hpi ii∈N runs over P with cofinal repetitions. Let f ∈ N be a strictly increasing
function such that whenever n ∈ N and i < n then there is a j ∈ f (n) \ n such that pi ≤ pj . For each Q ∈ Q let
fQ ∈ N N be a strictly increasing function such that whenever n ∈ N and i < n there is a j ∈ fQ (n) \ n such that
pi ≤ pj ∈ Q. By (iii), we can find a strictly increasing g ∈ N N such that g(0) = 1, g(n + 1) ≥ f (g(n)) for every n and
IQ = {n : g(n + 1) ≥ fQ (g(n))} is infinite for every Q ∈ Q.
For each n ∈ N, set Jn = g(n + 1) \ g(n), and let Φn be the set of functions h : g(n) → Jn such that pi ≤ ph(i)
for every i ∈ Jn ; because g(n + 1) ≥ f (g(n)) this is non-empty. For Q ∈ Q and n ∈ IQ let φQ (n) ∈ Φn be such that
pφQ (n)(i) ∈ Q for every i < g(n); such a functionQexists because g(n + 1) ≥ fQ (g(n)). Now all the Φn are countable
(indeed finite), so (ii) tells us that there is a φ ∈ n∈N Φn such that φ ∩ φQ is non-empty for every Q ∈ Q.
102 Cardinal functions of measure theory 522R

Define hin in∈N by setting i0 = 0 and in+1 = φ(n)(in ) for n ∈ N; because dom φ(n) = g(n) and φ(n)(i) < g(n + 1)
whenever i < g(n), in is well-defined for each n. Because φ(n) ∈ Φn for each n, pin ≤ pin+1 for each n. If Q ∈ Q there
is some n such that φ(n) = φQ (n), so that
pin+1 = pφ(n)(in ) = pφQ (n)(in ) ∈ Q.
But this means that R = {pik : k ∈ N} is an upwards-linked (indeed, totally ordered) subset of P meeting every
member of Q and containing p0 . As p0 and Q are arbitrary, m↑ (P ) ≥ κ. As P is arbitrary, mcountable ≥ κ and
κ = mcountable = cov M, as claimed.

522S Martin numbers Following the identification of cov M with mcountable , we can amalgamate the diagrams in
522B and 517Ob, as follows:

cov N non M cf M cf N c

b d

add N add M cov M non N

mσ-linked p

ω1 m mK mpcω1

proof The two new inequalities to be proved are mσ-linked ≤ add N and p ≤ add M.
(a) Let S ∞ be the ‘localization poset’
{p : p ⊆ N × N, #(p[{n}]) ≤ 2n for every n, supn∈N #(p[{n}]) < ∞},
ordered by ⊆. For p ∈ S ∞ set kpk = maxn∈N #(p[{n}]). Then S ∞ is σ-linked upwards. P P If p, q ∈ S ∞ , kpk ≤ n,
i

kqk ≤ n and p[{i}] = q[{i}] for every i ≤ n, then p ∪ q ∈ S . So for any n ∈ N and hJi ii≤n ∈ i≤n [N]≤2 we have an
Q
upwards-linked set
{p : p ∈ S ∞ , kpk ≤ n, p[{i}] = Ji for every i ≤ n};
as there are only countably many such families hJi ii≤n , S ∞ is σ-linked upwards. Q Q
Accordingly mσ-linked ≤ m↑ (S ∞ ). Next, m↑ (S ∞ ) ≤ add(N N , ⊆∗ , S), where (N N , ⊆∗ , S) is the N-localization relation.
P Suppose that A ⊆ N N and #(A) < m↑ (S ∞ ). For each f ∈ A, set Qf = {p : p ∈ S ∞ , f ⊆∗ p}. If p ∈ S ∞ and
P
kpk = n, then p ⊆ p ∪ {(i, f (i)) : i ≥ n} ∈ Qf ; so Qf is cofinal with SS∞ . As #({Qf : f ∈ A}) < m↑ (S ∞ ), there is
an upwards-directed R ⊆ S ∞ meeting Qf for every f ∈ A. Set S = R. For each n ∈ N, {p[{n}] : p ∈ R} is an
upwards-directed family of subsets of N, all of size at most 2n , with union S[{n}]. So #(S[{n}]) ≤ 2n ; as n is arbitrary,
S ∈ S. If f ∈ A, there is a p ∈ R ∩ Qf , and now f ⊆∗ p ⊆ S. As A is arbitrary, we have the result. Q Q
Now

mσ-linked ≤ m↑ (S ∞ ) ≤ add(N N , ⊆∗ , S) = add(N , ⊆, N )


(522M, 512Db)
= add N ,

as required.
(b)(i) Let U be a countable base for the topology of R, not containing ∅. Consider the set P of pairs (σ, F ) where
σ ∈ n∈N U n and F ⊆ R is nowhere dense, together with the relation ≤ where (σ, F ) ≤ (σ 0 , F 0 ) if σ 0 extends σ, F 0 ⊇ F
S
and F ∩ σ 0 (i) = ∅ whenever i ∈ dom σ 0 \ dom σ. Then ≤ is a partial order on P . P P If (σ, F ) ≤ (σ 0 , F 0 ) ≤ (σ 00 , F 00 )
then we surely have σ ⊆ σ ⊆ σ and F ⊆ F ⊆ F . If i ∈ dom σ \ dom σ, then either i ∈ dom σ 0 \ dom σ and
0 00 0 00 00

σ 00 (i) = σ 0 (i) must be disjoint from F , or i ∈ dom σ 00 \ dom σ and σ 00 (i) must be disjoint from F 0 ⊇ F . Thus in
either case F ∩ σ 00 (i) = ∅; as i is arbitrary, (σ, F ) ≤ (σ 00 , F 00 ). Thus ≤ is transitive. Evidently it is also reflexive and
anti-symmetric, so it is a partial order. Q Q
*522T Cichoń’s diagram 103

(ii) (P, ≤) is σ-centered upwards.SP


P If (σ, F0 ), . . . , (σ, Fk ) are members of P with a common first member, then
they have a common upper bound (σ, i≤k Fi ) in P . So for any n ∈ N and σ ∈ U n the set {(σ, F ) : F ⊆ R is nowhere
dense} is upwards-centered in P ; as n∈N U n is countable, P is σ-centered upwards. Q
S
Q
(iii) For each V ∈ U and n ∈ N set
S
QnV = {(σ, F ) : (σ, F ) ∈ P , V ∩ n≤i<dom σ σ(i) 6= ∅}.
P If (σ, F ) ∈ P , set m = max(n, dom σ) + 1, and take U ∈ U such that U ⊆ V \ F .
Then QnV is cofinal with P . P
Setting

σ 0 (i) = σ(i) for i < dom σ,


= U for dom σ ≤ i < m,

we find that (σ, F ) ≤ (σ 0 , F ) ∈ QnV . Q


Q
For each nowhere dense set H ⊆ R,
Q0H = {(σ, F ) : (σ, F ) ∈ P , H ⊆ F }
P For any (σ, F ) ∈ P , we have (σ, F ) ≤ (σ, F ∪ H) ∈ Q0H . Q
is cofinal with P . P Q
(iv) Now suppose that A ⊆ M and #(A) < p. Then each member of A is covered by a sequence of nowhere
dense sets, so there is a family H of nowhere dense sets with the same union as A and with #(H) ≤ max(ω, #(A)). In
this case
Q = {QnV : n ∈ N, V ∈ U} ∪ {Q0H : H ∈ H}
is a family of cofinal subsets of P and
#(Q) ≤ max(ω, #(A)) < p ≤ m↑ (P ).
There is therefore an upwards-directed R ⊆ P meeting every member of Q. If (σ, F ) and (σ 0 , F 0 ) belong to R, they
mustS be upwards-compatible in P , and in particular σ and σ 0 have a common extension; we therefore have a function
φ = (σ,F )∈R σ from a subset of N to U. If n ∈ N and V ∈ U, then there is a (σ, F ) ∈ R ∩ QnV , so that there is
S
some i ≥ n such that φ(i) = σ(i) meets V . As V is arbitrary, the open set Wn = i∈dom φ,i≥n φ(i) is dense; as n is
P There is a (σ, F ) ∈ R ∩ Q0H . Set n = dom σ.
T
arbitrary, M = R \ n∈N Wn is meager. Now H ⊆ M for every H ∈ H. P
0 0 0
If i ∈ dom φ \ n, there is a (σ , F ) ∈ R such that i ∈ dom σ ; because R is upwards-directed, we may suppose that
(σ, F ) ≤ (σ 0 , F 0 ). But in this case φ(i) = σ 0 (i) must be disjoint from F and therefore from H. As i is arbitrary,
H ∩ Wn = ∅ and H ⊆SM . Q QS
As H is arbitrary, A = H ⊆ M . As A is arbitrary, add M ≥ p, as claimed.
Remark In fact m↑ (S ∞ ) is exactly equal to add N ; see 528N.

*522T FN(PN) For any cardinal which is known to lie between ω1 and c, it is natural, and often profitable, to try
to locate it on Cichoń’s diagram. For the Freese-Nation number of PN, which appeared more than once in §518, we
have the following results.
Proposition (Fuchino Koppelberg & Shelah 96, Fuchino Geschke & Soukup 01) (a) FN(PN) ≥ b.
(b) FN(PN) ≥ cov N .
(c) If FN(PN) = ω1 then shr M = ω1 , so
m = mK = mpcω1 = mσ-linked = p = add N = add M = b = cov N = non M = ω1 .
(d) If FN(PN) = ω1 and κ ≥ cov M is such that cf[κ]≤ω ≤ κ, then κ ≥ c. So if FN(PN) = ω1 and cov M < ωω ,
then
cov M = non N = d = cf M = cf N = c.
(e) There is a set A ⊆ R of cardinal cov M such that every meager set meets A in a set of cardinal less than
FN∗ (PN).
proof (a) Let ≤∗ and  be the pre-order and partial order on N N described in 522C, so that b = add(N N , ). Write
N <κ
S by 518D, κ = FN(N , ≤) and we have a Freese-Nation function φ : N → [N ] for ≤. For f ∈ NN,
N N
κ for FN(PN);
set ψ(f ) = {φ(g) : g ≤∗ f ≤∗ g}; then #(ψ(f )) ≤ κ.
?? Suppose, if possible, that κ < b. Choose a family hfξ iξ≤κ in N N inductively, as follows. Given hfη iη<ξ where
ξ ≤ κ, η<ξ ψ(fη ) has cardinal at most κ < b, so has a -upper bound fξ0 ; now set fξ (i) = fξ0 (i) + 1 for every
S
i, and
continue.
104 Cardinal functions of measure theory *522T

Now choose hhξ iξ<κ in φ(fκ ) as follows. For each ξ < κ, fξ  fκ , so if we set gξ = fξ ∧ fκ then gξ ≤∗ fξ ≤∗ gξ and
gξ ≤ fκ . There is therefore an hξ ∈ φ(gξ ) ∩ φ(fκ ) such that gξ ≤ hξ ≤ fκ . Now if η < ξ < κ, hη ∈ ψ(fη ) so hη  fξ0 .
Accordingly
{i : hξ (i) ≤ hη (i)} ⊆ {i : fξ0 (i) < hη (i)} ∪ {i : gξ (i) < fξ (i)}
is finite and hξ 6= hη . But this means that {hξ : ξ < κ} has cardinal κ and #(φ(fκ )) = κ, contrary to the choice of φ.
XX
Thus b ≤ κ = FN(PN), as claimed.
(b)(i) We need to know the following fact: if E is a family of non-negligible Lebesgue measurable subsets of R, and
#(E) < cov N , there is a countable
T set meeting every member of E. P P For each E ∈ E, R \ (Q + E) is negligible
(439Eb), so there is an x ∈ R ∩ E∈E Q + E; now Q + x is countable and meets every member of E. Q Q
(ii) Set κ = FN(PN). If C is the family of closed sets in R, then (C, ⊆) ∼
= (T, ⊇), so FN(C) = FN(T) = κ (518D).
Let f : C → [C]<κ be a Freese-Nation function.
(iii) ?? If κ < cov N , S
write K for the set of infinite successor cardinals λ ≤ κ, and for λ ∈ K set Dλ = {x : x ∈ R,
#(f ({x})) < λ}. As R = λ∈K Dλ , there must be some λ ∈ K such that Dλ cannot be covered by κ negligible sets.
Choose hMξ iξ≤λ and hHξn iξ<λ,n∈N inductively, as follows. Mξ = ∅. Given that Mξ ⊆ C and #(Mξ ) ≤ κ, (i) tells us
that there is a countable setS Aξ ⊆ R meeting every non-negligible member of Mξ ; let hHξn in∈N be a sequence of closed
subsets of R \ Aξ such that n∈N Hξn is conegligible. Now set
Mξ+1 = Mξ ∪ {Hξn : n ∈ N} ∪ F ∈Mξ f (F ) ∈ [C]≤κ .
S
S
At non-zero limit ordinals ξ ≤ λ, set Mξ = η<ξ Mη .
By the choiceSof λ, there is an x ∈ Dλ which does not belong to any negligible set belonging to Mλ , nor to any
of the sets R \ n∈N Hξn for ξ < λ. Now #(Mλ ∩ f ({x})) < λ; because λ is regular, there is a ξ < λ such that
Mλ ∩ f ({x}) ⊆ Mξ . Let n ∈ N be such that x ∈ Hξn . Then there must be an F ∈ f ({x}) ∩ f (Hξn ) such that
x ∈ F ⊆ Hξn . In this case, F ∈ Mξ+2 ⊆ Mλ , so in fact F ∈ Mξ . Because x ∈ F , F cannot be negligible, so Aξ ∩ F 6= ∅;
but Hξn was chosen to be disjoint from Aξ . X X
(iv) Thus κ ≥ cov N , as claimed.
(c) Let A ⊆ R be a non-meager set.
(i) By 518D, FN(T) = ω1 , where T is the topology of R. Let f : T → [T]≤ω be a Freese-Nation function. There
is a set M such that
(α) whenever G ∈ M ∩ T then f (G) ⊆ M ;
(β) whenever t ∈ M ∩ R then R \ {t} ∈ M ; T
(γ) whenever G ⊆ M is a countable family of dense open subsets of R, M ∩ A ∩ G is non-empty;
(δ) #(M ) ≤ ω1 .
PP Build a non-decreasing family hMξ iξ<ω1 of countable sets as follows. M0 = ∅. Given that Mξ is countable, let Mξ+1
be a countable set including Mξ such that
(α) whenever G ∈ Mξ ∩ T then f (G) ⊆ Mξ+1 ;
(β) whenever t ∈TMξ ∩ R then R \ {t} ∈ Mξ+1 ;
(γ) Mξ+1 ∩ A ∩ {G : G ∈ Mξ is a dense open subset of R} is not empty.
S S
For limit ordinals ξ > 0, set Mξ = η<ξ Mη . At the end of the construction, set M = ξ<ω1 Mξ . Q Q
T T
(ii) If H ⊆ R is an open set, there is a countable T
family G ⊆ M ∩ T such that M ∩ R ∩ G ⊆ H ⊆ G. P P Set
G = {G : G ∈ f (H) ∩ M , H ⊆ G}; then certainly H ⊆ G and G is countable. If t ∈ M ∩ R \ H, then H ⊆ R \ {t} so
there is aTG ∈ f (H) ∩ f (R \ {t}) such that H ⊆ G ⊆ R \ {t}; since R \ {t} ∈ M , G ∈ M ; and t ∈
/ G. As t is arbitrary,
M ∩ R ∩ G ⊆ H. Q Q

T B = A ∩ M . Then #(B) ≤ ω1 . ?? If B is meager, let hHn in∈N be a sequence of dense open


(iii) Now consider
sets such that B ∩ T n∈N Hn = ∅. For each n ∈ N, S let Gn be a countable family of dense open sets belonging to M
such that M ∩ R ∩ GT n ⊆ Hn (using (ii)). Set G = n∈N Gn ; then G ⊆ M is a countable family
T of dense open sets, so
a t ∈ M ∩ A ∩ G, by condition (γ) in the specification of M . But now t ∈ M ∩ R ∩ Gn ⊆ Hn for each n, so
there is T
t ∈ B ∩ n∈N Hn , which is impossible. X
X
Thus A has a non-meager subset of size at most ω1 ; as A is arbitrary, shr M = ω1 .
(d)(i) Again let T be the topology of R and f : T → [T]≤ω a Freese-Nation function. This time, we can find a set
M such that
(†) for every g ∈ N N there is an h ∈ M ∩ N N such that g(n) 6= h(n) for every n ∈ N;
(α) whenever G ∈ M ∩ T then f (G) ⊆ M ;
522U Cichoń’s diagram 105

(β) M ∩ [M ]≤ω is cofinal with [M ]≤ω ;


(γ) whenever D ∈ M is countable, then there is a double sequence hGij ii,j∈N belonging to M such that
every Gij belongs to T, hGij ij∈N is disjoint for each i ∈ N and whenever G ∈ D is an open subset of R with
infinite complement, there is an i ∈ N such that Gij \ G is non-empty for every j ∈ N;
S (δ) whenever hGij ii,j∈N ∈ M is a double sequence of open subsets of R, and h ∈ M ∩ N , then
N

i∈N Gi,h(i) ∈ M ;
() #(M ) ≤ κ.
PP Build a non-decreasing family hMξ iξ<ω1 of sets of size κ as follows. Start with a set M0 ⊆ N N such that #(M0 ) = κ
and for every g ∈ N N there is an h ∈ M0 such that g(n) 6= h(n) for every n ∈ N (using 522Rb). Given that #(Mξ ) = κ,
let Mξ+1 ⊇ Mξ be such that
(α) whenever G ∈ Mξ ∩ T then f (G) ⊆ Mξ+1 ;
(β) Mξ+1 ∩ [Mξ ]≤ω is cofinal with [Mξ ]≤ω ;
(γ) whenever D ∈ Mξ is countable, then there is a double sequence hGij ii,j∈N belonging to M such that
every Gij is an open set, hGij ij∈N is disjoint for each i ∈ N and whenever G ∈ D is an open subset of R
with infinite complement, there is an i ∈ N such that Gij \ G is non-empty for every j ∈ N;
S (δ) whenever hGij ii,j∈N ∈ Mξ is a double sequence of open subsets of R, and h ∈ Mξ ∩ N , then
N

i∈N Gi,h(i) ∈ Mξ+1 ;


() #(Mξ+1 ) = κ.
S S
For limit ordinals ξ > 0, set Mξ = η<ξ Mη . At the end of the construction, set M = ξ<ω1 Mξ . Then
M ∩ [M ]≤ω = ξ<ω1 Mξ+1 ∩ [Mξ ]≤ω
S

is cofinal with ξ<ω1 [Mξ ]≤ω = [M ]≤ω , and it is easy to see that the other conditions are satisfied. Q
S
Q
(ii) ?? Now suppose, if possible, that there is a t ∈ R such that R \ I ∈ / M for any finite set I containing t. Set
G = f (R \ {t}) ∩ M . Then G is a countable subset of M and R \ G is infinite for every G ∈ G. Let D ∈ M be a countable
set including G. Then we have a double sequence hGij ii,j∈N ∈ M such that hGij ij∈N is a disjoint sequence of open sets
for each i ∈ N and whenever G ∈ D is an open subset of R with infinite complement, there is an i ∈ N such that Gij \ G
is non-empty for every j ∈ N. In particular, this last clause is true for every G ∈ G. For each i ∈ NSchoose g(i) ∈ N
such that t ∈ / Gij for any j 6= g(i); let h ∈ M ∩ N N be such that h(i) 6= g(i) for every i, and set H = i∈N Gi,h(i) ∈ M ;
note that t ∈ / H. Now there is a G ∈ f (H) ∩ f (R \ {t}) such that H ⊆ G and t ∈ / G. As f (H) ⊆ M , G ∈ M , so G ∈ G.
But this means that Gi,h(i) ⊆ G for every i ∈ N; and we chose hGij ii,j∈N so that this could not be so. X X
Thus I = {I : I ∈ [R]<ω , R \ I ∈ M } covers R. As #(I) ≤ #(M ) ≤ κ, #(R) ≤ κ and κ ≥ c, as claimed.
(iii) Finally, if cov M < ωω , then we can take κ = cov M, by 5A1E(e-iv), and get cov M = . . . = c.
(e) Because FN(T) = FN(PN), 518E tells us that there is a set A ⊆ R such that #(A ∩ F ) < FN∗ (T) = FN∗ (PN)
for every nowhere dense set F ⊆ R. As FN∗ (PN) certainly has uncountable cofinality, A meets every meager set in a
set of size less than FN∗ (PN).

522U Cofinalities For any cardinal associated with a mathematical structure, we can ask whether there are any
limitations on what that cardinal can be. The commonest form of such limitations, when they appear, is a restriction on
the possible cofinalities of the cardinal. I run through the known results concerning the cardinals of Cichoń’s diagram.
Most are elementary, but part (f) requires a substantial argument.
Proposition (a) cf c ≥ p.
(b) add N , add M and b are regular.
(c) cf(cf N ) ≥ add N , cf(cf M) ≥ add M and cf d ≥ b.
(d) cf(non N ) ≥ add N , cf(non M) ≥ add M.
(e) If cf M = cov M then cf(cf M) ≥ non M; if cf N = cov N , then cf(cf N ) ≥ non N .
(f) (Bartoszyński & Judah 89) cf(cov M) ≥ add N .
proof (a) If ω ≤ κ < p then 2κ = c, by 517R, so cf c > κ by 5A1Ed.
(b) Use 513C(a-i); to see that b is regular, use its characterizations as the additivity of a partially ordered set in
522C.
(c) Use 513C(a-ii); this time, we need to know that d is the cofinality of a partially ordered set for which b is the
additivity.
(d)-(e) 513Cb.
(f )(i) Write M1 for the ideal of meager subsets of N N , where N N is given its usual topology. Let S (0) be the family
of subsets S of N × N such that #(S[{n}]) ≤ 2n for every n and limn→∞ 2−n #(S[{n}]) = 0.
106 Cardinal functions of measure theory 522U

I will write finint and disj for the relations {(A, B) : A ∩ B is finite}, {(A, B) : A ∩ B = ∅}. Following the same
mild abuse of notation as in 512Aa and elsewhere, I will write (S (0) , finint, N N ) and (N N , disj, N N ) for the supported
relations (S (0) , R1 , N N ) and (N N , R2 , N N ), where
R1 = {(S, f ) : S ∈ S (0) , f ∈ N N , {n : (n, f (n)) ∈ S} is finite},

R2 = {(f, g) : f, g ∈ N N , f (n) 6= g(n) for every n}.

(ii)(α) (N N , ∈, M1 ) 4GT (S (0) , finint, N N ). P


P For f ∈ N N , set φ(f ) = f (identifying f with its graph, as usual);
for g ∈ N , set ψ(g) = {h : h ∈ N , h ∩ g is finite}. Then φ(f ) ∈ S (0) for every f ∈ N N , and ψ(g) ∈ M1 for every
N N

g ∈ N N , because all the sets {h : h ∩ g ⊆ n} are nowhere dense. If f , g ∈ N N and (φ(f ), g) ∈ finint, then f ∩ g is
finite so f ∈ ψ(g); thus (φ, ψ) is a Galois-Tukey connection from (N N , ∈, M1 ) to (S (0) , finint, N N ). Q Q
(ββ ) (S (0) , finint, N N ) 4GT (N N , disj, N N ). P
P Let hIn in∈N be a partition of N such that #(In ) = 2n for each
n. For n ∈ N, let θn : N → N be a bijection. For S ∈ S (0) , choose φ(S) ∈ N N such that whenever (n, i) ∈ S then
In

φ(S) ∩ θn−1 (i) 6= ∅, where once again both the function φ(S) and the function θn−1 (i) are identified with their graphs;
this is possible because on each set In there are at most 2n functions with domain In that φ(S) has to meet. For
g ∈ N N , define ψ(g) ∈ N N by saying that ψ(g)(n) = θn (gIn ) for every n.
Now suppose that S ∈ S (0) and g ∈ N N are such that S∩ψ(g) is infinite. Then there is an n such that (n, ψ(g)(n)) ∈ S.
In this case,
6 φ(S) ∩ θn−1 (ψ(g)(n)) = φ(S) ∩ gIn ,
∅=
so φ(S) ∩ g is non-empty. Turning this round, if (φ(S), g) ∈ disj then (S, ψ(g)) ∈ finint; that is, (φ, ψ) is a
Galois-Tukey connection from (S (0) , finint, N N ) to (N N , disj, N N ). Q
Q
(γγ ) cov(S (0) , finint, N N ) = cov M. P
P

cov M = mcountable = n(N N ) = cov M1


(517Pd)
= cov(N N , ∈, M1 ) ≤ cov(S (0) , finint, N N )
(512Da and (α) above)
≤ cov(N N , disj, N N )
((β) above)
= cov M

(522Rb). Q
Q
(iii) Suppose that κ < add N and that hSξ iξ<κ is any family in S (0) . Then there is an S ∗ ∈ S (0) such that Sξ \ S ∗
is finite for every ξ < κ. PP For ξ < κ, n ∈ N let fξ (n) ∈ N be such that #(Sξ [{i}]) ≤ 2i−2n for every i ≥ fξ (n). Because
κ < add N ≤ b, there is an f ∈ N N such that {n : fξ (n) > f (n)} is finite for every ξ < κ (522C(ii)); of course we may
suppose that f (0) = 0 and that f is strictly increasing and that f (n) ≥ 2n for every n. Set Jn = f (n + 1) \ f (n) for
each n. For each ξ < κ, let mξ be such that fξ (n) ≤ f (n) for every n ≥ mξ ; set Sξ0 = {(i, j) : (i, j) ∈ Sξ , i ≥ f (mξ )}.
Then Sξ \ Sξ0 is finite and #(Sξ0 [{i}]) ≤ 2i−2n whenever i ∈ Jn .
For each n ∈ N, let Kn be the family of those sets K ⊆ Jn × N such that #(K[{i}]) ≤ 2i−2n for every i ∈ Jn , and
θn : Kn → N a bijection; set hξ (n) = θn (Sξ0 ∩ (Jn × N)) for each ξ < κ.
Let (N N , ⊆∗ , S) be the N-localization relation. By
S 522M, add(N
N
, ⊆∗ , S) = add N is greater than κ, so there is an
S ∈ S such that hξ ⊆ S for every ξ < κ. Set S = (n,j)∈S θn (j). For any n ∈ N and i ∈ Jn , #(θn−1 (j)[{i}]) ≤ 2i−2n
∗ ∗ −1

for every j ∈ N, so that S ∗ [{i}] = (n,j)∈S θn−1 (j)[{i}] has cardinal at most 2i−n . This means that S ∗ ∈ S (0) .
S

Take any ξ < κ. As hξ ⊆∗ S, there is some m ∈ N such that (n, hξ (n)) ∈ S, that is, (n, θn (Sξ0 ∩ (Jn × N))) ∈ S, for
every n ≥ m. But this means that Sξ0 ∩ (Jn × N) ⊆ S ∗ for every n ≥ m, so Sξ0 \ S ∗ is finite; it follows at once that
Sξ \ S ∗ is finite. Thus we have a suitable S ∗ . QQ
(iv) ?? Now suppose, if possible, that cf(cov M) = κ < add N . Let A ⊆SN N be a set of cardinal cov M such that
for every S ∈ S (0) there is an f ∈ A such that S ∩ f is finite. Express A as ξ<κ Aξ where #(Aξ ) < cov M for every
ξ < κ. Then for each ξ < κ we can find an Sξ ∈ S (0) such that Sξ ∩ f is infinite for every f ∈ Aξ . By (c), there is an
S ∗ ∈ S (0) such that Sξ \ S ∗ is finite for every ξ < κ. But this means that S ∗ ∩ f must be infinite for every f ∈ Aξ and
every ξ < κ; which contradicts the choice of A. X X
So we are forced to conclude that cf(cov M) ≥ add N , as stated.
522Xd Cichoń’s diagram 107

522V Other spaces All the theorems above refer to the specific σ-ideals M and N of subsets of R or the specific
partially ordered set N N . Of course the structures involved appear in many other guises. In particular, we have the
following results.
(a)(i) Let (X, Σ, µ) be an atomless countably separated (definition: 343D) σ-finite perfect (definition: 342K) measure
space of non-zero measure, and N (µ) the null ideal of µ. Then (X, N (µ)) is isomorphic to (R, N ); in particular,
add N (µ) = add N , cov N (µ) = cov N , non N (µ) = non N and cf N (µ) = cf N . P P The first thing to note is that
because µ is σ-finite there is a probability measure ν on X with the same measurable sets and the same negligible
sets as µ (215B(vii)); and of course ν is still atomless, countably separated and perfect. Next, the completion ν̂ of ν
is again atomless, countably separated and perfect (212Gd, 343H(vi), 451G(c-i)) and has the same negligible sets as
ν (212Eb). In the same way, starting from Lebesgue measure instead of µ, we have a complete atomless countably
separated perfect probability measure λ on R with the same negligible sets as Lebesgue measure. But now (X, ν̂) and
(R, λ) are isomorphic (344I), so that (X, N (µ)) and (R, N ) are isomorphic. QQ
(ii) The most important examples of spaces satisfying the conditions of (i) are Lebesgue measure on the unit
interval and the usual measure on {0, 1}N . But the ideas go much farther. On a Hausdorff space with a countable
network (e.g., any separable metrizable space, or any analytic Hausdorff space), any topological measure is countably
separated (433B). So any non-zero atomless Radon measure on such a space will have a null ideal isomorphic to N .
(The measure will be σ-finite because it is a locally finite measure on a Lindelöf space, and perfect by 416Wa.)
(iii) As we shall see in §523, there are many more measure spaces (X, µ) for which N (µ) is close enough to N
to have the same additivity and cofinality, and even uniformity and covering number match in a number of interesting
cases.

(b)(i) Similarly, the structure (R, M) is duplicated in any non-empty Polish space X without isolated points, in the
sense that (X, B(X), M(X)) ∼ = (R, B, M), where B and B(X) are the Borel σ-algebras of R and X respectively, and
M(X) is the ideal of meager subsets of X. P P Note first that N N , with its usual topology, has an uncountable nowhere
dense closed set; e.g., {f : f (2n) = 0 for every n}. Now we know that X has a dense Gδ set X1 homeomorphic to
N N (5A4Je), and X1 must also have an uncountable nowhere dense closed set F1 ; since X1 \ F1 is again a non-empty
Polish space without isolated points (4A2Qd), it too has a dense Gδ set X2 homeomorphic to N N , and X2 is a dense
Gδ set in X with uncountable complement. Similarly, R has a dense Gδ subset H which is homeomorphic to N N and
has uncountable complement.
Let M(X2 ), M(H) be the ideals of meager subsets of X2 and H when they are given their subspace topologies.
Because X2 is dense, a closed subset of X is nowhere dense in X iff its intersection with X2 is nowhere dense in X2 ;
accordingly M(X2 ) is precisely {M ∩ X2 : M ∈ M(X)}. Similarly, M(H) = {M ∩ H : M ∈ M}.
Consider the complements X \ X2 , R \ H. These are uncountable Borel subsets of Polish spaces. They are therefore
Borel isomorphic (424G, 424Cb); let φ : X \ X2 → R \ H be a Borel isomorphism. Next, X2 and H are homeomorphic
to N N , therefore to each other; let ψ : X2 → H be a homeomorphism. Finally, set θ = ψ ∪ φ, so that θ : X → R is a
Borel isomorphism. For M ⊆ X,

M ∈ M(X) ⇐⇒ M ∩ X2 ∈ M(X)
(because X \ X2 is meager)
⇐⇒ M ∩ X2 ∈ M(X2 ) ⇐⇒ ψ[M ∩ X2 ] ∈ M(H)
⇐⇒ θ[M ] ∩ H ∈ M(H) ⇐⇒ θ[M ] ∈ M.

So θ is an isomorphism between the structures (X, B(X), M(X)) and (R, B, M). Q
Q
(ii) Again, the most important special cases here are X = [0, 1], X = {0, 1}N and X = N N .

522X Basic exercises >(a) Let K be the σ-ideal of subsets of N N generated by the compact sets. Show that
(K, ⊆) is Tukey equivalent to the partially ordered set of 522C, so that add K = b and cf K = d.

(b) Let (X, Σ, µ) be an atomless semi-finite measure space with µX > 0. Show that #(X) ≥ non N . (Hint: 343Cb.)

(c) Show that (R, ∈, M) ≡GT (R, ∈, N )⊥ . (Hint: there is a comeager negligible set.) Use this to prove 522G.

> (d) Show that there are just 23 assignments of values to the cardinals of Cichoń’s diagram which are allowed by
the results in 522D-522P and have c = ω2 .
108 Cardinal functions of measure theory 522Xe

(e) Let (X, Σ, µ) be a complete locally determined space, and suppose that κ is the least cardinal of any cover of a
non-negligible measurable set by negligible sets. Let A ⊆ X be such that both A and X \ A can be expressed as the
union of fewer than κ measurable sets. Show that A ∈ Σ.

(f ) Show that if cov N > ω1 then every ∆ 12 (= PCA-&-CPCA) set in a Polish space is universally measurable.

(g) Let Z be the Stone space of the measure algebra A of Lebesgue measure. Show that the Novák number n(Z) of
Z and the Martin number m(A) of A are both equal to cov N .

522Y Further exercises (a) Show that if add N = cf N then (R, M) and (R, N ) are isomorphic, in the sense that
there is a bijection f : R → R such that A ⊆ R is meager iff f [A] is Lebesgue negligible.

(b) Show that if cov N > ω1 then cov N ≥ mpcω1 . (Hint: 525Ud.)

(c) Let X be any topological space with countable π-weight and write M(X) for the family of meager subsets of
X. Show that there is a Tukey function from M(X) to M, and that if the category algebra of X is not purely atomic
then M(X) and M are Tukey equivalent.

(d) Let P and Q be partially ordered sets, ∼ an equivalence relation on P , and π : P → Q a surjective function
such that, for p0 , p1 ∈ P , π(p0 ) ≤ π(p1 ) iff there is a p ∼ p0 such that p ≤ p1 . Suppose that κ is a cardinal such that
no ∼-equivalence class has cardinal greater than κ. Show that add(Q) ≤ max(FN(P ), κ).

(e) Suppose that FN(PN) = ω1 . Show that whenever A ⊆ R is non-meager there is a set B ∈ [A]ω1 such that every
uncountable subset of B is non-meager.

(f ) Suppose that FN(PN) = p and that κ ≥ cov M is such that cf[κ]<p ≤ κ. Show that κ = c.

(g) Show that if cov M < non M then cov M < FN(PN). (Hint: 522Te.)

(h) (S.Geschke) Show that if FN∗ (PN) ≤ cov M then non M ≤ FN∗ (PN). (Hint: proof of 522Tc.)

(i) Let S (0) be the family described in the proof of 522Uf. For any sets A, B say that A ⊆∗ B if A \ B is finite, and
define ≤∗ as in 522C. Show that (S (0) , ⊆∗ , S (0) ) 4GT (N N , ≤∗ , N N ) n (N N , ⊆∗ , S (0) ).

(j) Suppose that we have supported relations (A, R, B) and (B, S, B) such that (a, c) ∈ R whenever (a, b) ∈ R and
(b, c) ∈ S. Show that if ω ≤ cov(A, R, B) < ∞ then cf(cov(A, R, B)) ≥ add(B, S, B).

(k)(i) Suppose that A ⊆ R is such that both A and its complement can be expressed as the union of fewer than
cov N Borel sets. Show that A is Lebesgue measurable. (ii) Suppose that cov N > ω1 . Show that if A ⊆ R is a ∆12 set
(that is, both A and it complement are PCA sets), then A is universally measurable.

522 Notes and comments All the significant ideas of this section may be found in Bartoszyński & Judah 95,
with a good deal more.
For many years it appeared that ‘measure’ and ‘category’ on the real line, or at least the structures (R, B, N ) and
(R, B, M) where B is the Borel σ-algebra of R, were in a symmetric duality. It was perfectly well understood that
the algebras A = B/B ∩ N and G = B/B ∩ M – what in this book I call the ‘Lebesgue measure algebra’ and the
‘category algebra of R’ – are very different, but their complexities seemed to be balanced, and such results as 522G
encouraged us to suppose that anything provable in ZFC relating measure to category ought to respect the symmetry.
It therefore came as a surprise to most of us when Bartoszyński and Raisonnier & Stern (independently, but both
drawing inspiration from ideas of Shelah 84, themselves responding to a difficulty noted in Solovay 70) showed that
add N ≤ add M in all models of set theory. (It was already known that add N could be strictly less than add M.)
The diagram in its present form emphasizes a new dual symmetry, corresponding to the duality of Galois-Tukey
connections (512Ab). No doubt this also is only part of the true picture. It gives no hint, for instance, of a striking
difference between cov M and cov N . While cov M = mcountable must have uncountable cofinality (522Uf), cov N can
be ωω (Shelah 00).
I have hardly mentioned shrinking numbers here. This is because while shr M and shr N can be located in Cichoń’s
diagram (we have non M ≤ shr M ≤ cf M and non N ≤ shr N ≤ cf N , by 511Kc), they are not known to be connected
organically with the rest of the diagram. I will return to them in a more general context in 523M.
In 522S I give two classic ‘Martin’s axiom’ arguments. They are typical in that the structure of the proof is to
establish that there is a suitable partially ordered set for which a ‘generic’ upwards-directed subset will provide an
object to witness the truth of some assertion. ‘Generic’, in this context, means ‘meeting sufficiently many cofinal sets’.
§523 intro. The measure of {0, 1}I 109

If there were any more definite method of finding the object sought, we would use it; these constructions are always
even more ethereal than those which depend on unscrupulous use of the axiom of choice. ‘Really’ they are names in a
suitable forcing language, since (as a rule) we can lift Martin numbers above ω1 only by entering a universe created by
forcing. But in this chapter, at least, I will try to avoid such considerations, and use arguments which are expressible
in the ordinary language of ZFC, even though their non-trivial applications depend on assumptions beyond ZFC.
Of the partially ordered sets S ∞ and P in the proof of 522S, the former comes readily to hand as soon as we cast
the problem in terms of the supported relation (N N , ⊆∗ , S); we need only realize that we can express members of S as
limits of upwards-directed subsets of a subfamily in which there is some room to manoeuvre, so that we have enough
cofinal sets. The latter is more interesting. It belongs to one of the standard types in that the partially ordered set is
made up of pairs (σ, F ) in which σ is the ‘working part’, from which the desired object
T S
M = R \ n∈N σ∈R,i≥n σ(i)
will be constructed, and F is a ‘side condition’, designed to ensure that the partial order of P interacts correctly
with the problem. In such cases, there is generally a not-quite-trivial step to be made in proving that the ordering is
transitive ((b-i) of the proof of 522S). Note that we have two classes of cofinal set to declare in (b-iii) of the proof here;
the QnV are there to ensure that M is meager, and the Q0H to ensure that it includes every member of H. And a final
element which must appear in every proof of this kind, is the check that the partial order found is of the correct type,
σ-linked in (a) and σ-centered in (b).
In 522T I suggest that it is natural to try to locate any newly defined cardinal among those displayed in Cichoń’s
diagram. Of course there is no presumption that it will be possible to do this tidily, or that we can expect any
final structure to be low-dimensional; the picture in 522S is already neater than we are entitled to expect, and the
complications in 522T (and 522Ye-522Yh) are a warning that our luck may be running out. However, we can surprisingly
often find relationships like the ones between FN(PN), b, shr M and cov M here, which is one of my reasons for
using this approach. It is very remarkable that under fairly weak assumptions on cardinal arithmetic (the hypothesis
‘cov M < ωω ’ in 522Td is much stronger than is necessary, since in ‘ordinary’ models of set theory we have cf[κ]≤ω = κ
whenever cf κ > ω – see 5A1Qc and 5A1R), the axiom ‘FN(PN) = ω1 ’ splits Cichoń’s diagram neatly into two halves.
For an explanation of why it was worth looking for such a split, see Fuchino Geschke & Soukup 01.
For the sake of exactness and simplicity, I have maintained rigorously the convention that M and N are the ideals
of meager and negligible sets in R with Lebesgue measure. But from the point of view of the diagram, they are ‘really’
representatives of classes of ideals defined on non-empty Polish spaces without isolated points, on the one hand, and
on atomless countably separated σ-finite perfect measure spaces of non-zero measure on the other (522V). The most
natural expressions of the duality between the supported relations (R, ∈, M) and (R, ∈, N ) (522G, 522Xc) depend, of
course, on the fact that both structures are invariant under translation; but even this is duplicated in R r and in infinite
compact metrizable groups like {0, 1}N .
At some stage I ought to mention a point concerning the language of this chapter. It is natural to think of such
expressions as add N as names for objects which exist in some ideal universe. Starting from such a position, the
sentence ‘it is possible that add N < add M’ has to be interpreted as ‘there is a possible mathematical universe in
which add N < add M’. But this can make sense only if ‘add N ’ can refer to different objects in different universes,
and has a meaning independent of any particular incarnation. I think that in fact we have to start again, and say
that the expression add N is not a name for an object, but an abbreviation of a definition. We can then speak of
the interpretations of that definition in different worlds. In fact we have to go much farther back than the names for
cardinals in this section. PN and R also have to be considered primarily as definitions. The set N itself has a relatively
privileged position; but even here it is perhaps safest to regard the symbol N as a name for a formula in the language
of set theory rather than anything else. Fortunately, one can do mathematics without aiming at perfect consistency or
logical purity, and I will make no attempt to disinfect my own language beyond what seems to be demanded by the
ideas I am trying to express at each moment; but you should be aware that there are possibilities for confusion here,
and that at some point you will need to find your own way of balancing among them. My own practice, when the path
does not seem clear, is to re-read Kunen 80.

523 The measure of {0, 1}I


In §522 I tried to give an account of current knowledge concerning the most important cardinals associated with
Lebesgue measure. The next step is to investigate the usual measure νI on {0, 1}I for an arbitrary set I. Here I discuss
the cardinals associated with these measures. Obviously they depend only on #(I), and are trivial if I is finite. I
start with the basic diagram relating the cardinal functions of νκ and νλ for different cardinals κ and λ (523B). I take
the opportunity to mention some simple facts about the measures νI (523C-523D). Then I look at additivities (523E),
covering numbers (523F-523G), uniformities (523H-523L), shrinking numbers (523M) and cofinalities (523N). I end
with a description of these cardinals under the generalized continuum hypothesis (523P).
110 Cardinal functions of measure theory 523A

523A Notation For any measure µ, write N (µ) for the null ideal of µ. For any set I, I will write νI for the usual
measure on {0, 1}I and NI = N (νI ) for its null ideal. Recall that ({0, 1}ω , Nω ) is isomorphic to (R, N ), where N
is the Lebesgue null ideal (522Va). I use the notions of Galois-Tukey connection and Tukey function as described in
§§512-513.

523B The basic diagram Suppose that κ and λ are infinite cardinals, with κ ≤ λ. Then we have the following
diagram for the additivity, covering number, uniformity, shrinking number and cofinality of the ideals Nκ and Nλ :

cov Nλ cov Nκ cf Nκ cf Nλ λω

shr Nκ shr Nλ

ω1 add Nλ add Nκ non Nκ non Nλ

(As in 522B, the cardinals here increase from bottom left to top right.)
proof For the inequalities relating two cardinals associated with the same ideal, see 511Kc; all we need to know is
that Nκ and Nλ are proper ideals containing singletons. For the inequalities relating the cardinal functions of the two
different ideals, use 521F; νκ is the image of νλ under the map x 7→ xκ : {0, 1}λ → {0, 1}κ , by 254Oa. Of course
ω1 ≤ add Nλ . I leave the final inequality cf Nλ ≤ λω for the moment, since this will be part of Theorem 523N below.

523C In the next few paragraphs I will say what is known about the cardinals here. It will be convenient to begin
with two easy lemmas.
Lemma Let I be any set, and J any family of subsets of I such that every countable subset of I is included in some
member of J . Then a subset A of {0, 1}I belongs to NI iff there is some J ∈ J such that {xJ : x ∈ A} ∈ NJ .
proof For J ⊆ I, x ∈ {0, 1}I set πJ (x) = xI. Then νJ = νI πJ−1 (254Oa), so A ∈ NI whenever there is some J ∈ J
such that πJ [A] ∈ NJ . On the other hand, if A ∈ NI , there is a countable set K ⊆ I such that πK [A] ∈ NK (254Od).
Now there is a J ∈ J such that K ⊆ J, so that πJ−1 [πJ [A]] ⊆ πK −1
[πK [A]] ∈ NI and πJ [A] ∈ NJ .

523D Because the measures νI are homogeneous in a strong sense, we have the following facts which are occasionally
useful.
Proposition Let κ be an infinite cardinal, and T the domain of νκ . For A ⊆ {0, 1}κ write TA for the subspace
σ-algebra on A.
(a) If E ⊆ {0, 1}κ is measurable and not negligible,
S then (E, TE , Nκ ∩ PE) is isomorphic to ({0, 1}κ , T, Nκ ).
(b) If E ⊆ Nκ and #(E) < cov Nκ , then (νκ )∗ ( E) = 0.
(c) If A ⊆ {0, 1}κ is non-negligible, then there is a set B ⊆ {0, 1}κ , of full outer measure, such that (A, TA , Nκ ∩ PA)
is isomorphic to (B, TB , Nκ ∩ PB).
(d) There is a set A ⊆ {0, 1}κ of cardinal non Nκ which has full outer measure.
proof (a) In fact the subspace measure on E is isomorphic to a scalar multiple of νI (344L2 ).
S
(b) ?? Otherwise, let F ⊆ E be a non-negligible measurable set; then {F ∩ E : E ∈ E} witnesses that cov(F, Nκ ∩
PF ) < cov Nκ , which contradicts (a). X
X
(c) Let E be a measurable envelope of A. By (a), there is a bijection f : E → {0, 1}κ which is an isomorphism of
the structures (E, TE , Nκ ∩ PE) and ({0, 1}κ , T, Nκ ). Set B = f [A]. Then f A is an isomorphism of the structures
(A, TA , Nκ ∩ PA) and (B, TB , Nκ ∩ PB). Moreover, since A meets every member of TE \ Nκ , B meets every member
of T \ Nκ , that is, B is of full outer measure.
(d) Let A0 ⊆ {0, 1}κ be a non-negligible set of cardinal non Nκ . By (c), there is a set A of full outer measure which
is isomorphic to A0 in the sense described there; in particular, #(A) = non Nκ .

523E Additivities Because the function κ 7→ add Nκ is non-increasing, it must stabilize, that is, there is some κ0
such that add Nκ = add Nκ0 for every κ ≥ κ0 . But in fact it stabilizes almost immediately. If κ is any uncountable
cardinal, then add Nκ = add νκ = ω1 , by 521Hb. Thus among the additivities add Nκ , only add Nω = add N , the
additivity of Lebesgue measure, can have any surprises for us.
2 Later editions only.
523I The measure of {0, 1}I 111

523F Covering numbers Still on the left-hand side of the diagram, we again have a non-increasing function
κ 7→ cov Nκ . We therefore have a critical value after which it is constant. We can locate this value to some extent
through the following simple fact. If θ = min{cov Nκ : κ is a cardinal}, then cov Nθ = θ. P P Let κ be such that
cov Nκ = θ. For I ⊆ κ, set πI (x) = xI for x ∈ {0, 1}κ . Let E ⊆ Nκ be S a cover of {0, 1}κ of cardinality θ. For each
E ∈ E, let IE ⊆ κ be a countable set such that πIE [E] ∈ NIE . Set I = E∈E IE , so that #(I) ≤ θ and πI [E] ∈ NI
for every E ∈ E. Then {πI [E] : E ∈ E} is a cover of {0, 1}I by at most cov Nκ sets, and cov NI ≤ cov Nκ . Since
({0, 1}I , NI ) is isomorphic to ({0, 1}#(I) , N#(I) ), we also have
cov Nθ ≤ cov N#(I) ≤ cov Nκ = θ ≤ cov Nθ ,
and cov Nθ = θ. Q
Q
What this means is that if κc is the critical value, so that cov Nκ = θ iff κ ≥ κc , then
ω ≤ κc ≤ θ ≤ cov Nω = cov N ≤ c.
Another way of putting the same idea is to say that
if λ is a cardinal such that cov Nλ ≥ λ then cov Nκ ≥ λ for every κ
(since θ ≥ λ).

523G When the additivity of Lebesgue measure is large we have a further constraint on covering numbers.
Proposition (Kraszewski 01) If κ is an infinite cardinal and cov Nκ < add N , then cov Nκ ≤ cf[κ]≤ω .
proof Let E be a subset of Nκ of size cov Nκ with union {0, 1}κ , and J a cofinal subset of [κ]ω of size cf[κ]≤ω . For
J ∈ J and x ∈ {0, 1}κ set πJ (x) = xJ, κ J
S so that πJ : {0, 1} → {0, 1} is inverse-measure-preserving. For J ∈ J set
EJ = {E : E ∈ E, πJ [E] ∈ NJ }, HJ = EJ . Since
#(EJ ) ≤ #(E) = cov Nκ < add N = add Nω = add NJ ,
FJ = {πJ [E] : E ∈ EJ } ∈ NJ and HJ ⊆ πJ−1 [FJ ] ∈ Nκ . Since EJ = E (523C) covers {0, 1}κ , {HJ : J ∈ J } covers
S S
κ and cov Nκ ≤ #(J ) = cf[κ]≤ω .

523H Uniformities On the other side of the diagram we have non-decreasing functions. To get lower bounds for
non Nκ we have the following method.
Lemma (Kraszewski 01) Suppose that I is a set and F a family of functions with domain I such that for every
countable J ⊆ I there is an f ∈ F such that f J is injective. Then
non NI ≤ max(#(F ), supf ∈F non Nf [I] ).

proof If I is finite the result is trivial. Otherwise, for each f ∈ F take a non-negligible subset Af of {0, 1}f [I]
of size non Nf [I] . For y ∈ Af set xf y = yf ∈ {0, 1}I . Set A = {xf y : f ∈ F, y ∈ Af }. ?? If A ∈ NI , there is
a countable set J ⊆ I such that {xJ : x ∈ A} ∈ NJ . Let f ∈ F be such that f J is injective. Then we have
a function φ : {0, 1}f [I] → {0, 1}J defined by saying that φ(z) = zf J for every z ∈ {0, 1}f [I] , and (because f J
is injective) φ is inverse-measure-preserving for νf [I] and νJ , so φ[Af ] cannot be νJ -negligible. But if y ∈ Af then
φ(y)(ξ) = y(f (ξ)) = xf y (ξ) for every ξ ∈ J, so φ[Af ] ⊆ {xJ : x ∈ A}, which is supposed to be negligible. X
X
Thus A is not negligible, and
non NI ≤ #(A) ≤ max(ω, #(F ), supf ∈F #(Af )) = max(#(F ), supf ∈F non Nf [I] )
because we are supposing that I is infinite, so there is some f ∈ F such that f [I] is infinite.

523I Theorem (a) For any cardinal κ,


non Nκ ≤ max(non N , cf[κ]≤ω ).
(b) For any cardinal κ > 0,
non N2κ ≤ max(c, cf[κ]≤ω )
is at most the cardinal power κω .
(c) If κ is a cardinal of uncountable cofinality then non Nκ+ ≤ max(κ, non Nκ ).
(d) If κ is a limit cardinal of uncountable cofinality, then non Nκ+ ≤ max(cf κ, supλ<κ non Nλ ).
(e) If κ is any infinite cardinal then non N2κ+ ≤ max(κ+ , non N2κ ).
+
Remark TEX, for once, is obscure; 2κ here is #(P(κ+ )), not (2κ )+ .
112 Cardinal functions of measure theory 523I

proof (a) Let J ⊆ [κ]≤ω be a cofinal set of size cf[κ]≤ω , and for J ∈ J let fJ be the identity function on J. Applying
523H with F = {fJ : J ∈ J } we get

non NI ≤ max(#(J ), sup non NJ )


J∈J

≤ max(non Nω , cf[κ]≤ω ) = max(non N , cf[κ]≤ω ).

(b) Take J as in (a). This time, for J ∈ J , define fJ : Pκ → PJ by setting fJ (A) = A ∩ J for every A ⊆ κ.
Applying 523H with F = {fJ : J ∈ J } we get

non N2κ = non NPκ ≤ max(#(J ), sup non NPJ )


J∈J
≤ω
≤ max(cf[κ] , non Nc )
≤ω
≤ max(cf[κ] , non N , cf[c]≤ω )
= max(cf[κ]≤ω , c)
(5A1E(c-ii)). Now
non N2κ ≤ max(c, cf[κ]≤ω ) ≤ max(c, κω ) = κω
if κ ≥ 2; for κ = 1, we have non N2 = 1 = 1ω .
(c) Start by fixing an injective function hζ : ζ → κ for each ζ < κ+ . For ξ < κ define fξ : κ+ → κ by saying that
fξ (ζ) = min(κ \ {fξ (η) : η < ζ, hζ (η) ≤ ξ})
+ +
for ζ < κ . If J ⊆ I is countable, then ξ = supη,ζ∈J,η<ζ hζ (η) is less than κ, because cf κ > ω, and fξ (η) 6= fξ (ζ) for
all distinct η, ζ ∈ K. Applying 523H with F = {fξ : ξ < κ}, we get
non Nκ+ ≤ max(#(F ), supf ∈F non Nf [κ+ ] ) ≤ max(κ, non Nκ ).

(d) Again choose an injective function hζ : ζ → κ for each ζ < κ+ . This time, let K ⊆ κ be a cofinal set of size cf κ
consisting of cardinals, and for λ ∈ K define fλ : κ+ → λ+ by the formula
fλ (ζ) = min{λ+ \ {fλ (η) : η < ζ, hζ (η) ≤ λ})
for ζ < κ+ . If J ⊆ κ+ is countable, then there is a λ ∈ K such that λ ≥ supη,ζ∈J,η<ζ hζ (η), and fλ (η) 6= fλ (ζ) for all
distinct η, ζ ∈ J. Applying 523H with F = {fλ : λ ∈ K}, we get
non Nκ+ ≤ max(#(F ), supf ∈F non Nf [κ+ ] ) ≤ max(cf κ, supλ<κ non Nλ ).

(e) For A ⊆ κ+ , ξ < κ+ set fξ (A) = A ∩ ξ. If J ⊆ Pκ+ is countable, there is a ξ < κ+ such that A ∩ ξ 6= A0 ∩ ξ for
all distinct A, A0 ∈ J , that is, fξ J is injective. So 523H tells us that

non N2κ+ = non NP(κ+ ) ≤ max(κ+ , sup non Nfξ [κ+ ] )


ξ<κ+

≤ max(κ+ , sup non NPξ ) = max(κ+ , non N2κ ).


ξ<κ+

523J Corollary (Kraszewski 01) (a) non Nω2 = non Nω1 = non N .
(b) For any n ∈ N, non Nωn+1 ≤ max(ωn , non N ).
(c) non N2ω1 = non Nc .
(d) If n ∈ N then non N2ωn ≤ max(ωn , non Nc ).
proof (a) We have

non N = non Nω ≤ non Nω2


(523B)
≤ max(ω1 , non Nω1 )
(523Ic)
≤ max(ω1 , non N , cf[ω1 ]≤ω )
(523Ia)
523M The measure of {0, 1}I 113

= max(ω1 , non N )
(5A1E(e-iv))
= non N .

(b) Induce on n, using 523Ic for the inductive step.


(c) By 523Ie, non N2ω1 ≤ max(ω1 , non Nc ); since
ω1 ≤ non Nc ≤ non N2ω1 ,
we have the result.
(d) Induce on n, using 523Ie for the inductive step.

523K Corollary (Burke n05) For any sets I, K let Υω (I, K) be the least cardinal of any family F of functions
from I to K such that for every countable J ⊆ I there is an f ∈ F which is injective on J. (If #(K) < max(ω, #(I))
take Υω (I, K) = ∞.) Then
(a) non NI ≤ max(Υω (I, K), non NK ) for all sets I and K;
(b) if κ ≥ c is a cardinal, then non Nκ = max(Υω (κ, c), non Nc ).
proof (a) This is just a slightly weaker version of 523H.
(b) The point is that Υω (κ, c) ≤ non Nκ . P P Let A ⊆ {0, 1}κ×ω be a non-negligible set of cardinal non Nκ×ω . For
κ×ω ω
x ∈ {0, 1} define fx : κ → {0, 1} by setting fx (ξ) = hx(ξ, n)in∈N for each ξ < κ. If ξ, η < κ are distinct, then
{x : fx (ξ) = fx (η)} is negligible, so if J ⊆ κ is countable then {x : fx J is injective} is conegligible and meets A.
Accordingly {fx : x ∈ A} witnesses that
Υω (κ, c) = Υω (κ, {0, 1}ω ) ≤ #(A) = non Nκ×ω = non Nκ . Q
Q
Since we already know that
non Nc ≤ non Nκ ≤ max(Υω (κ, c), non Nc ),
we have the result.

523L On the other side we can find lower bounds which give a notion of the rate of growth of the numbers non Nκ
as κ increases.
Proposition (a) If λ and κ are infinite cardinals with κ > 2λ , then non Nκ > λ.
(b) If κ is a strong limit cardinal of countable cofinality then non Nκ > κ.
proof (a) Let A ⊆ {0, 1}κ be any set of size at most λ. For ξ < κ set Bξ = {x : x ∈ A, x(ξ) = 1}. Because κ > 2#(A) ,
there is some B ⊆ A such that I = {ξ : Bξ = B} is infinite. But what this means is that if ξ ∈ I then x(ξ) = 1 for every
ξ ∈ B and x(ξ) = 0 for every x ∈ A \ B, and A ⊆ {x : x is constant on I} is negligible. As A is arbitrary, non Nκ > λ.
(d) By (a), non Nκ > λ for every λ < κ, so non Nκ ≥ κ; but also cf(non Nκ ) ≥ add Nκ (513C(b-ii)), so non Nκ has
uncountable cofinality and must be greater than κ.

523M Shrinking numbers As with non N• , the functions κ 7→ shr Nκ and κ 7→ shr Nκ are non-decreasing, by
521Fb. Some of the ideas used in 523I can be adapted to this context, but the pattern as a whole is rather different.
Proposition (a)(i) For any non-zero cardinals κ and λ,
shr Nκ ≤ max(covSh (κ, λ, ω1 , 2), supθ<λ shr Nθ ).
(ii) For any infinite cardinal κ, shr Nκ ≤ max(shr N , cf[κ]≤ω ).
(iii) If cf κ > ω, then shr Nκ ≤ max(κ, supθ<κ shr Nθ ).
(b) For any infinite cardinal κ,
(i) shr Nκ ≥ κ;
(ii) cf(shr Nκ ) > ω;
(iii) cf(shr+ Nκ ) > κ.
Remark For the definition of covSh , see 5A2Da.
proof (a)(i) If covSh (κ, λ, ω1 , 2) = ∞ or κ is finite this is trivial. Otherwise, take a non-negligible A ⊆ {0, 1}κ .SLet
J ⊆ [κ]<λ be a set of size covSh (κ, λ, ω1 , 2) such that for every I ∈ [κ]<ω1 there is a D ∈ [J ]<2 such that I ⊆ D,
that is, there is a J ∈ J such that I ⊆ J. For each J ∈ J , AJ = {xJ : x ∈ A} is non-negligible; let BJ ⊆ AJ be a
114 Cardinal functions of measure theory 523M

non-negligible set of size at most shr NJ . Let B ⊆ A be a set of size at most max(ω, #(J ), supJ∈J shr NJ ) such that
BJ ⊆ {xJ : x ∈ B} for every J ∈ J . If I ⊆ κ is countable, there is a J ∈ J such that I ⊆ J, so {xI : x ∈ B} ⊇ {yI :
y ∈ BJ } is non-negligible; it follows that B is non-negligible, while #(B) ≤ max(covSh (κ, λ, ω1 , 2), supθ<λ shr Nθ ).
(ii) Taking λ = ω1 in (i),
shr Nκ ≤ max(covSh (κ, ω1 , ω1 , 2), shr Nω ) = max(cf[κ]≤ω , shr N ).

(iii) Take λ = κ in (a); as [κ]≤ω = ξ<κ [ξ]≤ω ,


S

shr Nκ ≤ max(covSh (κ, κ, ω1 , 2), supθ<κ shr Nθ ) = max(κ, supθ<κ shr Nθ ).

(b)(i) Induce on κ. If κ = ω the result is trivial. For the inductive step to κ+ , consider the set
+
A = {x : x ∈ {0, 1}κ , ∃ ξ < κ+ , x(η) = 0 for every η ≥ ξ}.
+
Then the only set which includes A and is determined by a countable set of coordinates is {0, 1}κ , so A has full outer
measure. On the other hand, if B ⊆ A and #(B) ≤ κ, then there is some ζ < κ+ such that x(ξ) = 0 for every x ∈ B
and every ξ ≥ ζ, so B is negligible. Thus A witnesses that shr Nκ+ ≥ κ+ . Because κ 7→ shr Nκ is non-decreasing
(523B), the inductive step to limit cardinals κ is trivial.
(ii) ?? Now suppose, if possible, that cf(shr Nκ ) = ω. Then there is a sequence hλn in∈N of cardinals less than
shr Nκ with supremum shr Nκ . For each n ∈ N set In = κ × {n}, and let An ⊆ {0, 1}In be a non-negligible set such
that every non-negligible subset of An has more than λn members. By 523Dc, there is a set Bn ⊆ {0, 1}In of full outer
measure such that every non-negligible subset of Bn has more than λn members. Set
B = {x : x ∈ {0, 1}κ×N , xIn ∈ Bn for every n ∈ N}.
Then the natural isomorphism between {0, 1}κ×N and n∈N {0, 1}In identifies B with n∈N Bn , so B has full outer
Q Q

measure in {0,S1}κ×N (254Lb). There must therefore be a set C ⊆ B, of non-zero measure, such that #(C) ≤ shr Nκ .
Express C as n∈N Cn where #(Cn ) ≤ λn for every n. Then there is an n ∈ N such that Cn is not negligible, in which
case Dn = {xIn : x ∈ Cn } is non-negligible. But Dn ⊆ Bn and #(Dn ) ≤ λn , so this is impossible. X
X
(iii) The argument of (i) shows that if κ is a successor cardinal, then shr+ Nκ > κ. So we need consider only the
case in which κ is a limit cardinal. ?? If cf(shr+ Nκ ) ≤ κ, then there is a family hλξ iξ<κ of cardinals less than shr+ Nκ
with supremum shr+ Nκ . I use the same method as in (ii). For each ξ < κ set Iξ = κ × {ξ}, and let Bξ ⊆ {0, 1}Iξ be a
set of full outer measure such that every non-negligible subset of Bξ has at least λξ members. Set
B = {x : x ∈ {0, 1}κ×κ , xIξ ∈ Bξ for every ξ < κ.
Then B has full outer measure in {0, 1}κ×κ . There must therefore be a set C ⊆ B, of non-zero measure, such that
#(C) < shr+ Nκ . Let ξ < κ be such that #(C) < λξ . Then D = {xIξ : x ∈ C} is non-negligible. But D ⊆ Bξ and
#(Dξ ) < λξ , so this is impossible. X
X

523N Cofinalities For the cardinals cf Nκ the pattern from 523Ia and 523Mb continues, and indeed we have an
exact formula.
Theorem For any infinite cardinal κ,
κ ≤ cf Nκ = max(cf N , cf[κ]≤ω ) ≤ κω .

proof (a) cf Nκ ≤ max(cf N , cf[κ]≤ω ). P P Let J be a cofinal family in [κ]ω of cardinal cf[κ]≤ω . For each J ∈ J ,
κ
write πJ (x) = xJ for x ∈ {0, 1} . Let EJ be a cofinal subset of NJ of cardinal cf NJ = cf Nω = cf N . Consider
F = {πJ−1 [E] : J ∈ J , E ∈ EJ }. By 523C, F is cofinal with Nκ , so that
cf Nκ ≤ #(F) ≤ max(cf N , cf[κ]≤ω ). Q
Q

(b) We know that cf[κ]≤ω ≤ cf Nκ (521Hb) and that cf N = cf Nω ≤ cf Nκ (523B). So cf Nκ = max(cf N , cf[κ]≤ω ).
(c) For the inequalities, note that if κ is uncountable then
cf[κ]≤ω ≥ cov(κ, [κ]≤ω ) = κ.
On the other side, cf N ≤ c ≤ κω and cf[κ]≤ω ≤ #([κ]≤ω ) = κω .

523O Cofinalities of the cardinals In 523Mb I have shown that shr Nκ has uncountable cofinality for infinite
κ, and rather more about shr+ Nκ . From 513Cb we have a little information concerning the cofinalities of add Nκ ,
cov Nκ , non Nκ and cf Nκ ; but except when κ = ω we learn only that cf Nκ and non Nκ have uncountable cofinality,
and that if cov Nκ = cf Nκ then their common cofinality is at least non Nκ . This last remark can apply only to ‘small’
κ, since cf Nκ ≥ κ (if κ is infinite) and cov Nκ ≤ cov N .
523Xd The measure of {0, 1}I 115

523P The generalized continuum hypothesis In this chapter I am trying to present arguments in forms which
show their full strength and are not tied to particular axioms beyond those of ZFC. However it is perhaps worth
mentioning that in one of the standard universes the pattern is particularly simple.
Proposition Suppose that the generalized continuum hypothesis is true. Then, for any infinite cardinal κ,

add Nκ = add νκ = cov Nκ = ω1 ;

non Nκ = λ if κ = λ+ where cf λ > ω,


= κ+ if cf κ = ω,
= κ otherwise;

shr Nκ = cf Nκ = κ+ if cf κ = ω,
= κ otherwise;

shr+ Nκ = (shr Nκ )+ = κ++ if cf κ = ω,


= κ+ otherwise;

proof Since
ω1 ≤ add Nκ = add νκ ≤ cov Nκ ≤ cov N ≤ c = ω1 ,
the additivity and covering number are always ω1 .
If cf κ = ω, then
κ+ ≤ shr Nκ ≤ cf Nκ = max(ω1 , cf[κ]≤ω ) ≤ 2κ = κ+
by 523Mb and 523N. If cf κ > ω then
κ ≤ shr Nκ ≤ cf Nκ ≤ κ
by 523M(b-i), 523N and 5A1Pb. This deals with shr Nκ and cf Nκ . For the augmented shrinking numbers, we know
that κ < shr+ Nκ ≤ (shr Nκ )+ (523M(b-iii)), with equality if shr Nκ is a successor cardinal, so in the present case we
must have shr+ Nκ = (shr Nκ )+ .
As for non Nκ , if κ = λ+ where cf λ > ω, then κ > 2θ for every θ < λ, so we have
λ ≤ non Nκ ≤ cf[λ]ω = λ
(523Ib, 523La, 5A1Pb). If κ = λ+ where cf λ = ω, then
λ ≤ non Nκ ≤ λω ≤ 2λ = κ;
but as non Nκ has uncountable cofinality (513C(b-ii)), non Nκ must be κ. If κ is a limit cardinal, then κ > 2θ for every
θ < κ, so
κ ≤ non Nκ ≤ max(ω1 , cf[κ]≤ω );
if cf κ > ω this is already enough to show that non Nκ = κ; if cf κ = ω then non Nκ cannot be κ so must be κ+ = κω .

523X Basic exercises (a) Show that


(Nκ , 63, {0, 1}κ ) 4GT ([κ]≤ω , ⊆, [κ]≤ω ) n (N , 63, R)
for every infinite cardinal κ. (See 512I for the definition of n.) Use this to prove 523Ia.

(b) Let κ and λ be cardinals, and I a proper σ-ideal of subsets of κ. Show that non NTrI (κ;λ) ≤ max(κ, non Nλ ).

(c) Let κ be an infinite cardinal, and J a family of subsets of κ such that every countable subset of κ is included
in some member of J . Show that non Nκ ≤ max(cf J , supJ∈J non NJ ), shr Nκ ≤ max(cf J , supJ∈J shr NJ ), cf Nκ ≤
max(cf J , supJ∈J cf NJ ).

(d) Show that


(Nκ , ⊆, Nκ ) 4GT ([κ]≤ω , ⊆, [κ]≤ω ) n (N , ⊆, N )
for every infinite cardinal κ. Use this to prove 523N.
116 Cardinal functions of measure theory 523Xe

(µ)
(e) Let (X, Σ, µ) be any probability space, and for a set I write NI for the null ideal of the product measure on
I (µ) (µ)
X . Show that all the results of 523E-523J, 523L-523N are valid with NI in place of NI and Nω in place of N ,
except that
(µ)
—– in 523F we can no longer be sure that cov Nω ≤ c;
(µ)
—– in 523Ib we need to write ‘non N2κ ≤ max(c, non Nω , cf[κ]≤ω )’;
—– in 523L and 523Mb we have to assume that the measure algebra of µ is not {0, 1}, so that the product measure
on X N is atomless;
(µ)
—– in 523N we can no longer be sure that cf Nω ≤ κω .

523Y Further exercises (a) Set A = PR/N . (i) Show that c ≤ c(A) ≤ π(A) ≤ 2shr N . (ii) Show that if shr+ N ≥ c
and 2λ ≤ c for every λ < c, then c(A) = 2c .

(b) Let κ be an infinite cardinal. Show that there is a family J ⊆ [κ]≤ω such that #(J ) ≤ shr Nκ and every infinite
subset of κ meets some member of J in an infinite set.

(c) Suppose that κ ≥ ω and that [κ]≤ω has bursting number at most add N . Show that Nκ ≡T [κ]≤ω × N . (Hint:
Fremlin 91a.)

(d) Show that


(ω1 , ≤, ω1 ) n (ω1 , ≤, ω1 ) 64GT (ω1 , ≤, ω1 ) × (ω1 , ≤, ω1 ).

(e) For infinite cardinals κ, write Mκ for the ideal of meager subsets of {0, 1}κ . Show that under the same
conventions as in 522B and 523B we have the diagrams

cov Mλ cov Mκ cf Mκ cf Mλ λω

shr Mκ shr Mλ

ω1 add Mλ add Mκ non Mκ non Mλ


and

cov Nκ non Mκ cf Mκ cf Nκ κω

ω1 add Nκ add Mκ cov Mκ non Nκ


whenever ω ≤ κ ≤ λ. Show moreover that all the results of 523E-523P have parallel forms referring to Mκ .

(f ) In the language of 523Ye, show that (i) mpcω1 ≤ cov Mκ ≤ non Nκ for every infinite κ (ii) mσ−linked ≤ cov Nκ ≤
non Mκ if ω ≤ κ ≤ c. (Hint: ω1 is a precaliber of RO({0, 1}κ ), and the measure algebra of νκ is σ-linked if κ ≤ c.)

(g) Show that ♣ implies that cov Nω1 = cov Mω1 = ω1 .

523Z Problem Is there a proof in ZFC that cf[κ]≤ω ≤ shr Nκ for every cardinal κ?

523 Notes and comments The basic diagram 523B is natural and easy to establish. Of course it leaves a great deal
of room, especially on the right-hand side, where we have the increasing functions non N• , shr N• and cf N• , and rather
weak constraints
λ < non Nκ ≤ shr Nκ ≤ cf Nκ ≤ κω whenever 2λ < κ
to control them. However the generalized continuum hypothesis is sufficient to determine exact values for all the
cardinals considered here (523P).
The combinatorics of cf[κ]≤ω and almost-disjoint families of functions are extremely complex, and depend in surpris-
ing ways on special axioms; I think it possible that the results of 523I-523J can be usefully extended. However 523N
at least reduces the measure-theoretic problem of determining cf Nκ to a standard, if difficult, question in infinitary
combinatorics. I do not know if there are corresponding results concerning non Nκ and shr Nκ (see 523Kb and 523Z).
All the ideas in this section up to and including 523P can be applied to ideals of meager sets (523Ye) and indeed to
other classes of ideals satisfying the fundamental lemma 523C; see Kraszewski 01.
524C Radon measures 117

524 Radon measures


It is a remarkable fact that for a Radon measure the principal cardinal functions are determined by its measure
algebra (524J), so can in most cases be calculated in terms of the cardinals of the last section (524P-524Q). The proof
of this seems to require a substantial excursion involving not only measure algebras but also the Banach lattices `1 (κ)
and/or the κ-localization relation (524D, 524E). The same machinery gives us formulae for the cardinal functions of
measurable algebras (524M). The results of §518 can be translated directly to give partial information on the Freese-
Nation numbers of measurable algebras (524O). For covering number and uniformity, we can see from 521J that strictly
localizable compact measures follow Radon measures. I know of no such general results for any other class of measure,
but there are some bounds for cardinal functions of countably compact and quasi-Radon measures, which I give in
524R-524T.

524A Notation If (X, Σ, µ) is a measure space, N (µ) will be the null ideal of µ. For any cardinal κ, νκ will be
the usual measure on {0, 1}κ , and (Bκ , ν̄κ ) its measure algebra. As in §§522-523, I will write Nκ for N (νκ ) and N
for the null ideal of Lebesgue measure on R, so that (R, N ) and ({0, 1}ω , Nω ) are isomorphic (522Va). If A is any
Boolean algebra, I write A+ for A \ {0} and A− for A \ {1}. If (A, R, B) is a supported relation, R 0 is the relation
{(a, I) : a ∈ R−1 [I]} (see 512F). For any cardinal κ, (κN , ⊆∗ , Sκ ) will be the κ-localization relation (522K).

524B Proposition Let (X, T, Σ, µ) be a σ-finite Radon measure space with Maharam type κ. Then N (µ) 4T B−
κ.

proof (a) Suppose, to begin with, that µX = 1 and κ ≥ ω. Let A be the measure algebra of the Radon product
measure λ̃ on Y = X N . Then A ∼ = Bκ . P
P By 417E(ii), A is isomorphic to the measure algebra of the usual product
measure λ on Y , which by 334E is isomorphic to Bκ . Q Q
For E ∈ N (µ), let hFEi ii∈N be a sequence of closed subsets of X such that E ∩ FEi = ∅ and µFEi ≥ 1 − 2−i−1 for
every n ∈ N. Then
λ̃( i∈N FEi ) = λ( i∈N FEi ) ≥ i∈N (1 − 2−i−1) > 0;
Q Q Q

set
FEi )• ∈ A− .
Q
φ(E) = (Y \ i∈N

For b ∈ A− let Kb ⊆ Y be a non-empty compact self-supporting set such that Kb• ∩ b = 0. Set πi (y) = y(i) for i ∈ N
and y ∈ Y . Then each πi [Kb ] ⊆ X is compact and Kb ⊆ i∈N πi−1 [πi [Kb ]], so i∈N µπi [Kb ] > 0 and supi∈N µπi [Kb ] = 1;
Q Q
set
S
ψ(b) = X \ i∈N πi [Kb ] ∈ N (µ).
If E ∈ N (µ) and b ∈ A− and φ(E) ⊆ b and j ∈ N, then
Kb \ πj−1 [FEj ] ⊆ Kb \
Q
i∈N FEi
is negligible. As Kb is self-supporting, Kb \ πj−1 [FEj ] is empty and πj [Kb ] ⊆ FEj . But this means that πj [Kb ] ∩ E = ∅
for every j ∈ N, so that E ⊆ ψ(b).
This shows that φ is a Tukey function, so that N (µ) 4T A− ∼ = B− .
(b) If κ is finite, N (µ) has a greatest member and the constant function with value 0 is a Tukey function from
N (µ) to B− R If κ is infinite and µX 6= 1, then, because µ is σ-finite and not trivial, there is a
κ and the result is trivial.
function f : X → ]0, ∞[ such that f dµ = 1 (215B(ix)). Let ν be the corresponding indefinite-integral measure; then
ν is a Radon probability measure (416S) with the same measurable sets and the same negligible sets as µ (234L3 ), so
has the same measure algebra and the same Maharam type κ. In this case, (a) tells us that N (µ) = N (ν) 4T B− κ.

524C Lemma Let P be a partially ordered set such that p ∨ q = sup{p, q} is defined for all p, q ∈ P . Suppose
that ρ is a metric on P such that P is complete (as a metric space) and ∨ : P × P → P is uniformly continuous with
respect to ρ. Let Q ⊆ P be an open set, and κ ≥ d(Q) a cardinal. Then (Q, ≤ 0 , [Q]<ω ) 4GT (`1 (κ), ≤, `1 (κ)). If Q is
upwards-directed, then Q 4T `1 (κ).
proof (a) If Q is finite, then we can set φ(q) = 0 for every q ∈ Q, ψ(x) = Q for every x ∈ `1 (κ) and (φ, ψ) will be a
Galois-Tukey connection from (Q, ≤ 0 , [Q]<ω ) to (`1 (κ), ≤, `1 (κ)). So let us suppose that Q and κ are infinite.
(b) Let hqξ iξ<κ run over a dense subset of Q. For each q ∈ Q let m(q) ∈ N be such that {p : p ∈ P , ρ(p, q) ≤
2−m(q) } ⊆ Q. For each n ∈ N, let δn > 0 be such that ρ(sup I, sup J) ≤ 2−n whenever ∅ = 6 I ⊆ J ⊆ P and #(J) ≤ 2n
k
and maxq∈J minp∈I ρ(p, q) ≤ 2δn ; such exists because hpi ii<k 7→ supi<k pi : P → P is uniformly continuous whenever
3 Formerly 234D.
118 Cardinal functions of measure theory 524C

k > 0, and in particular when k = 2n . Reducing the δn if necessary, we may suppose that δn+1 ≤ δn ≤ 2−n for every
n.
(c) Define φ : Q → `1 (κ) as follows. Given p ∈ Q, choose a sequence hξ(p, n)in∈N in κ such that ρ(p, qξ(p,n) ) ≤ δn+1
for every n. Take φ(p) ∈ `1 (κ) such that
φ(p)(m(p)) ≥ 1, φ(p)(ξ(p, n)) ≥ 2−n for every n ∈ N
(regarding m(p) as a finite ordinal).
(d) Define ψ : `1 (κ) → [Q]<ω as follows. Given x ∈ `1 (κ), set Kn (x) = {qξ : ξ < κ, x(ξ) ≥ 2−n } for n ∈ N. Then
P∞ −n
#(Kn (x)) ≤ ξ<κ {2−n : x(ξ) ≥ 2−n } ≤ 2kxk1 < ∞,
P P
n=0 2

so there is a k(x) ∈ N such that x(n) < 1 for n ∈ ω \ k(x) and also #(Kn (x)) ≤ 2n for n ≥ k(x). Set K̃(x) = Kk(x) (x).
For s ∈ K̃(x) set
I(x, s, k(x)) = {s}, I(x, s, n + 1) = {q : q ∈ Kn+1 (x), ρ(q, I(x, s, n)) ≤ 2δn+1 }
for n ≥ k(x), writing ρ(q, I) for inf q0 ∈I ρ(q, q 0 ). Because hKn (x)in∈N is non-decreasing, so is hI(x, s, n)in≥k(x) . Set
rxsn = sup I(x, s, n) in P for n ≥ k(x); then ρ(rx,s,n+1 , rxsn ) ≤ 2−n−1 for every n ≥ k(x), by the choice of δn+1 , so
rxs = limn→∞ rxsn is defined in P . Set ψ(x) = Q ∩ {rxs : s ∈ K̃(x)}.
(e) Now (φ, ψ) is a Galois-Tukey connection from (Q, ≤ 0 , [Q]<ω ) to (`1 (κ), ≤, `1 (κ)). P
P Suppose that p ∈ Q and
1
x ∈ ` (κ) are such that φ(p) ≤ x. Then qξ(p,n) ∈ Kn (x) for every n, so s = qξ(p,k(x)) ∈ K̃(x). Also qξ(p,n) ∈ I(x, s, n)
for every n ≥ k(x), because
ρ(qξ(p,n+1) , qξ(p,n) ) ≤ δn+2 + δn+1 ≤ 2δn+1
for every n. So qξ(p,n) ≤ rxsn for every n ≥ k(x). It follows that
p ∨ rxs = limn→∞ qξ(p,n) ∨ rxsn = limn→∞ rxsn = rxs
and p ≤ rxs .
By the choice of k(x), we also have f (p)(n) < 1 for n ≥ k(x), so that m(p) < k(x). We therefore have


X
ρ(rxs , p) ≤ ρ(qξ(p,k(x)) , p) + ρ(rx,s,n+1 , rxsn )
n=k(x)

(because s = qξ(p,k(x)) is the unique member of I(x, s, k(x)), so is equal to rx,s,k(x) )



X
≤ δk(x)+1 + 2−n−1 ≤ 2−k(x)−1 + 2−k(x) ≤ 2−m(p)
n=k(x)

and rxs ∈ Q. So p ≤ rxs ∈ ψ(x) and p ≤ 0 ψ(x). As p and x are arbitrary, (φ, ψ) is a Galois-Tukey connection. Q
Q
(f ) So (Q, ≤ 0 , [Q]<ω ) 4GT (`1 (κ), ≤, `1 (κ)), as claimed.
Finally, if Q is upwards-directed, then add Q ≥ ω, so (Q, ≤, Q) ≡GT (Q, ≤ 0 , [Q]<ω ) (513Id) and (Q, ≤, Q) 4GT
(` (κ), ≤, `1 (κ)), that is, Q 4T `1 (κ).
1

524D Proposition If κ is any cardinal,


(B− 0 − <ω
κ , ⊆ , [Bκ ] ) 4GT (`1 (κ), ≤, `1 (κ)).

proof If κ is finite then B−


κ is finite and the result is trivial. Otherwise, if we give Bκ its measure metric ρ (323Ad),
then it is a complete metric space in which ∪ is uniformly continuous (323Gc, 323B) and B− κ = Bκ \ {1} is an open
set. Now the topological density of B− κ and B κ is κ, by 521O; so 524C gives the result.

524E Proposition Let κ be an infinite cardinal. Then


(`1 (κ), ≤ 0 , [`1 (κ)]≤ω ) 4GT (κN , ⊆∗ , Sκ ).

proof (a) For each i ∈ N, let hziξ iξ<κ run over a norm-dense subset of {x : x ∈ `1 (κ)+ , kxk1 ≤ 4−i }. Now there is a
function φ : `1 (κ) → κN such that
P∞
for every x ∈ `1 (κ), n ∈ N there is a k ∈ N such that x ≤ k i=n zi,φ(x)(i) .
524F Radon measures 119

P Given x ∈ `1 (κ), choose hxn in∈N , hξn in∈N , hkn in∈N inductively, as follows. Take k0 ≥ 1 such that kx+ k1 ≤ k0 ;
P
set x0 = k0−1 x+ and take ξ0 < κ such that kx0 − z0ξ0 k1 < 14 . Given that xn ∈ `1 (κ)+ , ξn < κ are such that
−1
kxn − znξn k1 < 4−n−1 , let kn+1 ≥ 1 be such that kxn+1 k1 ≤ 4−n−1 where xn+1 = (xn − znξn )+ + kn+1 x+ , and take
−n−2
ξn+1 < κ such that kxn+1 − zn+1,ξn+1 k1 < 4 ; continue. At the end of the process, set φ(x) = hξn in∈N .
Now, for any n ∈ N, we have x ≤ x+ ≤ kn xn . But we also have, for any m ≥ n, xm+1 ≥ xm − zmξm , so that
Pm−1
xn ≤ xm + i=n ziξi for every m ≥ n. Since kxm k1 ≤ 4−m for every m, limm→∞ xm = 0 and
P∞
x ≤ kn xn ≤ kn i=n zi,φ(x)(i) .
As x and n are arbitrary, φ is a suitable function. Q Q
1
P
(b) Define ψ0 : Sκ → ` (κ) by setting ψ0 (S) = (i,ξ)∈S ziξ ; because
P P∞ −i P∞ −i
(i,ξ)∈S kziξ k1 ≤ i=0 4 #(S[{i}]) ≤ i=0 2

is finite, ψ0 (S) is well defined in `1 (κ) for every S ∈ Sκ (4A4Ie). Now define ψ : Sκ → [`1 (κ)]≤ω by setting ψ(S) =
{kψ0 (S) : k ∈ N} for S ∈ Sκ .
(c) If x ∈ `1 and S ∈ Sκ are such that φ(x) ⊆∗ S, then x ≤ 0 ψ(S). P P Let n ∈ N be such that (i, φ(x)(i)) ∈ S for
every i ≥ n. Then there is a k ∈ N such that
P∞ P
x ≤ k i=n zi,φ(x)(i) ≤ k (i,ξ)∈S ziξ = kψ0 (S) ∈ ψ(S). Q
Q

(d) Thus (φ, ψ) is a Galois-Tukey connection and


(`1 (κ), ≤ 0 , [`1 (κ)]≤ω ) 4GT (κN , ⊆∗ , Sκ ).

524F Lemma Let (X, Σ, µ) be a countably compact measure space with Maharam type κ. S
(a) If µ is a Maharam-type-homogeneous probability measure, there is a family hEξ iξ<κ in N (µ) such that ξ∈A Eξ
has full outer measure for every uncountable A ⊆ κ. S
(b) If µ is σ-finite, there is a family hEξ iξ<κ in N (µ) such that ξ∈A Eξ is non-negligible for every uncountable
A ⊆ κ.
proof Let A be the measure algebra of (X, Σ, µ).
(a) A is τ -generated by a stochastically independent family haξ iξ<κ of elements of measure 21 , and for every G ∈ Σ
there is a smallest countable set IG ⊆ κ such that G• is in the closed subalgebra of A generated by {aξ : ξ ∈ IG }
(254Rd or 325Mb). For each ξ < κ choose Fξ ∈ Σ such that Fξ• = aξ . Let K be a countably compact class such that µ
is inner regular with respect to K.
Let hJξ iξ<κ be a disjoint family of subsets of κ all of cardinal ω1 . For each ξ < κ choose hKξn in∈N , hαξn in∈N
inductively, as follows. αξ0 is any point of Jξ . Given αξn and hKξi ii<n , let Kξn ∈ K be such that Kξn ∩ Fαξn = ∅ and
µ(Kξn ) ≥ 12 (1 − 3−n−2 ); now let αξ,n+1 be a member of Jξ not belonging to IKξi ∪ {αξi } for any i ≤ n. Continue. Set
S T S T
Eξ = n∈N m≥n Kξm ⊆ n∈N m≥n (X \ Fαξm ),
so that Eξ is negligible.
Now suppose that A ⊆ κ is uncountable, and that F ⊆ X is measurable and not negligible. Let K ∈ K be
T such that
K ⊆ F and µK > 0; let ξ ∈ A be such that IK ∩Jξ = ∅; let n ∈ N be such that µK ≥ 3−n−1 . Set Gm = K ∩ n≤i<m Kξi
S
for m ≥ n. Then IGm ⊆ IK ∪ i<m IKξi does not contain αξm , for any m. This means that
1
µGm+1 = µ(Gm ∩ Kξm ) ≥ µ(Gm \ Fαξm ) − 3−m−2 /2 = (µGm − 3−m−2 )
2

for every m ≥ n, and an easy induction shows that µGm ≥ 3−m−1


T for every m. But this tells us that every Gm is
non-empty; because K is a countably compact class, K ∩ Eξ ⊇ m≥n Gm is non-empty, and F meets Eξ .
S
As F is arbitrary, ξ∈A Eξ has full outer measure.
(b) For the general case, because µ is σ-finite, there is a countable partition of unity hai ii∈I in A such that all the
principal ideals Aai are totally finite and Maharam-type-homogeneous (use 332A), and we can find a partition hXi ii∈I
of X into measurable sets such that Xi• = ai for each i. Moreover, the subspace measure µXi on Xi is countably
compact (451Db). Writing κi for the Maharam type of Aai , there is a family hEiξ iξ<κi of negligible subsets of Xi such
that {ξ : ξ < κi , Eiξ ⊆ E} is countable for every negligible set E. (This is trivial if κi is countable, and otherwise we
can apply (a) to a scalar multiple of µXi .) Now we know from 332S that κ = supi∈I κi = #({(i, ξ) : i ∈ I, ξ < κi }).
On the other hand, for any negligible set E ⊆ X, {(i, ξ) : i ∈ I, ξ < κi , Eiξ ⊆ E} is countable. So if we re-enumerate
hEiξ ii∈I,ξ<κi as hEξ iξ<κ we shall have an appropriate family.
120 Cardinal functions of measure theory 524G

524G Proposition Let (X, T, Σ, µ) be a Maharam-type-homogeneous Radon probability space with Maharam type
κ ≥ ω. Then (κN , ⊆∗ , Sκ ) 4GT (N (µ), ⊆, N (µ)).
proof (Compare 522M.)
(a) By 524F, there is a family hEξ iξ<κ in N (µ) such that {ξ : Eξ ⊆ E} is countable for every E ∈ N (µ). Next,
because the measure algebra of µ is isomorphic to the measure algebra of the usual measure on [0, 1]N×κ , there is a
stochastically independent family hGiξ ii∈N,ξ<κ in Σ such that µGiξ = 2−i for every i ∈ N and ξ < κ. For f ∈ κN set
S T S
φ(f ) = n∈N Ef (n) ∪ n∈N m≥n Gm,f (m) ∈ N (µ).

(b) Take E ∈ N (µ) and set IE = {ξ : Eξ ⊆ E}, so that IE is countable. Then there is a non-empty compact
self-supporting set KE such that KE ∩ E = ∅ and KE ∩ Giξ , KE \ Giξ are compact for all i ∈ N, ξ ∈ IE . P P Define
πE : X → {0, 1}N×IE by setting πE (x)(i, ξ) = 1 if x ∈ Giξ , 0 otherwise. Then πE is measurable, therefore almost
continuous (418J), and there is a non-negligible measurable set H ⊆ X \ E such that πE H is continuous. Because
µ is inner regular with respect to the compact self-supporting sets, there is a non-negligible compact self-supporting
KE ⊆ H, and this has the required property. Q Q
πE [KE ] is compact. Let hWn (E)in∈N run over the family of open-and-closed subsets W of {0, 1}N×IE meeting
−1
πE [KE ]. Then πE [Wn (E)] is a non-empty relatively open subset of KE for every n; because KE is self-supporting,
−1
πE [Wn (E)] is never negligible. Set
−1
J(E, n, i) = {ξ : ξ ∈ IE , πE [Wn (E)] ∩ Giξ = ∅}
for n, i ∈ N. Because hGiξ ii∈N,ξ∈IE is stochastically independent,
P∞ −i P −1
i=0 2 #(J(E, n, i)) = {µGiξ : i ∈ N, ξ ∈ IE , Giξ ∩ πE [Wn (E)] = ∅}
is finite, by the Borel-Cantelli lemma (273K). For each n, let k(E, n) ∈ N be such that 2−i #(J(E, n, i)) ≤ 2−n−1 for
i ≥ k(E, n), and set
S
ψ(E) = n∈N {(i, ξ) : i ≥ k(E, n), ξ ∈ J(E, n, i)} ⊆ N × κ.
Then
X
#({ξ : (i, ξ) ∈ ψ(E)} ≤ #(J(E, n, i))
n∈N,k(E,n)≤i
X
≤ 2−n−1 2i ≤ 2i
n∈N,k(E,n)≤i

for every i ∈ N, and ψ(E) ∈ Sκ .


(c) Now (φ, ψ) is a Galois-Tukey connection from (κN , ⊆∗ , Sκ ) to (N (µ), ⊆, N (µ)). P
P Suppose that f ∈ κN and
E ∈ N (µ) S that φ(f ) ⊆ E. Because Ef (n) ⊆ φ(f ), f (n) ∈ IE for every n ∈ N. Next, KE does not meet φ(f ),
T are such
so KE ∩ n∈N m≥n Gm,f (m) is empty, that is,
T S
πE [KE ] ∩ n∈N m≥n {w : w ∈ {0, 1}N×IE , w(m, f (m)) = 1} = ∅.
By Baire’s theorem, there is some m ∈ N such that
S
πE [KE ] ∩ i≥m {w : w ∈ {0, 1}N×IE , w(i, f (i)) = 1}
is not dense in πE [KE ], and there is an n ∈ N such that
S
Wn (E) ∩ i≥m {w : w ∈ {0, 1}N×IE , w(i, f (i)) = 1} = ∅.
In this case, f (i) ∈ J(E, n, i) for every i ≥ m. But this means that (i, f (i)) ∈ ψ(E) for every i ≥ max(m, k(E, n)), so
that f ⊆∗ ψ(E). As f and E are arbitrary, (φ, ψ) is a Galois-Tukey connection. Q Q
(d) Thus φ and ψ witness that (κN , ⊆∗ , Sκ ) 4GT (N (µ), ⊆, N (µ)), as claimed.

524H Corollary Let κ be an infinite cardinal, and µ a Maharam-type-homogeneous Radon probability measure with
0 + ≤ω
Maharam type κ. Then (B+κ , ⊇ , [Bκ ] ), (`1 (κ), ≤ 0 , [`1 (κ)]≤ω ), (κN , ⊆∗ , Sκ ) and (N (µ), ⊆, N (µ)) are Galois-Tukey
equivalent.
proof By 524D and 524B,
(B− 0 − <ω
κ , ⊆ , [Bκ ] ) 4GT (`1 (κ), ≤, `1 (κ)),

(N (µ), ⊆, N (µ)) 4GT (B− −


κ , ⊆ , Bκ ).
524J Radon measures 121

So

0 + ≤ω ∼
(B+
κ , ⊇ , [Bκ ] ) = (B− 0 − ≤ω
κ , ⊆ , [Bκ ] ) = (B− 0 − <ω1
κ , ⊆ , [Bκ ] )
4GT (`1 (κ), ≤ 0 , [`1 (κ)]<ω1 )
(512Gb, 512Gd)
= (`1 (κ), ≤ 0 , [`1 (κ)]≤ω ) 4GT (κN , ⊆∗ , Sκ )
(524E)
4GT (N (µ), ⊆, N (µ))
(524G)
≡GT (N (µ), ⊆ 0 , [N (µ)]≤ω )
(513Id)
4GT (B− 0 − ≤ω
κ , ⊆ , [Bκ ] )

by 512Gb again.

524I Corollary Let µ be a Maharam-type-homogeneous Radon probability measure with infinite Maharam type
κ. Then
add N (µ) = add Nκ = addω `1 (κ),

cf N (µ) = cf Nκ = cf `1 (κ).

proof By 524H and 512Db,

add(`1 (κ), ≤ 0 , [`1 (κ)]≤ω ) = add(N (µ), ⊆, N (µ))


= add(N (νκ ), ⊆, N (νκ )) = add(Nκ , ⊆, Nκ ).
But add(`1 (κ), ≤ 0 , [`1 (κ)]≤ω ) = addω `1 (κ) (513Ia), while add(N (µ), ⊆, N (µ)) = add N (µ) and add(Nκ , ⊆, Nκ ) =
add Nκ (512Ea). So
addω `1 (κ) = add N (µ) = add Nκ .
On the other side, 512Da tells us that
cov(Nκ , ⊆, Nκ ) = cov(N (µ), ⊆, N (µ)) = cov(`1 (κ), ≤ 0 , [`1 (κ)]≤ω ).
But
cov(Nκ , ⊆, Nκ ) = cf Nκ , cov(N (µ), ⊆, N (µ)) = cf N (µ)
1
(512Ea). Next, cf ` (κ) > ω. PP If hxn in∈N is any sequence in `1 (κ), then (because κ is infinite) Fn = {x : x ≤ xn }
is nowhere dense (for the norm topology) for any n ∈ N, so hFn in∈N cannot cover `1 (κ) (4A2Ma) and {xn : n ∈ N}
cannot be cofinal. Q
Q So 512Gf tells us that
cov(`1 (κ), ≤ 0 , [`1 (κ)]≤ω ) = cov(`1 (κ), ≤, `1 (κ)) = cf `1 (κ).
Putting these together,
cf N (µ) = cf Nκ = cf `1 (κ)
as required.

524J Theorem Let (X, T, Σ, µ) and (Y, S, T, ν) be Radon measure spaces with non-zero measure and isomorphic
measure algebras.
(a) N (µ) and N (ν) are Tukey equivalent, so add µ = add N (µ) = add N (ν) = add ν and cf N (µ) = cf N (ν).
(b) (X, ∈, N (µ)) and (Y, ∈, N (ν)) are Galois-Tukey equivalent, so cov N (µ) = cov N (ν) and non N (µ) = non N (ν).
proof (a) Let A, B be the measure algebras of µ and ν. Let hai ii∈I be a partition of unity in A+ such that all the
principal ideals Aai are homogeneous and totally finite, and hbi ii∈I a matching family in B, so that Aai ∼ = Bbi for
every i. Because (X, Σ, µ) and (Y, T, ν) are strictly localizable (416B), there are decompositions hXi ii∈I and hYi ii∈I of
X, Y respectively such that Xi• = ai and Yi• = bi for every i (322M). Write µXi , νYi for the corresponding subspace
measures; of course these are Radon measures (416Rb). Then N (µXi ) and N (νYi ) are Tukey equivalent for every i.
P If the common Maharam type of Aai and Bbi is infinite, this is a consequence of 524H. If Aai = {0, ai }, then µXi
P
122 Cardinal functions of measure theory 524J

is purely atomic and there is a single point x of Xi such that µ{x} = µXi (414G). In this case N (µXi ) has a greatest
member Xi \ {x}, and similarly N (νXi ) has a greatest member, so they have Tukey equivalent cofinal subsets and are
Tukey equivalent (513Ed). Q Q Q
Now E 7→ hE Q ∩ Xi ii∈I is a partially-ordered-set isomorphism between N (µ) and i∈I N (µXi ). Similarly, N (ν)
is isomorphic to i∈I N (νYi ). It now follows from 513Eg that N (µ) and N (ν) are Tukey equivalent. Accordingly
add N (µ) = add N (ν) and cf N (µ) = cf N (ν). By 521Ad, add µ = add N (µ) and add ν = add N (ν).
(b) By 521Ja, cov N (µ) = cov N (ν) and non N (µ) = non N (ν).

524K Corollary Let (X, T, Σ, µ) and (Y, S, T, ν) be Radon measure spaces with measure algebras A, B respectively.
If A can be regularly embedded in B, then N (µ) 4T N (ν).
proof As usual, write µ̄ and ν̄ for the functionals on A, B respectively defined from µ and ν, and let π : A → B be a
regular embedding, that is, an order-continuous injective Boolean homomorphism.
(a) Consider first the case in which µ is totally finite and π is measure-preserving for µ̄ and ν̄. Let (X̃, T̃, Σ̃, µ̃)
and (Ỹ , S̃, T̃, ν̃) be the Stone spaces of (A, µ̄) and (B, ν̄) respectively. Then π corresponds to a continuous function
f : Ỹ → X̃ (312Q). By 418I, the image measure ν̃f −1 is a Radon measure on X̃. If a ∈ A and b a is the corresponding
open-and-closed set in X̃, then
ν̃f −1 [b
a] = ν̃(c
π a) = ν̄(πa) = µ̄a = µ̃b
a.
By 415H, ν̃f −1 = µ̃. By 521Fb, N (µ̃) 4T N (ν̃). But now 524Ja tells us that
N (µ) ≡T N (µ̃) 4T N (ν̃) ≡T N (ν).

(b) Next, consider the case in which µ and ν are totally finite but π is not necessarily measure-preserving. As
it is (sequentially) order-continuous, we have a measure µ0 on X defined by saying that µ0 E = ν̄(πE • ) for E ∈ Σ,
and N (µ0 ) = N (µ). Because µ0 is absolutely continuous with respect to µ, it is an indefinite-integral measure over
µ (234O4 ) and is a Radon measure on X (416S). Taking µ̄0 to be the corresponding functional on A, (A, µ̄0 ) is the
measure algebra of µ0 and π is measure-preserving for µ̄0 and ν̄. So (a) tells us that
N (µ) = N (µ0 ) 4T N (ν).

(c) Thirdly, suppose that µ is totally finite, but ν might not be. Set Bf = {b : b ∈ B, ν̄b < ∞}. For b ∈ Bf , set
cb = sup{a : a ∈ A, b ∩ πa = 0}; then b ∩ πcb = 0, because π is order-continuous. If a ∈ A \ {0}, there is a b ∈ Bf such
that b ∩ πa 6= 0, so that a 6⊆ cb . Accordingly supb∈Bf 1 \ cb = 1 in A; as A is ccc, there is a sequence hbn in∈N in Bf such
that supn∈N 1 \ cbn = 1, that is, ν̄(a ∩ supn∈N bn ) > 0 for every non-zeroSa ∈ A.
For each n ∈ N, choose Fn ∈ T such that Fn• = bn in B, and set Y 0 = n∈N Fn . The subspace measure νY 0 is σ-finite,
so there is a totally finite measure ν 0 on Y 0 , an indefinite-integral measure over νY 0 , with the same null ideal as νY 0 (use
215B(ix)). The measures νY 0 and ν 0 are both Radon measures (416Rb, 416S). Setting b = supn∈N bn in B, the principal
ideal Bb can be identified with the measure algebra of νY 0 (322I) and ν 0 . Moreover, the map a 7→ b ∩ πa : A → Bb is
an injective order-continuous Boolean homomorphism. By (b) and 521Da,
N (µ) 4T N (ν 0 ) = N (νY 0 ) 4T N (ν).

(d) If µX = ∞, let hXi ii∈I be a decomposition of X; for each i, let µi be the subspace measure on Xi and
ai = Xi• ∈ A; set bi = πai . Then hbi ii∈I is a partition of unity in B, so there is a partition hYi ii∈I of Y such that
Yi ∈ T for each i and ν can be identified with the direct sum of the measures νYi (322M). Now, for each i, we can
identify the principal ideals Aai , Bbi with the measure algebras of the subspace measures µXi and νYi , and π Aai is
an order-continuous embedding of Aai in Bbi . So (c) tells us that N (µXi ) 4T N (νYi ). Accordingly
N (µ) ∼ N (νY ) ∼
Q Q
= N (µX ) 4T
i∈I i i∈I = N (ν)
i

(513Eg), and the proof is complete.

524L So far we have been looking at cardinals defined from null ideals. Of course there is an equally important
series based on measurable algebras, which turns out to be similarly strongly associated with the cardinal functions of
the ideals Nκ . I have already developed a good deal of the machinery in the arguments of this section. But for ‘linking
numbers’ we need a new idea, which is most clearly expressed in the context of homogeneous algebras.
Proposition (Dow & Steprāns 94) Let κ be an infinite cardinal. Then for any n ≥ 2 the n-linking number linkn (Bκ )
is the least λ such that κ ≤ 2λ .
4 Formerly 234G.
524L Radon measures 123

proof Let λ be the least cardinal such that κ ≤ 2λ .

(a) By 514Cb, Bκ is isomorphic, as partially ordered set, to a subset of P(link(Bκ )), so we must have
2link(Bκ ) ≥ #(Bκ ) ≥ κ
and link(Bκ ) ≥ λ. It follows at once that linkn (Bκ ) ≥ λ for every n ≥ 2 (511Ja).

(b) Now let n ≥ 2, and take an injective function φ : κ → {0, 1}λ . Fix E ∈ Σκ \ Nκ for the moment.

(i) Let C be the family of measurable cylinders in {0, 1}κ , that is, sets of the form {x : x ∈ {0, 1}κ , xI = z},
1
where I ⊆ κ is finite and z ∈ {0, 1}I . Then we can find a CE ∈ C such that νκ (CE \ E) ≤ νκ CE . P
P By 254Fe,
4n
1
there is a set W , expressible as the union of finitely many measurable cylinders, such that νκ (E4W ) ≤ νκ E. Now
5n
9 1
νκ W ≥ 10 νκ E so νκ (W \ E) ≤ νκ W . W is determined by coordinates in a finite set, so is expressible as a disjoint
4n
1
union of non-empty measurable cylinders, and for at least one of these we must have νκ (C \ E) ≤ νκ C; take such a
4n
one for CE . QQ
0
Express CE as {x : xIE = zE }, where IE ⊆ κ is finite and zE ∈ {0, 1}IE , and set kE = #(IE ), IE = {ξ : ξ ∈
00
IE , zE (ξ) = 0} and IE = {ξ : ξ ∈ IE , zE (ξ) = 1}.

(ii) Now there is a set GE ⊆ {0, 1}κ , determined by coordinates in a finite subset JE of κ \ IE , such that
1
νκ (CE ∩ (E 4 GE )) ≤ · 2−nkE . P
P This time, take a set W ⊆ {0, 1}κ , determined by coordinates in a finite subset J
4n
1
of κ, such that νκ (E4W ) ≤ · 2−nkE . Set
4n
GE = {x : x ∈ {0, 1}κ , ∃ y ∈ W ∩ CE , xκ \ IE = yκ \ IE },
so that GE is determined by coordinates in JE = J \ IE and GE ∩ CE = W ∩ CE ; accordingly
1
νκ (CE ∩ (E4GE )) = νκ (CE ∩ (E4W )) ≤ νκ (E4W ) ≤ · 2−nkE . Q
Q
4n

Note that GE and CE are stochastically independent, so that

νκ CE (1 − νκ GE ) = νκ (CE \ GE ) ≤ νκ (CE \ E) + νκ (CE ∩ (E \ GE ))


1 1 1
≤ νκ CE + (νκ CE )n ≤ νκ CE
4n 4n 2n

1
and νκ GE ≥ 1 − .
2n

(c) Let Q be the set of all quadruples (k, U, V, W ) where k ∈ N and U , V , W are disjoint open-and-closed subsets
of {0, 1}λ in its usual topology. For q = (k, U, V, W ) ∈ Q, set
0 00
Eq = {E : E ∈ Σκ \ Nκ , kE = k, φ[IE ] ⊆ U, φ[IE ] ⊆ V, φ[JE ] ⊆ W }.
0 00 0 00
For any E ∈ Σκ \ Nκ , IE , IE and JE are disjoint finite sets, so φ[IE ], φ[IE ] andTφ[JE ] also are, and there isSa q ∈ Q
such that E ∈ E q . Now if q = (k, U, V, W ) ∈ Q and E i ∈ E q for i < n, then νκ ( i<n Ei ) > 0. PP Set I 0 = i<n IE 0
i
,
00 00 0 00 0 00
S S
I = i<n IEi and J = i<n JEi . Then φ[I ] ⊆ U , φ[I ] ⊆ V and φ[J] ⊆ W , so that I , I and J must be disjoint. Set
C = i<n CEi = {x : x ∈ {0, 1}κ , x(ξ) = 0 for ξ ∈ I 0 , x(ξ) = 1 for ξ ∈ I 00 };
T

0 00
then νκ C = 2−#(I ∪I ) ≥ 2−nk . Next, setting G = i<n GEi ,
T

Pn−1 1
νκ G ≥ 1 − i=0 (1 − νκ GEi ) ≥ ,
2

and G is stochastically independent of C, so that νκ (C ∩ G) ≥ 2−nk−1 . Finally,


1
νκ (C ∩ G \ Ei ) ≤ νκ (CEi ∩ GEi \ Ei ) ≤ · 2−nk
4n

for each i, so
Ei ) ≤ 2−nk−2 < νκ (C ∩ G)
T
νκ (C ∩ G \ i<n
T
and νκ ( i<n Ei ) > 0. Q
Q
124 Cardinal functions of measure theory 524L

S (d) This means that if we set Aq = {E • : E ∈ Eq } for each q ∈ Q, then every Aq is an n-linked set in Bκ and
+ λ
q∈Q Aq = Bκ . Because {0, 1} is a compact topological space with a subbase of size λ ≥ ω, it has λ open-and-closed
sets and #(Q) = λ. So hAq iq∈Q witnesses that linkn (Bκ ) ≤ λ, and the proof is complete.

524M Theorem Let (A, µ̄) be a semi-finite measure algebra. Let K be the set of infinite cardinals κ such that A
has a homogeneous principal ideal with Maharam type κ.

(a) #(A) = 2c(A) if A is finite,


= τ (A)ω if A is ccc and infinite.
(b) wdistr(A) = ∞ if A is purely atomic,
= add N if K = {ω},
= ω1 otherwise.
(c) π(A) = c(A) if A is purely atomic,
= max(c(A), cf N , sup cf[κ]≤ω ) otherwise.
κ∈K
(d) m(A) = ∞ if A is purely atomic,
= min cov Nκ otherwise.
κ∈K
(e) d(A) = c(A) if A is purely atomic,
= max(c(A), sup non Nκ ) otherwise.
κ∈K
(f) For 2 ≤ n < ω,
linkn (A) = c(A) if A is purely atomic,
= max(c(A), min{λ : τ (A) ≤ 2λ }) otherwise.

proof The case A = {0} is trivial, so I shall assume henceforth that A 6= {0}. Let hai ii∈I be a partition of unity in
A+ such that all the principal ideals Aai are homogeneous and totally finite. For each i ∈ I, set κi = τ (Aai ), so that
Aai ∼
= Bκi , and let (Zi , λi ) be the Stone space of (Aai , µ̄ Aai ). Let (A,
b µ̃) be the localization of (A, µ̄) (322Q). A can
be identified with an order-dense Boolean subalgebra of A, so that hai ii∈I is still a partition of unity in A.
b b Because
f f
Q
A =A b (322P), Aa is still a principal ideal of A,
i
b and A b can be identified with the simple product
i∈I Aai (315F).

(a) This is elementary if A is finite (see 511Jc). If A is infinite, then 515M tells us that #(A) = τ (A)ω .
(b)

wdistr(A) = wdistr(A)
b
(514Ee)
= min wdistr(Aai )
i∈I
(514Ef)
= min wdistr(Bκi ) = min add(N (λi ))
i∈I i∈I
(514Be, because N (λi ) is the ideal of nowhere dense subsets of Z)
= min add(Nκi )
i∈I
(524Ja)
= ∞ if K = ∅,
= add N if K = {ω},
= ω1 otherwise

(523E).
(c)(i) Consider first an algebra Bκ , where κ ≥ ω. Then ci B+ κ > ω. P P If hbn in∈N is any sequence in B+
κ , then
(because Bκ is atomless) we can choose cn ⊆ bn such that 0 < cn ≤ 2−n−2 for each n ∈ N. Set c = supn∈N cn , b = 1 \ c;
then b 6= 0 and bn 6⊆ b for every n, so {bn : n ∈ N} is not coinitial with B+
κ. Q
Q
524M Radon measures 125

It follows that

0 + ≤ω
ci B+ + + +
κ = cov(Bκ , ⊇, Bκ ) = cov(Bκ , ⊇ , [Bκ ] )
(512Gf)
= cov(Nκ , ⊆, Nκ )
(524H)
= cf Nκ .

(ii) If A is purely atomic, then Aai = {0, ai } for every i, and π(A) = #(I) = c(A). Otherwise,

max(c(A), sup π(Aai )) ≤ π(A)


i∈I
(514Da, 514Ed)
≤ max(ω, c(A), sup π(Aai ))
i∈I
(514Ef)
= max(c(A), sup π(Bκ )) = max(c(A), sup cf Nκ )
κ∈K κ∈K
(by (i))
= max(c(A), cf N , sup cf[κ]≤ω ))
κ∈K

by 523N.
(d) If A is purely atomic, then m(A) = ∞ (511Jf). Otherwise,

m(A) = m(A)
b
(517Id)
= min m(Aai ) = min n(Zi )
i∈I i∈I
(517N)
= min cov N (λi )
i∈I
(because N (λi ) is just the ideal of nowhere dense subsets of Zi , by 322Ra)
= min cov Nκi
i∈I
(524Jb)
= min cov Nκ ,
κ∈K

as claimed.
(e)(i) I note first that d(Aai ) = non Nκi for each i. PP Let A ∈ PZi \ N (λi ) be a set of cardinal non N (λi ). Then
H = int A is not empty. Let a ∈ A+ ai be such that the corresponding open-and-closed set ba is included in H. Then b a
can be identified with the Stone space of Aa (312T); because Aai is homogeneous, and A ∩ b a is dense in b
a,

d(Aai ) = d(Aa )
(because Aai is homogeneous)
= d(b
a)
(514Bd)
≤ #(A ∩ b
a) ≤ non N (λi ) = non Nκi
(524Jb)
≤ d(Zi )
(because N (λi ) is the ideal of nowhere dense subsets of Zi , so surely contains no dense set)
= d(Aai )
by 514Bd again. Q
Q
126 Cardinal functions of measure theory 524M

(ii) If A is purely atomic, d(A) = c(A). Otherwise,

max(c(A), sup d(Aai ) ≤ d(A)


i∈I
(514Da, 514Ed)
= d(A)
b
(514Ee)
≤ max(ω, c(A), sup d(Aai ))
i∈I
(514Ef)
= max(c(A), sup non Nκi ) = max(c(A), sup non Nκ ).
i∈I κ∈K

(f ) If A is purely atomic, this is elementary, since any linked subset of A+ can contain at most one atom. Otherwise,
set
θ = max(c(A), min{λ : τ (A) ≤ 2λ }), θ0 = linkn (A).
For any i ∈ I, κi ≤ τ (A) (514Ed), so κi ≤ 2θ and linkn (Aai ) = linkn (Bκi ) ≤ θ (524L; of course the case κi = 0 is
trivial here). Accordingly

θ0 = linkn (A)
b
(514Ee)
≤ max(ω, c(A), sup linkn (Aai ))
i∈I
(514Ef)
≤ θ.
0
On the other hand, c(A) ≤ θ (514Da). For each i ∈ I, linkn (Ai ) ≤ θ0 (514Ed), so κi ≤ 2θ (524L, in the other
0

direction). Let AiSbe a τ -generating subset of Aai of size κi . Now the order-closed subalgebra of A generated by
A = {ai : i ∈ I} ∪ i∈I Ai is A, so
0 0
τ (A) ≤ #(A) = max(c(A), supi∈I κi ) ≤ max(θ0 , 2θ ) = 2θ .
But this means that θ ≤ θ0 and the two are equal.
Remark For the corresponding calculation of τ (A), when (A, µ̄) is localizable, see 332S.

524N Corollary (a) If (X, Σ, µ) is a semi-finite locally compact measure space, with µX > 0, then cov N (µ) ≥
mσ-linked .
(b) If A is any measurable algebra, then m(A) ≥ mσ-linked .
proof (a) Because µ is semi-finite and µX > 0, there is an E ∈ Σ such that 0 < µE < ∞. The subspace measure
1
µE on E is compact, so ν = µE is a compact probability measure. Set κ = max(ω, τ (ν)). Because ν is a compact
µE
measure, there is a function f : {0, 1}κ → E which is inverse-measure-preserving for νκ and ν (343Cd5 ). Now

mσ-linked ≤ m(Bc )
(because Bc is σ-linked, by 524Mf)
= cov Nc
(524Md)
≤ cov Nκ
(523F)
≤ cov N (ν)
(521Fa)
≤ cov N (µ)
(521Db).
(b) This is now immediate from 524Md.
5 Later editions only.
524P Radon measures 127

524O Freese-Nation numbers I spell out those facts about Freese-Nation numbers of measure algebras which
can be read off from the results in §518.
Proposition (a) Let (A, µ̄) be an infinite measure algebra. Then FN(A) ≥ FN(PN).
(b) Let A be a measurable algebra.
(i) FN(A) ≤ c+ .
(ii) If τ (A) ≤ c then FN(A) ≤ FN(PN).
(iii) If
(α) cf([λ]≤ω ) ≤ λ+ for every cardinal λ ≤ τ (A),
(β) λ is true for every uncountable cardinal λ ≤ τ (A) of countable cofinality,
then FN(A) ≤ FN∗ (PN).
(c) Suppose that the continuum hypothesis and CTP(ωω+1 , ωω ) are both true. If A is a measurable algebra, then

FN(A) = c = ω1 if ω ≤ τ (A) < ωω ,


= c+ = ω2 otherwise .

proof (a) This is a special case of 518Ca.


(b)(i) Consider first the case A = Bκ for some cardinal κ. For I ⊆ κ, let CI be the closed subalgebra of Bκ
consisting of those a ∈ Bκ expressible in the form E • for some measurable E ⊆ {0, 1}κ determined by coordinates in
I. For a ∈ Bκ , there is a smallest subset Ia of λ such that a ∈ CI (325M); Ia is always countable.
For each a ∈ Bκ , set
f (a) = {b : Ib ⊆ Ia }.
Then #(f (a)) ≤ c. If a ⊆ b, then there is a c ∈ Bκ such that a ⊆ c ⊆ b and Ic ⊆ Ia ∩ Ib (325M(b-ii)5 ). So f is a
Freese-Nation function. This shows that FN(Bκ ) ≤ c+ .
In general, A is either {0} or isomorphic to a closed subalgebra of Bκ where κ = max(ω, τ (A)), so FN(A) ≤
FN(Bκ ) ≤ c+ by 518Cc.
(ii) A is σ-linked (524Mf), so 518D(iii) tells us that FN(A) ≤ FN(PN).
(iii) If B ⊆ A is a countably generated order-closed subalgebra, then FN(B) ≤ FN(PN), by (i); so 518I tells us
that FN(A) ≤ FN∗ (PN).
(c) If τ (A) < ωω then
#(A) ≤ max(4, τ (A)ω ) ≤ max(c, τ (A)) < ωω ,
so we can use (a) and (b-iii); otherwise use (b-i) and 518K.

524P The Maharam classification If the cardinal functions of a Radon measure space are determined by its
measure algebra, there ought to be some way of calculating them directly from the classification of measure algebras
in §332. In many cases this is straightforward.
Theorem Let (X, T, Σ, µ) be a Radon measure space, and A its measure algebra. Let K be the set of infinite cardinals
κ such that the Maharam-type-κ component of A is non-zero.

(a) add µ = add N (µ) = ∞ if K = ∅,


= add N if K = {ω},
= ω1 otherwise.
(b) ci(Σ \ N (µ)) = c(A) if K = ∅,
= max(c(A), cf N , sup cf[κ]≤ω ) otherwise.
κ∈K
(c) cov N (µ) = 1 if A = {0},
= ∞ if A has an atom,
= cov Nmin K otherwise.
(d) non N (µ) = ∞ if A = {0},
= 1 if A has an atom,
= non Nmin K otherwise.
128 Cardinal functions of measure theory 524P

(e) shr N (µ) = 0 if A = {0},


= 1 if A has an atom,
≥ shr N otherwise.
(f) If µ is σ-finite,
cf N (µ) = 1 if K = ∅,
= max(cf N , cf[τ (A)]≤ω ) otherwise.

proof If µX = 0 all these results are trivial, so let us suppose henceforth that µX > 0. As in part (a) of the proof of
524J, there is a decomposition hXi ii∈I of X such that the subspace measures µXi are all Maharam-type-homogeneous
and non-zero. Note that max(ω, #(I)) = max(ω, c(A)) (332E). For each i ∈ I, let κi be the Maharam type of µXi .
(a) By 521Ad, add µ = add N (µ). The map E 7→ hE ∩ Xi ii∈I identifies N (µ), as partially ordered set, with the
product of the family hN (µXi )ii∈I . So add N (µ) = mini∈I add N (µXi ) (512Hc). Now if i ∈ I and κi = 0, Xi is an
atom of (X, Σ, µ), so there is an xi ∈ Xi such that µ(Xi \ {xi }) = 0 (414G). In this case, Xi \ {xi } is the largest member
of N (µXi ) and add N (µXi ) = ∞. If κi is infinite, then add N (µXi ) = add Nκi , by 524I applied to a scalar multiple of
µXi . So add N (µ) = minκ∈K add Nκ , interpreting this as ∞ if K = ∅. But we know from 523E that add Nκ = ω1 if
κ > ω, while of course add Nω = add N . It follows at once that

add N (µ) = min add N (µXi ) = ∞ if K = ∅,


i∈I
= add N if K = {ω},
= ω1 otherwise.

(b)(i) For a ∈ A+ choose φ(a) ∈ Σ such that φ(a)• = a, and for E ∈ Σ \ N (µ) set ψ(E) = E • . Then (φ, ψ) is a
Galois-Tukey connection from (A+ , ⊇, A+ ) to (Σ \ N (µ), ⊇, Σ \ N (µ)). So

ci(Σ \ N (µ)) = cov(Σ \ N (µ), ⊇, Σ \ N (µ)) ≥ cov(A+ , ⊇, A+ ) = ci A+ = π(A)


= c(A) if K = ∅,
= max(c(A), cf N , sup cf[κ]≤ω ) otherwise
κ∈K

by 524Mc.
(ii) For i ∈ I, let ΣXi be the subspace σ-algebra on Xi , and set λi = cf Nκi . Then ΣXi \ N (µXi ) has a coinitial
set Ei of size at most λi . P
P If κi = 0 then Xi is an atom for µ and includes a singleton {x} of non-zero measure, so we
can take Ei = {{x}}. Otherwise, we know that
π(ΣXi /N (µXi )) = π(Bκi ) = max(cf N , cf[κ]≤ω ) = λi = cf N (µXi )
by 523N, 524Mc and 524I. Let A ⊆ (ΣXi /N (µXi ))+ be a coinitial set of size λi , and for a ∈ A choose Ea ∈ ΣXi such
that Ea• = a; let H ⊆ N (µXi ) be a cofinal set of size λi . Set Ei = {Ea \ H : a ∈ A, H ∈ H}. Then Ei ⊆ ΣXi \ N (µXi )
and #(Ei ) ≤ λi . If F ∈ ΣXi \ N (µXi ) there is an a ∈ A such that a ⊆ F • , so Ea \ F is negligible and is covered by
some H ∈ H; now F ⊇ Ea \ H ∈ Ei . Thus Ei is coinitial with ΣXi \ N (µXi ). Q Q
S S
(iii) Now i∈I Ei is coinitial with Σ \ N (µ), so ci(Σ \ N (µ)) ≤ #( i∈I Ei ) is at most #(I) = c(A) if K is empty,
and otherwise is less than or equal to

max(ω, #(I), sup λi ) = max(c(A), cf N , sup cf[κi ]≤ω )


i∈I i∈I

= max(c(A), cf N , sup cf[κ]≤ω ).


κ∈K

(c) If E is a cover of X by negligible sets, and i ∈ I, then {E ∩ Xi : E ∈ E} is a cover of Xi by negligible sets;


thus cov N (µ) ≥ supi∈I cov N (µXi ). By 524Jb, cov N (µ) ≥ supi∈I cov Nκi . If any of the κi is zero, that is, if A has an
atom, this is ∞, and we can stop.
Otherwise, for each i ∈ I,
cov N (µXi ) = cov Nκi ≤ cov Nmin K = λ
S
say, by 523B. So we have a family hEiξ iξ<λ of negligible subsets of Xi covering Xi ; setting Eξ = i∈I Eiξ for each ξ,
we have a family hEξ iξ<λ in N (µ) covering X, so cov N (µ) ≤ cov Nmin K . But we already know that
524P Radon measures 129

cov N (µ) ≥ supi∈I cov Nκi ≥ cov Nmin K ,


so cov N (µ) = cov Nmin K .
(d) A set A ⊆ X is non-negligible iff A ∩ Xi is non-negligible for some i ∈ I. It follows at once that non N (µ) =
mini∈I non N (µXi ). If any of the Xi is an atom, it contains a point of non-zero measure, so that non N (µ) = 1. If
κi ≥ ω for every i, then we have
non N (µ) = mini∈I non Nκi = non Nmin K
by 524Jb and 523B again.
(e) If A is purely atomic, then µ is point-supported, so shr N (µ) = 1. Otherwise, let E be a measurable set of
non-zero finite measure such that the subspace measure µE is atomless; let ν be the normalized subspace measure
1
µE ; then ν, like µE , is a Radon measure. By 343Cb, there is a function f : E → {0, 1}ω which is inverse-measure-
µE
preserving for ν and νω ; because {0, 1}ω is separable and metrizable, νf −1 is a Radon measure (451O6 , or 418I-418J)
and must be equal to νω (416Eb). By 521Dd and 521Fb,
shr N (µ) ≥ shr N (µE ) = shr N (ν) ≥ shr N (νω ) = shr N .

(f )(i) If K = ∅ then (a) tells us that N (µ) has a greatest member, so that cf N (µ) = 1.
(ii) Now suppose that K is not empty. Then 524F tells us that there is a family hEξ iξ<τ (A) in N (µ) such that
{ξ : Eξ ⊆ E} is countable for every E ∈ N (µ). In this case, J 7→ ξ∈J Eξ : [τ (A)]≤ω → N (µ) is a Tukey function, so
S

cf N (µ) ≥ cf[τ (A)]≤ω . At the same time, if i ∈ I, the identity map from N (µXi ) to N (µ) is a Tukey function; but this
means that

cf N (µ) ≥ cf N (µXi ) = cf Nκi


(524I again)
≥ cf Nω = cf N
≤ω
(523B). Thus cf N (µ) ≥ max(cf N , cf[τ (A)] ).
(iii) In the other direction, we know from 524H (again, applied to a scalar multiple of µXi ) that (N (µXi ), ⊆

, N (µXi ) ≡GT (κNi , ⊆ , Sκi ) whenever κi is infinite. Now the maps

i → τ (A) ,
identity: κN S 7→ S ∩ (N × κi ) : Sτ (A) → Sκi
N


form a Galois-Tukey connection from i , ⊆ , Sκi )
(κN to (τ (A)N , ⊆∗ , Sτ (A) ). Accordingly we have

(N (µXi ), ⊆, N (µXi )) ≡GT (κN
i , ⊆ , Sκi )
4GT (τ (A)N , ⊆∗ , Sτ (A) ) ≡GT (Nτ (A) , ⊆, Nτ (A) ),
and N (µXi ) 4T Nτ (A) .
The arguments quoted assume that κi is infinite; but of course it is still true that N (µXi ) 4T Nτ (A) when κi = 0,
since then any constant function from N (µXi ) to Nτ (A) is a Tukey function. It follows that
N (µ) =∼ Q N (µX ) 4T N I
i∈I i τ (A)

(513Eg).
(iv) At this point observe that as we are assuming that K 6= ∅, τ (A) is infinite; and as µ is supposed to be σ-finite,
I is countable. So we can find a disjoint family hFi ii∈I of measurable subsets of {0, 1}τ (A) such that all the subspace
measures (ντ (A) )Fi are isomorphic to scalar multiples of ντ (A) . (Take Fi = {x : x(ni ) = 1, x(m) = 0 for m < ni } where
i 7→ ni : I → N is injective.) In this case, the map
S Q
hEi ii∈I 7→ i∈I Ei : i∈I N ((ντ (A) )Fi ) → N (ντ (A) )
is a Tukey function, while NτI(A) is isomorphic to i∈I N ((ντ (A) )Fi ). Putting these together,
Q

N (µ) 4T NτI(A) ∼
Q
= i∈I N ((ντ (A ))Fi ) 4T Nτ (A) .
It follows that
cf N (µ) ≤ cf Nτ (A) = max(N , cf[τ (A)]≤ω ).
So we have inequalities in both directions and cf N (µ) = max(N , cf[τ (A)]≤ω ), as claimed.
6 Formerly 451N.
130 Cardinal functions of measure theory *524Q

*524Q I do not know how to calculate cf N (µ) for general Radon measures µ without special assumptions. In the
presence of GCH, however, we have the following result.
Proposition Suppose that the generalized continuum hypothesis is true. Let (X, T, Σ, µ) be a Radon measure space
and (A, µ̄) its measure algebra. For each cardinal κ, write eκ for the Maharam-type-κ component of A, and Cκ for
the principal ideal of A generated by supκ0 >κ eκ0 ; set λ = sup{κ : eκ 6= 0}. Then cf N (µ) = max(c(C0 )+ , λ+ ) unless
λ > c(C0 ) and there is some γ < λ such that cf λ > c(Cγ ), in which case cf N (µ) = λ.
proof (a) Write

θ = λ if λ > c(C0 ) and cf λ > min c(Cγ ),


γ<λ

= max(λ+ , c(C0 )+ ) otherwise.

If µ is purely atomic, it is point-supported, so λ = 0 and C0 = {0} and θ = 1 = cf N (µ). So let us suppose henceforth
that µ is not purely atomic, that is, C0 6= {0} and λ ≥ ω. As in the proof of 524P, there is a decomposition hXi ii∈I of X
such that the subspace measures µXi are all Maharam-type-homogeneous and non-zero. Let κi be the Maharam type
of µXi for each i, so that λ = supi∈I κi . Now N (µ) ∼
Q
= i∈I N (µ Xi ) (see the proof of 524Ja). For i ∈ I, cf N (µXi ) = 1
≤ω
if κi = 0, and otherwise is max(cf N , cf[κi ] ) (524Ja, 523N). By 5A1Pb,

cf N (µXi ) = 1 if κi = 0,
= κi if cf κi > ω,
= κ+
i if cf κi = ω.

(b) For each cardinal κ, set Jκ = {i : i ∈ I, cf N (µXi ) > κ}, and set λ1 = supi∈I cf N (µXi ). Then 511I tells
us that if λ1 > #(J1 ) and there is some γ < λ1 such that cf λ1 > #(Jγ ), then cf N (µ) = λ1 , and that otherwise
cf N (µ) = max(#(J1 )+ , λ+
1 ). As we are supposing that µ is not purely atomic, c(C0 ) ≥ ω and c(C0 ) = max(ω, #(J1 ));
also λ+ ≥ λ1 ≥ λ ≥ ω.
case 1 Suppose λ1 ≤ #(J1 ). Then J1 is infinite, so c(C0 ) = #(J1 ) ≥ λ, and
cf N (µ) = #(J1 )+ = c(C0 )+ = θ
as required.
case 2 Suppose λ1 > max(λ, #(J1 )). Then there must be some i ∈ I such that cf N (µXi ) > λ ≥ ω, in which
case κi = λ has countable cofinality and λ1 = λ+ . In this case, cf λ1 = λ1 > #(J1 ), so cf N (µ) = λ1 . If γ < λ, then
Cγ ⊇ Cκi is non-trivial, and cf λ = ω ≤ c(Cγ ); so
θ = max(λ+ , #(J1 )+ ) = λ1 = cf N (µ).

case 3 Suppose λ1 = λ > #(J1 ) has countable cofinality. In this case we must have κi < λ1 for every i, so
#(Jγ ) ≥ ω = cf λ1 for every γ < λ1 , and cf N (µ) = λ+
1 . At the same time, cf λ = ω ≤ c(Cγ ) for every γ < λ, so

θ = max(λ+ , #(J1 )+ ) = max(λ+ +


1 , #(J1 ) ) = cf N (µ).

case 4 Suppose λ1 = λ > #(J1 ) has uncountable cofinality. In this case we have λ > max(ω, #(J1 )) = c(C0 ), so

cf N (µ) = λ1 ⇐⇒ #(Jγ ) < cf λ1 for some γ < λ1


⇐⇒ max(ω, #(Jγ )) < cf λ1 for some γ < λ1
⇐⇒ c(Cγ ) < cf λ for some γ < λ
⇐⇒ θ = λ ⇐⇒ θ = λ1 ,
and otherwise
cf N (µ) = λ+ + +
1 = max(λ , c(C0 ) ) = θ.

Thus cf N (µ) = θ in all cases.

524R The results above show that most of the most important cardinal functions of measurable algebras and
Radon measures are readily calculable from the cardinal functions of the ideals Nκ studied in §523. There are no such
simple formulae for other classes of space such as compact or quasi-Radon measures (524Xi). However I can give a
handful of partial results, as follows.
524T Radon measures 131

Proposition Let (X, Σ, µ) be a countably compact σ-finite measure space with Maharam type κ. Then [κ]≤ω 4T N (µ).
Consequently cf[κ]≤ω ≤ cf N (µ), and if κ is uncountable then add N (µ) = ω1 and cf N (µ) ≥ cf Nκ .
proof If hEξ iξ<κ is a family as in 524F, then I 7→ ξ∈I Eξ : [κ]≤ω → N (µ) is a Tukey function, if both [κ]≤ω and
S

N (µ) are given their natural partial orderings of inclusion. By 513Ee, cf[κ]≤ω ≤ cf N (µ) and add[κ]≤ω ≥ add N (µ).
But if κ is uncountable, add[κ]≤ω = ω1 so add N (µ) is also ω1 . At the same time, cf N (µ) ≥ cf N (521I), so
cf N (µ) ≥ max(cf N , cf[κ]≤ω ) = cf Nκ .

524S In a different direction, there is something we can say about quasi-Radon measures.
Proposition Let (X, T, Σ, µ) be a Radon measure space, with µX > 0, and (Y, S, T, ν) a quasi-Radon measure space
such that the measure algebras of µ and ν are isomorphic. Then
(a) N (ν) 4T N (µ), so add ν = add N (ν) ≥ add N (µ) = add µ and cf N (ν) ≤ cf N (µ);
(b) (Y, ∈, N (ν)) 4GT (X, ∈, N (µ)), so cov N (ν) ≤ cov N (µ) and non N (ν) ≥ non N (µ).
proof (a) Let (Z, U, Λ, λ) be the Stone space of the measure algebra B of (Y, T, ν), and R ⊆ Z × Y the relation
described in 415Q, so that R−1 [F ] ∈ N (λ) for every F ∈ N (ν). Let W ⊆ Z be the union of the open sets of finite
measure. Then the subspace measure λW is a Radon measure and its measure algebra is isomorphic to the measure
algebras of ν and µ (411Pf 7 ).
−1
S Now F 7→ W ∩ R [F ] −1 : N (ν) → N (λW ) is a Tukey function. P P?? Otherwise, there is a family A ⊆ NS(ν) such that
−1
A∈/ N (ν) but {W ∩ R [A] : A ∈ A} is bounded above in N (λ W ). Because W is conegligible, B = A∈A R [A]

S
is negligible in Z. Let E ∈ T be a measurable envelope of A (213J/213L). Then the open-and-closed set E ⊆ Z
corresponding to E • ∈ B is not negligible; as λ is inner regular with respect
S to the open-and-closed sets (411Pb), there
must be a non-empty open-and-closedSset V ⊆ E ∗ which is disjoint from A∈A R−1 [A]. Express V as F ∗ where F ∈ T.
Then R[V ] = R[F ∗ ] is disjoint from A. But R[F ∗ ] is measurable and F \ R[F ∗ ]Sis negligible (415Qb), while F \ E
must also be negligible, so E ∩ R[F ∗ ] is a non-negligible measurable subset of E \ A, which is impossible. X XQQ
This shows that N (ν) 4T N (λW ). But λW and µ are Radon measures with isomorphic non-zero measure algebras,
so N (λW ) ≡T N (µ) (524J) and N (ν) 4T N (µ). Accordingly add N (ν) ≥ add N (µ) and cf N (ν) ≤ cf N (µ)
(b) This is a special case of 521Ja.

524T Corollary Let (Y, S, T, ν) be a quasi-Radon measure space, and B its measure algebra. Let K be the set of
infinite cardinals κ such that the Maharam-type-κ component of B is non-zero.
(a)

add ν = add N (ν) = ∞ if K = ∅,


≥ add N if K = {ω}.

(b)
ci(T \ N (ν)) = c(B) if K = ∅,
= max(c(B), cf N , sup cf[κ]≤ω ) otherwise.
κ∈K

(c)
cov N (ν) = 1 if B = {0},
= ∞ if B has an atom,
≤ cov Nmin K otherwise.
(d)
non N (ν) = ∞ if B = {0},
= 1 if B has an atom,
≥ non Nmin K otherwise.
(e) If ν is σ-finite,

cf N (ν) = 1 if K = ∅,
≤ max(cf N , cf[τ (B)]≤ω ) otherwise.
7 Later editions only.
132 Cardinal functions of measure theory 524T

proof Parts (a), (c), (d) and (e) are just a matter of putting 524P and 524S together. If there are atoms for µ, they
may no longer include singletons of non-zero measure; but they do include minimal non-negligible closed sets, so there
are non-negligible singletons and cov N (µ), non N (µ) are ∞ and 1 respectively. As for (b), the argument of part (b) of
the proof of 524P still applies, with minor modifications. When we come to estimate cf N (νYi ) where Yi ∈ T and the
subspace measure νYi is Maharam-type-homogeneous with Maharam type κi , we know that this cofinality is at most
λi = cf Nκi , by 524Sa; and this is sufficient for the argument.

524X Basic exercises (a) Suppose that (A, µ̄) is a probability algebra and that κ = linkn (A), where 2 ≤ n < ω.
Show
S that there are families hAξ iξ<κ in A \ {0} and hξ iξ<κ in ]0, 1] such that µ̄(inf I) ≥ ξ whenever I ∈ [Aξ ]n and
ξ<κ Aξ = A \ {0}.

(b) Let (X, Σ, µ) be a localizable measure space with measure algebra A, and A a family of non-negligible (not
necessarily measurable) subsets of X such that every non-negligible member of Σ includes a member of A. Show that
#(A) ≥ π(A).

(c) Show that if κ is uncountable, there is no function f : [0, 1]κ → {0, 1}κ which is almost continuous and inverse-
measure-preserving for the usual measures on these spaces. (Hint: if K ⊆ [0, 1]κ is a zero set, any continuous function
from K to {0, 1}κ is determined by coordinates in a countable set.)

(d) Let I k be the split interval and µ its usual measure (343J). Show that there are f : {0, 1}ω → I k and g : I k →
{0, 1}ω such that µ = νω f −1 and νω = µg −1 . (Hint: let A ⊆ [0, 1] be a non-measurable set; define f0 : [0, 1]2 → I k by
setting f0 (x, y) = y + if x ∈ A, y − otherwise.)

(e) Let (Z, µ) be the Stone space of (Bω , ν̄ω ). Show that there is no f : {0, 1}ω → Z such that µ = νω f −1 . (Hint:
515J.)

(f ) Let X be a Hausdorff space with a compact topological probability measure µ with Maharam type κ, and
suppose that w(X) < cov Nκ . (i) Show that there is an equidistributed sequence for µ. (Hint: 491Eb.) (ii) Show that
if µ is strictly positive then X is separable.

(g) Let (X, T, Σ, µ) be a Radon measure space, and K the set of infinite cardinals κ such that the Maharam-type-κ
component of its measure algebra A is non-zero. Show that
min{#(A) : A ⊆ X has full outer measure} = sup({c(A)} ∪ {non Nκ : κ ∈ K}).

(h)SShow that for any σ-ideal I of sets there is a compact probability measure µ such that I = N (µ). (Hint: set
X = I ∪ {x0 }.)

(i) Show that for any non-zero measurable algebra B and any cardinal κ, there is a complete compact probability
measure µ such that the measure algebra of µ is isomorphic to B, add N (µ) = ω1 and cf N (µ) ≥ κ. (Hint: 524Xh.)

(j) Let (X, T, Σ, µ) be a Radon probability space with a strong lifting, and (Z, ν) the Stone space of its measure
algebra. Show that shr N (µ) ≤ shr N (ν) and shr+ N (µ) ≤ shr+ N (ν). (Hint: 453Mb.)

(k) Suppose that non N = cov Nω1 = 2ω1 = ω2 = c. Show that there is a quasi-Radon probability measure µ with
Maharam type ω1 such that add N (µ) = ω2 .

(l) Show that if m ≥ 2 and hAi ii∈I is a family of σ-m-linked Boolean algebras, with #(I) ≤ c, then the free product
of hAi ii∈I is σ-m-linked.

524Y Further exercises (a) Let A be a measurable algebra, λ = τ (A) and κ = FN∗ (A). Show that there is a
family V ⊆ [λ]≤c , cofinal with [λ]≤c , such that #({A ∩ V : V ∈ V}) < κ for every countable set A ⊆ λ. (Hint: 518J.)

(b) For a Boolean algebra A and a cardinal θ, write ψθ (A) for the smallest size of any subalgebra C of A such that
d(C) ≥ θ. (If θ > d(A) set ψθ (A) = ∞.) (i) Show that if Z is the Stone space of A, I is the ideal of nowhere dense sets
in Z, and θ ≥ 2 then ψθ (A) ≤ cov([Z]<θ , ⊆, I). (ii) Show that if (X, Σ, µ) is a Maharam-type-homogeneous compact
probability space with Maharam type κ, and θ is infinite, then
ψθ (Bκ ) = cov([X]<θ , ⊆, N (µ)) = add(Σ \ N (µ), meet, [X]<θ ),
where meet is the relation {(A, B) : A ∩ B 6= ∅}. (Hint: start with µ = νκ .) (iii) Show that if (X, Σ, µ) is a
semi-finite locally compact measure space with measure algebra A then ψω1 (A) ≤ cf([cov N (µ)]≤ω ). (iv) Show that
if (X, Σ, µ) is any probability space, with measure algebra A, and λ is the product probability measure on X N , then
cov N (λ) ≤ ψω1 (A). (v) Show that ψadd M (Bω ) ≤ non M, where M is the ideal of meager subsets of R.
525D Precalibers 133

524Z Problems (a) Let (Z, µ) be the Stone space of (Bω , ν̄ω ). Is shr N (µ) necessarily equal to shr N ?

(b) Can there be a quasi-Radon probability measure µ with Maharam type greater than c such that add N (µ) > ω1 ?

524 Notes and comments The ideas of this section are derived primarily from Bartoszyński 84, Fremlin 84b
and Fremlin 91a. Of course it is not necessary to pass through both `1 (κ) and the κ-localization relation (κN , ⊆∗ , Sκ ).
I bring `1 (κ) into the argument (following Bartoszyński 84) because it will be useful when we come to look at other
structures in later in the chapter, and Sκ because it echoes the ideas of §522. But note that 524G seems to need a new
idea (the family hEξ iξ<κ from 524F) not required in 522M.
The difficulties of the work above arise from the fact that while there are many inverse-measure-preserving functions
between Radon measure spaces, immediately linking covering numbers and uniformities, there are far fewer continuous
inverse-measure-preserving functions; for instance, there is no almost continuous inverse-measure-preserving function
from the unit interval to the split interval, let alone to the Stone space of its measure algebra. And the straightforward
Tukey functions between the ideals Nκ of §523 depend on measures being images of each other, which is something we
can rely on only when our functions are almost continuous. (But see 524Xd.) I do not know of any direct construction
of a Tukey function from the null ideal of the Stone space of the Lebesgue measure algebra to N , for instance. This is
why I have almost had to omit shrinking numbers from this section (see 524Za).
There is a significant gap in the calculations in 524P; for the cofinality of the null ideal I need to assume that the
measure is σ-finite. I have no useful general recipe for cf N (µ), valid in ZFC, when µ is a non-σ-finite Radon measure.
The point is that although we can identify N (µ) with the product of a family N (µXi ) of partially ordered sets to which
the arguments of this section apply (524Q), this is not in itself enough to determine its cofinality in the absence of
special axioms.

525 Precalibers
I continue the discussion of precalibers in §516 with results applying to measure algebras. I start with connexions
between measure spaces and precalibers of their measure algebras (525B-525D). The next step is to look at measure-
precalibers. Elementary facts are in 525E-525H. When we come to ask which cardinals are precalibers of which measure
algebras, there seem to be real difficulties; partial answers, largely based on infinitary combinatorics, are in 525J-525P.
525Q is a note on a particular pair of cardinals. Finally, 525U deals with precaliber triples (κ, κ, k) where k is finite; I
approach it through a general result on correlations in uniformly bounded families of random variables (525T).

525A Notation If (X, Σ, µ) is a measure space, N (µ) will be the null ideal of µ. For any set I, νI will be the usual
measure on {0, 1}I , TI its domain, NI = N (νI ) its null ideal and (BI , ν̄I ) its measure algebra. In this context, set
ei = {x : x ∈ {0, 1}I , x(i) = 1}• in BI for i ∈ I. Then hei ii∈I is a stochastically independent family of elements of
measure 21 in BI , and {ei : i ∈ I} τ -generates BI ; I will say that hei ii∈I is the standard generating family in BI .

525B Proposition Let (X, T, Σ, µ) be a quasi-Radon measure space, and A its measure algebra. Then the partially
ordered sets (Σ \ N (µ), ⊇) and (A+ , ⊇) are Tukey equivalent.
proof For E ∈ Σ \ N (µ) let FE be a closed non-negligible subset of E and set φ(E) = FE• ∈ A+ ; for a ∈ A+ , let
ψ(a) be a self-supporting measurable set such that ψ(a)• = a (414F). Then if φ(E) ⊇ a, ψ(a) \ FE is negligible so
E ⊇ FE ⊇ ψ(a). Thus (φ, ψ) is a Galois-Tukey connection and (Σ \ N (µ), ⊇, Σ \ N (µ)) 4GT (A+ , ⊇, A+ ).
Moreover, if ψ(a) ⊇ E, then a ⊇ φ(E), so (ψ, φ) also is a Galois-Tukey connection and (A+ , ⊇, A+ ) 4GT (Σ \ N (µ), ⊇
, Σ \ N (µ)).

525C Corollary Let (X, T, Σ, µ) be a quasi-Radon measure space, and A its measure algebra. Then the downwards
precaliber triples of the partially ordered set (Σ \ N (µ), ⊆) are just the precaliber triples of the Boolean algebra A.
proof 516C.

525D Theorem Let (X, T, Σ, µ) be a Radon measure space and (A, µ̄) its measure algebra.
(a) A pair (κ, λ) of cardinals is a precaliber pair of A iff whenever hEξ iξ<κ is a family in Σ \ N (µ) there is an x ∈ X
such that #({ξ : x ∈ Eξ }) ≥ λ.
(b) A pair (κ, λ) of cardinals is a measure-precaliber pair of (A, µ̄) iff whenever hEξ iξ<κ is a family in Σ \ N (µ) such
that inf ξ<κ µEξ > 0 then there is an x ∈ X such that #({ξ : x ∈ Eξ }) ≥ λ.
(c) Suppose that κ ≥ sat(A) is an infinite regular cardinal. Then the following are equiveridical:
(i) κ is S
a precaliber of A;
(ii) µ∗ ( ξ<κ Eξ ) = 0 whenever hEξ iξ<κ is a non-decreasing family in N (µ);
134 Cardinal functions of measure theory 525D

S
(iii) whenever hAξ iξ<κ is a non-decreasing family of sets such that ξ<κ Aξ = X, then there is some ξ < κ such
that Aξ has full outer measure in X.
proof (a)(i) Suppose that (κ, λ) is a precaliber pair of A and hEξ iξ<κ is a family in Σ \ N (µ). For each ξ < κ, let
Kξ ⊆ Eξ be a non-negligible compact set. Then there is a Γ ∈ [κ]λ such that {Kξ• : ξ ∈ Γ} is centered in A. But in
this case {X} ∪ {Kξ : ξ ∈ Γ} has the finite intersection property, and must have non-empty intersection. If x is any
point of this intersection, {ξ : x ∈ Eξ } includes Γ and has size at least λ.
(ii) Suppose that whenever hEξ iξ<κ is a family in Σ \ N (µ) there is an x ∈ X such that #({ξ : x ∈ Eξ }) ≥ λ.
Because µ is complete and strictly localizable (416B), it has a lifting ψ : A → Σ (341K). Let haξ iξ<κ be a family in
A \ {0}; then there is an x ∈ X such that Γ = {ξ : x ∈ ψaξ } has cardinal at least λ. But now {ψaξ : ξ ∈ Γ} is centered
in Σ so {aξ : ξ ∈ Γ} is centered in A. As haξ iξ<κ is arbitrary, (κ, λ) is a precaliber pair of A.
1
(b) We can use exactly the same argument, provided that in part (i) we make sure that µKξ ≥ 2 µEξ , so that
inf ξ<κ µ̄Kξ• > 0.
(c)(i)⇒(iii) Suppose that κ is a precaliber of A and hAξ iξ<κ is a non-decreasing family of sets with union X. ?? If
no Aξ has full outer measure, then we can choose, for each ξ < κ, a non-negligible compact set Kξ ⊆ X \ Aξ . Because
κ is a precaliber of A, there is a set Γ ∈ [κ]κ such that {Kξ• : ξ ∈ Γ} is centered. Now {Kξ : ξ ∈ Γ} has the finite
T S
intersection property and there is some x ∈ ξ∈Γ Kξ , in which case x ∈ / ξ∈Γ Aξ . But since Γ must be cofinal with κ,
S
ξ∈Γ Aξ = X. X X As hAξ iξ<κ is arbitrary, (iii) is true.
S
(iii)⇒(ii) Suppose that (iii) is true, and that hEξ iξ<κ is a non-decreasing family in N (µ). ?? If ξ<κ Eξ has
S
non-zero inner measure, let E ⊆ ξ<κ Eξ be a non-negligible measurable set. Set Aξ = Eξ ∪ (X \ E) for each ξ; then
hAξ iξ<κ is a non-decreasing family with union X, so there is some ξ such that Aξ has full outer measure. But E \ Eξ
is a non-negligible measurable set disjoint from Aξ . X X As hEξ iξ<κ is arbitrary, (ii) is true.
(ii)⇒(i) Let Z be the Stone space of A and ν its usual measure (411P). Because µ has a lifting, there is an inverse-
measure-preserving function f : X → Z (341P).
Let hFξ iξ<κ be a non-decreasing family of nowhere dense subsets of Z. Then they are all negligible (411Pa) so
hf −1 [Fξ ]iξ<κ is a non-decreasing family in N (µ) and µ∗ ( ξ<κ f −1 [Fξ ]) = 0. But this means that if G = int( ξ<κ Fξ ),
S S

νG = µf −1 [G] = 0 and G is empty. By 516Rb, κ is a precaliber of A.

525E Proposition Let (A, µ̄) be a measure algebra.


(a) Any precaliber triple of A is a measure-precaliber triple of (A, µ̄).
(b) If (κ, λ, <θ) is a measure-precaliber triple of (A, µ̄) and κ has uncountable cofinality, then (κ, λ, <θ) is a precaliber
triple of A.
(c) If κ is a measure-precaliber of (A, µ̄), so is cf κ.
proof (a) is immediate from the definitions.
(b) If haξ iξ<κ is any family in A+ , then there is a δ > 0 such that Γ = {ξ : µ̄aξ ≥ δ} has cardinal κ; and now there
is a Γ0 ∈ [Γ]λ such that {aξ : ξ ∈ I} has a non-zero lower bound for every I ∈ [Γ0 ]<θ .
(c) The point is that κ is a measure-precaliber of (A, µ̄) iff it is a precaliber of the supported relation (Aδ , ⊇, A+ )
for every δ > 0, where Aδ = {a : a ∈ A, µ̄a ≥ δ}; so this is just a special case of 516Bd.

525F Proposition (a) Let (A, µ̄) be a probability algebra and κ an infinite cardinal. Then κ is a precaliber of A
iff either A is finite or κ is a measure-precaliber of (A, µ̄) and cf κ > ω.
(b) An infinite cardinal κ is a precaliber of every measurable algebra iff it is a measure-precaliber of every probability
algebra and has uncountable cofinality.
proof (a) If κ is a precaliber of A, of course κ is a measure-precaliber of (A, µ̄). Also cf κ is a precaliber of A (516Bd),
so cf κ ≥ sat(A) (516Ja); and if A is infinite, cf κ > ω.
If A is finite, then any infinite cardinal is a precaliber of A (516Lc). If κ is a measure-precaliber of (A, µ̄) and
cf κ > ω, then κ is a precaliber of A by 525Eb.
(b) Recall that an algebra A is ‘measurable’ iff either A = {0} or there is a functional µ̄ such that (A, µ̄) is a
probability algebra (391B). So the result follows directly from (a).

525G Proposition Let (A, µ̄) be a probability algebra.


(a) ω is a measure-precaliber of (A, µ̄).
(b) If ω ≤ κ < m(A), then κ is a measure-precaliber of (A, µ̄).
525I Precalibers 135

proof (a) Let han in∈N be a sequence in A such that inf n∈N µ̄an = δ > 0. Set a = inf n∈N supm≥n am ; then µ̄a =
inf n∈N µ̄(supm≥n am ) ≥ δ > 0, so a 6= 0. If 0 6= b ⊆ a and n ∈ N, there is an m ≥ n such that b ∩ am 6= 0. We
can therefore choose inductively a strictly increasing sequence hni ii∈N such that a ∩ inf j≤i anj 6= 0 for every i, so that
hani ii∈N is centered. As han in∈N is arbitrary, ω is a measure-precaliber of (A, µ̄).
(b) If κ = ω, this is (a). Otherwise, let haξ iξ<κ be a family in A with inf ξ<κ µ̄aξ = δ > 0. Set
c = inf J⊆κ,#(J)<κ supξ∈κ\J aξ ;
then
µ̄c = inf J⊆κ,#(J)<κ µ̄(supξ∈κ\J aξ ) ≥ δ.
S
Choose hIξ iξ<κ inductively so that, for each ξ < κ, Iξ is a countable subset of κ \ η<ξ Iη and c ⊆ supη∈Iξ aη .
For ξ < κ, set
Qξ = {b : 0 6= b ⊆ c, ∃ η ∈ Iξ , b ⊆ aη }.
Then Qξ is coinitial with A+ +
c . Because κ < m(A) ≤ m(Ac ), there is a centered R ⊆ Ac meeting every Qξ . Now

Γ = {η : η < κ, ∃ b ∈ R, b ⊆ aη }
meets every Iξ so has cardinal κ, and {aη : η ∈ Γ} is centered. As haξ iξ<κ is arbitrary, κ is a measure-precaliber of
(A, µ̄).

525H As is surely to be expected, questions about precalibers of measurable algebras can generally be reduced
to questions about precalibers of the algebras Bκ . Some of these can be quickly answered in terms of the cardinals
examined earlier in this chapter.
Proposition (a) Let (A, µ̄) be a totally finite measure algebra. Let K be the set of infinite cardinals κ0 such that
the Maharam-type-κ0 component of A is non-zero (cf. 524M). If κ, λ and θ are cardinals, of which κ is infinite, then
(κ, λ, <θ) is a measure-precaliber triple of (A, µ̄) iff it is a measure-precaliber triple of (Bκ0 , ν̄κ0 ) for every κ0 ∈ K.
(b) Suppose that ω ≤ κ < cov Nκ0 . Then κ is a measure-precaliber of Bκ0 .
(c) For any cardinal κ0 , ω1 is a precaliber of Bκ0 iff cov Nκ0 > ω1 .
(d) If κ, κ0 are cardinals such that non Nκ0 < cf κ, then κ is a precaliber of Bκ0 .
proof (a)(i) Suppose that (κ, λ, <θ) is a measure-precaliber triple of (A, µ̄), κ0 ∈ K and hbξ iξ<κ is a family in Bκ0
with inf ξ<κ ν̄κ0 bξ = δ > 0. Let Aa be a principal ideal of A such that there is an isomorphism π : Bκ0 → Aa with
µ̄(πb) = µ̄a · ν̄κ0 b for every b ∈ Bκ0 . Then inf ξ<κ µ̄(πbξ ) = δ µ̄a > 0, so there is a Γ ∈ [κ]λ such that inf ξ∈I πbξ and
inf ξ∈I bξ are non-zero for every I ∈ [Γ]<θ . As hbξ iξ<κ is arbitrary, (κ, λ, <θ) is a measure-precaliber triple of (Bκ0 , ν̄κ0 ).
(ii) Suppose that (κ, λ, <θ) is a measure-precaliber pair of (Bκ0 , ν̄κ0 ) for every κ0 ∈ K and haξ iξ<κ is a family
in A with inf ξ<κ µ̄aξ = δ > 0. Let D ⊆ A \ {0} be a partition ofP unity in A such that all the principal ideals Ad , for
d ∈ D, are homogeneous. Let C ⊆ D be a finite set such that d∈D\C µ̄d ≤ 21 δ. Then for every ξ < κ there is a
c ∈ C such that µ̄(aξ ∩ c) ≥ 21 δ µ̄c, so (because κ is infinite) there are c ∈ C and Γ0 ∈ [κ]κ such that µ̄(a ∩ c) ≥ 12 δ µ̄c
for every ξ ∈ Γ0 . If c is an atom then inf ξ∈I aξ is non-zero for every I ⊆ Γ0 . Otherwise, the Maharam type κ0 of Ac
belongs to K. Let π : Bκ0 → Ac be an isomorphism with µ̄(πb) = µ̄c · ν̄κ0 b for every b ∈ Bκ0 . Set bξ = π −1 (aξ ∩ c);
then ν̄κ0 bξ ≥ 21 δ for every ξ ∈ Γ0 . There is therefore a Γ ∈ [Γ0 ]λ such that inf ξ∈I bξ and inf ξ∈I aξ are non-zero for every
I ∈ [Γ]<θ . As haξ iξ<κ is arbitrary, (κ, λ, <θ) is a measure-precaliber triple of (A, µ̄).
(b) We have cov Nκ0 = m(Bκ0 ) (524Md); so we can use 525Gb.
(c) If cov Nκ0 > ω1 then (b) tells us that ω1 is a precaliber of Bκ0 . If cov Nκ0 = ω1 , let hEξ iξ<ω1 be a cover of
0
{0, 1}κ by negligible sets; then h η<ξ Eη iξ<ω1 is a non-decreasing family in Nκ0 with union of non-zero inner measure,
S
so 525Dc tells us that ω1 is not a precaliber of Bκ0 .
(d) If κ0 is finite this is elementary. Otherwise, d(Bκ0 ) = non Nκ0 (524Me). By 516Lc, κ is a precaliber of Bκ0 .

525I The structure of BI Several of the arguments below will depend on the following ideas. Let I be any set
and hei ii∈I the standard generating family in BI . If a ∈ BI , there is a smallest countable set J ⊆ I such that a belongs
to the closed subalgebra CJ of BI generated by {ei : i ∈ J} (254Rd, 325Mb). (Of course CJ is canonically isomorphic
to BJ ; see 325Ma.)
Now suppose that haξ iξ∈Γ is a family in BJ , that for each ξ ∈ Γ we are given a set Iξ ⊆ I such that aξ ∈ CIξ , and
that J ⊆ I is such that Iξ ∩ Iη ⊆ J for all distinct ξ, η ∈ Γ. Then haξ iξ∈Γ is relatively stochastically independent over
CJ (458Ld). It follows that if ∆ ⊆ Γ is finite and inf ξ∈∆ upr(aξ , CJ ) 6= 0, then inf ξ∈∆ aξ 6= 0 (458Lf); in particular, if
hupr(aξ , CJ )iξ∈Γ is centered, so is haξ iξ∈Γ .
136 Cardinal functions of measure theory 525J

525J Theorem (a)(i) If κ > 0 and (κ, λ, <θ) is a measure-precaliber triple of (Bκ , ν̄κ ), then it is a measure-precaliber
triple of every probability algebra.
(ii) If κ > 0 and (κ, λ, <θ) is a precaliber triple of Bκ , then it is a precaliber triple of every measurable algebra.
(b) Suppose that cf κ ≥ ω2 . If (κ, λ) is a precaliber pair of Bκ0 for every κ0 < κ, then it is a precaliber pair of every
measurable algebra.
(c) Suppose that (κ, λ, <θ) is a measure-precaliber triple of (Bω , ν̄ω ) and that κ0 is such that cf[κ0 ]≤ω < cf κ. Then
(κ, λ, <θ) is a measure-precaliber triple of (Bκ0 , ν̄κ0 ).
proof (a)(i) Let (A, µ̄) be any probability algebra and haξ iξ<κ a family in A+ such that inf ξ<κ µ̄aξ > 0. Let B be the
closed subalgebra of A generated by {aξ : ξ < κ}. Then (B, µ̄ B) is a probability algebra with Maharam type at most
κ, so is isomorphic to a closed subalgebra of (Bκ , ν̄κ ) (332N). Since (κ, λ, <θ) is a measure-precaliber triple of (Bκ , ν̄κ )
it is a measure-precaliber triple of (B, µ̄ B) (cf. 516Sb), and there is a Γ ∈ [κ]λ such that {aξ : ξ ∈ I} is bounded
below in B+ and therefore in A+ for every I ∈ [Γ]<θ . As haξ iξ<κ is arbitrary, (κ, λ, <θ) is a measure-precaliber triple
of (A, µ̄).
(ii) The same argument applies, deleting the phrase ‘inf ξ<κ µ̄aξ > 0’, since if A is a measurable algebra other
than {0} there is a functional µ̄ such that (A, µ̄) is a probability algebra.
(b) By (a)(ii), it is enough to prove that (κ, λ) is a precaliber pair of Bκ . Let haξ iξ<κ be a family in B+ κ . For each
I ⊆ κ, let CI be the closed subalgebra of Bκ generated by {ei : i ∈ I}, as in 525I. Then for each ξ < κ we have a
countable set Iξ ⊆ κ such that aξ ∈ CIξ . Because cf κ ≥ ω2 , there are a Γ ∈ [κ]κ and a J ∈ [κ]<κ such that Iξ ∩ Iη ⊆ J
for all distinct ξ, η ∈ Γ (5A1Ia). Because #(J) < κ, (κ, λ) is a precaliber pair of BJ ∼ = CJ , so there is a Γ0 ∈ [Γ]λ
such that hupr(aξ , CJ )iξ∈Γ0 is centered. It follows that haξ iξ∈Γ0 is centered (525I). As haξ iξ<κ is arbitrary, we have the
result.
(c) Let haξ iξ<κ be a family in Bκ0 such that ν̄κ0 aξ ≥ δ > 0 for every ξ < κ. Fix a cofinal family J in [κ0 ]≤ω of
cardinal less than cf κ. For each ξ < κ let Jξ ∈ J be such that aξ ∈ CJξ , where this time CJξ is interpreted as a
subalgebra of Bκ0 . Then there must be some J ∈ J such that A = {ξ : Jξ = J} has cardinal κ. Now (CJ , ν̄κ0  CJ ) is
isomorphic to a subalgebra of (Bω , ν̄ω ), so has (κ, λ, <θ) as a measure-precaliber triple, and there is a Γ ∈ [A]λ such that
{aξ : ξ ∈ I} has a non-zero lower bound for every I ∈ [Γ]<θ . As haξ iξ<κ is arbitrary, (κ, λ, <θ) is a measure-precaliber
triple of (Bκ0 , ν̄κ0 ).

525K Corollary Suppose that κ is an infinite cardinal and κ < cov Nκ . Then κ is a measure-precaliber of every
probability algebra.
proof By 525Hb, κ is a measure-precaliber of (Bκ , ν̄κ ); by 525Ja, it is a measure-precaliber of every probability
algebra.

525L Proposition Let κ > non Nω be a regular cardinal such that cf[λ]≤ω < κ for every λ < κ (e.g., κ = c+ ,
+ +
(c ) , etc.). Then κ is a precaliber of every measurable algebra.
proof The point is that κ is a precaliber of Bλ for every λ < κ. P
P If λ is finite, this is trivial. Otherwise,
d(Bλ ) = non Nλ ≤ max(non Nω , cf[λ]≤ω ) < κ = cf κ
by 524Me and 523Ia; it follows that κ is a precaliber of Bλ (516Lc). Q
Q
By 525Jb, κ is a precaliber of all measurable algebras.

525M If κ > c is not a strong limit cardinal we can do a little better than 525L.
Proposition (Džamonja & Plebanek 04) Suppose that λ and κ are infinite cardinals such that λω < cf κ ≤ κ ≤ 2λ ,
where λω is the cardinal power. Then κ is a precaliber of every measurable algebra.
proof By 525Fb and 525J, it is enough to show that κ is a precaliber of Bκ . Let haξ iξ<κ be a family in Bκ \ {0}.
Let θ : Bκ → Tκ be a lifting, and for each ξ < κ let Kξ be a non-empty closed subset of θaξ which is determined
by coordinates in a countable set Iξ . We may suppose that each Iξ is infinite; let hξ : N → Iξ be a bijection, and set
gξ (x) = xhξ for x ∈ {0, 1}κ , so that gξ : {0, 1}κ → {0, 1}N is continuous and Kξ = gξ−1 [gξ [Kξ ]]. As c < cf κ, there is an
L ⊆ {0, 1}N such that Γ0 = {ξ : ξ < κ, gξ [Kξ ] = L} has cardinal κ.
Because κ ≤ 2λ , there is an f : κ × λω → N such that whenever hξn in∈N is a sequence of distinct elements of κ there
is an η < λω such that
S f (ξn , η) = n for every n (5A1Eg). For each η < λω , set Aη = {ξ : ξ < κ, f (hξ (n), η) = n for
every n ∈ N}; then η<λω Aη = κ, while cf κ > λ , so there is an η ∗ < λω such that Γ = Γ0 ∩ Aη∗ has κ members.
ω

Fix z ∈ L. For ξ, η ∈ Γ and i, j ∈ N,


hξ (i) = hη (j) =⇒ i = f (hξ (i), η ∗ ) = f (hη (j), η ∗ ) = j.
525P Precalibers 137

So we can find an x ∈ {0, 1}κ such that x(hξ (i)) = z(i) whenever ξ ∈ Γ and i ∈ N; that is, gξ (x) = z for every ξ ∈ Γ.
But this means that x ∈ gξ−1 [L] = Kξ for every ξ ∈ Γ. It follows that whenever I ∈ [Γ]<ω then ξ∈I θaξ 6= ∅ and
T

inf ξ∈I aξ 6= 0; that is, that {aξ : ξ ∈ Γ} is centered. As haξ iξ<κ is arbitrary, κ is a precaliber of Bκ .

525N Proposition Let (A, µ̄) be a probability algebra and κ an infinite cardinal such that cf κ is a measure-
precaliber of (A, µ̄) and λω < κ for every λ < κ. Then κ is a measure-precaliber of (A, µ̄).
proof (a) Suppose first that A = BI for some set I; let hei ii∈I be the standard generating family in BI . If κ is
regular, the result is trivial. Otherwise, let haξ iξ<κ be a family in A+ such that inf ξ<κ ν̄I aξ = δ > 0. There is a strictly
increasing family hκα iα<cf κ of regular uncountable cardinals with supremum κ such that κ0 > cf κ and if α < cf κ and
λ < κα then λω < κα . P P All we need to know is that if θ < κ there is a regular uncountable cardinal θ0 such that
θ ≤ θ < κ and λ < θ whenever λ < θ0 ; and θ0 = (θω )+ has this property. Q
0 ω 0
Q
For each ξ < κ, let Iξ ⊆ I be a countable set such that aξ belongs to the closed subalgebra of A generated by
{ei : i ∈ Iξ }. By the ∆-system Lemma (5A1I(a-ii)), thereis for each S α < cf κ a set Γα ⊆ κα+1 \ κα such that
#(Γα ) = κα+1 and hIξ iξ∈Γα is a ∆-system with root Jα say. Set J = α<cf κ Jα , so that #(J) ≤ cf κ, and
Γ0α = {ξ : ξ ∈ Γα , (Iξ \ Jα ) ∩ (J ∪ η<κα Iη ) = ∅};
S

then #(Γ0α ) = κα+1 for every α < cf κ, and Iξ ∩ Iη ⊆ J for all distinct ξ, η ∈ Γ0 = α<cf κ Γ0α . Let CJ be the closed
S
subalgebra of A generated by {ei : i ∈ J}. For ξ ∈ Γ0 , set bξ = upr(aξ , CJ ). Because
#(CJ ) ≤ max(ω, #(J))ω < κα+1 = cf κα+1 ,
there is for each α < cf κ a cα ∈ CJ such that Γ00α = {ξ : ξ ∈ Γ0α , bξ = cα } has cardinal κα+1 . Note that
ν̄I cα = ν̄I bξ ≥ ν̄I aξ ≥ δ
whenever α < cf κ and ξ ∈ Γ00α .
cf κ
Now recall that we are supposing that
00
S cf κ is00 a measure-precaliber of A. So there is a ∆ ∈ [cf κ] such that
{cα : α ∈ ∆} is centered in A. Now Γ = α∈∆ Γα has cardinal κ, and hbξ iξ∈Γ00 is centered. It follows that haξ iξ∈Γ00 is
centered (525I).
As haξ iξ<κ is arbitrary, κ is a precaliber of A.
Q
(b) For the general case, observe that by Maharam’s theorem (332B) A is isomorphic to the simple product k∈K Adk
of a countable family of homogeneous principal ideals, where hdk ik∈K is a partitionP of unity in A. Let haξ iξ<κ be a
family in A such that inf ξ<κ µ̄aξ = δ > 0. Let L ⊆ K be a finite set such that k∈K\L µ̄dk = δ 0 < δ. Then there is
some k ∈ L such that
δ−δ 0
Γk = {ξ : ξ < κ, µ̄(aξ ∩ dk ) ≥ }
#(L)
has cardinal κ. Since cf κ is a measure-precaliber of A, it is also a measure-precaliber of Adk (cf. 516Sc). Since
(Adk , µ̄ Adk ) is isomorphic, up to a scalar multiple of the measure, to (BI , ν̄I ) for some I, (a) tells us that κ is a
measure-precaliber of Adk . There is therefore a set Γ ∈ [Γk ]κ such that haξ ∩ dk iξ∈Γ and haξ iξ∈Γ are centered. As
haξ iξ<κ is arbitrary, κ is a measure-precaliber of A.

525O Proposition (Argyros & Tsarpalias 82) Let κ be either ω or a strong limit cardinal of countable cofinality,
and suppose that 2κ = κ+ . Then κ+ is not a precaliber of Bκ .
proof By 523Lb, non Nκ > κ. So if we enumerate {0, 1}κ as hxξ iξ<κ+ and set Eξ = {xη : η < ξ} for ξ < κ+ , hEξ iξ<κ+
is an increasing family in Nκ with union {0, 1}κ . By 525Dc, κ+ is not a precaliber of Bκ .

525P As in 523P, GCH decides the most important questions.


Proposition Suppose that the generalized continuum hypothesis is true.
(a) An infinite cardinal κ is a measure-precaliber of every probability algebra iff cf κ is not the successor of a cardinal
of countable cofinality.
(b) An infinite cardinal κ is a precaliber of every measurable algebra iff cf κ is neither ω nor the successor of a
cardinal of countable cofinality.
proof (a)(i) If κ is a measure-precaliber of every probability algebra, so is cf κ (525Ec). By 525O, cf κ cannot be the
successor of a cardinal of countable cofinality.
(ii) Now suppose that cf κ is not the successor of a cardinal of countable cofinality. Then κ > λω for every λ < κ
and cf κ > λω for every λ < cf κ (5A1Pc). By 525L, cf κ is a measure-precaliber of every probability algebra; by 525N,
so is κ.
(b) Put (a) and 525Fb together.
138 Cardinal functions of measure theory *525Q

*525Q As in 522T, the Freese-Nation number of PN is relevant to the questions here.


Proposition (mcountable , FN∗ (PN)) is not a precaliber pair of Bω .
proof Fix a nowhere dense compact set K ⊆ {0, 1}ω of non-zero measure. By 518D, the Freese-Nation number of the
topology of {0, 1}ω is FN(PN); the regular Freese-Nation numbers are therefore also equal. By 518E and 522Ra, there
is a set A ⊆ {0, 1}ω , of cardinal mcountable , such that #(A ∩ F ) < FN∗ (PN) for every nowhere dense set F ⊆ {0, 1}ω .
For each x ∈ A, set ax = (K + x)• in Bω , where + here is the usual group operation corresponding to the identification
{0, 1}ω ≡ Zω 2 . Then every ax is non-zero. If B ⊆ A and {ax : x ∈ B} is centered, then {K + x : x ∈ B} has the
finite intersection property, so there is a y in its intersection; now B ⊆ A ∩ (K + y), and K + y is nowhere dense, so
#(B) < FN∗ (PN). Thus hax ix∈A has no centered subfamily of size FN∗ (PN) and witnesses that (mcountable , FN∗ (PN))
is not a precaliber pair of Bω .

525R I turn now to some results which may be interpreted as information on precaliber triples in which the third
cardinal is finite.
Lemma Let (A, µ̄) be a semi-finite measure algebra, hun in∈N a k k2 -bounded sequence in L2 = L2 (A, µ̄)+ , and F a
non-principal ultrafilter on N. Suppose that p ∈ [0, ∞[ is such that supn∈N kupn k2 is finite, and set v = limn→F un ,
w = limn→F upn , the limits being taken for the weak topology in L2 . Then v p ≤ w.
proof Of course the positive cone of L2 is closed for the weak topology so v ≥ 0 and we can speak of v p . ?? If v p 6≤ w,
there are α, β ≥ 0 such that αp > β and
a = [[v > α]] \ [[w > β]] 6= 0.
1
Let b ⊆ a be such that 0 < µ̄b < ∞ and consider u = χb. Then, setting q = p/(p − 1) (of course p > 1),
µ̄b

Z Z
(αµ̄b) ≤ ( v) = lim ( un × χb × χb)p ≤ lim kun × χbkp kχbkq )p
p p
b n→F n→F

(by Hölder’s inequality, 244Eb)


Z Z
p/q
= lim (µ̄b) upn = (µ̄b) p−1
w ≤ β(µ̄b)p < αp (µ̄b)p ,
n→F b b

which is absurd. X
X

525S Lemma Let (A, µ̄) be a probability algebra and hun in∈N a k k∞ -bounded sequence in L∞ (A, µ̄)+ such that
δ = inf n∈N un > 0. Let k0 , . . . , km be strictly positive integers with sum k. Suppose that γ < δ k .
R
R Qm kj
(a) There are integers n0 < n1 < . . . < nm such that unj ≥ γ.
R Qm j=0kj
(b) In fact, there is an infinite set I ⊆ N such that j=0 unj ≥ γ whenever n0 , . . . , nm belong to I and n0 < n1 <
. . . < nm .
k
proof (a) Let F be a non-principal ultrafilter on N. For each j ≤ m, let vj be the limit limn→F unj for the weak
topology on L2 (A, µ̄); let v be the limit limn→F un . By 525R,

m
Z Y m
Z Y Z
kj
vj ≥ v = v k = (kχ1kq kvkk )k
j=0 j=0
k
(where q = , or ∞ if k = 1)
k−1
Z
k
≥ v × χ1

(by Hölder’s inequality again, if k > 1)


Z Z
k k
= v = lim un ≥ δ k > γ.
n→F

v k ≥ ( v)k .) We can therefore choose n0 , . . . , nm inductively so that


R
R
(Or use 244Xd to show more directly that
R Qs kj Qm
j=0 unj × j=s+1 vj > γ
Qm
for each s ≤ m (interpreting the final product j=m+1 vj as χ1), since when we come to choose ns we shall be able to
use any member of
525T Precalibers 139

Qs−1 k Qm
R
{n : n > nj for j < s, ukns × j=0 unjj × j=s+1 vj > γ},
which belongs to F so is not empty. At the end of the induction we shall have a sequence n0 < . . . < nm such that
R Qm kj
j=0 unj ≥ γ, as required.
R Qm kj
(b) Let J ⊆ [N]m+1 be the family of all sets of the form {n0 , . . . , nm } where n0 < . . . < nm and j=0 unj ≥ γ. By
(a), applied to subsequences of hun in∈N , every infinite subset of N includes some member of J . By Ramsey’s theorem
(4A1G), there is an infinite I ⊆ N such that [I]m+1 ⊆ J , which is what we need.

525T Theorem (Fremlin 88) Let (A, µ̄) beR a probability algebra and κ an infinite cardinal. Let huξ iξ<κ be a
k k∞ -bounded family in L∞ (A)+ . Set δ = inf ξ<κ uξ . Then for any k ∈ N and γ < δ k+1 there is a Γ ∈ [κ]κ such that
R Qk
i=0 uξi ≥ γ for all ξ0 , . . . , ξk ∈ Γ.

proof (a) It will be helpful to note straight away that it will be enough to consider the case (A, µ̄) = (BI , ν̄I ) for
some set I. PP There is always a (BI , ν̄I ) in which (A, µ̄) can be embedded. In this case, L∞ (A) can be identified, as
f -algebra, with a subspace of L∞ (BI ), and the embedding respects integrals. So we can regard huξ iξ<κ as a family in
L∞ (BI ) and perform all calculations there. Q Q
At the same time, the case δ = 0 is trivial, so let us suppose henceforth that δ > 0.
(b) Next, having fixed on a suitable set I, let hei ii∈I be the standard generating family in BI , and for J ⊆ I let CJ
be the closed subalgebra of BI generated by {ei : i ∈ J}; following 325N, I will say that a member of CJ is ‘determined
by coordinates in J’. For J ⊆ I let PJ : L1 (BI , ν̄I ) → L1 (CJ , ν̄I CJ ) be the conditional expectation operator. Note
that if J, K ⊆ I then PJ PK = PJ∩K (254Ra).

PnIt will be useful to start by looking at a particular subset W of L (BI ), being the set of linear combinations
i=0 αi χci where every αi is rational and every ci is determined by coordinates in a finite set. Now PJ [W ] ⊆ W for
every J ⊆ I. PP If c ∈ CK where K ⊆ I is finite, then
ν̄ (c ∩ d)
PJ (χc) = PJ PK (χc) = PJ∩K (χc) = d is an atom of CJ∩K I
P
χd ∈ W .
ν̄I d

As PJ is linear, this is enough. QQ Observe also that if K ⊆ I is finite, then PK [W ] is countable, being the set of
rational linear combinations of {χc : c ∈ CK }.
(c) Suppose, therefore, that we have a set I, a k k∞ -bounded family huξ iξ<κ in L∞ (BI )+ with inf ξ<κ uξ = δ > 0,
R

a k ∈ N and a γ < δ k+1 . To begin with, let us suppose further that


(α) uξ ≤ χ1 for every ξ < κ,
(β) uξ ∈ W , as described in (b), for each ξ < κ;
for each ξ < κ, let Iξ ∈ [I]<ω be such that PIξ uξ = uξ .
(i) Suppose that κ = ω. Because there are only finitely many sequences k0 , . . . , km of strictly positive integers
R Qm kj
with sum equal to k + 1, we can use 525Sb a finite number of times to find an infinite Γ ⊆ ω such that j=0 unj ≥ γ
Pm R Qk
whenever j=0 kj = k + 1 and n0 < . . . < nm belong to Γ. But in this case we surely have i=0 uni ≥ γ for all
n0 , . . . , nk ∈ Γ.
(ii) Next, suppose that κ > ω is regular. By the ∆-system Lemma (4A1Db) there is a ∆ ∈ [κ]κ such that hIξ iξ∈∆
is a ∆-system with root J say. Since PJ [W ] is countable, there is a v such that Γ = {ξ : ξ ∈ ∆, PJ uξ = v} has cardinal
κ. Of course
R R
v= uξ ≥ δ
for every ξ ∈ Γ.
By 458Ld, hCIξ iξ∈∆ is relatively independent over CJ . Now suppose that ξ0 , . . . , ξk belong to Γ. Then

k
Z Y k
Z Y
uξi ≥ PJ uξi
i=0 i=0
(458Lh8 )
Z Z
k+1
k+1
= v ≥ v

(as in the proof of 525Sa)


≥ δ k+1 ≥ γ,
8 Later editions only.
140 Cardinal functions of measure theory 525T

and this is what we need to know.


(iii) Finally, suppose that κ > cf κ ≥ ω. Set λ = cf κ and let hκζ iζ<λ be a strictly increasing family of regular
cardinals greater than λ and with supremum κ. S For each ζ < λ let ∆ζ ⊆ κζ+1 \ κζ be a set of size κζ+1 such that
hIξ iξ∈∆ζ is a ∆-system with root Jζ say. Set J = ζ<λ Jζ ; note that #(J) ≤ λ < κζ+1 for every ζ, so that
∆0ζ = {ξ : ξ ∈ ∆ζ , (Iξ \ Jζ ) ∩ (J ∪ η<κζ Iη ) = ∅}
S

still has cardinal κζ+1 .


If ζ < λ and ξ ∈ ∆0ζ , Iξ ∩ J is included in the finite set Jζ ; so {PJ uξ : ξ ∈ ∆0ζ } is countable, and there is a vζ such
that ∆00ζ = {ξ : ξ ∈ ∆0ζ , PJ uξ = vζ } has cardinal κζ+1 . Note that
R R
vζ = uξ ≥ δ
whenever ζ < λ and ξ ∈ ∆00ζ .
R Qk
Because λ is regular,Swe can apply (i) or (ii) above to find an A ∈ [λ]λ such that i=0 vζi ≥ γ whenever
ζ0 , . . . , ζk ∈ A. Set Γ = ζ∈A ∆00ζ ; because A must be cofinal with λ, #(Γ) = κ.
If ξ, η ∈ Γ are distinct, then Iξ ∩ Iη ⊆ J. So hCIξ iξ∈Γ is relatively independent over C. Take any ξ0 , . . . , ξk ∈ Γ; for
each i ≤ k, let ζi ∈ A be such that ξj ∈ ∆00ζi . By 458Lh again,
R Qn R Qn R Qn
i=0 uξi ≥ i=0 PJ uξi = i=0 vζi ≥ γ,

so we are done (provided (α)-(β) are true).


(c) Now let us unwind these conditions from the bottom.
(i) If (α) is true, but (β) is not, take  ∈ ]0, δ[ such that (δ − )k+1 > γ + (k + 1). For each ξ < κ, let u0ξ ∈ W
be such that u0ξ ≤ χ1 and |uξ − u0ξ | ≤ . (Such a u0ξ exists because {CK : K ∈ [I]<ω } is topologically dense in BI
R S

and u ∧ χ1 ∈ W for every u ∈ W .) Then uξ ≥ δ −  for each ξ, so we can apply (a) to hu0ξ iξ<κ to see that there is a
R 0
R Qk 0 0
Γ ∈ [κ]κ such that i=0 uξi ≥ γ + (k + 1) for all ξ0 , . . . , ξk ∈ Γ. Now (because uξ and uξ all lie between 0 and χ1)
we have
Qk Qk Pk
uξ −
i=0 i
u0 ≤
i=0 ξi |uξ − u0 |
i=0 i ξi

(see 285O), so that


R Qk R Qk Pk R
i=0 uξi ≥ i=0 u0ξi − i=0 |uξi − u0ξi | ≥ γ
whenever ξ0 , . . . , ξn ∈ Γ, and the theorem is still true.
1
(ii) Finally, for the general case, set M = 1 + supξ<κ kuξ k∞ , and u0ξ = uξ for ξ < κ. Then every u0ξ belongs
M
R 0 δ κ
R Qk 0 γ
to [0, χ1] and uξ ≥ . By (i) there is a Γ ∈ [κ] such that i=0 uξi ≥ M k+1 for all ξ0 , . . . , ξk ∈ Γ; in which case
M
R Qk
i=0 uξi ≥ γ for all ξ0 , . . . , ξk ∈ Γ.
This completes the proof.

525U Corollary (Argyros & Kalamidas 82) (a) If κ is an infinite cardinal and k ∈ N, (κ, κ, k) is a measure-
precaliber triple of every probability algebra.
(b) If κ is a cardinal of uncountable cofinality and k ∈ N, (κ, κ, k) is a precaliber triple of every measurable algebra.
In particular, every measurable algebra satisfies Knaster’s condition.
(c) If κ is a cardinal of uncountable cofinality, (A, µ̄) is a probability algebra, k ≥ 1 and haξ iξ<κ is a family in A \ {0},
then there are a δ > 0 and a Γ ∈ [κ]κ such that µ̄(inf ξ∈I aξ ) ≥ δ for every I ∈ [Γ]k .
(d) For any measurable algebra A, m(A) ≥ mK ; and if m(A) > ω1 , then m(A) ≥ mpcω1 .
proof Really this is just the special case of 525T in which every uξ is a characteristic function.
 
(a) If (A, µ̄) is a probability algebra and haξ iξ<κ is a family in A such that inf ξ<κ µ̄aξ = δ > 0, take any γ ∈ 0, δ k .
k
Setting uξ = χaξ for each ξ, uξ ≥ δ for each ξ, so there is a Γ ∈ [κ]κ such that
R R Q
i=1 uξi ≥ γ for every ξ1 , . . . , ξk ∈ Γ;
k
in which case inf ξ∈J aξ 6= 0 for every J ∈ [Γ] . As haξ iξ<κ is arbitrary, (κ, κ, k) is a measure-precaliber triple of (A, µ̄).
(b) This now follows at once from 525Eb, since any non-zero measurable algebra can be given a probability measure.
Taking κ = ω1 and k = 2, we have Knaster’s condition.
(c) For the quantitative version, we have only to note that there must be some α > 0 such that #({ξ : µ̄aξ ≥ α}
has cardinal κ, and take δ < αk .
(d) By (b), A satisfies Knaster’s condition; it follows at once that m(A) ≥ mK . If m(A) > ω1 , then ω1 is a precaliber
of A (517Ig) so m(A) ≥ mpcω1 .
526A Asymptotic density zero 141

525X Basic exercises (a) Let (X, Σ, µ) be any measure space and A its measure algebra. (i) Show that (A+ , ⊇) 4T
(Σ \ N (µ), ⊇). (ii) Show that a pair (κ, λ) is a downwards precaliber pair of Σ \ N (µ) iff it is a precaliber pair of A.

> (b) Let A be a measurable algebra. Show that ω1 is a precaliber of A iff either A is purely atomic or τ (A) ≤ ω
and cov Nω > ω1 or cov Nω1 > ω1 . (Hint: 525H, 523F.)

> (c) Suppose that add Nω = cov Nω = κ. Show that κ is not a precaliber of Bω .

(d) Let (X, Σ, µ) be a complete strictly localizable measure space and A its measure algebra. Show that the
supported relation (Σ \ N (µ), 3, X) has the same precaliber pairs as the Boolean algebra A.

(e) Suppose that (κ, λ) is a precaliber pair of every measurable algebra, that I is a set, and that X ⊆ R I is a
compact set such that #({i : x(i) 6= 0}) < λ for every x ∈ X. Show that #({i : x(i) 6= 0}) < κ for every x belonging
to the closed convex hull of X in R I . (Hint: 461I.)

(f ) Let κ be a cardinal such that (α) λω < κ for every λ < κ (β) λω < cf κ for every λ < cf κ. Show that κ is a
measure-precaliber of every probability algebra.

525Z Problem Can we, in ZFC, find an infinite cardinal κ which is not a measure-precaliber of all probability
algebras? From 525O we see that a negative answer will require a model of set theory in which 2κ > κ+ for all strong
limit cardinals κ of countable cofinality; for such models see Foreman & Woodin 91, Cummings 92.

525 Notes and comments There seem to be three methods of proving that a cardinal is a precaliber of a measure
algebra. First, we have the counting arguments of 516L; since we know something about the centering numbers of
measure algebras (524Me), this gives us a start (see the proof of 525L). Next, we can try to use Martin numbers, as in
517Ig and 525G; since we can relate the Martin number of a measure algebra to the cardinals of §523 (524Md), we get
the formulation 525K. In third place, we have arguments based on the special structure of measure algebras, using 525I
to apply ∆-system theorems from infinitary combinatorics. Subject to the generalized continuum hypothesis, these
ideas are enough to answer the most natural questions (525P). Without this simplification, they leave conspicuous
gaps. The most important seems to be 525Z. Even if we know all the cardinals add Nκ , cov Nκ , non Nκ and cf Nκ of
§523, we may still not be able to determine which cardinals are precalibers; 525Xb is an exceptional special case.
I have presented this section with a bias towards measure-precalibers rather than precalibers. When there is a
difference, the former search deeper. ‘Cofinality ω1 ’ has a rather special position in this theory (525Jb), deriving from
the combinatorial arguments of 5A1H.

526 Asymptotic density zero


In §491, I devoted several paragraphs to the ideal Z of subsets of N with asymptotic density zero, as part of an
investigation into equidistributed sequences in topological measure spaces. Here I return to Z to examine its place in
the Tukey ordering of partially ordered sets. We find that it lies strictly between N N and `1 (526B, 526K) but in some
sense is closer to `1 (526F-526G). On the way, I mention the ideal of nowhere dense subsets of N N (526H, 526K) and
ideals of sets with negligible closures (526I-526J).

526A Proposition For I ⊆ N, set νI = supn≥1 n1 #(I ∩ n). Then ν is a strictly positive submeasure on PN. We
have a metric ρ on PN defined by setting ρ(I, J) = ν(I4J) for all I, J ⊆ N, under which the Boolean operations ∪, ∩,
4 and \ and upper asymptotic density d∗ : PN → [0, 1] are uniformly continuous, PN is complete and Z is a separable
closed subset. With the subspace topology, (Z, ⊆) is a metrizably compactly based directed set (definition: 513J).
proof (a) It is elementary to check that ν is a strictly positive submeasure. By 392H, ρ is a metric under which the
Boolean operations are uniformly continuous. Since
|d∗ (I) − d∗ (J)| ≤ d∗ (I4J) ≤ ν(I4J)
∗ −j
for all I, J ⊆ N,
T d isSuniformly continuous. Let hIj ij∈N be a sequence in PN such that ρ(Ij , Ij+1 ) ≤ 2 for every
j ∈ N. Set I = m∈N j≥m Ij . For any m ∈ N and n ≥ 1,
1 1 P∞ P∞
#(n ∩ (Im 4I)) ≤ #(n ∩ (Ij 4Ij+1 )) ≤ ρ(Ij , Ij+1 ) ≤ 2−m+1 ,
n n j=m j=m

so ρ(Im , I) ≤ 2−m+1 . Thus hIj ij∈N is convergent to I; as hIj ij∈N is arbitrary, PN is complete (cf. 2A4E).
142 Cardinal functions of measure theory 526A

(b) Z is a closed subset of PN. P P If I belongs to the closure Z of Z, and  > 0, let J ∈ Z be such that ρ(I, J) ≤ 12 ,
1
and let m ≥ 1 be such that n #(J ∩ n) ≤ 12  for every n ≥ m; then n1 #(I ∩ n) ≤  for every n ≥ m. As  is arbitrary,
I ∈ Z; as I is arbitrary, Z is closed. Q
Q
1
Z is separable because [N]<ω is a countable dense set. (If I ∈ Z and n ∈ N, ρ(a, a ∩ n) ≤ supm>n m #(m ∩ I).)
(c) Z is closed under ∪, so is a directed set under ⊆, and ∪ : Z × Z → Z is continuous. If a ∈ Z, then on {b : b ⊆ a}
the topology Tρ induced by ρ agrees with the usual compact Hausdorff topology S of PN ∼ = {0, 1}N . P
P If n ∈ N and
1
ρ(b, c) < n+1 , then b ∩ n = c ∩ n; so Tρ is finer than S on PN. If  > 0, there is an m ∈ N such that #(a ∩ n) ≤ n
whenever n ≥ m; now ρ(b, c) ≤  whenever b, c ⊆ a and b ∩ m = c ∩ m. So S is finer than Tρ on {b : b ⊆ a}. Q Q Since
{b : b ⊆ a} is S-compact, it is Tρ -compact.
Now suppose that han in∈N is a sequence S in Z with Tρ -limit a. Then it has a subsequence hank ik∈N such that
ρ(a, ank ) ≤S2−k for every k. Set b = k∈N ank . Then, given  > 0, let r, m ∈ N be such that 2−r ≤  and
#(n ∩ (a ∪ k≤r ank )) ≤ n for every n ≥ m; then

[ ∞
X
#(n ∩ b) ≤ #(n ∩ (a ∪ ank )) + #(ank \ a)
k≤r k=r+1

X
≤ n + 2−k n ≤ 2n
k=r+1

for every n ≥ m. So b ∈ Z and {ank : k ∈ N} is bounded above in Z.

526B Proposition (Fremlin 91a) N N 4T Z 4T `1 .


proof (a) For α ∈ N N , set
φ(α) = {2n i : n ∈ N, i ≤ α(n)}.
Then φ(α) ∈ Z, because if n ∈ N then
#(m ∩ φ(α)) ≤ (n + 1)α(n) + d2−n me
for every m. Also φ : N N → Z is a Tukey function, because if φ(α) ⊆ a ∈ Z then α(n) ≤ min{i : 2n i ∈
/ a} for every
n ∈ N.
1
(b) For a, b ∈ Z set ρ(a, b) = supn≥1 #((a4b) ∩ n). Then Z is complete and separable and the lattice operation
n
∪ is uniformly continuous (526A). By 524C, (Z, ⊆ 0 , [Z]<ω ) 4GT (`1 (ω), ≤, `1 (ω)). Since Z is upwards-directed, (Z, ⊆
, Z) ≡GT (Z, ⊆ 0 , [Z]<ω ) (513Id) and (Z, ⊆, Z) 4GT (`1 , ≤, `1 ), that is, Z 4T `1 .

526C The next three lemmas are steps on the way to Theorem 526F. I give them in much more generality than is
required by that theorem because a couple of them will be useful later, and I think they are interesting in themselves.
But if you are reading this primarily for the sake of 526F, you might save time by looking ahead to the proof there and
working backwards, extracting arguments adequate for the special case of 526E which is actually required.
Q
Lemma Let h(An , µ̄n )in∈N be a sequence of purely atomic probability algebras, and A = n∈N An the simple product
algebra. Then there is an order-continuous Boolean homomorphism π : A → PN such that lim supn→∞ µ̄n a(n) is the
upper asymptotic density d∗ (πa) for every a ∈ A; consequently, limn→∞ µ̄n a(n) is the asymptotic density d(πa) of πa
if either is defined.
proof (a) For eachPn ∈ N, let Cn be the set of atoms of An , and choose rational numbers αn (c) such that αn (c) ≤ µ̄n c
for each c ∈ Cn , c∈Cn αn (c) > 1 − 2−n , and {c : c ∈ Cn , αn (c) > 0} is finite. Express αn (c) as rn (c)/sn for each
c ∈ Cn , where rn (c) S
∈ N and sn ≥ 1; let hIn (c)ic∈Cn be a disjoint family of subsets of N with #(In (c)) = rn (c) for
each c, and set Jn = c∈Cn In (c); let πn : An → PJn be the Boolean homomorphism such that πn (c) = In (c) for each
c ∈ Cn . Then
(1 − 2−n )sn < sn c∈Cn αn (c) = c∈Cn rn (c) = #(Jn ) ≤ sn .
P P

Note that #(Jn ) > 0. Also


X
#(Jn )(µ̄n d − 2−n ) ≤ #(Jn ) αn (c)
c∈Cn ,c⊆d
X X
≤ sn αn (c) = rn (c) = #(πn d)
c∈Cn ,c⊆d c∈Cn ,c⊆d
526D Asymptotic density zero 143

and
(1 − 2−n )#(πn d) = (1 − 2−n )sn
P
c∈Cn ,c ⊆ d αn (c) ≤ #(Jn ) · µ̄n d
for every d ∈ An . So, for a ∈ A,
#(πn a(n))
lim supn→∞ µ̄n a(n) = lim supn→∞ .
#(Jn )

(b) Let hmn in∈N be a sequence in N such that


mn #(Jn ) ≥ 2n max(#(Jn+1 ), i<n mi #(Ji ))
P
P P
for every n. Set nk = 0 if k < m0 and nk = n if i<n mi ≤ k < i≤n mi where n ≥ 1; then limk→∞ nk = ∞. Set
P
lk = i<k #(Jni ), so that lk+1 − lk = #(Jnk ) for each k, and let φk : PJnk → P(lk+1 \ lk ) be a Boolean isomorphism;
set
S
πa = k∈N φk πnk a(nk )
for a ∈ A, so that π : A → PN is an order-continuous Boolean isomorphism.
(c) Let a ∈ A, and set
#(πn a(n))
γ = lim supn→∞ µ̄n a(n) = lim supn→∞ ,
#(Jn )

1
γ 0 = lim supl→∞ #(l ∩ πa).
l

Then γ ≤ γ 0 . P
P Setting ln0 = i<n mi #(Ji ), we have #(ln+1
0 0
= ln0 + mn #(Jn ) ≤
P
∩ πa) ≥ mn #(πn a(n)), while ln+1
−n
(1 + 2 )mn #(Jn ) for each n; but this means that

1 mn #(πn a(n))
γ 0 ≥ lim sup 0
0
#(ln+1 ∩ πa) ≥ lim sup = γ. Q
Q
n→∞ ln+1 n→∞ (1 + 2−n )mn #(Jn )

Also γ 0 ≤ γ. P
P Let  > 0. Let n∗ ≥ 1 be such that 2−n ≤  and #(πn a(n)) ≤ (γ + )#(Jn ) for every n ≥ n∗ .
Suppose that l ≥ ln0 ∗ +1 . Then l is of the form ln+1
0
+ j#(Jn+1 ) + i where n ≥ n∗ , j < mn+1 and i < #(Jn+1 ). Now
0 0
ln+1 = ln + mn #(Jn ), so
0
#(ln+1 ∩ πa) ≤ ln0 + mn #(πn a(n)) ≤ ln0 + mn #(Jn )(γ + )
≤ mn #(Jn )(γ +  + 2−n ) ≤ mn #(Jn )(γ + 2)
by the choice of mn . Accordingly

#(l ∩ πa) ≤ mn #(Jn )(γ + 2) + (j + 1)#(πn+1 a(n + 1))


≤ mn #(Jn )(γ + 2) + j(γ + )#(Jn+1 ) + #(Jn+1 )
≤ (γ + 2)l + #(Jn+1 ) ≤ (γ + 2)l + 2−n mn #(Jn )
(by the choice of mn )
≤ (γ + 3)l.

As this is true for any l ≥ ln0 ∗ +1 , γ 0 ≤ γ + 3; as  is arbitrary, γ 0 ≤ γ. Q


Q
(d) Thus
1
lim supn→∞ µ̄n a(n) = lim supn→∞ #(n ∩ πa)
n
for every a ∈ A. But as π is a Boolean homomorphism, it follows at once that
1
lim inf n→∞ µ̄n a(n) = lim inf n→∞ #(n ∩ πa)
n
for every a, so that the limits are equal if either is defined.

526D Lemma Let (A, µ̄) be a semi-finite measure algebra, and κ ≥ max(ω, c(A), τ (A)) a cardinal. Let (Bκ , ν̄κ ) be
the measure algebra of the usual measure on {0, 1}κ , and γ > 0. Then there is a function f : A → Bκ such that
(i) f (sup A) = sup f [A] for every non-empty A ⊆ A such that sup A is defined in A;
(ii) ν̄κ f (a) = 1 − e−γ µ̄a for every a ∈ A, interpreting e−∞ as 0;
144 Cardinal functions of measure theory 526D

(iii) if hai ii∈I is a disjoint family in A, and Ci is the closed subalgebra of Bκ generated by {f (a) : a ⊆ ai } for each
i, then hCi ii∈I is stochastically independent.
proof (a) By 495J, we have exactly this result for some probability algebra (B, λ̄) in place of (Bκ , ν̄κ ). Set Af = {a :
a ∈ A, µ̄a < ∞}, and give Af its measure metric ρ (323Ad). Then f  Af is uniformly continuous for ρ and the measure
P If  > 0, there is a δ > 0 such that |e−γs − e−γt | ≤ 21  whenever s, t ∈ [0, ∞[ and |s − t| ≤ δ. Now if
metric σ of B. P
a, a ∈ A and µ̄(a 4 a0 ) ≤ δ, set b = a ∩ a0 ; then f (b) ⊆ f (a) and µ̄a − µ̄b ≤ δ, so
0

1
σ(f (a), f (b)) = λ̄(f (a) \ f (b)) = λ̄f (a) − λ̄f (b) = e−γ µ̄b − e−γ µ̄a ≤ .
2

Similarly, σ(f (a0 ), f (b)) ≤ 12  so σ(f (a), f (b)) ≤ . As  is arbitrary, this gives the result. Q
Q
(b) By 521Ob, there is a set B ⊆ Af , of cardinal at most κ, which is dense for ρ. Accordingly f [B] is dense in f [Af ]
for σ. Taking D to be the closed subalgebra of B generated by f [B], τ (D) ≤ κ and f [Af ] ⊆ D. But if a ∈ A \ Af
then f (a) = 1, so f [A] ⊆ D. Now there is a measure-preserving Boolean homomorphism g : D → Bκ (332N), and
gf : A → Bκ has the properties we need.

526E Lemma Let h(An , µ̄n )in∈N be a sequence of finite probability algebras and hγn in∈N a sequence in ]0, ∞[.
Write P for the set
Q
{p : p ∈ n∈N An , limn→∞ γn µ̄n p(n) = 0},
Q
with the ordering inherited from the product partial order on n∈N An . Then P 4T Z.
proof (a) By 526D, we can find for each n a probability algebra (Bn , ν̄n ) and a function fn : An → Bn such that, for
all a, a0 ∈ An ,
fn (a ∪ a0 ) = fn (a) ∪ fn (a0 ),

ν̄n fn (a) = 1 − exp(−γn µ̄an ).


Q Q
We may suppose that Bn is generated by fn [An ], so is itself finite. Set A = n∈N An , B = n∈N Bn , f (p) =
hfn (p(n))in∈N for p ∈ A; then f (sup A) = sup f [A] for any non-empty subset A of A. Set
Q
Q = {q : q ∈ n∈N Bn , limn→∞ ν̄n q(n) = 0}.
Then f P is a Tukey function from P to Q. P P P = f −1 [Q], because limn→∞ γn ξn = 0 iff limn→∞ 1 − e−γn ξn = 0. So
f P is a function from P to Q. If q ∈ Q, A = {p : p ∈ A, f (p) ⊆ q} has a supremum p0 ∈ A; now f (p0 ) = sup f [A] ⊆ q,
so f (p0 ) ∈ Q and p0 ∈ P is an upper bound for A in P . QQ
(b) By 526C, we have an order-continuous Boolean homomorphism π : B → PN such that π(q) ∈ Z iff q ∈ Q. Now
πQ is a Tukey function from Q to Z. PP If d ∈ Z, set B = {q : q ∈ B, π(q) ⊆ d}. Because π is an order-continuous
Boolean homomorphism, B contains its supremum, and B is bounded above in Q. Q Q
(c) Thus πf P : P → Z is a Tukey function and P 4GT Z.

526F Theorem (`1 , ≤, `1 ) 4GT (N N , ≤, N N ) n (Z, ⊆, Z).


proof (a) Let Q ⊆ N N be the set of strictly increasing sequences α such that α(0) > 0. For α ∈ Q, set

X
Pα = {x : x ∈ `1 , kxk∞ ≤ α(0), lim 2n x(i)+ = 0}
n→∞
i=α(n)
α(n+1)−1
X
= {x : x ∈ `∞ , kxk∞ ≤ α(0), lim 2n x(i)+ = 0}
n→∞
i=α(n)

because

∞ ∞ α(m+1)−1
X X X
2n x(i)+ = 2n−m 2m x(i)+
i=α(n) m=n i=α(m)
α(m+1)−1
X
≤ 2 sup 2m x(i)+
m≥n
i=α(m)

for every n and x.


526G Asymptotic density zero 145

P For each n ∈ N set kn = 22n (α(n + 1) − α(n)),


The point is that Pα 4T Z. P
Vn = (α(n + 1) \ α(n)) × kn α(0) ⊆ N × N, An = PVn ,
and let µ̄n be the uniform probability measure on An , so that µ̄n d = #(d)/#(Vn ) for d ⊆ Vn . For x ∈ `∞ , n ∈ N set
fn (x) = {(i, j) : α(n) ≤ i < α(n + 1), j < kn min(α(0), x(i))} ⊆ Vn .
Then
min(α(0), x(i)+ )| ≤ α(n + 1) − α(n),
P
|#(fn (x)) − kn α(n)≤i<α(n+1)

so if kxk∞ ≤ α(0) then


α(n+1)−1
n X
2 α(0)(α(n + 1) − α(n))µ̄fn (x) − 2n x(i)+ ≤ 2n (α(n + 1) − α(n))/kn

i=α(n)

= 2−n .
Accordingly
Pα = {x : x ∈ `∞ , kxk∞ ≤ α(0), limn→∞ 2n α(0)(α(n + 1) − α(n))µ̄n fn (x) = 0}.
Q
Let A = n∈N An be the simple product of the Boolean algebras An , and let I be the ideal
{a : a ∈ A, limn→∞ 2n α(0)(α(n + 1) − α(n))µ̄n a(n) = 0}.
For x ∈ `∞ , set f (x) = hfn (x)in∈N . Observe that f : `∞ → A is supremum-preserving in the sense that f (sup A) =
sup f [A] for any non-empty bounded subset A of `∞ .
The last formula for Pα shows that f (x) ∈ I for every x ∈ Pα . But if a ∈ I, A = {x : x ∈ `∞ , f (x) ⊆ a} is
upwards-directed and has a supremum x0 ∈ `∞ , with kx0 k∞ ≤ α(0). Now f (x0 ) = supx∈A f (x) ⊆ a, so x0 ∈ Pα and is
an upper bound for A in Pα . Thus f Pα is a Tukey function from Pα to I.
By 526E, there is a Tukey function g : I → Z. Now gf Pα is a Tukey function from Pα to Z. Q Q
Thus (Pα , ≤, Pα ) 4GT (Z, ⊆, Z); it follows at once that (Pα , ≤, `1 ) 4GT (Z, ⊆, Z).
(b) Now, for α ∈ N N , take Pα0 = Pβ where β(n) = 1 + n + maxi≤n α(i) for n ∈ N. Then Pα ⊆ Pα0 whenever α ≤ α0
in N , α∈N N Pα0 = `1 and (Pα0 , ≤, `1 ) 4GT (Z, ⊆, Z) for every α; so (`1 , ≤, `1 ) 4GT (N N , ≤, N N ) n (Z, ⊆, Z), by 512K.
N
S

526G Corollary Let N be the ideal of Lebesgue negligible subsets of R.


(a) addω Z = add N and cf Z = cf N .
(b) If A ⊆ Z and #(A) < add N , there is a J ∈ Z such that I \ J is finite for every I ∈ A.
proof (a)(i) Putting 526B and 513Ie together, we see that
addω N N ≥ addω Z ≥ addω `1 ,
that is,
b ≥ addω Z ≥ add N
(522A, 524I). Next, we can deduce from 526F that addω `1 ≥ min(addω N N , addω Z). P
P Let (φ, ψ) be a Galois-Tukey
connection from `1 to
N
(N N , ≤, N N ) n (Z, ⊆, Z) = (N N × Z N , T, N N × Z),
where
T = {((p, f ), (q, a)) : p ≤ q in N N , f (q) ⊆ a ∈ Z}.
We can interpret φ as a pair (φ1 , φ2 ) where φ1 is a function from `1 to N N and φ2 is a function from `1 × N N to Z, and
saying that (φ, ψ) is a Galois-Tukey connection means just that
if φ1 (x) ≤ q and φ2 (x, q) ⊆ a then x ≤ ψ(q, a).
1
Now suppose that A ⊆ ` and #(A) < min(addω N N , addω Z). Then there is a sequence hqn in∈N in N N such that
for every x ∈ A there is an n ∈ N such that φ1 (x) ≤ qn . Next, for each n ∈ N there is a sequence hanm im∈N in Z
such that for every x ∈ A there is an m ∈ N such that φ2 (x, qn ) ⊆ anm . In this case, B = {ψ(anm ) : m, n ∈ N} is
a countable subset of Z, and for every x ∈ A there are m, n ∈ N such that φ1 (x) ≤ qn and φ2 (x, qn ) ⊆ anm , so that
x ≤ ψ(anm ) ∈ B. As A is arbitrary, addω `1 ≥ min(addω N N , addω Z). Q
Q
Thus we have add N ≥ min(b, addω Z) = addω Z, and addω Z = add N .
(ii) On the other hand, 524I, 526F, 512Da and 512Jb tell us that
146 Cardinal functions of measure theory 526G

cf N = cf `1 = cov(`1 , ⊆, `1 ) ≤ cov((N N , ≤, N N ) n (Z, ⊆, Z))


= max(cov(N N , ≤, N N ), cov(Z, ⊆, Z)) = max(d, cf Z).

But from 526B we see that d ≤ cf Z ≤ cf `1 , so cf Z = cf N .


(b) By (a), there is a countable set D ⊆ Z such that every member of A is included in a member of D. By 491Ae,
there is a J ∈ Z such that I \ J is finite for every I ∈ D; this J serves.

526H For a theorem in §527 it will be useful to know a little about the Tukey classification of a familiar ideal.
Lemma Let I be the ideal of nowhere dense subsets of N N and M the ideal of meager subsets of N N .
(a) I is isomorphic, as partially ordered set, to I N .
(b) (I, ⊆ 0 , [I]≤ω ) ≡GT (M, ⊆, M).
(c) Let X be a set and V a countable family of subsets of X. Set
D = {D : D ⊆ X, for every V ∈ V there is a V 0 ∈ V such that V 0 ⊆ V \ D}.
Then D 4T I.
(d) If X is any non-empty Polish space without isolated points, and IX is the ideal of nowhere dense subsets of X,
then I ≡T IX .
(e) If X is a compact metrizable space and Cnwd is the family of closed nowhere dense subsets of X with the Fell (or
Vietoris) topology (4A2T), then (Cnwd , ⊆) is a metrizably compactly based directed set.
Remark Recall that if R is any relation then R 0 is the relation {(x, B) : (x, y) ∈ B for some y ∈ B} (see 512F).
proof Enumerate S ∗ = n∈N N n as hσn in∈N . For σ ∈ S ∗ write Iσ = {α : σ ⊆ α ∈ N N }.
S

(a) Define φ : I → I N by setting φ(F )(n) = {α : <n>a α ∈ F }, where <n>a α = (n, α(0), α(1), . . . ) for n ∈ N and
α ∈ N N . Then φ is an isomorphism between I and I N .
S
(b)(i) Choose φ : M → I N such that M ⊆ n∈N φ(M )(n) for every m ∈ M. Then φ is a Tukey function so
M 4T I N ∼ = I, that is, (M, ⊆, M) 4GT (I, ⊆, I). By 513Id and 512Gb,
(M, ⊆, M) ≡GT (M, ⊆ 0 , [M]≤ω ) 4GT (I, ⊆ 0 , [I]≤ω ).

(ii) For n ∈ N and τ ∈ N n , define gτ : N N → N N by saying that gτ (α) = τ a α, that is,

gτ (α)(i) = τ (i) if i < n,


= α(i − n) otherwise.

Note that gτ is a homeomorphism between N N and Iτ , so that gτ [F ] and gτ−1 [F ] are nowhere dense whenever F is.
Now for any F ∈ I we can find a φ(F ) ∈ I such that F ⊆ φ(F ) and for every σ ∈ S ∗ either Iσ ∩ φ(F ) = ∅ or there
is a τ ∈ S ∗ , extending σ, such that gτ [F ] ⊆ φ(F ). P S hτn in∈N , hυn in∈N inductively, as follows. Given that
P Choose
Iυi ∩ (F ∪ gτj [F ]) = ∅ for all i, j < n, set E = Iσn ∩ (F ∪ j<n gτj [F ]). If E = ∅ set υn = σn and τn = ∅, so that
S
gτn [F ] = F . If E is not empty, it is still nowhere dense, so we can find υn ⊇ σn such that Iυn ∩ E = ∅. Next, i≤n Iυi
S
is a closed set not including Iσn , so we can find a τn ⊇ σn such that Iτn ∩ i≤n Iυi = ∅, and Iυi ∩ gτn [F ] = ∅. Thus in
S S
both cases we shall have i≤n Iυi ∩ (F ∪ j≤n gτj [F ]) = ∅, and the induction proceeds.
Set φ(F ) = F ∪ j∈N gτj [F ]. Because υi ⊇ σi and φ(F ) ∩ Iυi is empty for every i ∈ N, φ(F ) ∈ I. If σ ∈ S ∗ is such
S

that φ(F ) meets Iσ , there is an n ∈ N such that σ = σn ; now we cannot have υn = σn so we must have τn ⊇ σn and
gτn [F ] ⊆ φ(F ). Thus we have found an suitable set φ(F ). Q Q
For each M ∈ M let EM be a non-empty countable family of closed nowhere dense sets covering M , and set
ψ(M ) = {gτ−1 [E] : E ∈ EM , τ ∈ S ∗ }. Then (φ, ψ) is a Galois-Tukey connection from (I, ⊆ 0 , [I]≤ω ) to (M, ⊆, M). P P
Suppose that F ∈ I, M ∈ M are such that φ(F ) ⊆ M . If F = ∅ then certainly there is an F 0 ∈ ψ(M ) covering F .
Otherwise, φ(F ) is a non-empty closed set included in the union of the countable set EM of closed sets. By Baire’s
theorem, there must be a σ ∈ S ∗ and an E ∈ EM such that ∅ 6= φ(F ) ∩ Iσ ⊆ E. In this case, there is a τ ⊇ σ such
that gτ [F ] ⊆ φ(F ), so that gτ [F ] ⊆ E and F ⊆ gτ−1 [E] ∈ ψ(M ) and F ⊆ 0 ψ(M ). As F and M are arbitrary, (φ, ψ) is
a Galois-Tukey connection. Q Q
(iii) Thus we have
(M, ⊆, M) 4GT (F, ⊆ 0 , [I]≤ω ) 4GT (M, ⊆, M)
and (M, ⊆, M) ≡GT (F, ⊆ 0 , [I]≤ω ).
526I Asymptotic density zero 147

(c) If V = ∅ then D = PX has a greatest element and the result is trivial (any function from D to F will be a Tukey
function). Otherwise, choose a function h : S ∗ → V ∪ {X} such that h(∅) = X and hh(σ a <i>)ii∈N runs over {V :
h(σ) ⊇ V ∈ V} for every σ ∈ S ∗ . Note that h(τ ) ⊆ h(σ) whenever τ ⊇ σ, and that {h(τ ) : σ ⊆ τ ∈ N n } = {V : V ∈ V,

V ⊆ h(σ)} whenever m ∈ N, σ ∈ N m and n > m. For each D ∈ D we can choose a sequence S hτDn in∈N in S such that
τDn ⊇ σn and D ∩ h(τDn ) is empty and #(τDn ) ≥ n for every n ∈ N. Set φ(D) = N \ n∈N IτDn , so that φ(D) ∈ I.
N

P Let V ∈ V. Let υ ∈ N 1 be such that


S
Take any F ∈ I, and set D0 = {D : D ∈ D, φ(D) ⊆ F }. Then D0 ∈ D. P
h(υ) = V . Take τ ⊇ υ such that F ∩ Iτ = ∅. ?? S If D0 ∩ h(τ ) 6= ∅, then there is a D ∈ D such that φ(D) ⊆ F and
D ∩ h(τ ) 6= ∅. Iτ ∩ φ(D) is empty, that is, Iτ ⊆ n∈N IτDn ; because #(τDn ) ≥ n for every n, this can happen only
because there is some n ∈ N such that τDn ⊆ τ . But this means that D ∩ h(τ ) ⊆ D ∩ h(τDn ) = ∅, which is impossible.
XX Thus D0 ∩ h(τ ) is empty, and h(τ ) is a member of V included in V \ D0 . As V is arbitrary, D0 ∈ V. Q Q
As F is arbitrary, φ is a Tukey function and D 4T I, as claimed.
(d)(i) Taking V to be a countable base for the topology of X not containing ∅, we have
IX = {F : F ⊆ X, for every V ∈ V there is a V 0 ∈ V such that V 0 ⊆ V \ F },
so (c) tells us that IX 4T I.
(ii) X has a dense subset Y which is homeomorphic to N N (5A4Je). Let IY be the family of nowhere dense
subsets of Y . For F ∈ IY let φ(F ) be its closure in X. Then φ is a Tukey function from IY to IX , so I ∼
= IY 4T IX .
(e) By 4A2Tg9 , the Fell topology on the family C of all closed subsets of X is compact and metrizable. E ∪ F ∈ Cnwd
for all E, F ∈ Cnwd , and ∪ : Cnwd × Cnwd → Cnwd is continuous (4A2T(b-ii)). If F ∈ Cnwd , the set {E : E ∈ Cnwd ,
E ⊆ F } = {E : E ∈ C, E ∪ F = F } is closed in C, therefore compact. Now suppose that hEk ik∈N is a sequence in Cnwd
converging to E ∈ Cnwd . If X = ∅ then of course {Ek : k ∈ N} is bounded above in Cnwd . Otherwise, let hUn in∈N run
over a base for the topology of X not containing ∅, and choose hkn in∈N S, hVn in∈N inductively, as follows. Given ki ∈ N
for i < n, let Vn ⊆ Un be a non-empty open set such that V n ∩ (E ∪ i<n Eki ) = ∅; given that E ∩ V i = ∅ for i ≤ n,
S S
choose kn ≥ n such that Ekn ∩ i≤n V i is empty. (This is possible because i≤n V i is compact, so the family of sets
S
disjoint from it
S is open in the Fell topology.) Continue. At the end of the induction, G = n∈N Vn is a dense open set
disjoint from n∈N Ekn , so X \ G is an upper bound for {Ekn : n ∈ N} in Cnwd . Thus all the conditions of 513J are
satisfied, and Cnwd is metrizably compactly based.

526I A related type of ideal is the following. I express the result in more general form because it has a little
measure theory in it.
Proposition (Fremlin 91a) Let X be a second-countable topological space and µ a σ-finite topological measure on
X. Let E be the ideal of subsets of X with negligible closures. Then, writing I for the ideal of nowhere dense subsets
of N N , E 4T I and E 4T Z.
proof (a) If µX = 0 then E has a greatest element and the result is trivial. Otherwise, there is a probability measure
on X with the same measurable sets and the same negligible sets as µ (215B(vii)); so we may suppose that µ itself is
a probability measure. Let U be a countable base for the topology of X, containing X and closed under finite unions.
(b) For k ∈ N let Vk be the countable set {U : U ∈ U, µU > 1 − 2−k }. Set
Ek = {E : E ⊆ X, for every U ∈ Vk there is a V ∈ Vk such that V ⊆ U \ E}.
P Because X ∈ Vk , µE ≤ 2−k for every E ∈ Ek , so k∈N Ek ⊆ E. On the other hand, if E ∈ E and
T T
Then E = k∈N Ek . P
k ∈ N and V ∈ Vk , then µ(V \ E) > 1 −S2−k and U 0 = {U : U ∈ U, U ⊆ V \ E} has union V \ E. As U 0 is countable,
there is a finite U10 ⊆ U 0 such that U = U10 has measure
T greater than 1 − 2−k , so that U ∈ Vk and U ⊆ V \ E. As V
is arbitrary, E ∈ Vk ; as E and k are arbitrary, E ⊆ k∈N Ek . QQ Q Q
This means that the map E 7→ (E, E, E, . . . ) is a Tukey function from E to k∈N Ek , so that E 4T k∈N Ek . At the
same time, Ek 4T I for every k, by 526Hc. So E 4T I N ≡ I (513Eg, 526Ha).
(c) Let A be the countable subalgebra of PX generated by U. Then there is a Boolean homomorphism π : A → PN
such that d(πE) is defined and equal to µE for every E ∈ U. P P This is easy to prove directly (see 491Xu), but we can
also argue as follows. Let hAn in∈N beQa non-decreasing sequence of finite subalgebras of A with union A. By 526C, we
have a Boolean homomorphism π 0 : n∈N An → PN such that d(π 0 hEn in∈N ) = limn→∞ µEn whenever En ∈ An for
every n and the limit on the right is defined. For each n ∈ N let πn : A → An be a Boolean homomorphism extending
the identity homomorphism on An (314K, or otherwise); set πE = π 0 hπn Ein∈N for E ∈ A; this works. Q Q
Let hVn in∈N be a sequence running over the closed sets belonging to A. Let hkn in∈N be a strictly increasing sequence
1
in N\{0} such that #(kn ∩πE) ≥ µE −2−n whenever E belongs to the subalgebra Bn of A generated by {Vi : i ≤ n}.
kn
Define φ : E → PN by setting
9 Later editions only.
148 Cardinal functions of measure theory 526I

T
φ(E) = {ki ∪ πVi : i ∈ N, E ⊆ Vi }.
Then φ is a Tukey function from E to Z.
P (i) If E ∈ E and  > 0 there is a U ∈ U such that U ⊆ X \ E and µU ≥ 1 − . Let i ∈ N be such that X \ U = Vi ;
P
then φ(E) ⊆ ki ∪ πVi , so
d∗ (φ(E)) ≤ d∗ (Vi ) = µVi ≤ .
As  is arbitrary, φ(E) ∈ Z. Thus φ is a function from E to Z.
S S
(ii) Take any A ⊆ E, and set F = A, a = E∈E φ(E). If n ∈ N and i ∈ S kn \ a, then i ∈
/ φ(E) for every E ∈ A,
every E ∈ A there is a j < n such that
so for S T E ⊆ V j and i ∈
/ πVj . Set Fni = {V j : j < n, i ∈
/ πVj }, so that i ∈
/ πFni ,
while A ⊆ Fni and F ⊆ Fni . Set Fn = i∈kn \a Fni , so that F ⊆ Fn and no member of kn \ a belongs fo πFn , that
is, kn ∩ πFn ⊆ a. Note that Fn ∈ Bn . So we have
1 1
#(kn ∩ a) ≥ #(kn ∩ πFn ) ≥ µFn − 2−n ≥ µF − 2−n .
kn kn

This means that d∗ (a) ≥ µF . So if {φ(E) : E ∈ A} is bounded above in Z, A must be bounded above in I; that is, φ
is a Tukey function. Q
Q
Thus E 4T Z also.

526J Proposition Let ELeb be the ideal of subsets of R whose closures are Lebesgue negligible. Then N N 4T ELeb
but ELeb 64T N N .
proof (a) Enumerate Q ∩ [0, 1] as hqi ii∈N . Define φ : N N → ELeb by setting φ(f )(n) = {n + qi : n ∈ N, i ≤ S
f (n)}. Then
it is easy to see that φ is a Tukey function, because if F ⊆ N N and {f (n) : f ∈ F } is unbounded, then f ∈F φ(f ) is
dense in [n, n + 1] so does not belong to ELeb .
(b) Let ψ : ELeb → N N be any function. Let µ be Lebesgue measure on R, and choose hf (n)in∈N inductively in N
such that µ∗ {t : t ∈ [0, 1], ψ({t})(i) ≤ f (i) for every i ≤ n} > 21 for every n. Set
T
An = {t : t ∈ [0, 1], ψ({t})(i) ≤ f (i) for every i ≤ n}, F = n∈N An
so that µF ≥ 21 . Let hUn in∈N enumerate the set of rational open intervals of R which meet F , and for each n ∈ N
choose tn ∈ An ∩ Un . Then ψ({tn })(i) ≤ f (i) whenever n ≥ i, so {ψ({tn }) : n ∈ N} is bounded above in N N ; but
{tn : n ∈ N} includes F , so {{tn } : n ∈ N} is not bounded above in ELeb . Thus ψ cannot be a Tukey function.

526K Proposition Let I be the ideal of nowhere dense subsets of N N .


(a) I 4
6 T NN.
(b) Z 64T I, Z 64T N N and `1 64T I.
(c) (Louveau & Veličković 99) `1 64T Z.
proof (a) Put 526I and 526J together.
(b) Let φ : Z → I be any function. Let hUn in∈N enumerate a base for the topology of N N which contains ∅ and is
closed under finite unions. For each n ∈ N, set
an = {i : i ∈ N, φ(a) ∩ Un 6= ∅ whenever i ∈ a ∈ Z}.
Set
a = {min(an \ n2 ) : n ∈ N, an 6⊆ n2 }
(interpreting n2 in the formula above as a member of N rather than as a subset of N 2 ). Then a ∈ Z and a ∩ an 6= ∅
S
whenever an is infinite. Set K = {n : n ∈ N, φ(a) ∩ Un } = ∅}, so that n∈K Un = N N \ φ(a) is dense, while S an is finite
for every n ∈ K (since otherwise there is an i S ∈ a ∩ an , and φ(a) ∩ Un will not be empty). For n ∈ N, m∈K∩n Um
belongs to U; let r(n) ∈ N be such that Ur(n) = m∈K∩n Um . Then r(n) ∈ K for every n, so ar(n) is always finite. Take
a strictly increasing sequence hkn in∈N in K such that ar(n) ⊆ kn for every n. For i < k0 , set bi = {i}; for kn ≤ i < kn+1 ,
choose bi ∈ Z such that i ∈ bi and φ(bi ) ∩ Ur(n) is empty (such exists because i ∈/ ar(n) ).
S
Examine E =S i∈N φ(bi ) ⊆ N N . If m ∈ K then Um ⊆ USr(n) for every n > m so Um ∩ φ(bi ) = ∅ for every i ≥ km+1
and Um ∩ E = i<km+1 Um ∩ φ(bi ) is nowhere dense. As m∈K Um is a dense open set, E is nowhere dense. On the
S
other hand, i∈N bi = N. So {b : b ∈ Z, φ(b) ⊆ E} is not bounded above in Z, and φ cannot be a Tukey function. As
φ is arbitrary, Z 64T I.
Because N N 4T I and Z 4T `1 , it follows that Z 64T N N and `1 64T I.
526L Asymptotic density zero 149

(c)(i) Let φ : `1 → Z be any function. Give Z the submeasure ν and the metric ρ of 526A. By Blumberg’s theorem
(5A4H), there is a dense set D ⊆ `1 such that φD is continuous. Fix x∗ ∈ D.
(ii) For any  > 0 and n ∈ N, there is a finite set I ⊆ D such that k supx∈I x+ k1 ≥ n and ν( x∈I φ(x)\φ(x∗ )) ≤ 3.
S
PP Let δ > 0 be such that ρ(φ(x), φ(x∗ )) ≤  whenever x ∈ D and kx − x∗ k1 ≤ 2δ. For each i ∈ N, let xi ∈ D be such
that kxi − x∗ k1 ≤ 2δ and xi (i) ≥ δ + x∗ (i). Consider the sequence hφ(xi )ii∈N in PN. This has a cluster point c in PN
for the usual compact Hausdorff topology of PN; now ρ(φ(xi ), φ(x∗ )) ≤  for every i, so
#((c \ φ(x∗ )) ∩ n) ≤ supi∈N #((φ(xi )4φ(x∗ )) ∩ n) ≤ n
for every n. Choose sequences hl(i)ii∈N and hm(i)ii∈N in N as follows. Given hl(j)ij<i , m(i) ∈ N is to be such that
m(i) > m(j) for j < i and
S
#( j<i φ(xl(j) ) ∩ n) ≤ n
for every nS≥ m(i). Given m(i), l(i) ≥ i is to be such that φ(xl(i) ) ∩ m(i) = c ∩ m(i); and continue.
Set a = i∈N φ(xl(i) ). Then a∩m(0) = c∩m(0), so #((a\φ(x∗ ))∩n) ≤ n for every n ≤ m(0). If m(i) < n ≤ m(i+1),
then φ(xl(j) ) ∩ n = c ∩ n for every j > i, so
S
a ∩ n ⊆ c ∪ j<i φ(xl(j) ) ∪ φ(xl(i) ),
and
#((a \ φ(x∗ )) ∩ n) ≤ 3n.
Thus ν(a \ φ(x∗ )) ≤ 3.
Because limi→∞ l(i) = ∞, and xl(i) (l(i)) ≥ δ + x∗ (l(i)) for every i, lim supi→∞ xl(i) (l(i)) ≥ δ, and there must be a
finite set I ⊆ {xl(i) : i ∈ N} such that k supx∈I x+ k1 ≥ n; and as x∈I φ(x) ⊆ a, this set I will serve. Q
S
Q
(iii) Now choose a sequence hIn in∈N of finite subsets of D such that
k supx∈In x+ k ≥ n ν( x∈In φ(x) \ φ(x∗ )) ≤ 2−n
S

+
bounded above in `1 .
S
for every n ∈ N, and consider A = n∈N In . Because k supx∈A x k1 ≥ n for every n, A is not
But setting an = x∈In φ(x) ∈ Z for each n, ν(an \ φ(x∗ )) ≤ 2−n for every n, so hφ(x∗ ) ∪ i≤n ai in∈N is a Cauchy
S S

sequence in Z with limit a say; now a is an upper bound for φ[A].


(iv) So we have an a ∈ Z such that {x : φ(x) ⊆ a} is not bounded above in `1 , and φ cannot be a Tukey function
from `1 to Z. As φ is arbitrary, `1 64T Z.

526L Having introduced ideals of sets with negligible closures, I add a simple result which will be useful later.
Proposition Let X be a second-countable topological space and µ a σ-finite topological measure on X. Let E be the
ideal of subsets of X with negligible closures, N (µ) the null ideal of µ, and M the ideal of meager subsets of N N . Then
(E, ⊆, N (µ)) 4GT (M, 63, N N );
consequently add(E, ⊆, N (µ)) ≥ mcountable .
proof (a) Suppose first that µ is a probability measure. Let U be a countable base for the topology of X, containing
∅ and closed under finite unions. For each n ∈ N, let hUni ii∈N run over {U : U ∈ U, µU ≥ 1 − 2−n }. For f ∈ N N , set
T S
ψ(f ) = n∈N i≥n X \ Ui,f (i) ∈ N (µ).
For E ∈ E, set
φ(E) = {f : f ∈ N N , E 6⊆ ψ(f )}.
Then φ(E) ∈ M. P P Since X \E is a conegligible open set, we can find for each i ∈ N a g(i) ∈ N such that E ∩Ui,g(i) = ∅.
Now
S T
M = n∈N i≥n {f : f ∈ N N , f (i) 6= g(i)}
T
belongs to M. If f ∈ φ(E), there is an x ∈ E \ ψ(f ), so that x ∈ i≥n Ui,f (i) for some n; now if i ≥ n, we have
x ∈ Ui,f (i) \ Ui,g(i) , so f (i) 6= g(i); thus f ∈ M . Accordingly φ(E) ⊆ M ∈ M. Q Q
Now (φ, ψ) is a Galois-Tukey connection from (E, ⊆, N (µ)) to (M, 63, N N ), and (E, ⊆, N (µ)) 4GT (M, 63, N N ).
(b) If µX = 0, then of course (E, ⊆, N (µ)) 4GT (M, 63, N N ) (take φ(E) = ∅ for every E ∈ E, ψ(f ) = X for every
f ∈ N N ). Otherwise, there is a probability measure ν on X with the same domain and the same null ideal as µ, so (a)
tells us that (E, ⊆, N (µ)) 4GT (M, 63, N N ).
(c) Accordingly
150 Cardinal functions of measure theory 526L

add(E, ⊆, N (µ)) ≥ add(M, 63, N N ) = cov M


(512Db). But, writing M(R) for the ideal of meager subsets of R, cov M = cov M(R) = mcountable , by 522Vb and
522Ra.
Remark If X = R and µ is Lebesgue measure, then add(E, ⊆, N (µ)) = mcountable and cov(E, ⊆, N (µ)) = non M; see
Bartoszyński & Shelah 92 or Bartoszyński & Judah 95, 2.6.14.

526X Basic exercises (a) Let ν : PN → [0, 1] be the submeasure described in 526A. Show that d∗ (I) =
limn→∞ ν(I \ n) for every I ⊆ N.

(b) For I, J ⊆ N say that I ⊆∗ J if I \ J is finite. Show that (Z, ⊆∗ , Z) ≡GT (Z, ⊆ 0 , [Z]≤ω ).

(c) Let I be the ideal of nowhere dense subsets of N N and M the ideal of meager subsets of N N . Show that
addω I = add M, non I = non M, cov I = cov M and cf I = cf M.

(d) Let X be a topological space with a countable π-base, and IX the ideal of nowhere dense subsets of X. Show
that IX 4T I, where I is the ideal of nowhere dense subsets of N N .

(e) In 526He, show that Cnwd is a dense Gδ subset of the family C of all closed subsets of X with its Fell topology,
so is a Polish space in the subspace topology.

(f ) Let CLeb be the family of closed Lebesgue negligible subsets of [0, 1]. Show that CLeb with its Fell topology is a
Polish space and a metrizably compactly based directed set.

(g) Let ELeb be the ideal of subsets of R with negligible closures. (i) Show that it is Tukey equivalent to the partially
ordered set CLeb of 526Xf. (ii) Show that it is isomorphic to ELeb N
. (iii) Show that if we write Eσ for the σ-ideal of
0 ≤ω
subsets of R generated by ELeb , then (ELeb , ⊆ , [ELeb ] ) ≡GT (Eσ , ⊆, Eσ ). (iv) Show that addω ELeb = add Eσ and
cf ELeb = cf Eσ .

526Y Further exercises (a) Let X be a locally compact σ-compact metrizable space. Let Cnwd be the family of
closed nowhere dense sets in X with its Fell topology. Show that Cnwd is a metrizably compactly based directed set.

(b) Let Z be the asymptotic density algebra PN/Z and define d¯∗ : Z → [0, 1] by setting d¯∗ (I • ) = d∗ (I) for every
I ⊆ N, as in 491I. Show that if A ⊆ Z is non-empty, downwards-directed and has infimum 0, and #(A) < p, then
inf a∈A d¯∗ (a) = 0. (Compare 491Id.)

(c) Show that wdistr(Z) = ω1 .

(d) Show that m(Z) ≥ mσ-linked .

(e) Show that FN(PN) ≤ FN(Z) ≤ max(FN∗ (PN), (cf N )+ ).

(f ) Show that τ (Z) ≥ p.

526Z Problems Let I be the ideal of nowhere dense subsets of N N , and ELeb the ideal of subsets of R with Lebesgue
negligible closures. We know that N N 4T ELeb 4T Z 4T `1 and that ELeb 4T I 4T `1 ; and in the other direction
that ELeb 64T N N , that Z 46 T I and that `1 64T Z. But this leaves open the possibilities that I 4T Z or even that
I ≡T ELeb . Is either of these true?

526 Notes and comments The ‘positive’ results of this section are straightforward enough, except perhaps for 526F.
As elsewhere in this chapter, I am attempting to describe a framework which will accommodate the many arguments
which have been found effective in discussing the cardinal functions of these partially ordered sets. I note that in this
section I use the symbol M to represent the ideal of meager subsets of N N , rather than the ideal of meager subsets of
R, as elsewhere in the chapter. If you miss this point, however, none of the formulae here are dangerous, because the
two ideals are Tukey equivalent, and indeed isomorphic (522Vb).
When we come to ‘negative’ results, we have problems of a new kind. The special character of Tukey functions is
that they need not be of any particular type. They are not asked to be order-preserving, and even if we have partially
ordered sets with natural Polish topologies (as in 526A, 526Xe and 526Xf, for instance), Tukey functions between them
are not required to be Borel functions. This means that in order to show that there is no Tukey function between a
given pair of partially ordered sets, we have had to consider arbitrary functions, or seek to calculate suitable invariants
527Bc Skew products of ideals 151

which we know to be related to the Tukey ordering, like precaliber triples (516C), and show that they are incompatible
with the existence of a Tukey function. I have indeed been able to find such invariants which make the distinctions listed
in 526J and 526K (Fremlin n02), but the apparatus takes longer to describe than the proofs above from which it was
constructed. Note that all the principal partially ordered sets of this section (Z, N N , I, ELeb , `1 ) are either themselves
metrizably compactly based directed sets (526A, 513Xj, 513Xl) or are Tukey equivalent to metrizably compactly based
directed sets (526Hd-526He, 526Xf-526Xg). We can hope, therefore, that the methods of Solecki & Todorčević 04
(513J-513N) will lead to further results.
In 526Yb-526Yf I list miscellaneous facts about the asymptotic density algebra. A remarkable description of its
Dedekind completion is in 556S below.

527 Skew products of ideals


The methods of this chapter can be applied to a large proportion of the partially ordered sets which arise in
analysis. In this section I look at skew products of ideals, constructed by a method suggested by Fubini’s theorem and
the Kuratowski-Ulam theorem (527E).

527A Notation If (X, Σ, µ) is a measure space, N (µ) will be the null ideal of µ; N will be the null ideal of Lebesgue
measure on R. If X is a topological space, B(X) will be the Borel σ-algebra of X and M(X) the σ-ideal of meager
subsets of X; M will be the ideal M(R) of meager subsets of R.

527B Skew products of ideals Suppose that I C PX and J C PY are ideals of subsets of sets X, Y respectively.

(a) I will write I n J for their skew product {W : W ⊆ X × Y , {x : W [{x}] ∈ / J } ∈ I}. (This use of the symbol n
is unconnected with the usage in §512 except by the vaguest of analogies.) It is easy to check that I n J C P(X × Y ).
Similarly, I o J will be {W : W ⊆ X × Y , {y : W −1 [{y}] ∈
/ I} ∈ J }.

(b) Suppose that X and Y are not empty and that I and J are proper ideals. Then
add(I n J ) = min(add I, add J ), cf(I n J ) ≥ max(cf I, cf J ),

non(I n J ) = max(non I, non J ), cov(I n J ) = min(cov I, cov J ).


S
P (i) If hWξ iξ<κ is a family in I n J with κ < min(add I, add J ), set W = ξ<κ Wξ . For each ξ < κ, Hξ = {x :
P
S S
Wξ [{x}] ∈
/ J } belongs to I; as κ < add I, H = ξ<κ Hξ ∈ I. For any x ∈ / H, W [{x}] = ξ<κ Wξ [{x}] ∈ J because
κ < add J ; so W ∈ I n J . As hWξ iξ<κ is arbitrary, add(I n J ) ≥ min(add I, add J ).
In the other direction, as X ∈/ I, J = {F : F ⊆ Y , X × F ∈ I n J }, so F 7→ X × F is a Tukey function from J to
I n J and add J ≥ add(I n J ), cf J ≤ cf(I n J ). Similarly, E 7→ E × Y is a Tukey function from I to I n J and
add I ≥ add(I n J ), cf I ≤ cf(I n J ).
(ii) Let A ⊆ X and B ⊆ Y be such that A ∈
/ I, B ∈/ J , #(A) = non I and #(B) = non J . Then A × B ∈
/ I nJ,
so non(I n J ) ≤ #(A × B). But note that as I and J are ideals, A and B are either singletons or infinite; so
#(A × B) = max(#(A), #(B)) and non(I n J ) ≤ max(non I, non J ).
In the other direction, take any W ∈ P(X × Y ) \ (I n J ). Set E = {x : W [{x}] ∈
/ J }. Then #(E) ≥ non I
and #(W [{x}]) ≥ non J for every x ∈ E, so #(W ) ≥ max(non I, non J ); as W is arbitrary, non(I n J ) ≥
max(non I, non J ).
(iii) If A ⊆ I covers X, then {A × Y : A ∈ A} ⊆ I n J covers X × Y ; so cov(I n J ) ≤ cov I. Similarly,
cov(I n J ) ≤ cov J .
Now suppose that W ⊆ I n J and that #(W) S < min(cov I, cov J ). For each W ∈ W set EW = {x : W [{x}] ∈/ J };
then EW ∈ I for every S W , so there is an x ∈ X \ W ∈W E W , because #(W) < cov I. Now W
S [{x}] ∈ J for every W,
so there is a y ∈ Y \ W ∈W W [{x}], because #(W) < cov J . In this case (x, y) ∈ (X × Y ) \ W. As W is arbitrary,
cov(I n J ) ≥ min(cov I, cov J ) and we have equality. Q
Q

(c) The idea of the operation n here is that we iterate notions of ‘negligible set’ in a way indicated by Fubini’s
theorem: a measurable subset of R 2 is negligible iff almost every vertical section is negligible, that is, iff it belongs to
N n N . However it is immediately apparent that N n N contains many non-measurable sets, and indeed many sets
S of subsets of X × Y , write
of full outer measure (527Xa). We are therefore led to the following idea. If Λ is a family
I nΛ J for the ideal generated by (I n J ) ∩ Λ. Note that if κ ≤ min(add I, add J ) and W ∈ Λ for every W ∈ [Λ]<κ ,
then add(I nΛ J ) ≥ κ; in particular, I nΛ J will be a σ-ideal whenever I and J are σ-ideals and Λ is a σ-algebra of
subsets of X × Y . Typical applications will be with Λ a Borel σ-algebra or an algebra of the form Σ⊗T. b Thus 252F
can be restated in the form
152 Cardinal functions of measure theory 527Bc

if (X, Σ, µ) and (Y, T, ν) are measure spaces with c.l.d. product (X × Y, Λ, λ) then N (µ) nΛ N (ν) ⊆ N (λ).
If µ and ν are σ-finite then we get
N (λ) = N (µ) nΣ⊗T
b N (ν)

(252C). If we take B = B(R ) to be the Borel σ-algebra of R 2 , then all four ideals N nB(R 2 ) N , MnB(R 2 ) M, MnB(R 2 ) N
2

and N nB(R 2 ) M become interesting. In the next few paragraphs I will sketch some of the ideas needed to deal with
ideals of these kinds.

527C We are already familiar with N nB(R 2 ) N ; I begin by repeating a result from §417 in this language.
Theorem Let (X, T, Σ, µ) and (Y, S, T, ν) be σ-finite effectively locally finite τ -additive topological measure spaces.
Let λ̃ be the τ -additive product measure on X × Y (417C, 417G). Then N (µ) nB(X×Y ) N (ν) = N (λ̃).
proof Completing µ and ν does not change N (µ) or N (ν), and leaves µ and ν effectively locally finite and τ -additive;
so it also does not change λ̃ (use the uniqueness assertion in 417D). We may therefore assume that they are complete.
Now 417H tells us that a Borel subset of X × Y is λ̃-negligible iff it belongs to N (µ) n N (ν). On the other hand,
because µ and ν are σ-finite, so is λ̃, and every λ̃-negligible set is included in a λ̃-negligible Borel set. P
P Suppose that
W ∈ N (λ̃). Let hWn in∈N be a cover of X × Y by sets of finite measure. Because λ̃ is inner regular with respect to the
Borel sets (417D), we can find Vn ∈ B(X × Y ) such that Vn ⊆ Wn \ W and λ̃Vn = λ̃Wn for each n. Now
S
W ⊆ (X × Y ) \ n∈N Vn ∈ N (λ̃) ∩ B(X × Y ). Q Q
So N (µ) nB(X×Y ) N (ν) = N (λ̃).

527D The case M nB(R 2 ) M is also well known.


Theorem Let X and Y be topological spaces, with product X × Y . Write M∗ = M(X) nB(X×Y ) M(Y ) and
M∗1 = M(X) nB(X×Y
b ) M(Y ), writing B(X × Y ) for the Baire-property algebra of X × Y .
b
(a) If M(X × Y ) ⊆ M1 , then M = M∗1 = M(X × Y ).
∗ ∗

(b) Let C be the category algebra of Y (514I). If π(C) < add M(X) then M∗ = M(X × Y ).
proof (a)(i) ?? If M∗1 6= M(X × Y ), there is a set W ∈ M∗ \ M(X × Y ); take W1 ∈ B(Xb × Y ) ∩ (M(X) n M(Y ))
such that W1 ⊇ W . By 4A3Ra, there is an open set V ⊆ X × Y such that W1 4V is meager and V ∩ V 0 is empty
whenever V 0 ⊆ X × Y is open and V 0 ∩ W1 is meager. As W1 ∈/ M(X × Y ), V cannot be empty; let G ⊆ X, H ⊆ Y be
non-empty open sets such that G × H ⊆ V . In this case, G × H cannot be meager, so neither G nor H can be meager.
(If F ⊆ X is nowhere dense, then F × Y is nowhere dense in X × Y ; so M × Y ∈ M(X × Y ) whenever M ∈ M(X);
as G × Y ∈/ M(X × Y ), G ∈ / M(X).) But now we see that
{x : (G × H)[{x}] ∈
/ M(Y )} = G ∈
/ M(X),
/ M ; but (G × H) \ W1 is meager, so belongs to M∗ , and W1 is also supposed to belong to M∗ . X
so that G × H ∈ ∗
X
(ii) So M∗1 = M(X × Y ). Of course M∗ ⊆ M∗1 just because B(X × Y ) ⊆ B(X b × Y ). In the other direction, if
W ∈ M(X ×Y ) there is a meager Fσ set W 0 ⊇ W . Now W 0 is a Borel set in M(X ×Y ) = M∗1 , so W 0 ∈ M(X)nM(Y )
and witnesses that W ∈ M∗ . Thus M(X × Y ) ⊆ M∗ and the three classes are equal.
(b) By (a), I have only to show that W ∈ M∗ whenever W ⊆ X × Y is meager. Let D ⊆ C \ {0} be an order-dense
subset of cardinal π(C). Let H be the smallest comeager regular open subset of Y , so that an open subset of Y is
meager iff it is disjoint from H (4A3Ra). For each d ∈ D let Vd ⊆ Y be an open set such that Vd• = d in C; since
H • = 1, we may suppose that Vd ⊆ H. Observe that if F ⊆ Y is a non-meager closed set, then there is a d ∈ D such
that 0 6= d ⊆ F • in C, in which case Vd \ F is meager; as Vd ⊆ H, Vd ⊆ F .
If W ⊆ X × Y is a nowhere dense closed set, it belongs to M∗ . P P Set E = {x : W [{x}] is not meager}. For each
d ∈ D, the set
Ed = {x : Vd ⊆ W [{x}]} = {x : (x, y) ∈ W for every y ∈ Vd }
is a closed set in X and Ed × Vd ⊆ W ; so int Ed × Vd S is an open subset of W . As W is nowhere dense, and Vd 6= ∅,
int Ed must be empty, and Ed ∈ M(X). Next, E = d∈D Ed and #(D) = π(C) < add M(X), so E ∈ M(X) and
W ∈ M∗ . Q Q
Since M∗ is a σ-ideal, it follows that every meager subset of X × Y belongs to M∗ , as required.

527E Corollary If X and Y are separable metrizable spaces, then M(X × Y ) = M(X) nB(X×Y ) M(Y ).
proof π(C) ≤ π(Y ) ≤ w(Y ) ≤ ω < add M(X) (514Ja, 5A4Ba, 4A2P(a-i)).
Remark The case X = Y = R is the Kuratowski-Ulam theorem.
527F Skew products of ideals 153

527F If we mix measure and category, as in M nB(R 2 ) N and N nB(R 2 ) M, we encounter some new phenomena.
To deal with the first we need the following, which is important for other reasons.
Theorem (see Cichoń & Pawlikowski 86) Let X be a set, Σ a σ-algebra of subsets of X, and I a σ-ideal of subsets
of X generated by Σ ∩ I; suppose that the quotient algebra Σ/Σ ∩ I is non-zero, atomless and has countable π-weight.
Let Y be a set, T a σ-algebra of subsets of Y , and hHn in∈N a sequence of finite covers of Y by members of T. Set
Hn∗ = { m≥n Hm : Hm ∈ Hm ∪ {∅} for every m ≥ n}
S

for each n ∈ N. Then there is a sequence hWn in∈N of subsets of N N × X × Y such that
(i) for every n ∈ N, Wn is expressible as the union of a sequence of sets of the form I × E × F where I ⊆ N N is
open-and-closed, E ∈ Σ and F ∈ T;

(ii) whenever n ∈ N,
T α ∈ N and x ∈ X then {y : (α, x, y) ∈ Wn } ∈ Hn ;
N

/ W } belongs to [N N ]≤ω n I for every


(iii) setting W = n∈N Wn , the set {(α, x) : α ∈ N N , x ∈ X, (α, x, f (x)) ∈
(Σ, T)-measurable function f : X → Y .
proof If X ∈ I or Y is empty, we can take every Wn to be ∅; suppose otherwise.
(a) Set S ∗ = n∈N N n . There is a family hUσ iσ∈S ∗ such that
S

every Uσ belongs to Σ \ I,
for every σ ∈ S ∗ , hUσa <i> ii∈N is a disjoint sequence of subsets of Uσ and Uσ \ i∈N Uσa <i> ∈ I,
S
for every E ∈ Σ \ I there is a σ ∈ S ∗ such that Uσ \ E ∈ I.
PP Let D be a countable order-dense set in A = Σ/Σ ∩ I. Then the subalgebra B of A generated by D is countable
and atomless and non-trivial. Let E be the algebra of subsets of P(N N ) generated by the sets Iσ = {α : σ ⊆ α ∈ N N }
for σ ∈ S ∗ . This is also an atomless countable Boolean algebra, and must therefore be isomorphic to B (316M10 ).
Let π : E → B be an isomorphism, and set bσ = πIσ for each σ ∈ S ∗ . Set U∅ = X and for n ∈ N, σ ∈ N n choose a
disjoint sequence hUσa <i> ii∈N of subsets of Uσ such that Uσ•a <i> = bσa <i> for every i. This construction ensures that
−1
Uσ ∈ Σ \ I for every σ. If E ∈ Σ \ I, there must be a non-zero d ∈ D such that d ⊆ E • ; now S π d ∈ E \ {∅}, so there is
∗ −1 ∗
a σ ∈ S such that Iσ ⊆ π d, bσ ⊆ E and Uσ \ E ∈ I. Finally, if σ ∈ S , set E = Uσ \ i∈N Uσa <i> ; then for every

τ ∈ S ∗ either τ ⊆ σ and Uτ \ E ⊇ Uσa <0> ∈ / I, or Uτ ∩ Uσ = ∅ and Uτ \ E ⊇ Uτ ∈ / I. This means that E must belong
to I, so that hUσ iσ∈S ∗ has all the required properties. Q Q
(b) Enumerate S ∗ as hτk ik∈N . Let hHn in∈N be a sequence running over n∈N Hn . For n ∈ N, set
S

Kn = {(σ, k) : σ ∈ N n+2 , k < #(τσ(n) ), σ(n + 1) = #(τk ), Hτσ(n) (k) ∈ Hn },


S
Vn = (σ,k)∈Kn {(α, x, y) : τk ⊆ α ∈ N N , x ∈ Uσ , y ∈ Hτσ(n) (k) }.
If α ∈ N N and x ∈ X the section {y : (α, x, y) ∈ Vn } is either empty or Hτσ(n) (k) where σ ∈ N n+2 , x ∈ Uσ and
S
τk = ασ(n + 1); in either case it belongs to Hn ∪ {∅}. So if we set Wn = m≥n Vm , Wn satisfies (i) and (ii) for every
n.
T
(c) Set W = n∈N Wn . ?? Suppose, if possible, that f : X → Y is a (Σ, T)-measurable function such that
{(α, x) : (α, x, f (x)) ∈ / [N N ]≤ω n I. Note that
/ W} ∈
{V : V ⊆ N N × X × Y , {x : (α, x, f (x)) ∈ V } ∈ Σ for every α ∈ N N }
is a σ-algebra of subsets of N N × X × Y containing I × E × F whenever I is open-and-closed, E ∈ Σ and F ∈ T, so
contains every Vn and every Wn .
Set
A0 = {α : α ∈ N N , {x : (α, x, f (x)) ∈
/ W} ∈
/ I},
so that A0 is uncountable. For each α ∈ A0 ,
S
n∈N {x : (α, x, f (x)) ∈
/ Wn } = {x : (α, x, f (x)) ∈
/ W}
does not belong to I. So there is an n ∈ N such that
A1 = {α : α ∈ A0 , {x : (α, x, f (x)) ∈
/ Wn } ∈
/ I}
/ Wn }; then Gα ∈ Σ \ I, so there is a σ ∈ S ∗ such that
is uncountable. For each α ∈ A1 , set Gα = {x : (α, x, f (x)) ∈

Uσ \ Gα ∈ I. Let σ ∈ S be such that
A2 = {α : α ∈ A1 , Uσ \ Gα ∈ I}
is uncountable. Set m = max(n, #(σ)), so that Uσ ∩ {x : (α, x, f (x)) ∈ Vm } ∈ I for every α ∈ A2 . Set M = #(Hm ).
10 Formerly 393F.
154 Cardinal functions of measure theory 527F

Take k ∈ N such that #({αk : α ∈ A2 }) ≥ M . Let hαi ii<M be a family in A2 such that αi k 6= αj k for distinct i,
j < M ; let hri ii<M , hli ii<M be such that αi k = τri for each i and Hm = {Hli : i < M }. Let s ∈ N be such that τs (ri )
is defined and equal to li for i < M . Let σ 0 ∈ N m+2 be such that σ 0 ⊇ σ, σ 0 (m) = s and σ 0 (m + 1) = k. Then Uσ0 ∈
/I
and Uσ0 \ Gα ∈ I for every α ∈ A2 .
Suppose that i < M and x ∈ Uσ0 . Then
{y : (αi , x, y) ∈ Vm } = Hτs (j)
where τj = αi k, so j = ri and τs (j) = li and (σ 0 , j) ∈ Km ; thus {y : (αi , x, y) ∈ Vm } = Hli . But this means that, for
any x ∈ Uσ0 ,
S S
i<M {y : (αi , x, y) ∈ Vm } = i<M Hli = Y
S
contains f (x); that is, Uσ0 ⊆ i<M {x : (αi , x, f (x)) ∈ Vm }. On the other hand,
Uσ0 ∩ {x : (αi , x, f (x)) ∈ Vm } ⊆ Uσ ∩ {x : (αi , x, f (x)) ∈ Vm } ∈ I
for each i < M , while Uσ0 itself does not belong to I. So this is impossible. X
X
Thus hWn in∈N satisfies (iii).

527G Theorem Let X be a set, Σ a σ-algebra of subsets of X, and I a σ-ideal of subsets of X which is generated
by Σ ∩ I; suppose that the quotient algebra Σ/Σ ∩ I is non-zero, atomless and has countable π-weight. Let (Y, T, ν)
≤ω
be an atomless perfect semi-finite measure space such that νY > 0. Set K = I nΣ⊗T b N (ν). Then [c] 4T K, so
add K = ω1 and cf K ≥ c.
proof (a) To begin with (down to the end of (d)) suppose that ν is totally finite. Because ν is atomless, we can
−n
for each n ∈ NS find a finite cover Hn of Y by measurable sets with measures at most 2 . Let T0 be the σ-algebra
generated by n∈N Hn , so that T0 is a σ-subalgebra of T. Construct hHn∗ in∈N , hWn in∈N and W from hHn in∈N as in
/ W } ∈ [N N ]≤ω n I. Note that νH ≤ 2−n+1
527F. Then if f : X → Y is (Σ, T0 )-measurable, {(α, x) : (α, x, f (x)) ∈
∗ −n+1
for every H ∈ Hn , so ν{y : (α, x, y) ∈ Wn } ≤ 2 for every α ∈ N N , x ∈ X and n ∈ N. For each α ∈ N N set
Kα = {(x, y) : (α, x, y) ∈ W }. Observe that Kα ∈ Σ⊗T because W ∈ B(N N )⊗Σ
b b ⊗T,
b and that
νKα [{x}] ≤ inf n∈N ν{y : (α, x, y) ∈ Wn } = 0
for every x ∈ X, so Kα ∈ K for every α ∈ N N .
(b) Set Σ̂ = {E4M : E ∈ Σ, M ∈ I}. Then Σ̂ is a σ-algebra of subsets of X (cf. 212Ca) and I is a σ-ideal in Σ̂;
also the identity embedding of Σ in Σ̂ induces an isomorphism between Σ/Σ ∩ I and Σ̂/I (cf. 322Da). Consequently
Σ̂/I has countable π-weight, therefore is ccc, and Σ̂ is closed under Souslin’s operation (431G11 ).
S
(c) Let A ⊆ N N be an uncountable set, and V ∈ Σ⊗T b a set disjoint from α∈A Kα . (I aim to show that (X ×Y )\V ∈ /
I n N (ν).) There must be sequences hCn in∈N in S Σ, hFn in∈N in T such that V belongs to the σ-algebra generated by
{Cn × Fn : n ∈ N}; we may of course arrange that n∈N Hn ⊆ {Fn : n ∈ N}. Let T1 be the σ-subalgebra of T generated
by {F Pn∞: n ∈ N}, so that T0 ⊆ T1 and V ∈ Σ⊗T1 . Let g : Y → R be the Marczewski functional defined by setting
b
g = n=0 3−n χFn . Because ν is perfect, there is a Borel set H ⊆ g[Y ] such that g −1 [H] is conegligible. Let h : H → Y
be any function such that g(h(t)) = t for every t ∈ H; note that h is (B(H), T1 )-measurable, where B(H) is the Borel
σ-algebra of H, just because g[Fn ] ∩ g[Y \ Fn ] is empty for every n. Set V0 = {(x, t) : x ∈ X, t ∈ H, (x, h(t)) ∈ V };
then V0 ∈ Σ⊗B(H).
b It follows that V0 belongs to the class of sets obtainable by Souslin’s operation from sets of the
form E × F where E ∈ Σ and F ⊆ H is relatively closed in H. (Use 421F.) Set Ẽ = {x : V0 [{x}] 6= ∅}. Because H is
analytic and Σ̂ is closed under Souslin’s operation, Ẽ ∈ Σ̂ and there is a (Σ̂, B(H))-measurable function f1 : Ẽ → H
such that (x, f1 (x)) ∈ V0 for every x ∈ Ẽ (423M). Now f2 = hf1 : Ẽ → Y is (Σ̂, T1 )-measurable and (x, f2 (x)) ∈ V for
every x ∈ Ẽ.
For every n ∈ N, En = f1−1 [Fn ] belongs to Σ̂, so there is an En0 ∈ Σ such that En 4En0 ∈ I. Similarly, there is an
Ẽ 0 ∈ Σ such that Ẽ4Ẽ 0 ∈ I. Because I is generated by Σ∩I, there is an M0 ∈ Σ∩I including (Ẽ4Ẽ 0 )∪ n∈N (En 4En0 ).
S

Now Ẽ \ M0 = Ẽ 0 \ M0 belongs to Σ. Set f3 = f2  Ẽ \ M0 ; then f3−1 [Fn ] = En0 \ M0 ∈ Σ for every n, so f3 is (Σ, T1 )-
measurable. Take any y0 ∈ Y , and set f (x) = f3 (x) if x ∈ Ẽ \ M0 , y0 for other x ∈ X; then f is (Σ, T1 )-measurable,
therefore (Σ, T0 )-measurable.
/ W } belongs to [N N ]≤ω n I, so there must be an α ∈ A such that M1 = {x :
The set {(α, x) : (α, x, f (x)) ∈
(α, x, f (x)) ∈/ W } belongs to I. ?? Suppose, if possible, that (X × Y ) \ V ∈ I n N (ν). Then there must be an
x ∈ X \ (M0 ∪ M1 ) such that V [{x}] is conegligible. In this case, V [{x}] ∩ g −1 [H] is conegligible, so is not empty,
and there is a y ∈ V [{x}] ∩ g −1 [H]. Consider y 0 = h(g(y)); then g(y 0 ) = g(y), so {n : y 0 ∈ Fn } = {n : y ∈ Fn }, and
{F : y ∈ F ⇐⇒ y 0 ∈ F } is a σ-algebra of subsets of Y containing every Fn and therefore containing V [{x}]. So
11 Later editions only.
527J Skew products of ideals 155

y 0 ∈ V [{x}] and (x, g(y)) ∈ V0 . This means that x ∈ Ẽ; as x ∈ / M0 , f (x) = f3 (x) = f2 (x) and (x, f (x)) ∈ V . On the
other hand, x ∈ / M1 , so (α, x, f (x)) ∈ W and (x, f (x)) ∈ Kα ; contradicting the choice of V as a set disjoint from Kα .
X
X S
This shows that (X × Y ) \ V ∈ / I n N (ν). As V is arbitrary, α∈A Kα ∈ / K.
(d) This is true for every uncountable A ⊆ N N . But this means that A 7→ α∈A Kα is a Tukey function from [N N ]≤ω
S

to K, and [c]≤ω ≡ [N N ]≤ω 4T K.


(e) Thus the theorem is true if νY is finite. For the general case, let Y0 ∈ T be such that 0 < νY0 < ∞. Then the
subspace measure νY0 is still atomless and perfect (214J, 451Dc), so [c]≤ω 4T K0 , where K0 = I nΣ⊗(T∩PY
b 0)
N (νY0 ).
But K0 = K ∩ P(X × Y0 ), so the identity map from K0 to K is a Tukey function, and
[c]≤ω 4T K0 4T K
in this case also. It follows at once that add K ≤ add[c]≤ω = ω1 , so that add K = ω1 , and that cf K ≥ cf[c]≤ω = c.

527H Corollary M nB(R 2 ) N ≡T [c]≤ω .


proof By 527G, [c]≤ω 4T M nB(R 2 ) N . In the other direction, all we need to observe is that #(B(R 2 )) = c.
Let hWξ iξ<c run over B(R 2 ) ∩ (M n N ), and for V ∈ M nB(R 2 ) N choose ξV < c such that V ⊆ WξV ; then
V 7→ {ξV } : M nB(R 2 ) N → [c]≤ω is a Tukey function, so MnB(R 2 ) 4T [c]≤ω .

527I I now turn to the ideal N nB(R 2 ) M.


Lemma Let X be a set, Σ a σ-algebra of subsetsS of X, and Y a topological space with a countable π-base H. Let W
be the family of subsets of X × Y of the form H∈H EH × H, where EH ∈ Σ for every H ∈ H, and D0 the family of
sets D ⊆ X × Y such that (X × Y ) \ D ∈ W and D[{x}] is nowhere dense for every x ∈ X; let L0 be the σ-ideal of
subsets of X × Y generated by D0 . Then Σ⊗B(Y
b ) ⊆ {W 4L : W ∈ W, L ∈ L0 }.
proof Write V = {W 4L : W ∈ W, L S∈ L0 }. Then W and V are closed under countable unions. Next, (X ×Y )\W ∈ V
for every W ∈ W. P P Express W as H∈H EH × H where EH ∈ Σ for every H ∈ H. For H ∈ H, set
FH = X \ {EH 0 : H 0 ∈ H, H 0 ∩ H 6= ∅} ∈ Σ,
S

and set W 0 = H∈H FH × H. Then W 0 and W ∪ W 0 belong to W. Set D = (X × Y ) \ (W ∪ W 0 ). If x ∈ X and


S
G ⊆ Y is a non-empty open set, let H ⊆ G be a non-empty member of H. Then either x ∈ FH and H is a non-empty
subset of G \ D[{x}], or there is an H 0 ∈ H such that H ∩ H 0 6= ∅ and x ∈ EH 0 , in which case H ∩ H 0 is a non-empty
subset of G \ D[{x}]. As G is arbitrary, D[{x}] is nowhere dense; as x is arbitrary, D ∈ D. But now observe that
(X × Y ) \ W = W 0 4D belongs to V. Q Q
It follows that the complement of any member of V belongs to V, so V is a σ-algebra.SNow E × G ∈ V for every
E ∈ Σ and open G ⊆ Y . P P For H ∈ H, set EH = E if H ⊆ G, ∅ otherwise; set W = H∈H EH × H ∈ W. Then
W ⊆ E × G. But, defining W 0 from W as just above, we see that W 0 is disjoint from E × G. So
(E × G)4W ⊆ (X × Y ) \ (W ∪ W 0 ) ∈ D
and E × G ∈ V. Q
Q
Accordingly V includes the σ-algebra generated by {E × G : E ∈ Σ, G ⊆ Y is open}, which is Σ⊗B(Y
b ).

527J Theorem (see Fremlin 91a) Let X be a topological space and µ a σ-finite quasi-Radon measure on X with
countable Maharam type; let Y be a topological space of countable π-weight. Then N (µ) nB(X×Y ) M(Y ) 4T N .
proof Write L for N (µ) nB(X×Y ) M(Y ), and fix a countable π-base H for the topology of Y .
(a) We need to know that for every Borel set V ⊆ X ×Y there are sets V 0 , V 00 ∈ B(X)⊗B(Y
b ) such that V 0 ⊆ V ⊆ V 00
00 0 ∗
and V \ V ∈ L. P P Let V be the family of those subsets of X × Y with this property. Because B(X)⊗B(Y b ) is a

σ-algebra and L is a σ-ideal of sets, V is a σ-algebra. If W ⊆ X × Y is open, set
0
S
UH = {G : G ⊆ X is open, G × H ⊆ W }, UH = {x : H ∩ W [{x}] 6= ∅}
0 0
for H ∈ H, so all the UH and UH are open (UH is just the projection of the open set W ∩ (X × H)). Set V1 =
0
S S
H∈H U H × H and V 2 = H∈H ((X \ U H ) × H). Then V1 and V2 both belong to B(X)⊗B(Y
b ), V1 ⊆ W and W ∩ V2 = ∅.
Let x ∈ X. ?? If the open set V1 [{x}] ∪ V2 [{x}] is not dense, there is a non-empty H ∈ H disjoint from both V1 [{x}]
0
and V2 [{x}]. In this case x must belong to UH , and there is a point y ∈ H ∩ W [{x}]. (x, y) belongs to the open set
(X × H) ∩ W , so there are open sets G ⊆ X, H̃ ⊆ Y such that (x, y) ∈ G × H̃ ⊆ (X × H) ∩ W . Now there is an H 0 ∈ H
6 H 0 ⊆ H̃, in which case x ∈ UH 0 . But this will mean that H 0 ⊆ V1 [{x}] and H 0 is a non-empty subset of
such that ∅ =
H ∩ V1 [{x}], which is impossible. X
X
156 Cardinal functions of measure theory 527J

Thus V1 [{x}] ∪ V2 [{x}] is dense for every x, and if we set V3 = (X × Y ) \ V2 we shall have V3 \ V1 ∈ L, while both
V1 and V3 belong to B(X)⊗B(Y b ), and V1 ⊆ W ⊆ V3 . So W ∈ V ∗ . This is true for every open set W ⊆ X × Y , so the

σ-algebra V must contain every Borel set, as required. Q Q
It follows that every member of L is included in a member of L ∩ (B(X)⊗B(Y b )). PP If V ∈ L there is a Borel set
V 0 ⊇ V which belongs to L, and now there is a set V 00 ∈ B(X)⊗B(Y b ) such that V 00 ⊇ V 0 and V 00 \ V 0 ∈ L, in which
case V 00 ⊇ V also must belong to L. Q Q
Thus L = N (µ) nB(X)⊗B(Yb ) M(Y ).

(b) To begin with let us suppose that X is compact and metrizable, µ is totally finite and Y is a Baire space.
(i) Taking Σ = B(X), define W, D0 and L0 as in 527I. Now let D be the family of closed subsets belonging to
D0 , and L1 the σ-ideal of subsets of X × Y generated by {E × Y : E ∈ N (µ)} ∪ D.
S
(ii) D0 ⊆ L1 . P
P If D ∈ D0 , express (X × Y ) \ D as H∈H EH × H where EH ∈ B(X) for every H ∈ H. Because X
open sets. So for each n ∈ N we
is compact and metrizable and µ is totally finite, µ is outer regular with respect to theP
−n
can find a familyShGnH iH∈H of open sets in X such that EH ⊆ GnH for every H and H∈H µ(G T nHS\ EH ) ≤ 2 . Set
Dn = (X × Y ) \ H∈H (GnH × H). Then Dn is closed and Dn ⊆ D ∈ D0 so Dn ∈ D. Set E = n∈N H∈H (GnH \ EH );
then E ∈ N (µ) and
S
D ⊆ (E × Y ) ∪ n∈N Dn ∈ L1 . Q Q

(iii) Of course every member of D belongs to L, so L1 ⊆ L. But in fact L = L1 . P P If V ∈ L, there is a


V 0 ∈ (N (µ) n M(Y )) ∩ (B(X)⊗B(Y
b )) such that V ⊆ V 0 , by (a). By 527I, we can express V 0 as W 4L where W ∈ W
and L ∈ L0 . By (ii), L0 ⊆ L1 , so W ∈ L. There is therefore a negligible set E ⊆ X such that W [{x}] is meager for
every x ∈ X \ E. But W [{x}] is always open, and Y is a Baire space, so W ⊆ E × Y ∈ L1 . Accordingly V 0 and V
belong to L1 . As V is arbitrary, L ⊆ L1 . Q
Q
(iv) Let G be a countable base for the topology of X containing X. Let U0 be the family of those sets U ⊆ X × Y
such that U is expressible as a finite union of sets of the form G × H where G ∈ G and H ∈ H, and U the set of those
U ∈ U0 such that π1 [U ] = X, where π1 is the projection from X × Y onto X. Consider
D0 = {D : D ⊆ X × Y , for every U0 ∈ U there is a U ∈ U such that U ⊆ U0 \ D}.
D ⊆ D0 . PP Suppose that D ∈ D and U0 ∈ U, and consider U1 = {U : U ∈ U0 , U ⊆ U0 \ D}. For every x ∈ X the
section U0 [{x}] is open and not empty and the section D[{x}] is nowhere dense, so there is a y such that (x, y) ∈ U0 \ D;
now there are G ∈ G, containing x, and an open H containing y such that G × H ⊆ U0 \ D. Let H 0 ∈ H be such that
∅ 6= H 0 ⊆ H. Then U = G × H 0 ∈ U1 and x ∈ π1 [U ]. As x is arbitrary, {π1 [U ] : U ∈ U1 } is an open cover of X; as X
is compact and U1 is upwards-directed, there is a U ∈ U1 such that π1 [U ] = X; in which case U ∈ U and U ⊆ U0 \ D.
As U is arbitrary, D ∈ D0 ; as D is arbitrary, D ⊆ D0 . Q
Q
D is cofinal with D0 . P
P Let D ∈ D0 . Take x ∈ X and a non-empty open set H ⊆ Y . Then there is a non-empty
H 0 ∈ H included in H. In this case X × H 0 belongs to U, so there is a U ∈ U such that U ⊆ (X × H 0 ) \ D; in which
case U is disjoint from D and U [{x}] is a non-empty open subset of H \ D[{x}]. As H is arbitrary, D[{x}] is nowhere
dense; as x is arbitrary, D ∈ D; as D is arbitrary, D is cofinal with D0 . Q
Q
(v) Because U is countable, 527Gc tells us that D0 4T F, where F is the ideal of nowhere dense subsets of S
N N ; while
0
of course D ≡T D (513Ed). Let φ : L → N (µ)×D be such that if φ(V ) = (E, hDn in∈N ) then V ⊆ (E ×Y )∪ n∈N Dn ;
N

such a function exists by (iii), and is evidently a Tukey function.


Note that the measure algebra of µ, being a totally finite measure algebra with countable Maharam type, can be
regularly embedded in the measure algebra of Lebesgue measure on either [0, 1] or on R. Consequently N (µ) 4T N
(524K) and
L 4T N (µ) × DN 4T N × F N 4T N × F
(513Eg, 526Ha). Accordingly

(L, ⊆, L) ≡GT (L, ⊆ 0 , [L]≤ω )


(513Id)
4GT (N × F, ≤ 0 , [N × F]≤ω )
(512Gb)
≡GT (N , ⊆ 0 , [N ]≤ω ) × (F, ⊆ 0 , [F]≤ω )
(512Hd)
527J Skew products of ideals 157

≡GT (N , ⊆ N ) × (M, ⊆, M)
(513Id, 526Hb, 512Hb)
4GT (N , ⊆, N ) × (N , ⊆, N )
(522O)
≡GT (N , ⊆, N )

(513Eh), and L 4T N .
(c) This proves the theorem when X is compact and metrizable, µ is totally finite and Y is a Baire space. Now
suppose that Y is still a Baire space, while (X, µ) is a totally finite quasi-Radon measure space with countable Maharam
type.
(i) There is a compact metrizable Radon measure space (Z, λ) such that λ and µ have isomorphic measure algebras.
PP Because the measure algebra (A, µ̄) of µ is totally finite, it is isomorphic to the simple product of a countable family
h(Ai , µ̄i )ii∈I of homogeneous totally finite measure algebras (332B). Because µ has countable Maharam type, every
Ai is either {0}, {0, 1} or isomorphic to the measure algebra of Lebesgue measure on an interval; in any case it is
isomorphic to the measure algebra of a compact Radon measure space (Zi , λi ). Take (Z 0 , λ0 ) to be the direct sum of
the measure spaces h(Zi , λi )ii∈I ; then the measure algebra of (Z 0 , λ0 ) is isomorphic to A. If we give Z 0 its disjoint union
topology, it is a locally compact σ-compact metrizable space, and its one-point compactification Z is second-countable,
therefore metrizable; taking λ to be the trivial extension of λ0 , (Z, λ) is a compact metrizable Radon measure space
with measure algebra (B, λ̄) ∼ = (A, µ̄). Q
Q
(ii) Let f : X → Z be an inverse-measure-preserving function inducing an isomorphism π : B → A of the measure
algebras (416Wb). By 418J, f is almost continuous, so there is a Borel measurable function which is equal almost
everywhere to f ; this function will still represent π, so we may suppose that f itself is Borel measurable. Now if
V ∈ B(X)⊗B(Y
b ), there is a V 0 ∈ B(Z)⊗B(Y
b ) such that {x : V [{x}] 6= V 0 [{f (x)}]} ∈ N (λ). P
P Let Ṽ be the family
0 0
of subsets V of X × Y for which there is a V ∈ B(Z)⊗B(Y ) such that {x : V [{x}] 6= V [{f (x)}]} ∈ N (λ). Then Ṽ
b
is a σ-algebra. If E ∈ B(X) and H ∈ B(Y ), then there must be an F ∈ B(Z) such that F • = πE • in B, so that
E4f −1 [F ] ∈ N (µ); now F × H witnesses that E × H belongs to Ṽ. Accordingly Ṽ must include B(X)⊗B(Y b ). Q
Q
(iii) We know that N (µ) 4T N (λ) (524Sa), so there is a Tukey function θ : N (µ) → N (λ). Set L0 =
0
N (λ) nB(Z)⊗B(Y
b ) M(Y ). Define a function φ : L → L as follows. First, for V ∈ L, choose φ0 (V ) ∈ L ∩ (B(X)⊗B(Y ))
b
including V ((a) above). Next, by (ii) here, we can choose φ1 (V ) ∈ B(Z)⊗B(Y ) such that NV = {x : φ0 (V )[{x}] 6=
b
φ1 (V )[{f (x)}]} belongs to N (µ). Set F = {z : z ∈ Z, φ1 (V )[{z}] is not meager}; then F is a Borel set, by 4A3Sa, and
f −1 [F ] ⊆ NV ∪{x : φ0 [{x}] ∈
/ M(Y )} ∈ N (µ); so F ∈ N (λ) and φ1 (V ) ∈ L0 . Finally, set φ(V ) = (θ(NV )×Y )∪φ1 (V ) ∈
0
L.
φ is a Tukey function from L to L0 . P P Take W ∈ L0 and consider E = {V : V ∈ L, φ(V ) ⊆ W }. If Y = ∅ then of
course E is bounded above in L. Otherwise, N ∗ = {z : W [{z}] = Y } must be negligible, and θ(NV ) ⊆ N ∗ for every
V ∈ E; because θ is a Tukey function, Ñ = {NV : V ∈ E} is negligible. Take W1 ∈ L0 ∩ (B(Z)⊗B(Y
S
b )) including W ,
and set W̃ = {(x, y) : (f (x), y) ∈ W1 }; then W̃ ∈ B(X)⊗B(Y
b ) because f is Borel measurable. As
/ M(Y )} = f −1 {z : W1 [{z}] ∈
{x : W̃ [{x}] ∈ / M(Y )}
is negligible, W̃ ∈ L. So V0 = (N ∗ × Y ) ∪ W̃ belongs to L. Now take any V ∈ E. If x ∈ X \ N ∗ , then x ∈
/ NV , so
V [{x}] ⊆ φ0 (V )[{x}] = φ1 (V )[{f (x)}] ⊆ W [{f (x)}] ⊆ W1 [{f (x)}] = W̃ [{x}] = V0 [{x}].
This shows that V ⊆ V0 ; as V is arbitrary, V0 is an upper bound for E in L; as W is arbitrary, φ is a Tukey function.
Q
Q
(iv) By (b), we know that L0 4T N , so (iii) tells us that L 4T N , and the theorem is true in this case also.
(d) We are nearly home. If Y is a Baire space and (X, µ) is a σ-finite quasi-Radon measure space withRcountable
Maharam type, which is not totally finite, then there is a measurable function f : X → ]0, ∞[ such that f dµ = 1
(215B(ix)). Let ν be the indefinite-integral measure defined by f . Then ν has the same negligible sets as µ (234Lc12 ),
and is a quasi-Radon measure (415Ob), so
L = N (ν) nB(X×Y ) M(Y ) 4T N ,
by (c).
(e) Finally, suppose that Y is not a Baire space. In this case, let H ∗ be the minimal comeager regular open
subset of Y , and set L∗ = N (µ) nB(X×H ∗ ) M(H ∗ ). Then L 4T L∗ . P P For every V ∈ L, let V 0 be such that
12 Formerly 234Dc.
158 Cardinal functions of measure theory 527J

V ⊆ V 0 ∈ B(X × Y ) ∩ (N (µ) n M(Y )), and set φ(V ) = V 0 ∩ (X × H ∗ ). Then φ(V ) is a Borel subset of X × H ∗ , and
φ(V )[{x}] = V 0 [{x}] ∩ H ∗ is meager in H ∗ whenever V 0 [{x}] is meager in Y , so φ(V ) ∈ L∗ . To see that φ : L :→ L∗ is
a Tukey function, take any W ∈ L∗ . There is a Borel set W 0 ∈ L∗ including W , and now V 0 = W 0 ∪ (X × (Y \ H ∗ )) is
a Borel subset of X × Y ; since V 0 [{x}] is meager in Y whenever W 0 [{x}] is meager in H ∗ , V 0 ∈ L. Of course V 0 is an
upper bound of {V : V ∈ L, φ(V ) ⊆ W }; as W is arbitrary, φ is a Tukey function and L 4T L∗ . Q Q
By (d), L 4T N in this case also, and the proof is complete.

527K Corollary N nB(R 2 ) M ≡T N .


proof By 527J, N nB(R 2 ) M 4T N . On the other hand, E 7→ E × R is a Tukey function from N to N nB(R 2 ) M, so
N 4T N nB(R 2 ) M.

527L There are some interesting questions concerning the saturation of skew products. Here I give two results
which will be useful later.
Theorem Let X be a set, Σ a σ-ideal of subsets of X, and I C PX a σ-ideal; suppose that Σ/Σ ∩ I is ccc. Let
(Y, T, ν) be a σ-finite measure space. Then (Σ⊗T)/(Σ
b ⊗T)
b ∩ (I n N (ν)) is ccc.
proof (a) The case νY = 0 is trivial, as then I n N (ν) = P(X × Y ). Otherwise, there is a probability measure on Y
with the same domain and null ideal as ν (215B), so we may suppose that νY = 1.
(b) The family W of sets W ⊆ X × Y such that W [{x}] ∈ T for every x ∈ X and x 7→ νW [{x}] is Σ-measurable is
a Dynkin class (definition: 136A), and contains E × F whenever E ∈ Σ and F ∈ T; by the Monotone Class Theorem
(136B) it includes Σ⊗T.
b
(c) Now suppose that hWξ iξ<ω1 is a disjoint family in Σ⊗T.
b For n ∈ N and ξ < κ set
Enξ = {x : νWξ [{x}] ≥ 2−n };
then #({ξ : x ∈ Enξ }) ≤ 2−n for every x ∈ X. It follows that An = {ξ : ξ < ω1 , Enξ ∈ / I} is countable. P P?? Otherwise,
write A for the ccc algebra Σ/Σ ∩ I, and aξ = Enξ •
for ξ < ω1 . Then A is Dedekind complete; set bξ = supξ≤η<ω1 aη
for ξ < ω1 and b = inf ξ<ω1 bξ . Because A is ccc, there is a ζ < ω1 such that b = bξ for every ξ ≥ ζ; because A is
uncountable, b 6= 0. Choose hci ii∈N and hξi ii∈N inductively such that c0 = b and, given that 0 6= ci ⊆ b, ξi is to be such
that ci+1 = aξi ∩ ci 6= 0 and ξi > ξj for every j < i. T
Now inf i≤2n aξi ⊇ c2n +1 is non-zero, so there is an x ∈ i≤2n Enξi ; but this is impossible. X
XQQ
(d) This is true for every n ∈ N, so there is a ξ < ω1 such that ξ ∈
/ An for every n, that is, Enξ ∈ I for every n.
But in this case
S
{x : Wξ [{x}] ∈
/ N (ν)} = n∈N Enξ
belongs to I and Wξ ∈ I n N (ν). As hWξ iξ<ω1 is arbitrary, (Σ⊗T)
b ∩ (I n N (ν)) is ω1 -saturated in Σ⊗T
b and
(Σ⊗T)/(Σ⊗T) ∩ (I n N (ν)) is ccc (316C).
b b

527M The next result provides me with an opportunity to introduce a concept which will be needed in §546.
Definition A Boolean algebra A is harmless (cf. Just 92) if it is ccc and whenever B is a countable subalgebra of
A, there is a countable subalgebra C of A such that B ⊆ C and C is regularly embedded in A.

527N Lemma (a) If A is a Boolean algebra and D is a harmless order-dense subalgebra of A, then A is harmless.
(b) If A is a Dedekind complete Boolean algebra, then it is harmless iff every order-closed subalgebra of A with
countable Maharam type has countable π-weight.
(c) For any set I, the regular open algebra RO({0, 1}I ) of {0, 1}I is harmless.
(d) If A has countable π-weight it is harmless.
(e) If A is a harmless Boolean algebra, B is a Boolean algebra and π : A → B is a surjective order-continuous Boolean
homomorphism, then B is harmless. In particular, any principal ideal of a harmless Boolean algebra is harmless.
proof (a) By 513Ee, A is ccc. Let B be a countable subalgebra of A. For eachSb ∈ B let Db ⊆ D be a countable
set with supremum b (313K, 316E). Let D0 be the subalgebra of D generated by b∈B Db . Then D0 is countable, so
there is a countable subalgebra D1 of D, including D0 , which is regularly embedded in D. Let C be the subalgebra
of A generated by B ∪ D1 . Then C is countable. Now every member of C is the supremum of the members of D1 it
includes. PP Set
C = {c : c ∈ C, c = sup{d : d ∈ D1 , d ⊆ c} = inf{d : d ∈ D1 , c ⊆ d}}.
Then C is closed under union (use 313Bd) and complementation (313A), and includes B ∪ D1 , so C = C. Q
Q
527O Skew products of ideals 159

S
It follows that C is regularly embedded in A, because if C ⊆ C has supremum 1 in C then c∈C {d : d ∈ D1 , d ⊆ c}
must have supremum 1 in C and therefore in D1 (because D1 ⊆ C) and A (because D1 is regularly embedded in A).
But this means that sup C must be 1 in A. As C is arbitrary, C is regularly embedded. As B is arbitrary, A is harmless.
(b)(i) Suppose that A is harmless and that B ⊆ A is an order-closed subalgebra of countable Maharam type. Let
B ⊆ B be a countable set which τ -generates B, and B0 the algebra generated by B; let C be a countable subalgebra
of A, including B0 , which is regularly embedded in A. Let D be the set
{d : d ∈ A, d = sup{c : c ∈ C, c ⊆ d} = inf{c : c ∈ C, d ⊆ c}}.
Then D is an order-closed subalgebra of A. P P As in (a) just above, it is a subalgebra. If D ⊆ D is a non-empty set
with supremum a in A, set C = {c : c ∈ C, c ⊆ a}, C 0 = {c : c ∈ C, a ⊆ c}. Then a is an upper bound for C and a
lower bound for C 0 . ?? If either a is not the least upper bound of C, or a is not the greatest lower bound of C 0 , then
A = {c0 \ c : c0 ∈ C 0 , c ∈ C} is a subset of C with a non-zero lower bound in A, so A has a non-zero lower bound c∗ in
C. Now if d ∈ D, c ∈ C and c ⊆ d, then c ∈ C so c ∩ c∗ = 0; as d = sup{c : c ∈ C, c ⊆ d}, d ∩ c∗ = 0. This is true for
every d ∈ D, so a ∩ c∗ = 0 and 1 \ c∗ ∈ C 0 ; but c∗ was chosen to be included in every member of C 0 . X X Thus a ∈ D;
as D is arbitrary, D is order-closed in A. Q Q
Now B ⊆ C ⊆ D. As B is regularly embedded in A (314Ga), B ∩ D is an order-closed subalgebra of B including B,
so is the whole of B, and B ⊆ D. It follows that π(B) ≤ π(D) (514Eb). But C is countable order-dense in D, so π(D)
and π(B) are countable. As B is arbitrary, A satisfies the declared condition.
(ii) Now suppose that A satisfies the condition. Note first that A is ccc. P P?? Suppose, if possible, otherwise;
let haξ iξ<ω1 be a disjoint family in A \ {0}. Replacing a0 by a0 ∪ (1 \ supξ<ω1 aξ ) if necessary, we may suppose that
supξ<ω1 aξ = 1. The map I 7→ supξ∈I aξ : Pω1 → A is an injective order-continuous Boolean homomorphism, so its
image B is an order-closed subalgebra of A isomorphic to Pω1 . Now τ (B) = τ (Pω1 ) = ω (514Ef, or otherwise), but
π(B) = ω1 ; which is supposed to be impossible. X XQ Q
If B is a countable subalgebra of A is countable, let B1 be the order-closed subalgebra of A which it generates. Then
τ (B1 ) is countable, so π(B1 ) is countable, and there is a countable subalgebra C of B1 which is order-dense in B1 ; of
course we may suppose that B ⊆ C. Now the identity maps from C to B1 and from B1 to A are both order-continuous,
so their composition also is, and C is regularly embedded in A. As B is arbitrary, A is harmless.
(c) All regular open algebras are Dedekind complete. If B ⊆ RO({0, 1}I ) is an order-closed subalgebra with
countable Maharam type, let hGn in∈N be a sequence in B which τ -generates B. Every regular open subset of {0, 1}I
is determined by coordinates in some countable set (4A2E(b-i)), so there is a countable J ⊆ I such that every Gn is
determined by coordinates in J. Let πJ : {0, 1}I → {0, 1}J be the restriction map; then we have an injective order-
continuous Boolean homomorphism H 7→ πJ−1 [H] : RO({0, 1}J ) → RO({0, 1}I ) (4A2Bf(iii)13 ). Let C be the image of
this homomorphism, so that C is an order-closed subalgebra of RO({0, 1}I ). If Hn = πJ [Gn ] then Hn is regular and
open for each n (4A2B(f-iii) again), so Gn = πJ−1 [Hn ] ∈ C; accordingly B ⊆ C. Now B is an order-closed subalgebra
of C so
π(B) ≤ π(C) = π({0, 1}J ) ≤ ω.
As B is arbitrary, RO({0, 1}I ) satisfies the condition of (b) and is harmless.
(d) Let D be a countable order-dense set in A. If B is a countable subalgebra of A, let C be the subalgebra of A
generated by D ∪ B; then C is countable, includes B and is order-dense, therefore regularly embedded in A. As B is
arbitrary, A is harmless.
(e) Let D ⊆ B be a countable subalgebra. Because π[A] = B, there is a countable subalgebra C of A such that
π[C] = D. Let C1 ⊇ C be a countable regularly embedded subalgebra of A. Then D1 = π[C1 ] is regularly embedded in
B. P P Let D ⊆ D1 be a non-empty set such that 1 is not the least upper bound of D in B. Set C = C1 ∩ π −1 [D ∪ {0}];
then 1 is not the least upper bound of π[C] in B, so (because π is order-continuous) 1 is not the least upper bound of
C in A. Because C1 is regularly embedded in A, there is a non-zero c0 ∈ C1 such that c0 ∩ c = 0 for every c ∈ C. In
particular, c0 ∈
/ C and πc0 6= 0. But we also have πc ∩ πc0 = 0 for every c ∈ C, that is, d ∩ πc0 = 0 for every d ∈ D, and
1 is not the least upper bound of D in D1 . As D is arbitrary, D1 is regularly embedded. Q Q Of course D1 is countable.
As D is arbitrary, B is harmless.
If c ∈ A then a 7→ a ∩ c is an order-continuous homomorphism onto the principal ideal Ac generated by c, so Ac is
harmless.

527O Theorem Let (X, Σ, µ) be a σ-finite measure space and Y a topological space such that the category algebra C
of Y is harmless. Write L for (Σ⊗B(Y
b )) ∩ (N (µ) n M(Y )) and A for the measure algebra of µ. Then G = (Σ⊗B(Y
b ))/L
13 Later editions only.
160 Cardinal functions of measure theory 527O

is ccc, and is isomorphic to the Dedekind completion of the free product A ⊗ C. If neither A nor C is trivial, the
isomorphism corresponds to embeddings E • 7→ (E × Y )• : A → G and F • 7→ (X × F )• : B → G.
proof Write S for the topology of Y .
S
(a) Let W be the family of all sets of the form n∈N En × Hn , where En ∈ Σ and Hn ⊆SY is open for every n. Then
for any W ∈ W there is a W 0 ∈ W such that W 0 4((X × Y ) \ W ) ∈ L. P P Express W as n∈N En × Hn where En ∈ Σ
and Hn ∈ S for each n. Let D be the order-closed subalgebra of C generated by {Hn• : n ∈ N}. Because C is harmless
and Dedekind complete, π(D) ≤ ω (527Nb); let hGn in∈N be a sequence in S such that {G•n : n ∈ N} is a π-base for D;
we may suppose that any non-empty open subset of any Gn is non-meager. Let S1 be the second-countable topology
on Y generated by {Hn : n ∈ N} ∪ {Gn : n ∈ N}, and B1 (Y ) the corresponding Borel σ-algebra. Then V • ∈ D for
every V ∈ S1 , because V is the union of a countable family of sets all with images in D. If V ∈ S1 is dense for S1 ,
and n ∈ N is such that Gn is non-empty, V ∩ Gn 6= ∅ so V • ∩ G•n 6= 0, by the choice of the Gn . But this means that
V • = 1, that is, V is comeager for the original topology of Y .
Now W and (X × Y ) \ W belong to Σ⊗B b 1 (Y ). By 527I, there are W 0 and hDn in∈N such that
((X × Y ) \ W )4W 0 S
S
⊆ n∈N Dn ,
W 0 is expressible as n∈N Fn × Vn where Fn ∈ Σ and Vn ∈ S1 for every n,
every Dn belongs to Σ⊗Bb 1 (Y ),
for every x ∈ X and n ∈ N, Dn [{x}] is closed and nowhere dense for S1 .
Evidently W 0 ∈ W; but we have just seen that sets which are closed and nowhere dense for S1 are meager for S. So
every Dn belongs to L and ((X × Y ) \ W )4W 0 ∈ L. Q Q
(b) It follows (as in the proof of 527I) that V = {W 4D : W ∈ W, D ∈ L} is a σ-algebra of sets, and as E × H ∈ W
for every E ∈ Σ and H ∈ S, V = Σ⊗B(Y b ).
(c) G is ccc. P P?? Otherwise, there is a disjoint family heξ iξ<ω1 in G \ {0}. For each ξ < ω1 , there is a Vξ ∈
S
(Σ⊗B(Y
b )) \ L such that Vξ• = eξ , and a Wξ ∈ W such that Vξ 4Wξ ∈ L. Express Wξ as n∈N Eξn × Hξn ; as Wξ ∈ / L,
there must be an nξ such that Eξ = Eξ,nξ ∈ / N (µ) and Hξ = Hξ,nξ is non-meager. Since the measure algebra of µ
satisfies Knaster’s condition (525Ub), there is an uncountable A ⊆ ω1 such that Eξ ∩ Eη ∈ / N (µ) for all ξ, η ∈ A;
because C is ccc, there are distinct ξ, η ∈ A such that Hξ ∩ Hη is non-meager. But also
(Eξ ∩ Eη ) × (Hξ ∩ Hη ) ⊆ Wξ ∩ Wη ∈ L
because (Wξ ∩ Wη ) ] = eξ ∩ eη = 0. So this is impossible. X

XQQ
Thus G is ccc. As it is Dedekind σ-complete (314C), it is Dedekind complete (316Fa).
(d) If either µX = 0 or Y is meager, then both A ⊗ C and G are trivial; so suppose otherwise. The map E 7→
(E × Y )• : Σ → G is a Boolean homomorphism with kernel Σ ∩ N (µ), so induces a Boolean homomorphism π1 : A → G.
Similarly, we have a Boolean homomorphism π2 : C → G defined by setting π2 (F • ) = (X × F )• for F ∈ B(Y ). These
now give us a Boolean homomorphism φ : A ⊗ C → G defined by saying that
ψ(E • ⊗ F • ) = π1 (E • ) ∩ π2 (F • ) = (E × F )•
for E ∈ Σ and F ∈ B(Y ) (315Ib). If E ∈ Σ \ N (µ) and F ∈ B(Y ) \ M(X), then E × F ∈ / L; so φ is injective (315Jb).
If c ∈ G is non-zero, it is expressible as W • for some W ∈ W \ L; there must now be E ∈ Σ, F ∈ B(Y ) such that
E × F ⊆ W and E × F ∈ / L, so that φ(E • ⊗ F • ) is non-zero and included in w. Thus φ[A ⊗ C] is isomorphic to A ⊗ C
and is an order-dense subalgebra of the Dedekind complete Boolean algebra G; it follows that G can be identified with
the Dedekind completion of A ⊗ C.

527X Basic exercises > (a) Show that there is a set belonging to N nN which has full outer measure for Lebesgue
measure in the plane. (Hint: enumerate the compact non-negligible subsets of the plane as hKξ iξ<c (4A3Fa); note that
the projection Lξ of Kξ onto the first coordinate is always non-negligible, therefore uncountable, therefore of cardinal
c (423K); choose sξ ∈ Lξ \ {sη : η < ξ} and tξ ∈ Kξ [{sξ }] for each ξ; consider {(sξ , tξ ) : ξ < c}.)

> (b) Show that there is a unique construction of iterated skew products I0 n I1 n . . . n In such that
(i) whenever X0 , . . . , Xn are sets and Ij is an ideal of subsets of Xj for every j, then I0 n . . . n In is an ideal of
subsets of X0 × . . . × Xn ;
(ii) whenever X0 , . . . , Xn are sets, Ij is an ideal of subsets of Xj for every j, and k < n, then the natural identification
of X0 × . . . × Xn with (X0 × . . . × Xk ) × (Xk+1 × . . . × Xn ) identifies I0 n . . . n In with (I0 n . . . n Ik ) n (Ik+1 n . . . n In )
as defined in 527B.

(c) Complete the analysis in 527Bb by describing what happens if one of X, Y is empty or one of the ideals is not
proper.
§528 intro. Amoeba algebras 161

> (d) Let Z be the Stone space of the measure algebra of Lebesgue measure on [0, 1], and f : Z → [0, 1] the canonical
inverse-measure-preserving continuous function (416V). Let F ⊆ [0, 1] be a nowhere dense set which is not negligible,
and set W = {(x, z) : x ∈ [0, 1], z ∈ Z, x + f (z) ∈ F }. Show that W is a nowhere dense closed set in [0, 1] × Z but
does not belong to M([0, 1]) n M(Z). (Hint: meager subsets of Z are negligible (321K).)
> (e) Suppose that X = {0, 1}I and Y = {0, 1}J . Show that M(X) nB(X×Y ) M(Y ) = M(X × Y ).
(f ) Write X for the class of topological spaces which have category algebras which are atomless and with countable
π-weight. (i) Show that R, with the right-facing Sorgenfrey topology, belongs to X. (ii) Show that the split interval
(419L) belongs to X. (iii) Show that if the regular open algebra of a topological space X is atomless and has countable
π-weight, then X ∈ X. (iv) Show that any open subspace of a space in X belongs to X. (v) Show that any dense
subspace of a space in X belongs to X. (vi) Show that any comeager subspace of a space in X belongs to X. (vii) Show
that the product of countably many spaces in X belongs to X.
(g) Let P be a partially ordered set. Show that if κ ≥ cf P and λ ≤ add P then P 4T [κ]<λ .
(h) Let X be a topological space with a σ-finite measure µ such that µ has countable Maharam type and every
measurable set can be expressed as the symmetric difference of a Borel set and a negligible set. Let Y be a topological
space with a countable π-base. Show that N (µ) nB(X×Y ) M(Y ) 4T N (µ) × M.

527Y Further exercises (a) Show that I n J 6= I o J for any of the four cases in which {I, J } ⊆ {M, N }.
(b) Let X be a set, Σ a σ-algebra of subsets of X and I a σ-ideal of Σ such that Σ/I is ccc. Let (Y, T, ν) be a
probability space. Show that (Σ⊗T)/(Σ
b ⊗T)
b ∩ (I n N (ν)) is ccc. (Hint: show that if V ∈ Σ⊗T b then x 7→ νV [{x}] is
Σ-measurable, and hence that there is no uncountable disjoint family in (Σ⊗T) \ (I n N (ν)).)
b

(c) Let hAi ii∈I be any family of Boolean algebras all of countable π-weight, and A their free product (315H). Show
that the Dedekind completion of A is harmless.
(d) Let µ be a σ-finite Borel probability measure on a topological space X, and Y a topological such that its category
algebra is harmless. Show that B(X × Y )/B(X × Y ) ∩ (N (µ) n M(Y )) can be identified with the Dedekind completion
of A ⊗ C, where A is the measure algebra of µ and C is the category algebra of Y .

527 Notes and comments Skew products of ideals have been used many times for special purposes, and we are
approaching the point at which it would be worth developing a general theory of such products. I am not really
attempting to do this here, though the language of 527B is supposed to point to the right questions. My primary aim
in this section is to show that M nB(R 2 ) N and N nB(R 2 ) M are very different (527H, 527K). Of course the difference
appears only when the continuum hypothesis is false (513Xf, 527Xg).
The version of the Kuratowski-Ulam theorem given in 527D is a natural one from the point of view of this chapter,
but you should be aware that there are many more cases in which M∗ = M(X × Y ); see 527Xe and Fremlin
Natkaniec & Reclaw 00. The statement of 527J includes the phrase ‘quasi-Radon measure’. Actually we do not
really need either τ -additivity or inner regularity with respect to closed sets. What we need is a measure µ such that
N (µ) 4T N and the Borel sets generate the measure algebra (527Xh). The argument for 527J betrays its origin in the
case X = Y = [0, 1], which is of course also the natural home of 527C-527F.
It is interesting that all four of the quotient algebras
B(R 2 )/B(R 2 ) ∩ (M n M), B(R 2 )/B(R 2 ) ∩ (M n N ),

B(R 2 )/B(R 2 ) ∩ (N n M), B(R 2 )/B(R 2 ) ∩ (N n N )


are ccc (see 527E, 527Yb, 527O, 527Bc and also 527L). This should not be taken for granted; for a variety of examples
of quotient algebras associated with σ-ideals see Fremlin 03.

528 Amoeba algebras


In the course of investigating the principal consequences of Martin’s axiom, Martin & Solovay 70 introduced the
partially ordered set of open subsets of R with measure strictly less than γ, for γ > 0 (528O). Elementary extensions
of this idea lead us to a very interesting class of partially ordered sets, which I study here in terms of their regular
open algebras, the ‘amoeba algebras’ (528A). Of course the most important ones are those associated with Lebesgue
measure, and these are closely related to the ‘localization posets’ (528I), themselves intimately connected with the
localization relations of 522K.
As elsewhere in this chapter, I will write (Bκ , ν̄κ ) for the measure algebra of the usual measure on {0, 1}κ . In any
measure algebra (A, µ̄) I will write Af = {a : a ∈ A, µ̄a < ∞}.
162 Cardinal functions of measure theory 528A

528A Amoeba algebras Let (A, µ̄) be a measure algebra.

(a) If 0 < γ ≤ µ̄1, the amoeba algebra AM(A, µ̄, γ) is the regular open algebra RO↑ (P ) where P = {a : a ∈ A,
µ̄a < γ}, ordered by ⊆ .

(b) The variable-measure amoeba algebra AM∗ (A, µ̄) (Truss 88) is the regular open algebra RO↑ (P 0 ) where
P 0 = {(a, α) : a ∈ A, α ∈ ]µ̄a, µ̄1]},
ordered by saying that
(a, α) ≤ (b, β) if a ⊆ b and β ≤ α.

528B Proposition Suppose that (X, Σ, µ) is a measure space, (A, µ̄) its measure algebra and 0 < γ ≤ µX. If
E ⊆ Σ is any family such that µ is outer regular with respect to E, then AM(A, µ̄, γ) is isomorphic to RO↑ ({E : E ∈ E,
µE < γ}).
proof Set P = {a : a ∈ A, µ̄a < γ}, Q = {E : E ∈ E, µE < γ}. Because µ is outer regular with respect to E, the
map G 7→ G• : Q → A maps Q onto a cofinal subset P 0 of P . Moreover, two elements E0 and E1 of Q are compatible
upwards in Q iff µ(E0 ∪ E1 ) < γ iff E0• and E1• are compatible upwards in P . By 514R, RO↑ (P ) and RO↑ (Q) are
isomorphic.

528C Proposition Let (A, µ̄) be a non-totally-finite atomless measure algebra such that all its principal ideals of
finite measure are homogeneous. Then all the amoeba algebras AM(A, µ̄, γ), for γ > 0, are isomorphic.
proof Suppose that β, γ > 0. As in Lemma 332I, we have a partition D of unity in A such that µ̄a = β for every
a ∈ D. Similarly, we have a partition D0 of unity such that µ̄a = γ for every a ∈ D0 . By 332E, #(D) = #(D0 ) = c(A).
Let h : D → D0 be a bijection. Because the principal ideal generated by d ∪ h(d) is homogeneous, the principal ideals
Ad , Ah(d) always have the same Maharam type, and are therefore isomorphic as measure algebras, up to a scalar factor
γ
of the measure; let πd : Ad → Ah(d) be a Boolean isomorphism such that µ̄(πd a) = µ̄a for every a ⊆ d. Now we
β
f f
have a function π : A → A defined by saying that πa = supd∈D πd (a ∩ d) whenever µ̄a < ∞, and π is a Boolean
γ
ring automorphism such that µ̄πa = µ̄a for every a ∈ Af . But now π includes an isomorphism between the partially
β
ordered sets {a : µ̄a < β} and {a : µ̄a < γ}, so their regular open algebras AM(A, µ̄, β) and AM(A, µ̄, γ) are isomorphic.

528D Proposition (Truss 88) Let (A, µ̄) be an atomless homogeneous probability algebra. Then the amoeba
algebras AM(A, µ̄, γ) and AM(A, µ̄, γ 0 ) are isomorphic for all γ, γ 0 ∈ ]0, 1[.
proof (a) Set P = {a : a ∈ A, µ̄a < γ}, and let κ be the Maharam type of A. Then the upwards cellularity of P is at
most κ. P P?? Otherwise, there is an up-antichain A ⊆ P with cardinality κ+ . Let  > 0 be such that A0 = {a : a ∈ A,
µ̄a ≤ γ − } has cardinal κ+ . Because the topological density of A is κ (521Oa), there must be distinct a, a0 ∈ A0 such
that µ̄(a 4 a0 ) < ; but in this case µ̄(a ∪ a0 ) < γ, so that a ∪ a0 is an upper bound for {a, a0 } in P . X
XQQ

(b) If 1 − 1 − γ ≤ α < γ and D is a countable subset of ]α, γ[ such that sup D = γ, then there is a maximal
up-antichain hatξ i(t,ξ)∈D×κ in P such that µ̄atξ = t for every t ∈ D, ξ < κ. P P Start with a stochastically independent

family hctξ i(t,ξ)∈D×κ of elements of A with µ̄ctξ = t for all t ∈ D, ξ < κ. Because α ≥ 1 − 1 − γ, A = hctξ i(t,ξ)∈D×κ
is an up-antichain in P . Next, because sup D = γ, Q = {a : a ∈ P , µ̄a ∈ D} is cofinal with P . So there is a maximal
up-antichain A0 ⊇ A such that A0 ⊆ Q (513Aa). Now (because c↑ (P ) ≤ κ) {a : a ∈ A0 , µ̄a = t} has cardinal κ for every
t ∈ D, so we can enumerate A0 as hatκ i(t,ξ)∈D×κ in P where µ̄atξ = t for every t ∈ D and ξ < κ. Q Q
(c) There are α, α0 ∈ ]0, 1[ such that
√ √ γ−α γ 0 −α0
1 − 1 − γ ≤ α < γ, 1− 1 − γ 0 ≤ α0 < γ 0 , = .
1−α 1−α0

P We need consider only the case γ ≤ γ 0 . Set


P
1
β=√ − 1, α = γ − β(1 − γ), α0 = γ 0 − β(1 − γ 0 ).
1−γ

γ−α γ 0 −α0 √ 1
Then =β= . Of course α ≤ γ and α0 ≤ γ 0 . On the other side, α = 1 − 1 − γ, while β ≤ √ − 1 so
1−γ 1−γ 0 1−γ 0

α0 ≥ 1 − 1 − γ0. Q
Q
528E Amoeba algebras 163

γ−µ̄a
(d) If a ∈ P , {b : a ⊆ b ∈ P } is isomorphic, as partially ordered set, to {b : b ∈ A, µ̄b < }. P
P The principal ideal
1−µ̄a
A1 \ a generated by 1 \ a is isomorphic, up to a scalar multiple of the measure, to A, and {b : a ⊆ b ∈ P } is isomorphic,
as partially ordered set, to {b : b ⊆ 1 \ a, µ̄b < γ − µ̄a}. Q
Q
(e) For each n ∈ N, set αn = γ − 2−n (γ − α), αn0 = γ 0 − 2−n (γ 0 − α0 ); then
γ 0 −α0n γ 0 −α0 γ−αn
= 2−n =
1−γ 0 1−γ 0 1−γ

for every n ∈ N. Set P 0 = {a : a ∈ A, µ̄a < γ 0 }. By (b), we have a maximal up-antichain hanξ i(n,ξ)∈N×ξ in P such that
µ̄anξ = αn for all n ∈ N and ξ < κ; similarly, there is a maximal up-antichain ha0nξ i(n,ξ)∈N×ξ in P 0 such that µ̄a0nξ = αn0
for all n ∈ N and ξ < κ. Now, for each n ∈ N and ξ < κ, [anξ , ∞[, taken in P , is isomorphic, as partially ordered set,
to [a0nξ , ∞[, taken in P 0 , by (d). So

RO↑ (P ) ∼
Y
= RO↑ ([anξ , ∞[)
n∈N,ξ<κ

(514Nf)
∼ RO↑ ( a0nξ , ∞ ) ∼
Y
= RO↑ (P 0 ).
 
=
n∈N,ξ<κ

528E Proposition Let (A, µ̄) be an atomless measure algebra, not {0}, such that all its principal ideals of finite
measure are homogeneous, and 0 < γ < µ̄1. Then the amoeba algebra AM(A, µ̄, γ) can be regularly embedded in
AM∗ (A, µ̄).
proof (a) We need to know that there is a family hc(α)iα∈[0,µ̄1[ in A such that µ̄c(α) = α and c(α) ⊆ c(β) whenever
0 ≤ α ≤ β. P P Let (C, λ̄) be the measure algebra of Lebesgue measure on [0, µ̄1[. By 332P, (C, λ̄) is isomorphic to a
closed subalgebra of a principal ideal of (A, µ̄); let π : C → A be such an isomorphism, and set c(α) = π[0, α]• for each
α ∈ [0, µ̄1[. Q
Q
(b) Set P = {(a, α) : a ∈ A, α ∈ ]α, µ̄1]}. Let hγn in∈N be a strictly increasing sequence with supremum µ̄1 and
γ0 = 0. For each n ∈ N, set SPn = {(a, α) : γn ≤ µ̄a < α ≤ γn+1 } and Qn = {a : a ∈ A, µ̄a < γn+1 }, so that Pn is an
up-open set in P . Note that n∈N Pn is dense in P for the up-topology, since if (a, α) ∈ P then (a, min(α, γn+1 )) ∈ Pn
where γn ≤ µ̄a < γn+1 . Also
RO↑ (Qn ) = AM(A, µ̄, γn+1 ) ∼
= AM(A, µ̄, γ).
P If µ̄1 = ∞, this is 528C. If (A, µ̄) is totally finite, then A is homogeneous, so we can apply 528D to an appropriate
P
multiple of the measure µ̄. QQ
For a ∈ Af , the function α 7→ µ̄(c(α) \ a) is continuous and non-decreasing. So we can define δ(a, α), for a ∈ Af and
0 ≤ α < µ̄1 − µ̄a, by saying that
δ(a, α) = min{β : µ̄(c(β) \ a) = α} = min{β : µ̄(a ∪ c(β)) = µ̄a + α}.
Observe that δ(a, α) ≤ δ(a0 , α0 ) whenever a ⊆ a0 and α ≤ α0 . For (a, α) ∈ Pn , set fn (a, α) = a ∪ c(δ(a, γn+1 − α)), so
that µ̄fn (a, α) = µ̄a + γn+1 − α < γn+1 and fn (a, α) ∈ Qn .
P If (a, α) ≤ (a0 , α0 ) in Pn , then δ(a, γn+1 − α) ≤ δ(a0 , γn+1 − α0 ), so
(c)(i) fn : Pn → Qn is order-preserving. P
0 0
fn (a, α) ⊆ fn (a , α ). Q
Q
(ii) If p ∈ Pn , b ∈ Qn and fn (p) ⊆ b, there is a p0 ∈ Pn such that p ≤ p0 and b ⊆ fn (p0 ). P
P Express p as (a, α).
Consider a0 = a ∪ (b \ fn (p)). Then
µ̄a0 = µ̄a + µ̄b − µ̄fn (p) = µ̄a + µ̄b − µ̄a − γn+1 + α < α,
so (a0 , α) ∈ P . Of course (a, α) ≤ (a0 , α), so p0 = (a0 , α) ∈ Pn . Also fn (p0 ) ⊇ fn (p) and
fn (p0 ) ⊇ a0 ⊇ b \ fn (p),
so b ⊆ fn (p0 ). Q
Q
P If b ∈ Qn , take b0 ∈ A such that b ⊆ b0 and γn ≤ µ̄b0 < γn+1 . Then (b0 , γn+1 ) ∈ Pn
(iii) fn [Pn ] is cofinal with Qn . P
and
b ⊆ b0 = fn (b0 , γn+1 ) ∈ fn [Pn ]. Q
Q
164 Cardinal functions of measure theory 528E

(d) By 514P, RO↑ (Qn ) can be regularly embedded in RO↑ (Pn ). Now AM(A, µ̄, γ) is isomorphic to RO↑ (Qn ), so

there is an injective order-continuous Boolean homomorphism πn : AM(A, µ̄, γ) → RO Q (Pn ). ↑ Putting these together,
we have an injective order-continuous Boolean homomorphism π : AM(A, µ̄, γ) → n∈N RO (Pn ) defined by setting
πe = hπn (e)in∈N for e ∈ AM(A, µ̄, γ). On the other hand, since hPn in∈N is a disjoint sequence of up-open subsets of P
with dense union,
Q ↑ ∼ ↑ ∗
n∈N RO (Pn ) = RO (P ) = AM (A, µ̄)

by 514He. So we have a regular embedding of AM(A, µ̄, γ) into AM∗ (A, µ̄), as claimed.

528F Proposition Let (A, µ̄) be a measure algebra and e ∈ A an element of non-zero measure; let Ae be the
principal ideal of A generated by e. If Ae is atomless and 0 < γ ≤ µ̄e, then AM(Ae , µ̄ Ae , γ) can be regularly
embedded in AM(A, µ̄, γ).
proof Set P = {a : a ∈ A, µ̄a < γ} and Q = P ∩ Ae . As in 528E, we have an order-preserving function α 7→ cα :
[0, µ̄e] → Ae such that µ̄cα = α for each α. As in (b) of the proof of 528E, we can set δ(a, α) = min{β : µ̄(cβ \ a) = α}
when a ∈ A and 0 ≤ α ≤ µ̄(e \ a). Now define f : P → Q by setting f (a) = (a ∩ e) ∪ cδ(a,µ̄(a \ e)) for a ∈ P . Then
µ̄f (a) = µ̄a for each a and f , like δ, is order-preserving.
If a ∈ P , b ∈ Q and f (a) ⊆ b, there is an a0 ∈ P such that a ⊆ a0 and b ⊆ f (a0 ). P
P Set a0 = a ∪ (b \ f (a)). Then
0 0 0 0
µ̄a = µ̄b < γ so a ∈ P . Also b ⊆ f (a) ∪ (a ∩ e) ⊆ f (a ). Q Q
Finally, f [P ] = f [Q] = Q. So by 514P, AM(Ae , µ̄ Ae , γ) = RO↑ (Q) can be regularly embedded in AM(A, µ̄, γ) =
RO↑ (P ).

528G Proposition Let (A, µ̄) be a measure algebra, and C a σ-subalgebra of A such that sup(C ∩ Af ) = 1 in A.
Then AM∗ (C, µ̄ C) can be regularly embedded in AM∗ (A, µ̄).
proof (a) For each a ∈ Af we have a ‘conditional expectation’ ua ∈ L1 (C) defined by saying that c ua = µ̄(a ∩ c) for
R

every c ∈ Cf . (Apply 365P to the identity map from Cf to Af .) Note that as the supremum of Cf in A is 1,
R R
ua = supc∈Cf c
ua = supc∈Cf µ̄(a ∩ c) = µ̄a.
Also, of course, 0 ≤ µ̄(a ∩ c) ≤ µ̄c for every c ∈ Cf , so 0 ≤ ua ≤ χ1 in L∞ (C). Next, let u∗a be the decreasing
rearrangement of ua , that is, the element of L∞ (AL ) (where AL is the measure algebra of Lebesgue measure on [0, ∞[)
such that [[u∗ > α]] = [0, µ̄[[u > α]][ for every α ≥ 0 (373D).

(b) Set
P = {(a, α) : a ∈ A, α ∈ ]µ̄a, µ̄1]}, Q = {(c, α) : c ∈ C, α ∈ ]µ̄c, µ̄1]}.
Define a function f on P by saying that f (a, α) = (c, β) if
c = [[ua = 1]] = max{d : d ∈ C, d ⊆ a},
R∞
β = max{β 0 : β 0 ≥ 0, β 0 + β0
u∗a ≤ α}.
Note that β > µ̄c because
R∞ R R
µ̄c + µ̄c
u∗a = u∗a = ua < α,
using 373Fa for the equality in the middle, while β ≤ α ≤ µ̄1; so (c, β) belongs to Q.
(c)(i) If p ≤ p0 in P , then f (p) ≤ f (p0 ) in Q. P
P Express p, p0 , f (p) and f (p0 ) as (a, α), (a0 , α0 ), (c, β), (c0 , β 0 )
respectively. Then c ⊆ a ⊆ a so c ⊆ c . Next, χa ≤ χa0 so ua ≤ ua0 and u∗a ≤ u∗a0 (373Db); accordingly
0 0
R∞ R∞
α0 ≤ α = β + β
u∗a ≤ β + β
u∗a0
and β 0 ≤ β. Q
Q
If p ∈ P , q ∈ Q and f (p) ≤ q, then there is a p0 ≥ p such that f (p0 ) ≥ q. P
P Express p, f (p) and q as (a, α), (c, β)
and (d, γ) respectively. Set a0 = a ∪ d. Then

Z Z Z Z µ̄d
0
µ̄a = µ̄a + µ̄d − µ̄(a ∩ d) = ua + µ̄d − ua ≥ u∗a + µ̄d − u∗a
d 0
(apply 373E with v = χd)
Z ∞ Z ∞
= µ̄d + u∗a < β + u∗a
µ̄d β
(because [[u∗a = 1]] = [0, µ̄c]• and µ̄c ≤ µ̄d < γ ≤ β)
528H Amoeba algebras 165

= α.

So (a0 , α) ∈ P . Next, computing the integrals b ua ∨ χd for b belonging to Cf and either included in d or disjoint from
R

it, we see that ua0 = ua ∨ χd so that [[ua0 = 1]] = [[ua = 1]] ∪ d = d. Accordingly
R R R∞ R∞
µ̄a0 = ua0 = u∗a0 = µ̄d + µ̄d
u∗a0 < γ + γ
u∗a0
R∞
(as noted above for ua , we have [[u∗a0 = 1]] = [0, µ̄d]• ), and if we set α0 = min(α, γ + γ u∗a0 ) then p0 = (a0 , α0 ) ≥ p and
f (p0 ) ≥ q, as required. Q
Q
Since P and Q have a common least element (0, µ̄1) which is invariant under f , f satisfies the second condition of
514P and AM∗ (C, µ̄ C) = RO↑ (Q) is regularly embedded in AM∗ (A, µ̄) = RO↑ (P ).

528H Proposition Let (A, µ̄) be a semi-finite measure algebra, not {0}, and let κ ≥ max(ω, τ (A), c(A)) be a
cardinal. Then AM∗ (A, µ̄) can be regularly embedded in AM(Bκ , ν̄κ , 12 ).
proof (a) To begin with (down to the end of (h) below), assume P∞ that A is atomless. Let (AN , µ̄∞ ) be the simple
product of a sequence of copies of (A, µ̄) (322L), so that µ̄∞ = n=0 µan if a = han in∈N ∈ AN . Note that as A is
a
certainly infinite, τ (AN ) = τ (A) and c(AN ) = c(A). By 526D, there is a function θ : AN → Bκ such that
θ(sup A) = sup θ[A] for every non-empty A ⊆ AN with a supremum in A;
ν̄κ θ(aa) = 1 − exp(−µ̄∞a ) for every a ∈ AN ;
whenever ha a(i) ii∈I is a disjoint family in AN and Ci is the closed subalgebra of Bκ generated by {θ(a a) :
(i)
a ⊆ a } for each i, then hCi ii∈I is stochastically independent.
(b) For b ∈ Bκ , set g(b) = sup{a
a : a ∈ AN , θ(a
a) ⊆ b}.
(i) It is immediate from its definition that g : Bκ → AN is order-preserving.
(ii) Because θ is supremum-preserving, θ(g(b)) ⊆ b for every b ∈ Bκ .
(iii) If b ∈ Bκ \ {1} then
1 − ν̄κ b ≤ 1 − ν̄κ θ(g(b)) = exp(−µ̄∞ g(b)),
so µ̄∞ g(b) ≤ − ln(1 − ν̄κ b) is finite.
(iv) a ⊆ g(θ(a a)) = a , because if a 0 6⊆ a then
a)) for every a ∈ AN ; and if a ∈ AN has finite measure then g(θ(a
0
a ∪ a ) > ν̄κ θ(a
a).
ν̄κ θ(a
(v) If b ∈ Bκ and  > 0, there is a δ > 0 such that µ̄∞ (g(b0 ) \ g(b)) ≤  whenever ν̄κ (b0 \ b) ≤ δ. P
P?? Otherwise,
we can find a sequence hbn in∈N in Bκ such that ν̄κ (bn \ b) ≤ 2−n and µ̄∞ (g(bn ) \ g(b)) ≥  for every n ∈ N. Set
a (n) = supm≥n g(bm ); then
a(n) ) = supm≥n θ(g(bm )) ⊆ supm≥n bm ,
θ(a
a(n) ) \ b) ≤ 2−n+1 for every n, while ha
so ν̄κ (θ(a a(n) in∈N is non-increasing. Set a = inf n∈N a (n) ; then µ̄∞ (a
a \ g(b)) ≥ 
and ν̄κ (θ(aa) \ b) = 0. But in this case θ(a
a) ⊆ b and a ⊆ g(b). XXQQ
(c) Define ψ : AN → A by setting ψ(a
a) = supn∈N an whenever a = han in∈N ∈ AN .
(i) ψ is supremum-preserving and ψ(0) = 0.
(ii) If a , a 0 ∈ AN then
a0 )) ≤ µ̄∞ (a
a)4ψ(a
µ̄(ψ(a a 4 a 0 ).

(iii) Now if b ∈ Bκ , a ∈ A, a ⊇ ψ(g(b)) and µ̄a < α ∈ R, there is a b0 ⊇ b such that a ⊆ ψ(g(b0 )), µ̄ψ(g(b0 )) ≤ α
and ν̄κ (b0 \ b) ≤ 1 − exp(−µ̄(a \ ψ(g(b))).
P By (b-v), there is a δ > 0 such that µ̄∞ (g(b0 ) \ g(b)) ≤ α − µ̄a whenever ν̄κ (b0 \ b) ≤ δ. Set a(n) = hani ii∈N for
P
each n ∈ N, where ani = a \ ψ(g(b)) if i = n, 0 otherwise. For each n ∈ N, let Cn be the closed subalgebra of Bκ
generated by
a) : a ∈ AN , a ∩ a (m) = 0 for every m ≥ n},
{θ(a
and let Tn : L1 (Bκ , ν̄κ ) → L1 (Bκ , ν̄κ ) be the corresponding conditional-expectation operator (365R). Then hCn in∈N
a(n) ∩ c) = ν̄κ θ(a
is non-decreasing; also ν̄κ θ(a a(n) ) · ν̄κ c for every n ∈ N and c ∈ Cn , by the final clause of (a). By
Lévy’s martingale theorem (275I, 367Jb), hTn (χb)in∈N is k k1 -convergent. We can therefore find an n ∈ N such that
kTn (χb) − Tn+1 (χb)k1 ≤ δ exp(−µ̄a). Set b0 = b ∪ θ(a a(n) ). Then g(b0 ) ⊇ g(b) ∪ a (n) , so ψ(g(b0 )) ⊇ ann ∪ ψ(g(b)) = a. Also
ν̄κ (b0 \ b) ≤ ν̄κ θ(a
a(n) ) = 1 − exp(−µ̄∞a (n) ) = 1 − exp(−µ̄(a \ ψ(g(b))).
166 Cardinal functions of measure theory 528H

?? If µ̄ψ(g(b0 )) > α, set e = g(b0 ) \ (g(b) ∪ supm∈N a (m) ). Since


ψ(g(b) ∪ supm∈N a (m) ) = ψ(g(b)) ∪ a = a,
ψ(ee) ⊇ ψ(g(b0 )) \ a and µ̄∞e > α − µ̄a; as e ⊆ g(θ(ee)) and e ∩ g(b) = 0, ν̄κ (θ(ee) \ b) > δ. On the other hand,

Z
a(n) ))ν̄κ (b ∩ θ(ee)) = (1 − ν̄κ θ(a
(1 − ν̄κ θ(a a(n) )) Tn (χb)
e)
θ(e

(because e ∩ a (m) = 0 for every m, so θ(ee) ∈ Cn )


Z Z
= a(n) )) ·
χ(1 \ θ(a Tn (χb) × χθ(ee)
Z
= a(n) )) × Tn (χb) × χθ(ee)
χ(1 \ θ(a

(because Tn (χb) × χθ(ee) ∈ L0 (Cn ) and χ(1 \ θ(a


a(n) )) are stochastically independent)
Z
= Tn (χb),
a(n) )
e) \ θ(a
θ(e

a(n) ))ν̄κ (θ(ee)) = ν̄κ (θ(ee) \ θ(a


(1 − ν̄κ θ(a a(n) ) = ν̄κ (b ∩ θ(ee) \ θ(a
a(n) )
(because θ(ee) ⊆ θ(g(b0 )) ⊆ b0 = b ∪ θ(a
a(n) ))
Z
= Tn+1 (χb)
a(n) )
e) \ θ(a
θ(e

a(n) ) both belong to Cn+1 . So


because θ(ee) and θ(a

δ exp(−µ̄a) = δ exp(−µ̄∞a (n) ) < ν̄κ (θ(ee) \ b) exp(−µ̄∞a (n) )


a(n) ))ν̄κ (θ(ee) \ b))
= (1 − ν̄κ θ(a
Z
= Tn+1 (χb) − Tn (χb)
a(n) )
e) \ θ(a
θ(e

≤ kTn (χb) − Tn+1 (χb)k1 ≤ δ exp(−µ̄a),


which is impossible. XX
So µ̄ψ(g(b0 )) ≤ α, as required. Q
Q
(d) Fix c ∈ Bκ with measure 12 ; then the principal ideal of Bκ generated by c is isomorphic to Bκ with the measure
halved. We therefore have a Boolean isomorphism π : Bκ → (Bκ )c such that ν̄κ πb = 12 ν̄κ b for every b ∈ Bκ . Set
h(b) = ψ(g(π −1 (b ∩ c))) for b ∈ Bκ . Then h : Bκ → A is order-preserving and h(b) = h(b ∩ c) for every b ∈ Bκ .
Translating the results of (b) and (c), we see that
if b ∈ Bκ and  > 0, there is a δ > 0 such that µ̄(h(b0 ) \ h(b)) ≤  whenever ν̄κ (b0 \ b) ≤ δ,
if b ∈ Bκ , a ∈ A, a ⊇ h(b) and µ̄a < α ∈ R, there is a b0 ⊇ b such that a ⊆ h(b0 ), µ̄h(b0 ) ≤ α and
ν̄κ (b0 \ b) ≤ 21 (1 − exp(−µ̄(a \ h(b))).
Note also that

µ̄h(b) = µ̄ψ(g(π −1 (b ∩ c))) ≤ µ̄∞ g(π −1 (b ∩ c))


≤ − ln(1 − ν̄κ π −1 (b ∩ c)) ≤ − ln(1 − 2ν̄κ (b ∩ c))
if we take ln(0) to be −∞.
(e) Set γ0 = 12 (1 − exp(−µ̄1)), interpreting exp(−∞) as 0, so that 0 < γ0 ≤ 12 . Let P be the partially ordered set
{(a, α) : a ∈ A, α ∈ ]µ̄a, µ̄1]} and Q the partially ordered set {b : b ∈ Bκ , ν̄κ b < γ0 }, so that AM∗ (A, µ̄) = RO↑ (P ) and
AM(Bκ , ν̄κ , γ0 ) = RO↑ (Q). For b ∈ Q, set αb = sup{µ̄h(b0 ) : b ⊆ b0 ∈ Q}. Then αb > µ̄(h(b)). P P We have
µ̄h(b) ≤ − ln(1 − 2ν̄κ (b ∩ c)) < − ln(1 − 2γ0 ) = µ̄1,
so h(b) 6= 1. Because A is atomless, there is an a ∈ A, disjoint from h(b), such that 0 < µ̄a < − ln(2ν̄κ b). Set
a = han in∈N where a0 = a, an = 0 for n ≥ 1. Then
a) = 1 − exp(−µ̄a) < 1 − 2ν̄κ b,
ν̄κ θ(a
0 0
a) ∈ Q1 , while h(b ) ⊇ h(b) ∪ a ⊃ h(b). Q
so b = b ∪ πθ(a Q
(f ) We can therefore define f : Q → P by setting f (b) = (h(b), αb ) for b ∈ Q.
528J Amoeba algebras 167

(i) f is order-preserving because h is.


(ii) If P1 ⊆ P is up-open and cofinal with P , f −1 [P1 ] is cofinal with Q. P
P Take any b ∈ Q. Set
α = min(αb , µ̄h(b) − ln(1 − 2γ0 + 2ν̄κ b)) > µ̄h(b),
so that f (b) ≤ (h(b), α) in P . Then there is an (a, β) ∈ P1 such that (h(b), α) ≤ (a, β), that is, h(b) ⊆ a and β ≤ α. In
this case, there is a b1 ∈ Bκ such that b1 ⊇ b, h(b1 ) ⊇ a, µ̄h(b1 ) < β and
1
ν̄κ (b1 \ b) ≤ (1 − exp(−µ̄(a \ h(b)))) < γ0 − ν̄b
2

because µ̄(a \ h(b)) < − ln(1 − 2γ0 + 2ν̄κ b). So b1 ∈ Q. Let δ > 0 be such that µ̄(h(b0 ) \ h(b1 )) < β − µ̄h(b1 ) whenever
ν̄κ (b0 \ b1 ) ≤ δ. Let b2 ∈ Q be such that b1 ⊆ b2 , b1 ∩ c = b2 ∩ c and µ̄b2 ≥ γ0 − δ. Then h(b2 ) = h(b1 ). If b0 ∈ Q and
b0 ⊇ b2 , then ν̄κ (b0 ∩ c \ b1 ) ≤ δ, so
µ̄(h(b0 ) \ h(b1 )) = µ̄(h(b0 ∩ c) \ h(b1 )) ≤ β − µ̄h(b1 )
and µ̄h(b0 ) ≤ β; thus αb2 ≤ β. Accordingly f (b2 ) = (h(b2 ), αb2 ) ≥ (a, β), while b2 ⊇ b. As P1 is up-open, f (b2 ) ∈ P1 ; as
b is arbitrary, f −1 [P1 ] is cofinal with Q. Q
Q
P Take (a, α) ∈ P . Set a = han in∈N ∈ AN where a0 = a and an = 0 for n ≥ 1, and set
(g) f [Q] is cofinal with P . P
a). Note that
b = πθ(a
1
ν̄κ b = (1 − exp(−µ̄a)) < γ0 ,
2

so b ∈ Q. Because µ̄∞a < ∞, g(π −1 b) = a and h(b) = a. As in the last step in the proof of (f) just above, we can now
find a b1 ⊇ b in Q such that h(b1 ) = h(b) and αb1 ≤ α. So f (b1 ) ≥ (a, α). As (a, α) is arbitrary, f [Q] is cofinal. Q
Q
(h) By 514O, AM∗ (A, µ̄) = RO↑ (P ) can be regularly embedded in
RO↑ (Q1 ) ∼
= RO↑ (Q) = AM(Bκ , ν̄κ , γ0 ) ∼
= AM(Bκ , νκ , 1 ) 2
by 528D.
(i) All this has been done on the assumption that A is atomless, as required in (e). For the general case, consider
the localizable measure algebra free product (C, λ̄) of (A, µ̄) and (Bω , ν̄ω ) (325E). By 521Pa, we have
max(ω, c(C), τ (C)) ≤ max(ω, c(A), c(Bω ), τ (A), τ (Bω )) ≤ κ.
Also C is atomless because Bω is isomorphic to a closed subalgebra of C (325Dd) and is atomless. By (a)-(h),
AM∗ (C, λ̄) can be regularly embedded in AM(Bω , ν̄ω , 21 ). Now consider the canonical embedding ε1 : A → C. This
is order-continuous and measure-preserving (325Da), so identifies the Dedekind σ-complete Boolean algebra A with
a σ-subalgebra of C; also Af has supremum 1 both in A and C. By 528G, AM∗ (A, µ̄) can be regularly embedded in
AM∗ (C, λ̄) and therefore in AM(Bω , ν̄ω , 12 ).

528I Definition For any set I, the I-localization poset is the set
SI∞ = {p : p ⊆ N × I, #(p[{n}]) ≤ 2n for every n, supn∈N #(p[{n}]) is finite},
ordered by ⊆. For p ∈ SI∞ set kpk = maxn∈N #(p[{n}]). I will write S ∞ for the N-localization poset SN∞ .

528J Proposition Let κ be an infinite cardinal, Sκ∞ the κ-localization poset, and (A, µ̄) a semi-finite measure
algebra, not {0}, with κ ≥ max(ω, c(A), τ (A)). Then the variable-measure amoeba algebra AM∗ (A, µ̄) can be regularly
embedded in RO↑ (Sκ∞ ).
proof (a) To begin with (down to the end of (d) below), suppose that A is atomless. Let P be the partially ordered
set {(a, α) : a ∈ A, α ∈ ]µ̄a, µ1]}, so that AM∗ (A, µ̄) = RO↑ (P ). Give Af its measure metric, so that its topological
density is at most κ (521Ob). Set γ0 = 12 µ̄1 and for n ≥ 1 set γn = 2−2n−1 µ̄1 if µ̄1 < ∞, 4−n otherwise. For each n,
let Dn be a dense subset of {a : a ∈ Af , µ̄a ≤ γn }, containing 0, of cardinal at most κ, and let hdnξ iξ<κ be a family
running over Dn with cofinal repetitions.
(b) If p ∈ Sκ∞ set
P∞ n
ap = sup(n,ξ)∈p dnξ , αp = µ̄ap + n=0 (2 − #(p[{n}]))γn .
Then
P∞
µ̄ap < αp ≤ n=0 2n γn = µ̄1,
so we can define f : Sκ∞ → P by setting f (p) = (ap , αp ). f is order-preserving, because if p ⊆ p0 in Sκ∞ then
168 Cardinal functions of measure theory 528J


X
α p0 = µ̄a +
p0 (2n − #(p0 [{n}]))γn
n=0
X ∞
X
≤ µ̄ap + µ̄dnξ + (2n − #(p0 [{n}]))γn
(n,ξ)∈p0 \p n=0

X ∞
X
≤ µ̄ap + #(p0 [{n}] \ p[{n}])γn + (2n − #(p0 [{n}]))γn = αp .
n=0 n=0

(c) Suppose that p ∈ Sκ∞ and f (p) ≤ (a, α) ∈ P . Take α0 ∈ ]µ̄a, α[. For n ∈ N, set kn = 2n − #(p[{n}]). Then
ap ⊆ a and
P∞
µ̄a < α ≤ αp = µ̄ap + n=0 kn γn .
So there is an r ∈ N such that
P∞
µ̄a < µ̄ap + n=0 γn min(r, kn );
P∞ n 0
take r so large that, in addition, n=r+1 2 γn ≤ α − α .
0
For each n, set kn0 = min(r, kn ) and Cn = {sup D : D ∈ [Dn ]≤kn }. Then (because A is atomless) Cn is dense in
f 0
{c : c ∈ A , µ̄c ≤ kn γn }. We can therefore choose hcn in∈N inductively in such a way that
cn ∈ C n , µ̄(a ∪ supm<n cm ) < α0 ,
P∞ 0
µ̄(a \ (ap ∪ supm<n cm )) < m=n km γm
for every n ∈ N. P P For the inductive step to n ≥ 0, set b = a \ (ap ∪ supm<n cm ). Take b0 ⊆ b such that µ̄b0 =
0
min(kn γn , µ̄b), so that
µ̄(a ∪ supm<n cm ∪ b0 ) = µ̄(a ∪ supm<n cm ) < α0 ,
P∞
µ̄(b \ b0 ) < m=n+1 km 0
γm .
Let cn ∈ Cn be such that
α0 > µ̄(a ∪ supm<n cm ∪ b0 ) + µ̄(cn \ b0 ) ≥ µ̄(a ∪ supm≤n cm ),
P∞ 0
m=n+1 km γm > µ̄(b \ b0 ) + µ̄(b0 \ cn ) ≥ µ̄(a \ (ap ∪ supm≤n cm ))
and the induction proceeds. Q Q
For each n, we can find a set Dn0 ⊆ Dn , of size kn0 , such that cn = sup Dn0 . Because hdnξ iξ<κ runs over Dn with cofinal
repetitions, we can find a set In ⊆ κ \ p[{n}] such that #(In ) = kn0 and cn = supξ∈In dnξ . Set q = p ∪ {(n, ξ) : n ∈ N,
ξ ∈ In }. Then
#(q[{n}]) ≤ #(p[{n}]) + kn0 ≤ min(2n , kpk + r)
for every n, so q ∈ Sκ∞ and p ⊆ q. Now
aq = ap ∪ supn∈N,ξ∈In dnξ = ap ∪ supn∈N cn ⊇ a
because
P∞
µ̄(a \ aq ) ≤ inf n∈N µ̄(a \ (ap ∪ supm<n cm )) ≤ inf n∈N m=n 2m γm = 0.
Also
µ̄aq = supn∈N µ̄(ap ∪ supm<n cm ) ≤ α0 < α,
while #(q[{n}]) = #(p[{n}]) + kn = 2n whenever n ≤ r, so
P∞ P∞
αq = µ̄aq + n=r+1 (2n − #(q[{n}]))γn ≤ α0 + n=r+1 2n γn ≤ α.

(d) What (c) shows is that if p ∈ Sκ∞ and f (p) ≤ (a, α) in P , then there is a q ⊇ p in Sκ∞ such that (a, α) ≤ f (q).
Next, Sκ∞ has a least element ∅, and f (∅) = (0, µ̄1) is the least element of P . So 514P tells us that RO↑ (P ) = AM∗ (A, µ̄)
can be regularly embedded in RO↑ (Sκ∞ ).
(e) As for the general case, we can use the same trick as in part (i) of the proof of 528H. Let (C, λ̄) be the localizable
measure algebra free product of (A, µ̄) and (Bω , ν̄ω ); as before, C is atomless, max(ω, c(C), τ (C)) ≤ κ and (A, µ̄) is
embedded in (C, λ̄) as a σ-subalgebra with sufficient elements of finite measure. So AM∗ (A, µ̄) is regularly embedded
in AM∗ (C, λ̄) and in RO↑ (Sκ∞ ).
528M Amoeba algebras 169

528K Theorem (Truss 88) Let (A, µ̄) be an atomless σ-finite measure algebra in which every non-zero principal
ideal has Maharam type κ, and 0 < γ < µ̄1. Then each of the algebras
AM(A, µ̄, γ), AM∗ (A, µ̄), AM(Bκ , ν̄κ , 12 )
can be regularly embedded in the other two, and all three can be regularly embedded in RO↑ (Sκ∞ ).
proof By 528H, AM∗ (A, µ̄) can be regularly embedded in AM(Bκ , ν̄κ , 12 ). Take any e ∈ A such that γ < µ̄e < ∞.
Then the principal ideal (Ae , µ̄ Ae ) is isomorphic, up to a scalar multiple of the measure, to (Bκ , ν̄κ ), so

1 γ
AM(Bκ , ν̄κ , ) ∼
= AM(Bκ , ν̄κ , )
2 µ̄e
(528D)

= AM(Ae , µ̄ Ae , γ)

can be regularly embedded in AM(A, µ̄, γ) (528F). By 528E, AM(A, µ̄, γ) can be regularly embedded in AM∗ (A, µ̄).
Finally, by 528J, AM∗ (A, µ̄) can be regularly embedded in RO↑ (Sκ∞ ). Because regular embeddability is transitive
(313N), these facts are enough to prove the theorem.

528L It is possible without great effort to calculate many of the cardinal functions of these algebras.
Lemma m(AM(Bω , ν̄ω , 21 )) ≤ add N .
proof Set P = {a : a ∈ Bω , ν̄ω a < 12 }. Then wdistr(Bω ) ≥ m↑ (P ). P P Take a family hBξ iξ<κ of maximal antichains
in Bω , where κ < m↑ (P ). Let C ⊆ Bω be a maximal disjoint set such that {b : b ∈ Bξ , b ∩ c 6= 0} is finite for every
ξ < κ and c ∈ C. ?? Suppose, if possible, that c0 = 1 \ sup C is not 0. Take a0 ∈ P such that ν̄ω (a0 ∪ c0 ) > 12 . (If
ν̄ω c0 > 21 , take a0 = 0; otherwise, take a0 ⊆ 1 \ c0 such that 12 − ν̄ω c0 < ν̄ω a0 < 12 .) For each ξ < κ, set
Qξ = {a : a ∈ P , {b : b ∈ Bξ , b 6⊆ a} is finite};
then Qξ is cofinal with P . There is therefore an upwards-directed R ⊆ P such that a0 ∈ R and R meets every Qξ . Set
e = sup R; then ν̄ω e ≤ 21 so c1 = c0 \ e = (a0 ∪ c0 ) \ e is non-zero.
If ξ < κ, there is an a ∈ R ∩ Qξ , so that
{b : b ∈ Bξ , b ∩ c1 6= 0} ⊆ {b : b ∈ Bξ , b 6⊆ a}
is finite. But this means that we ought to have added c1 to C. XX
Thus C is a maximal antichain. As hBξ iξ<κ is arbitrary, wdistr(A) ≥ m↑ (P ). Q
Q

Now 524Mb tells us that wdistr(Bω ) = add N , so m (P ) ≤ add N . Finally, by 517Db,
m(AM(A, µ̄, γ)) = m↑ (P ) ≤ add N ,
as claimed.

528M Lemma m↑ (S ∞ ) ≥ add N .


proof (a) Recall the definition of the supported relations (N N , ⊆∗ , S (α) ) from 522L, where S (α) = {S : S ⊆ N × N,
#(S[{n}]) ≤ α(n) for every n ∈ N} for α ∈ N N . Putting 522L, 522M and 512Db together, we have add(N N , ⊆∗ , S (α) ) =
add N whenever limn→∞ α(n) = ∞.
(b) The core of the argument is the following fact. Suppose that Q ⊆ S ∞ is cofinal and up-open, n ∈ N and
σ ∈ [N × N]<ω . Let G ⊆ N × N be a set with finite vertical sections. Then there is a k ∈ N such that whenever
σ ⊆ p ∈ S ∞ , p ⊆ σ ∪ G and kpk ≤ n, there is a q ∈ Q such that p ⊆ q and kqk ≤ k.
PP?? Suppose, if possible, otherwise. Then for each j ∈ N we can find pj ∈ S ∞ such that σ ⊆ pj ⊆ σ ∪ G, kpj k ≤ n
and kqk > j whenever p ⊆ q ∈ Q. Let p be a cluster point of hpj ij∈N in P(σ ∪G). Then #(p[{i}]) ≤ supj∈N #(pj [{i}]) ≤
min(2i , n) for every i, so p ∈ S ∞ . Because Q is cofinal with S ∞ , there is a q ∈ Q such that p ⊆ q. Set k = n + kqk.
Then (σ ∪ G) ∩ (k × N) is finite, so there is an i ≥ k such that pi ∩ (k × N) = p ∩ (k × N) ⊆ q. Set q 0 = pi ∪ q. Then

#(q 0 [{j}]) = #(q[{j}]) ≤ min(kqk, 2j ) if j < k,


≤ kpi k + kqk ≤ k ≤ 2j otherwise.
So q 0 ∈ S ∞ and kq 0 k ≤ k ≤ i; because Q is up-open in S ∞ , q 0 ∈ Q, while pi ⊆ q 0 . But we chose pi so that this could
not happen. X XQQ
(c) We need to know that S ∞ is upwards-ccc. P
P For any n ∈ N, finite σ ⊆ N × N the set {p : p ∈ S ∞ , kpk ≤ 2n−1 ,
p ∩ (n × N) = σ} is upwards-linked. Q
Q
170 Cardinal functions of measure theory 528M

(d) Now let hQξ iξ<κ be any family of cofinal subsets of S ∞ , where κS< add N , and p0 ∈ S ∞ . For each ξ < κ let
Aξ ⊆ Qξ be a maximal up-antichain; by (d), Aξ is countable. Set Q0ξ = {[q, ∞[ : q ∈ Aξ }, so that Q0ξ is an up-open
cofinal subset of S ∞ . Set A = {p0 } ∪ ξ<κ Aξ . For q ∈ A, let Fq ⊆ N N be a finite set such that (identifying each
S
S S
member of Fq with its graph) q ⊆ Fq ; set F = q∈A Fq , so that
#(F ) ≤ max(ω, κ) < add N ≤ b
(522B). Let g0 ∈ N N be a strictly increasing function such that {i : f (i) > g0 (i)} is finite for every f ∈ F , and also
p0 [{i}] ⊆ g0 (i) for every i. Set G = {(i, j) : i ∈ N, j < g0 (i)}, so that G ⊆ N × N has finite vertical sections. Observe
that if q ∈ A then q \ G is finite.
For each ξ < κ, n ∈ N and finite σ ⊆ N × N, let k(ξ, σ, n) ∈ N be such that whenever p ∈ S ∞ and σ ⊆ p ⊆ σ ∪ G
then there is a q ∈ Q0ξ such that p ⊆ q and kqk ≤ k(ξ, σ, n); such a k exists by (c) above. Set kξ (n) = sup{k(ξ, σ, n) :
σ ⊆ n × g0 (n)}. Again because κ < b, there is a g1 ∈ N N such that {n : kξ (n) > g1 (n)} is finite for every ξ < κ. Let
α ∈ N N be a non-decreasing function such that limn→∞ α(n) = ∞ and
α(2g1 (n)) ≤ n, α(n) + #(p0 [{n}]) ≤ 2n , 2α(n) ≤ n
for every n.
Because add(N N , ⊆∗ , S (α) ) = add N , there is an S0 ∈ S (α) such that f ⊆∗ S0 for every f ∈ F , so that q \ S0 is finite
for every q ∈ A. Replacing S0 by S0 ∩ G if necessary, we may suppose that S0 ⊆ G.
(e) Let S be the family of subsets S of N×N such that #(S[{n}]) ≤ 2n for every n, as in 522K. Note that p0 ∪S0 ∈ S,
because α(n) + #(p0 (n)) ≤ 2n for every n. Let C be the family of finite subsets σ of N × N such that σ ∪ S0 ∈ S. For
each ξ < κ, set
Dξ = {σ : σ ∈ C, ∃ q ∈ Aξ , q ⊆ σ ∪ S0 }.
Then Dξ is cofinal with C. PP Let σ ∈ C. Let n0 be so large that g1 (2n0 ) ≥ kξ (2n0 ) and σ ⊆ n0 × g0 (n0 ). Set
m = 2g1 (2 ), p = σ ∪ (S0 ∩ (m × N)) ∈ S ∞ . Then σ ⊆ p ⊆ σ ∪ G and kpk ≤ max(2n0 , α(m)) = 2n0 , so there is a
n0

q ∈ Q0ξ such that p ⊆ q and


m
kqk ≤ k(ξ, σ, 2n0 ) ≤ kξ (2n0 ) ≤ g1 (2n0 ) = .
2

Let q 0 ∈ Aξ be such that q 0 ⊆ q. Let m0 ≥ max(m, n0 ) be such that q 0 ⊆ (m0 × N) ∪ S0 , and set τ = q ∩ (m0 × N), so
that σ ⊆ τ .
For n < m, we have
S0 [{n}] ⊆ p[{n}] ⊆ q[{n}] = τ [{n}],
so (τ ∪ S0 )[{n}] = q[{n}] has at most 2n members. For m ≤ n < m0 , we have
m n
#((τ ∪ S0 )[{n}]) ≤ #(q[{n}]) + #(S0 [{n}]) ≤ kqk + α(n) ≤ + ≤ 2n ,
2 2

while for n ≥ m0 we have


#((τ ∪ S0 )[{n}]) = #(S0 [{n}]) ≤ α(n) ≤ 2n .
So τ ∪ S0 ∈ S and τ ∈ C. Since
q 0 ⊆ (q 0 ∩ (m0 × N)) ∪ S0 ⊆ (q ∩ (m0 × N)) ∪ S0 = τ ∪ S0 ,
τ ∈ Dξ . As σ is arbitrary, Dξ is cofinal with C. Q
Q
N ≤ mcountable ≤ m↑ (C), there is an upwards-
(f ) Because p0 ∪ S0 ∈ S, σ0 = p0 \ S0 belongs to C. Because κ < add S
directed set E ⊆ C meeting every Dξ and containing σ0 . Set S1 = S0 ∪ E. Then, because E is upwards-directed,
#(S1 [{n}]) = supσ∈E #((σ ∪ S0 )[{n}]) ≤ 2n
for every n, and S1 ∈ S. Set R = {p : p ∈ S ∞ , p ⊆ S1 }; then R ⊆ S ∞ is upwards-directed (in fact, closed under ∪),
and p0 ∈ R because σ0 ∈ E. Now R meets Qξ for every ξ < κ. P P There is a σ ∈ Dξ ∩ E. But this means that there is
a q ∈ Aξ such that q ⊆ σ ∪ S0 ⊆ S1 and q ∈ R ∩ Qξ . Q Q
As p0 and hQξ iξ<κ are arbitrary, m↑ (S ∞ ) ≥ add N .

528N Theorem (Brendle 00, 2.3.10; Judah & Repický 95) Let (A, µ̄) be an atomless σ-finite measure algebra
with countable Maharam type, and 0 < γ < µ̄1. Then the algebras AM(A, µ̄, γ) and AM∗ (A, µ̄) and the N-localization
poset S ∞ (active upwards) all have Martin numbers equal to add N .
proof By 517Ia and 528K, with 517Db again,
528P Amoeba algebras 171

1
m(AM(A, µ̄, γ)) = m(AM∗ (A, µ̄)) = m(AM(Bω , ν̄ω , ))
2
≥ m(RO↑ (S ∞ )) = m↑ (S ∞ ).
As
m(AM(Bω , ν̄ω , 12 )) ≤ add N ≤ m↑ (S ∞ )
(528L, 528M), all these are equal to add N .

528O Corollary Let γ > 0. Let G be the partially ordered set


{G : G ⊆ R is open, µL G < γ},
where µL is Lebesgue measure. Then m↑ (G) = add N .
proof Put 528B and 528N together.

528P Proposition Let (A, µ̄) be an atomless semi-finite measure algebra, and 0 < γ < µ̄1.
(a) For any integer m ≥ 2,
c(AM(A, µ̄, γ)) = linkm (AM(A, µ̄, γ)) = max(c(A), τ (A)).
(b) d(AM(A, µ̄, γ)) = π(AM(A, µ̄, γ)) = max(cf[c(A]≤ω , π(A)).
proof Set P = {a : a ∈ A, µ̄a < γ}, so that AM(A, µ̄, γ) = RO↑ (P ). It will be helpful to note straight away that
P is separative upwards. P P Let a, b ∈ P be such that a 6⊆ b. If µ̄(a ∪ b) ≥ γ then a and b are already incompatible
upwards. Otherwise, take d ⊆ 1 \ (a ∪ b) such that µ̄(a ∪ b ∪ d) = γ, and set c = b ∪ d; then µ̄c = γ − µ̄(a \ b) < γ, so
c ∈ [b, ∞[ ⊆ P , while a and c are incompatible upwards in P . QQ
(a) Set κ0 = max(c(A), τ (A)), κ1 = linkm (RO↑ (P )) = link↑m (P ) and κ2 = c(RO↑ (P )) = c↑ (P ) (514N).
(i) The topological density of Af for its measure metric is κ0 (521Ob), so P has a metrically dense subset D of
size at most κ0 . For d ∈ D, set
1
Ud = {a : a ∈ P , µ̄(a \ d) < (γ − µ̄d)}.
m
1
Then Ud is upwards-m-linked in P . Also, if a ∈ P , there is a d ∈ D such that µ̄(a 4 d) < m+1 (γ − µ̄a), and now a ∈ Ud .
So P is κ0 -m-linked upwards and κ1 ≤ κ0 .
(ii) By 511Hb or 511Ja, κ2 ≤ κ1 .
(iii) We need to check that κ2 is infinite. P P Take a ∈ A such that µ̄a = γ. For any n ≥ 1, we can find disjoint
1
a0 , . . . , an ⊆ a all of measure n+1 γ; now ha \ ai ii≤n is an up-antichain in P . So κ2 = c↑ (P ) ≥ n + 1; and this is true
for every n. Q Q
Now if (A, µ̄) is totally finite, then c(A) = ω ≤ κ2 . Otherwise, there is a partition D of unity in A such that µ̄d = 21 γ
for every d ∈ D; now #(D) is an up-antichain in P and κ2 ≥ #(D) = c(A). So we see that in all cases κ2 ≥ c(A).
(iv) If e ∈ Af and the principal ideal Ae is homogeneous, then τ (Ae ) ≤ κ2 . P
P?? Otherwise, set α = µ̄e,rκ = τ (Ae ).
γ−µ̄d
Because µ̄1 > γ, there is a d ⊆ 1 \ e such that γ < µ̄(e ∪ d) < γ + µ̄e, that is, 0 < γ − µ̄d < α. Set β = 1− .
α
Because Ae is isomorphic, up to a scalar multiple of the measure, to the measure algebra of the usual measure on
[0, 1]κ , there is a family hcξ iξ<κ in Ae such that
µ̄cξ = βα, µ̄(cξ ∩ cη ) = β 2 α
whenever ξ, η < κ are distinct. Set bξ = d ∪ (e \ cξ ) for ξ < κ. Then
µ̄(bξ ∪ bη ) = µ̄d + α − β 2 α = γ,

µ̄bξ = µ̄d + α − βα < γ


for all distinct ξ, η < κ. So hbξ iξ<κ is an up-antichain in P and witnesses that κ2 ≥ κ. X
XQQ
(v) Let E be a partition of unity in A such that 0 < µ̄e < ∞ and AeSis homogeneous for every e ∈ E. For e ∈ E,
let Ae ⊆ Ae be a set of size at most κ2 which τ -generates Ae . Then A = e∈E Ae τ -generates A, so that
κ0 = max(c(A), τ (A)) ≤ max(c(A), #(A)) ≤ max(c(A), κ2 ) = κ2 ,
and the three cardinals must be equal.
172 Cardinal functions of measure theory 528P

(b) Set κ3 = max(π(A), cf[c(A]≤ω ), κ4 = π(AM(A, µ̄, γ)) and κ5 = d(AM(A, µ̄, γ)).
(i) By 323F, Af is complete in its measure metric. As in 323B, ∪ : Af × Af → Af is uniformly continuous for the
measure metric, and P is an open subset of Af , while the topological density of Af is κ0 . By 524C, (P, ⊆ 0 , [P ]<ω ) 4GT
(`1 (κ0 ), ≤, `1 (κ0 )), where ⊆ 0 is defined as in 512F. It follows that

κ4 = π(RO↑ (P )) = cf P
(514Nb)
= cov(P, ⊆ , P ) ≤ max(ω, cov(P, ⊆ 0 , [P ]<ω ))
(512Gf)
≤ max(ω, cf `1 (κ0 ))
(512Da)
= cf `1 (κ0 ) = cf Nκ0
(where Nκ0 is the null ideal of the usual measure on {0, 1}κ0 , as in 524I)
= max(cf N , cf[κ0 ]≤ω )
(523N)
= max(cf N , cf[τ (A)]≤ω , cf[c(A)]≤ω )
= max(cf N , cf[τ (A)]≤ω , c(A), cf[c(A)]≤ω ) = max(π(A), cf[c(A)]≤ω )
(524Mc)
= κ3 .

(ii) By 514Nd, d↑ (P ) = κ5 . Let hBξ iξ<κ5 be a family of upwards-centered sets covering P . For each ξ, bξ = sup Bξ
is defined in A (counting sup ∅ as 0 if necessary), and
µ̄bξ = supI∈[Bξ ]<ω µ̄(sup I) ≤ γ.
P If a ∈ A \ {0}, take a0 ⊆ a such that 0 < µ̄a0 < γ. Then
Set D = {bξ \ bη : ξ, η < κ5 }. Then D is order-dense in A. P
0 0 0
a ∈ P , so there is some ξ < κ5 such that a ∈ Bξ and a ⊆ bξ . Next, let c ⊆ 1 \ bξ be such that
γ − µ̄bξ < µ̄c < γ − µ̄bξ + µ̄a0 .
Then c ∪ bξ \ a0 ∈ P , so there is an η < κ5 such that c ∪ (bξ \ a0 ) ⊆ bη . Now d = bξ \ bη ⊆ a0 ; as µ̄(bξ ∪ c) > γ ≥ µ̄bη ,
6 bη and d 6= 0. Of course d ∈ D and d ⊆ a; as a is arbitrary, D is order-dense. Q
bξ ⊆ Q
Accordingly π(A) ≤ #(D) ≤ κ5 . At the same time, cf[c(A)]≤ω ≤ κ5 . P P There is a disjoint set E ⊆ A \ {0} of size
c(A) (332F). For each ξ < κ5 , let Iξ be the countable set {e : e ∈ E, e ∩ bξ 6= 0}. If J ⊆ E is countable, let he ie∈J be
a strictly positive family of real numbers with sum less than γ. For each e ∈ J let ae ⊆ e be such that 0 < µ̄ae ≤ e ,
and set a = supe∈J ae . Then a ∈ P so there is a ξ < κ5 such that a ⊆ bξ and J ⊆ Iξ . As J is arbitrary, {Iξ : ξ < κ5 } is
cofinal with [E]≤ω , and
cf[c(A)]≤ω = cf[E]≤ω ≤ κ5 . Q
Q
Putting these together, we see that κ3 ≤ κ5 .
(iii) By 514Da, κ5 ≤ κ4 , so the three cardinals are equal.

528Q Proposition Let S ∞ be the N-localization poset.


(a) π(RO↑ (S ∞ )) = cf S ∞ = c.
(b) For every m ≥ 2,
c(RO↑ (S ∞ )) = c↑ (S ∞ ) = linkm (RO↑ (S ∞ )) = link↑m (S ∞ ) = ω.
(c) d(RO↑ (S ∞ )) = d↑ (S ∞ ) = cf N .
proof (a) If p, q ∈ S ∞ and p 6⊆ q, take (n, i) ∈ p \ q; then there is a q 0 ∈ S ∞ such that q 0 ⊇ q, #(q 0 [{n}]) = 2n and
/ q 0 , in which case p and q 0 are incompatible upwards in S ∞ . So S ∞ is separative upwards and 514Nb tells us
(n, i) ∈
that π(RO↑ (S ∞ )) = cf S ∞ .
Next, there is an almost-disjoint family hhξ iξ<c in N N (5A1Mc). Identifying each hξ with its graph, we can regard
them as members of S ∞ ; and any member of S ∞ includes only finitely many of them. So cf S ∞ ≥ c. On the other
hand, of course, cf S ∞ ≤ #(S ∞ ) = c. So π(RO↑ (S ∞ )) = cf S ∞ = c.
(b) If m ≥ 2, let Q be the countable set of pairs (I, r) where r ∈ N and I ∈ [N × N]<ω , and for (I, r) ∈ Qm set
528R Amoeba algebras 173

2r
AIr = {p : p ∈ S ∞ , p ∩ (r × N) = I, kpk ≤ }.
m

upwards-m-linked in S ∞ . Also AIr = S ∞ ,
S S
Then i<m pi ∈ S for any family hpi ii<m in AIr , that is, AIr is (I,r)∈Q

so linkm (S ) ≤ ω. Of course c↑ (S ∞ ) is infinite, and since c↑ (S ∞ )

≤ link↑m (S ∞ ) (511Hb), both must be ω. Now 514N
tells us that
c(RO↑ (S ∞ )) = linkm (RO↑ (S ∞ )) = ω.

(c) Consider the localization relation (N N , ⊆∗ , S) of 522K. We know from 522M and 512Da that
cov(N N , ⊆∗ , S) = cov(N , ⊆, N ) = cf N .

(i) Let A ⊆ S be a set of cardinality cf N such that for every f ∈ N N there is an S ∈ A such that f ⊆∗ S. Let

A be
{S : S ∈ S, S \ A0 is finite for some finite A0 ⊆ A};
S

then every member of S ∞ is included in some member of A∗ . But if S ∈ A∗ then {p : p ∈ S ∞ , p ⊆ S} is upwards-


directed. So
d ↑ (S ∞ ) ≤ #(A∗ ) ≤ cf N .

(ii) Now let Q be a family of upwards-centered subsets of S ∞ covering S ∞ . For each Q ∈ Q, SQ = Q belongs to
S
S. Also every f ∈ N N belongs to S ∞ so is covered by some SQ . So SQ witnesses that cf N = cov(N N , ⊆∗ , S) ≤ #(Q);
as Q is arbitrary, cf N ≤ d ↑ (S ∞ ).
(iii) 514Nd tells us that
d(RO↑ (S ∞ )) = d ↑ (S ∞ ),
so we have equality throughout.

528R Theorem Let κ be any cardinal.


(a) τ (RO↑ (Sκ∞ )) ≤ ω, where Sκ∞ the κ-localization poset.
(b) τ (AM(Bκ , ν̄κ , 12 )) ≤ ω.
proof (a)(i) If κ is finite then cf Sκ∞ is finite and the result is trivial. So let us suppose from now on that κ is infinite.
(ii) Sκ∞ is separative upwards. PP If p, q ∈ Sκ∞ and p 6⊆ q, take (n, ξ) ∈ p \ q. Let J ⊆ κ \ p[{n}] be a set of size
2 − #(q[{n}], and set q = q ∪ ({n} × J); then q ⊆ q 0 ∈ S ∞ and p, q 0 are incompatible upwards in Sκ∞ . Q
n 0
Q
Accordingly [p, ∞[ ∈ RO↑ (Sκ∞ ) for every p ∈ Sκ∞ (514M).
(iii) For n ∈ N, m < 2n and ξ < κ, set
Gmnξ = sup{[p, ∞[ : p ∈ Sκ∞ , #(p[{n}]) = 2n , (n, ξ) ∈ p and #(p[{n}] ∩ ξ) = m},
the supremum being taken in RO↑ (Sκ∞ ).
(iv) If n ∈ N, m < 2n and ξ < η < κ then Gmnξ ∩ Gmnη = ∅. P P If p, q ∈ Sκ∞ , #(p[{n}]) = #(q[{n}]) = 2n ,
(n, ξ) ∈ p, (n, η) ∈ q and #(p[{n}] ∩ ξ) = #(q[{n}]) ∩ η) = m then p[{n}] 6= q[{n}], #(p[{n}] ∪ q[{n}]) > 2n and
[p, ∞[ ∩ [q, ∞[ is empty. Q
Q
(v) If ξ < κ then {Gmnξ : n ∈ N, m < 2n } is dense in Sκ∞ . P
P If p ∈ Sκ∞ , take n ∈ N such that #(p[{n}]) < 2n ;
S

then there is a q ∈ Sκ such that p ⊆ q, ξ ∈ q[{n}] and #(q[{n}]) = 2n . Set m = #(q[{n}] ∩ ξ); then [q, ∞[ ⊆
[p, ∞[ ∩ Gmnξ . QQ
Thus sup{Gmnξ : n ∈ N, m < 2n } = 1 in RO↑ (S ∞ ) whenever ξ < κ.
(vi) Let A be the order-closed subalgebra of RO↑ (Sκ∞ ) generated by {Gmnξ : n ∈ N, m < 2n , ξ < κ}. For n ∈ N
and ξ < κ set Hnξ = [{(n, ξ)}, ∞[; then Hnξ = supm<2n Gmnξ belongs to A. P P Certainly Gmnξ ⊆ Hnξ whenever
m < 2n . If {(n, ξ)} ⊆ p ∈ SSκ∞ , let q ∈ Sκ∞ be such that p ⊆ q and #(q[{n}]) = 2n ; set m = #(q[{n}] ∩ ξ); then
[q, ∞[ ⊆ Hnξ ∩ Gmnξ . Thus m<2n Gmnξ is dense in Hnξ and Hnξ = supm<2n Gmnξ ∈ A. Q Q
(vii) If p ∈ Sκ∞ then [p, ∞[ = inf (n,ξ)∈p Hnξ belongs to A, by 514Ne. So A includes an order-dense subset of
RO (Sκ∞ ) and must be the whole of RO↑ (Sκ∞ ); that is, RO↑ (Sκ∞ ) is τ -generated by {Gmnξ : n ∈ N, m < 2n , ξ < κ}.

With (iv) and (v), we see that the conditions of 514F are satisified with J = κ and I = {(m, n) : n ∈ N, m < 2n }, so
that
τ (RO↑ (Sκ∞ )) ≤ max(ω, #(I)) = ω.
174 Cardinal functions of measure theory 528R

(b)(i) Let P be {p : p ∈ Bκ , ν̄κ p < 12 }, so that AM(Bκ , ν̄κ , 12 ) = RO↑ (P ). Then P is separative upwards. P
P Suppose
that p, q ∈ P and that p 6⊆ q; set c = 1 \ (p ∪ q); then µ̄q + µ̄c ≥ 12 . Take d ⊆ c such that 12 − µ̄(p \ q) < µ̄q + µ̄d < 12 ,
and set a = q ∪ d; then q ⊆ a ∈ P and p, a are incompatible upwards in P . Q Q
Let heξ iξ<κ be the standard generating family in Bκ (525A), and D the subalgebra of Bκ generated by {eξ : ξ < κ}.
For J ⊆ κ, write CJ for the order-closed subalgebra of Bκ generated by {eξ : ξ ∈ J}; recall that for every a ∈ Bκ there
is a countable set I ⊆ κ such that a ∈ CJ iff I ⊆ J (254Rd, 325Mb); I will call I the ‘support’ supp a of a.
(ii) If κ is finite, so are P and AM(Bκ , ν̄κ , 21 ), and the result is trivial.
(iii) If κ = ω we can argue as follows. Let Q be
{q : q ∈ P , q = sup{d : d ∈ D, d ⊆ q}}.
Then Q is cofinal with P . P P D is dense in Bκ for the measure metric (323A). If p ∈ P , choose hdn in∈N in D such that
ν̄ω (dn 4 p) ≤ 2−n−2 ( 12 − ν̄ω p) for each n, and set q = supn∈N dn . Then
P∞ 1
ν̄ω (q \ p) ≤ n=0 ν̄ω (dn \ p) < − ν̄ω p,
2
so q ∈ P ;
ν̄ω (p \ q) ≤ inf n∈N ν̄ω (p \ dn ) = 0,
so p ⊆ q; and
q = supn∈N dn ⊆ sup{d : d ∈ D, d ⊆ q} ⊆ q,
so q ∈ Q. Q
Q
Let A be the order-closed subalgebra of AM(Bκ , ν̄κ , 12 ) generated by {[d, ∞[ : d ∈ D ∩ P }. If q ∈ Q, then
T
[q, ∞[ = {[d, ∞[ : d ∈ D, d ⊆ q} ∈ A;
as Q is cofinal with P , A includes an order-dense subset of AM(Bκ , ν̄κ , 12 ) and must be the whole of AM(Bκ , ν̄κ , 21 ).
So the countable set {[d, ∞[ : d ∈ D ∩ P } τ -generates AM(Bκ , ν̄κ , 12 ) and τ (AM(Bκ , ν̄κ , 12 )) ≤ ω.
(iv) We may therefore suppose henceforth that κ is uncountable. For n ∈ N let Cn be the family of cylinders of
the form c = inf ξ∈I eξ \ supξ∈J eξ where I, J ⊆ κ are disjoint and #(I ∪ J) = n; for definiteness, say that C0 = {1}.
Note that (α) if c ∈ Cm , c0 ∈ Cn and c0 ⊆ c, then m ≤ n (β) if a, b ∈ Bκ , supp a ∩ supp b = ∅, c ∈ Cn and c ⊆ a ∪ b then
P If I = supp a, then we can express c as c0 ∩ c00 where supp c0 ⊆ I and supp c00 ⊆ κ \ I. Now
either c ⊆ a or c ⊆ b. P
0 = c \ (a ∪ b) = (c0 \ a) ∩ (c00 \ b).
But c0 \ a ∈ CI and c00 \ b ∈ Cκ\I are independent, so one of them must be zero. Q Q
S S
(v) If n ∈ N and hci ii∈N is a sequence in m≤n Cm , there is an infinite J ⊆ N such that supi∈J ci ∈ m≤n Cm .
P Set Ki = supp ci ∈ [κ]≤n for each i. Then there is an infinite I ⊆ N such that hKi ii∈I is a ∆-system with root K
P
say (5A1Ic). For i ∈ I express ci as c0i ∩ c00i where supp c0i = K and supp c00i = Ki \ K, and let J ⊆ I be an infinite set
such that c0i = c0j for all i, j ∈ J; take c0 for this common value. In this case,
supi∈J ci = c0 ∩ supi∈J c00i = c0 ∈ m≤n Cm
S

because hc00j ii∈J is a stochastically independent family of sets all of measure at least 2−n , so that 1 \ supi∈J c00j =
inf j∈J 1 \ cj has measure i∈J 1 − ν̄κ c00j = 0. Q
00
Q
Q
S
(vi) If a ∈ Bκ and n ∈ N then there is a δ > 0 such that ν̄κ (c \ a) ≥ δ whenever c ∈ m≤n Cn and c 6⊆ a. P P Induce
on n. For n = 0 the result is trivial, since we S need only consider the case c = 1. For the inductive step to nS≥ 1, take
δ 0 > 0 such that ν̄κ (c \ a) ≥ δ 0 whenever c ∈ m<n Cm and c ⊆ 6 a. ?? If we can find, for each i ∈ N, a ci ∈ m≤n Cm
−i−2 0
S
such that ci ⊆ 6 a and ν̄κ (ci \ a) ≤ 2 δ , let J ⊆ N be an infinite set such that c = supi∈J ci belongs to m≤n Cm .
S
The ci , for i ∈ J, cannot all be the same, so c ∈ m<n Cm , while of course c ⊆ 6 a, so
1
δ 0 ≤ ν̄κ (c \ a) ≤ ν̄κ (ci \ a) ≤ δ 0 ,
P
i∈J 2
which is absurd. X
X Thus the induction proceeds. Q
Q
S
(vii) If p ∈ P and n ∈ N there is a q ∈ P such that p ⊆ q and whenever c ∈ m≤n Cm and c 6⊆ p then q ∪ c ∈ / P.
P Let δ > 0 be such that ν̄κ (c \ p) ≥ δ whenever c ∈ m≤n Cm and c 6⊆ p. Let r ∈ N be such that 2−r < 2−2n−1 δ,
S
P
and let k be maximal subject to (1 − ν̄κ p)(1 − 2−r )k > 12 ; let c0 , . . . , ck−1 ∈ Cr be such that their supports are disjoint
from each other and from supp p. (This is where it is helpful to suppose that κ is uncountable.) Set q = p ∪ supi<k ci ;
by the choice of k,
528R Amoeba algebras 175

ν̄κ q < 1
2 ≤ 2−r + ν̄κ q.
Suppose that c ∈ m≤n Cm is such that c 6⊆ p. Express c as inf i≤k c0i where supp c0i ⊆ supp ci for i < k and
S

supp c0k ⊆ κ \ i<k supp ci . Set J = {i : i < k, c0i =


S
6 1}; then #(J) ≤ n. Now
Y Y
ν̄κ (c \ q) = ν̄κ (c0k \ p) · ν̄κ (c0i \ ci ) · ν̄κ (1 \ ci )
i∈J i∈k\J
Y1 Y
≥δ· ν̄κ c0i · (1 − 2 −r
)
2
i∈J i∈k\J
−#(J)
≥δ·2 ν̄κ c · (1 − 2−r )k
1
1
≥ 2−2n δ(1 − 2−r )k ≥ 2−r+1 2
≥ 2−r ≥ − ν̄κ q,
1 − ν̄κ p 2

so c ∪ q ∈
/ P. Q
Q
(viii) For p ∈ P and n ∈ N, set
S
An (p) = {c : c ∈ m≤n Cm , c ⊆ p}.
Note that An (p) ⊆ An (q) whenever p ⊆ q in P . Let Qn be {p : An (q) = An (p) whenever p ⊆ q ∈ P }. Then for every
p ∈ P there is a q ∈ Qn such
S that p ⊆ q and An (q) = An (p). P P Given p ∈ P , let q ⊇ p be as in (vii). If q 0 ∈ P , q 0 ⊇ q
0
and c ∈ An (q ), then c ∈ m≤n Cm and c ∪ q ∈ P , so c ⊆ p; thus An (q 0 ) = An (p) = An (q). As q 0 is arbitrary, q ∈ Qn .
QQ In particular, Qn is cofinal with P .
S
(ix) Enumerate n∈N Cn as heξ iξ<κ in such a way that whenever n ∈ N and ζ < κ is a limit ordinal, heζ+i ii∈N
has a subsequence consisting of elements of Cn with disjoint supports. It follows that if ξ < κ, n ∈ N and K ⊆ κ is
finite, there is an i ∈ N such that eξ+i ∈ Cn and K ∩ supp eξ+i = ∅. For p ∈ P and n ∈ N, let En (p) be {ξ : ξ < κ, eξ
is a maximal member of An (p)}; then En (p) is finite, by (v). For m, n, i ∈ N and ξ < κ, set

Gmniξ = sup{[q, ∞[ : q ∈ Qn , ξ + i ∈ En (q), #(En (q) ∩ (ξ + i)) = m}


1
∈ AM(Bκ , ν̄κ , ).
2
(x) If m, n, i ∈ N and ξ < η < κ then Gmniξ ∩ Gmniη = ∅. P P If q, q 0 ∈ Qn , ξ + i ∈ En (q), η + i ∈ En (q 0 ) and
#(En (q) ∩ (ξ + i)) = m = #(En (q 0 ) ∩ (η + i)), then ξ + i < η + i, En (q) 6= En (q 0 ) and An (q) 6= An (q 0 ). But by the
definition of Qn , this means that [q, ∞[ ∩ [q 0 , ∞[ must be empty. Q Q
1
P Take p ∈ P . Let n ∈ N be such that ν̄κ p + 2−n < . Let
S
(xi) If ξ < κ then m,n,i∈N Gmniξ is dense in P . P
2
6 p. Let  > 0 be such that 2−n (δ − ) > . Let a ∈ D
S
δ > 0 be such that ν̄κ (c \ p) ≥ δ whenever c ∈ k<n Ck and c ⊆
be such that ν̄κ (p 4 a) ≤ ; then supp a is finite. By the choice of heξ iξ<κ , there is an i ∈ N such that eξ+i ∈ Cn and
supp eξ+i is disjoint from supp a. Set p0 = p ∪ eξ+i ; by the choice of n, p0 ∈ P . Of course eξ+1 ∈ An (p0 ). Let q ∈ Qn be
such that p0 ⊆ q and An (q) = An (p0 ).S
/ En (q), there is a c ∈ k<n Ck such that and eξ+1 ⊆ c ⊆ q, so that c ∈ An (q) = An (p0 ) and c ⊆ p0 . Set
?? If ξ + i ∈
I = supp eξ+i ; express c as c0 ∩ c00 where c0 , c00 are cylinders, supp c0 ⊆ κ \ I and supp c00 ⊆ I. Then

ν̄κ (c \ p0 ) ≥ ν̄κ (c \ (a ∪ eξ+i )) −  = ν̄κ (c0 \ a) · ν̄κ (c00 \ eξ+i ) − 


≥ (ν̄κ (c0 \ p) − ) · 2−n − 
(because c00 ∈
S
k<n Ck )
≥ 2−n (δ − ) − 
(because c0 ∈ Ck and c0 6⊆ p)
S
k<n
> 0. X
X

S So ξ + i ∈ En (q); set m = #(En (q) ∩ (ξ + i)). Then [q, ∞[ ⊆ Gmniξ , so [p, ∞[ meets Gmniξ . As p is arbitrary,
m,n,i∈N Gmniξ is dense. Q
Q
(xii) If m, n ∈ N and ξ < κ, then Gmn0ξ ⊆ [eξ , ∞[. P
P If m, n ∈ N, q ∈ Qn , ξ ∈ En (q) and #(En (q) ∩ ξ) = m,
then eξ ⊆ q and [q, ∞[ ⊆ [eξ , ∞[. Q
Q
(xiii) Let A be the order-closed subalgebra of AM(Bκ , ν̄κ , 21 ) generated by {Gmniξ : m, n, i ∈ N, ξ < κ}. Then
[c, ∞[ ∈ A whenever c ∈ P is a cylinder. P
P Let n ∈ N be such that c ∈ Cn . Set
176 Cardinal functions of measure theory 528R

S
H= {Gmn0ξ : m ∈ N, ξ < κ, Gmn0ξ ⊆ [c, ∞[};
then int H ∈ A. Of course H and int H are included in [c, ∞[. If p ∈ [c, ∞[, then c ∈ An (p); let q ∈ Qn be such that
p ⊆ q and An (q) = An (p). Let ξ < κ be such that eξ is a maximal member of An (q) including c; then ξ ∈ En (q); set
m = #(En (q) ∩ ξ). Now
[q, ∞[ ⊆ Gmn0ξ ⊆ [eξ , ∞[ ⊆ [c, ∞[,
so q ∈ [p, ∞[ ∩ H. Thus H is dense in [eξ , ∞[ and [eξ , ∞[ = int H belongs to A. Q
Q
S
(xiv) We are nearly home. If p ∈ P , then p = sup{c : c ∈ n∈N Cn , c ⊆ p}, so
[p, ∞[ = inf{[c, ∞[ : c ⊆ p is a cylinder}
belongs to A. Accordingly AM(Bκ , ν̄κ , 12 ) = A is τ -generated by {Gmniξ : m, n, i ∈ N, ξ < κ}. By 514F again,
AM(Bκ , ν̄κ , 21 ) has countable Maharam type.

528X Basic exercises (a) Let (A, µ̄) be a semi-finite measure algebra such that all its principal ideals of finite
measure are homogeneous. Show that AM(A, µ̄, γ) is homogeneous for every γ < µ̄1. (Hint: first check that A ∼
= A1 \ a
whenever a ∈ A and 0 < µ̄a < µ̄1.)

(b) (i) Let (A, µ̄) be a totally finite measure algebra. Show that AM(A, µ̄, µ̄1) is isomorphic to A. (ii) Let (A, µ̄) be
an atomless measure algebra and e ∈ A a non-zero element of finite measure. Show that the principal ideal Ae can be
regularly embedded in AM(A, µ̄, µ̄e).

(c) Show that if κ ≤ λ and 0 < γ ≤ 1 then AM(Bκ , ν̄κ , γ) can be regularly embedded in AM(Bλ , ν̄λ , γ).

(d) Let (A, µ̄) be an atomless semi-finite measure algebra and 0 < γ < µ̄1. Show that m(AM(A, µ̄, γ)) = wdistr(A).

(e) Let (A, µ̄) be an atomless semi-finite measure algebra. (i) Show that
c(AM∗ (A, µ̄)) = linkm (AM∗ (A, µ̄)) = max(c(A), τ (A))
for any integer m ≥ 1. (ii) Show that
d(AM∗ (A, µ̄)) = π(AM∗ (A, µ̄)) = max(cf[c(A]≤ω , π(A)).

(f ) Let (X, T, Σ, µ) be a quasi-Radon measure space and (A, µ̄) its amoeba algebra. Show that the additivity of µ
is not a precaliber of AM(A, µ̄, γ) for any γ < µX.

(g) Suppose that (X, Σ, µ) is a measure space and (A, µ̄) its measure algebra. Let E ⊆ Σ be a family such that µ is
outer regular with respect to E, and P the set {(E, α) : E ∈ E, µE < α ≤ µX}, ordered by saying that (E, α) ≤ (F, β)
if E ⊆ F and β ≤ α. Show that RO↑ (P ) is isomorphic to AM∗ (A, µ̄).

(h) Show that τ (AM∗ (Bκ , ν̄κ )) ≤ ω for every cardinal κ.

528Y Further exercises (a) Let (A, µ̄) be an atomless probability algebra and γ ∈ ]0, 1[. Show that AM(A, µ̄, γ)
is not weakly (σ, ∞)-distributive.

(b) Let (A, µ̄) be a semi-finite measure algebra such that all its principal ideals are homogeneous. Show that
AM∗ (A, µ̄) is homogeneous.

(c) For α ∈ N N and any set I let (SI∞ )(α) be the partially ordered set
{p : p ⊆ N × I, #(p[{n}]) ≤ α(n) for every n, supn∈N #(p[{n}]) < ∞}.

Show that RO (SI∞ )(α) can be regularly embedded in RO↑ (SI∞ )(β) whenever I is infinite and α, β are both unbounded.

(d) Let κ be an infinite cardinal. Show that (i) π(RO↑ (Sκ∞ )) = cf Sκ∞ is the cardinal power κω ; (ii) for every m ≥ 2,
c(RO↑ (Sκ∞ )) = c↑ (Sκ∞ ) = linkm (RO↑ (Sκ∞ )) = link↑m (Sκ∞ ) = κ;
(iii) d(RO↑ (Sκ∞ )) = d ↑ (Sκ∞ ) = max(cf N , cf[κ]≤ω ).

(e) Let (A, µ̄) be a σ-finite measure algebra and 0 < γ < µ̄1. Show that AM(A, µ̄, γ) and AM∗ (A, µ̄) both have
countable Maharam type.
529B Further partially ordered sets of measure theory 177

528Z Problems (a) Let (AL , µ̄L ) be the measure algebra of Lebesgue measure on R. Is the amoeba algebra
AM(AL , µ̄L , 1) isomorphic to the amoeba algebra AM(Bω , ν̄ω , 12 )?

(b) Let (A, µ̄) be a probability algebra, B a closed subalgebra of A, and 0 < γ < 1. Is it necessarily true that
AM(B, µ̄ B, γ) can be regularly embedded in AM(A, µ̄, γ)? (See 528Xc.)

(c) Can Bω1 be regularly embedded in AM(Bω , ν̄ω , 12 )? (See 528Xb.)

528 Notes and comments The ideas of 528A-528K are based on Truss 88. The original amoeba algebras of Martin
& Solovay 70, used in their proof that add N ≥ m (528L), are closest to 528B. For some more about the amoeba
algebras derived from Lebesgue measure, see Bartoszyński & Judah 95, §3.4. In this section I have been willing to
assume that the measure algebras involved are atomless; amoeba algebras are surely still interesting for other measure
algebras, but the new questions seem to be combinatoric rather than measure-theoretic. It seems still to be unknown
whether the algebras AM(AL , µ̄L , 1) and AM(Bω , ν̄ω , 12 ) are actually isomorphic, rather than just mutually embeddable
(528K, 528Za).
If we think of the partially ordered sets of 528A and 528I as forcing notions, we can study them in terms of the
forcing universes they lead to. I will not attempt to use such methods here; but I mention them because there are
general results which lead relatively quickly to Theorem 528R, in particular.

529 Further partially ordered sets of measure theory


I end the chapter with notes on some more structures which can be approached by the methods used earlier. The
Banach lattices of Chapter 36 are of course partially ordered sets, and many of them can easily be assigned places in
the Tukey classification (529C, 529D, 529Xa). More surprising is the fact that the Novák numbers of {0, 1}I , for large
I, are supported by the additivity of Lebesgue measure (529F); this is associated with an interesting property of the
localization poset from the last section (529E). There is a similarly unexpected connexion between the covering number
of Lebesgue measure and ‘reaping numbers’ r(ω1 , λ) for large λ (529G).

529A Notation As in previous sections, I will write N (µ) for the null ideal of µ in a measure space (X, Σ, µ), and
N for the null ideal of Lebesgue measure on R.

529B Proposition Let (A, µ̄) be a semi-finite measure algebra.


(a) For p ∈ [1, ∞[, give Lp = Lp (A, µ̄) (definition: 366A) its norm topology. Then its topological density is

d(Lp ) = 1 if A = {0},
= ω if 0 < #(A) < ω,
= max(c(A), τ (A)) if A is infinite.
(b) Give L0 = L0 (A) its topology of convergence in measure (367L). Then

d(L0 ) = 1 if A = {0},
= ω if 0 < #(A) < ω,
= τ (A) if A is infinite.

proof (a)(i) The case in which A is finite is elementary, since in this case Lp (A, µ̄) ∼
= R n , where n is the number of
atoms of A. So henceforth let us suppose that A is infinite.
(ii) If Af is the set of elements of A of finite measure, we have a natural injection a 7→ χa : Af → Lp , and
kχa − χbkp = µ(a 4 b)1/p , so χ is a homeomorphism for the measure metric on Af and the norm metric on Lp . It
follows that the density d(A) of A = {χa : a ∈ Af } for the norm topology is equal to the density of Af for the strong
measure-algebra topology, which is max(c(A), τ (A)), by 521Ob. So
max(c(A), τ (A)) = d(A) ≤ d(Lp )
by 5A4B(h-ii). In the other direction, if A0 is a dense subset of A of size d(A) and D is the set of rational linear
combinations of members of A0 , D ⊇ S(Af ) is dense in Lp , so
d(Lp ) ≤ #(D) ≤ max(ω, #(A0 )) = max(c(A), τ (A)).
178 Cardinal functions of measure theory 529B

(b) Again, the case of finite A is trivial, so we need consider only infinite A. In this case, τ (A) is the topological
density of A with its measure-algebra topology T (521Oa).
(i) Let A ⊆ A be a topologically dense set with cardinal τ (A). Set
Pn
D = { i=0 qi χai : q0 , . . . , qn ∈ Q, a0 , . . . , an ∈ A},
so that D ⊆ L0 has cardinal τ (A). Because a 7→ χa : A → L0 is continuous (367R), the closure D of D includes
{χa : a ∈ A}. Because D is a linear subspace of L0 , it includes S(A). Because S(A) is dense in L0 (367Nc), D = L0
and d(L0 ) ≤ #(D) = τ (A).
(ii) Let B ⊆ L0 be a dense set with cardinal d(L0 ). Set
A = {[[u > 21 ]] : u ∈ B},
0
so that A ⊆
R A and #(A) ≤ d(L ). Then A is topologically dense in A. P P If c ∈ A, a ∈ Af and  > 0, there is a u ∈ B
such that |u − χc| ∧ χa ≤ 21 . But in this case, setting b = [[u > 12 ]], |χ(b 4 c)| ≤ 2|u − χc|, so
R
µ̄(a ∩ (b4c)) ≤ 2 |u − χc| ∧ χa ≤ .
As c, a and  are arbitrary, A is topologically dense in A. Q
Q
Accordingly
τ (A) = dT (A) ≤ #(A) ≤ d(L0 )
and d(L0 ) = τ (A), as claimed.

529C Theorem (Fremlin 91a) Let U be an L-space. Then U ≡T `1 (κ), where κ = dim U if U is finite-dimensional,
and otherwise is the topological density of U .
proof (a) The finite-dimensional case is trivial, since in this case U and `1 (κ) are isomorphic as Banach lattices. So
henceforth let us suppose that U is infinite-dimensional. Now ∨ : U × U → U is uniformly continuous. P P We have only
to observe that u ∨ v = 21 (u + v + |u − v|) in any Riesz space, that addition and subtraction are uniformly continuous
in any linear topological space, and that u 7→ |u| is uniformly continuous just because ||u| − |v|| ≤ |u − v| (see 354B).
QQ So 524C, with Q = P = U , tells us that U 4T `1 (κ).
The rest of the proof will therefore be devoted to showing that `1 (κ) 4T U .
(b) By Kakutani’s theorem (369E), there is a localizable measure algebra (A, µ̄) such that U is isomorphic, as
Banach lattice, to L1 (A, µ̄). Let hai ii∈I be a partition of unity in A such that 0 < µ̄ai < ∞ and the principal ideal Aai
is homogeneous for each i. Set κi = τ (Aai ), so that κi is either 0 or infinite for every i, and κ = max(#(I), supi∈I κi )
by 529Ba.
P It will simplify
−1
the calculations to follow ifR we arrange that all the ai have measure 1. To do this, set
−1 0
R ν̄a =
i∈I (µ̄ai ) µ̄(a ∩ a i ) for a ∈ A; that is, ν̄a = a
w dµ̄, where w = sup i∈I (µ̄ai ) χa i in L (A). In this case, v dν̄ =
R 1
R R 1 1
v × w dν̄ for every v ∈ L (A, ν̄), while u dµ̄ = × u dν̄ for every u ∈ L (A, µ̄) (365T). But this means that
w
1
u 7→ u × is a Banach lattice isomorphism between L1 (A, µ̄) and L1 (A, ν̄), and U is isomorphic, as L-space, to
w
L1 = L1 (A, ν̄); while ν̄ai = 1 for every i.
(c) There are pa set J, of cardinal κ, and a family huj ij∈J in L1 such that #(J) = κ, kuj k ≤ 2 for every j ∈ J and
1
k supj∈K uj k ≥ 2 #(K) for every finite K ⊆ J. P P Set
J = {(i, 0) : i ∈ I, κi = 0} ∪ {(i, ξ) : i ∈ I, ξ < κi }.
Then #(J) = κ. If i ∈ I and κi = 0, set u(i,0) = χai . If i ∈ I and κi > 0, then (Aai , ν̄ Aai ) is a homogeneous
κ
probability algebra with Maharam type κi ≥ ω, so is isomorphic to the measure algebra (Ci , λ̄i ) of ]0, 1] i with its usual
measure λi , the product of Lebesgue measure on each copy of ]0, 1] (334E). For ξ < κi , set
1 κ
hiξ (t) = √ for t ∈ ]0, 1] i ,
t(ξ)

and let u(i,ξ) ∈ L1 correspond to h•iξ ∈ L1 (λi ) ≡ L1 (Ci , λ̄i ) (365B). Of course

Z Z 1
1
ku(i,ξ) k = hiξ (t)λi (dt) = √ dα
0
α
(because the coordinate map t 7→ t(ξ) is inverse-measure-preserving)
= 2.
529D Further partially ordered sets of measure theory 179

g dλi where g = supξ∈L hiξ , that is, g(t) = supξ∈L t(ξ)−1/2


R
If L ⊆ κi is finite and not empty, then k supξ∈L u(i,ξ) k =
κ
for t ∈ ]0, 1] i . Now, for any α ≥ 1,

λi {t : g(t) ≤ α} = λi {t : α2 t(ξ) ≥ 1 for every ξ ∈ L}


1 1
= (1 − α−2 )#(L) ≤ max( , 1 − #(L)α−2 )
2 2
(see part (a) of the proof of 273K)
1 p
= 1 − α−2 #(L) if α ≥ #(L).
2

So

Z Z ∞
k sup u(i,ξ) k = g dλi = λi {t : g(t) > α}dα
ξ∈L 0
(252O)
Z ∞
≥ √ λi {t : g(t) > α}dα
#(L)
Z ∞
1 −2 1p
≥ √ α #(L)dα = #(L).
#(L)
2 2

What this meansp is that if K ⊆ J is finite and all the first coordinates of members of K are the same, then
k supj∈K uj k ≥ 12 #(K). In general, if K ⊆ J is finite, then for each i ∈ I set Li = {ξ : (i, ξ) ∈ K}. Set vi = 0 if Li
p
is empty, supξ∈Li u(i,ξ) otherwise, so that kvi k ≥ 21 #(Li ); now supj∈K uj = i∈I vi , so
P

P 1P p 1 pP 1p
k supj∈K uj k = i∈I kvi k ≥ i∈I #(Li ) ≥ i∈I #(Li ) = #(K),
2 2 2
as required. Q
Q
(d) We can now apply the idea of the proof of 524C, as follows. The density of `1 (κ) is of course κ, by 529Ba applied
to counting measure on κ, or otherwise. Index a dense subset of `1 (κ) as hyj ij∈J . For each x ∈ `1 , choose a sequence
hk(x, n)in∈N in J such that
Pn
kx − i=0 yk(x,i) k ≤ 8−n
for every n. Note that
Pn Pn−1 −n
kyk(x,n) k ≤ kx − i=0 yk(x,i) k + kx − i=0 yk(x,i) k ≤ 9 · 8
P∞ −n
for each n. Choose f (x) ∈ L1 such that kf (x)k ≥ kxk and f (x) ≥ n=0 2 uk(x,n) ; this is possible because {uk(x,n) :
n ∈ N} is bounded.
P Take v ∈ L1 and set
(e) f is a Tukey function. P
A = {x : f (x) ≤ v}, Kn = {k(x, n) : x ∈ A}
for n ∈ N. Fix n for the moment. If j ∈ Kn , then there is an x ∈ A such that j = k(x, n) and
uj = uk(x,n) ≤ 2n f (x) ≤ 2n v,
p
while kyj k = kyk(x,n) k ≤ 9 · 8−n . If K ⊆ Kn is finite, k2n vk ≥ 21 #(K), by (c); so #(Kn ) ≤ 22n+1 kvk2 . This means
that if we set zn = j∈Kn |yj | we shall have kzn k ≤ 9 · 8−n #(Kn ) ≤ 18 · 2−n kvk2 , while yk(x,n) ≤ zn for every x ∈ A.
P
P∞ Pn
Now z = n=0 zn is defined in `1 (κ), and if x ∈ A then i=0 yk(x,i) ≤ z for every n ∈ N, so that x ≤ z. Thus A is
bounded above in `1 (κ). As v is arbitrary, f is a Tukey function. Q Q
(g) Accordingly `1 (κ) 4T L1 ≡ U , and the proof is complete.

529D Theorem (Fremlin 91a) Let A be a homogeneous measurable algebra with Maharam type κ ≥ ω. Then
L0 (A) ≡T `1 (κ).
proof (a) Let µ̄ be such that (A, µ̄) is a probability algebra. If we give L0 = L0 (A) its topology Rof convergence
in measure, its density is κ, by 529Bb. Moreover, this topology is defined by the metric (u, v) 7→ |u − v| ∧ χ1,
under which the lattice operation ∨ is uniformly continuous. P P Just as in part (a) of the proof of 529C, we have
180 Cardinal functions of measure theory 529D

u ∨ v = 12 (u + v + |u − v|) for all u and v, addition and subtraction are uniformly continuous, and u 7→ |u| is uniformly
continuous. Q Q So, just as in 529C, we can use 524C to see that L0 4T `1 (κ).
(b) For the reverse connection, I repeat ideas from the proof of 529C. (A, µ̄) is isomorphic to the measure algebra
κ κ 1
(C, λ̄) of ]0, 1] with its usual measure λ. For ξ < κ, t ∈ ]0, 1] set hξ (t) = √ , and set uξ = h•ξ in L0 (λ) ≡ L0 (C)
t(ξ)
p
(364Jc). This time, observe that if x ∈ `1 (κ)+ and α ≥ kxk then

p p Y p
λ̄[[supξ<κ x(ξ)uξ ≤ α]] = λ̄( inf [[ x(ξ)uξ ≤ α]]) = λ̄[[ x(ξ)uξ ≤ α]]
ξ<κ
ξ<κ
r
Y x(ξ) Y
= λ{t : ≤ α} = (1 − α−2 x(ξ))
t(ξ)
ξ<κ ξ<κ
X
−2
≥1−α x(ξ) → 0
ξ<κ

p
as α → ∞. This means that supξ<κ x(ξ)uξ is defined in L0 (λ) (364M). So we can define f : `1 (κ) → L0 (λ) by saying
p
that f (x) = supξ<κ max(0, x(ξ))uξ for every x ∈ `1 (κ).
(c) f is a Tukey function. PP Take v ∈ L0 (λ)+ , and set A = {x : f (x) ≤ v}. Note that f (x ∨ x0 ) = f (x) ∨ f (x0 )
0
for all x, x ∈ ` (κ), so A is upwards-directed. Take α > 0 such that λ̄[[v ≤ α]] = β > 21 . If x ∈ A and x ≥ 0 then
1
p
f (x) ≥ x(ξ)χ1 so x(ξ) ≤ α for every ξ. Now the calculation in (b) tells us that

Y
(1 − α−2 x(ξ))
p
β ≤ λ̄[[supξ<κ x(ξ)uξ ≤ α]] =
ξ<κ
1 1 X 1 1
≤ max( , 1 − α−2 x(ξ)) = max( , 1 − α−2 kxk),
2 2 2 2
ξ<κ

so kxk ≤ 2α2 (1 − β). As A is upwards-directed and norm-bounded and contains 0, it is bounded above in `1 (κ) (354N).
As v is arbitrary, f is a Tukey function. Q
Q
(d) Accordingly `1 (κ) 4T L0 (λ) ∼
= L0 (A) and `1 (κ) and L0 (A) are Tukey equivalent.

529E Proposition Let S ∞ be the N-localization poset (528I). Then RO({0, 1}c ) can be regularly embedded in
RO↑ (S ∞ ).
proof (a) Let hhξ iξ<c be a family of eventually-different functions in N N (5A1Mc). Set
[
W0 = {(h, p) : h ∈ N N , p ∈ S ∞ , #(p[{n}]) = 2n ,
n∈N is even

(n, h(n)) ∈
/ p, (i, h(i)) ∈ p for every i > n}
∪ {(h, p) : h ∈ N N , p ∈ S ∞ , (i, h(i)) ∈ p for every i ∈ N},
[
W1 = {(h, p) : h ∈ N N , p ∈ S ∞ , #(p[{n}]) = 2n ,
n∈N is odd

(n, h(n)) ∈
/ p, (i, h(i)) ∈ p for every i > n}.
Observe that (i) W0 ∩ W1 = ∅ (ii) if (h, p) ∈ Wj , where j = 0 or j = 1, and p ⊆ q ∈ S ∞ then (h, q) ∈ Wj (iii) if p ∈ S ∞
then
#({ξ : (hξ , p) ∈ W0 ∪ W1 }) ≤ kpk
is finite.
(b) Set Q = Fn<ω (c, {0, 1}), the set of functions from finite subsets of c to {0, 1}, ordered by extension of functions,
so that (Q, ⊆) is isomorphic to (U, ⊇) where U is the usual base of the topology of {0, 1}c , and RO↑ (Q) ∼ = RO↓ (U) can
c ∞
be identified with the regular open algebra of {0, 1} (514Sd). Define f : S → Q by setting f (p)(ξ) = j if (hξ , p) ∈ Wj .
Then f is order-preserving.
(c) For p ∈ S ∞ , set
529F Further partially ordered sets of measure theory 181

A0 (p) = {ξ : ξ < c, {n : n is even, (n, hξ (n)) ∈


/ p} is finite},

A1 (p) = {ξ : ξ < c, {n : n is odd, (n, hξ (n)) ∈


/ p} is finite},

A(p) = A0 (p) ∪ A1 (p),


so that A(p) is finite and dom f (p) ⊆ A(p). Now P1 = {p : p ∈ S ∞ , A(p) = dom f (p)} is cofinal with S ∞ . P
P Take
p ∈ S ∞ . Let m be such that
2m ≥ kpk + #(A(p)),

(n, hξ (n)) ∈ p whenever ξ ∈ A0 (p) and n > m is even,

(n, hξ (n)) ∈ p whenever ξ ∈ A1 (p) and n > m is odd.


0 ∞
Let p ∈ S be such that
for n ≤ m, p0 [{n}] ⊇ p[{n}] and #(p0 [{n}]) = 2n ,

for n > m, p0 [{n}] = p[{n}] ∪ {hξ (n) : ξ ∈ A(p)}.


Then p ≤ p0 and A(p0 ) = A(p). Also A(p) = dom f (p0 ), because if ξ ∈ A(p) then either (n, hξ (n)) ∈ p0 for every n and
(hξ , p0 ) ∈ W0 , or there is a largest n such that (n, hξ (n)) ∈
/ p0 , in which case n ≤ m and #(p0 [{n}]) = 2n , so (hξ , p0 )
belongs to W0 if n is even and W1 otherwise. Q Q
(d) If p ∈ P1 and q ∈ Q extends f (p), there is a p1 ∈ S ∞ such that p1 ⊇ p and f (p0 ) = q. P P Let m be
such that 2m ≥ kpk + #(dom q) and hξ (n) 6= hη (n) whenever ξ, η ∈ dom q are distinct and n ≥ m. For each
ξ ∈ dom q \ dom f (p) = dom q \ A(p), {n : n is even, (n, hξ (n)) ∈
/ p} and {n : n is odd, (n, hξ (n)) ∈
/ p} are both infinite.
So we can find m0 ≥ m such that all these sets meet m0 \ m. Set

p0 = p ∪ {(n, hξ (n)) : n ∈ m0 \ m is odd, q(ξ) = 0}


∪ {(n, hξ (n)) : n ∈ m0 \ m is even, q(ξ) = 1}
∪ {(n, hξ (n)) : n ∈ N \ m0 , ξ ∈ dom q},

so that p ⊆ p0 ∈ S ∞ . Let p1 ∈ S ∞ be such that p1 ⊇ p0 , p1 \ p0 is finite, #(p1 [{n}]) = 2n for every n < m0 and
/ p1 \ p0 whenever n ∈ N and ξ ∈ dom q. Now f (p1 ) = q, while p ⊆ p1 . Q
(n, hξ (n)) ∈ Q
(e) Putting (c) and (d) together, we see that f −1 [Q0 ] must be cofinal with S ∞ for every cofinal Q0 ⊆ Q; moreover,
since ∅ ∈ P1 and f (∅) is the empty function, f [S ∞ ] = Q. So f satisfies the conditions of 514O, and RO↑ (Q) ∼ =
RO({0, 1}c ) can be regularly embedded in RO↑ (S ∞ ).

529F Corollary (Brendle 00, 2.3.10; Brendle 06, Theorem 1) n({0, 1}I ) ≥ add N for every set I.
proof If I is finite, this is trivial. Otherwise, write λ = n({0, 1}I ). Then λ ≥ n({0, 1}c ). P
P If J ⊆ I is a countably
infinite set, then {{x : xJ = z} : z ∈ {0, 1}J } is a cover of {0, 1}I by continuum many nowhere dense sets, so λ ≤ c.
Let hEξ iξ<λ be a cover of {0, 1}κ by nowhere dense sets. Then each Eξ is included
S in a nowhere dense closed set Fξ
determined by coordinates in a countable set Kξ ⊆ I (4A2E(b-i)). Set K = ξ<λ Kξ , so that #(K) ≤ c. Then all the
projections Fξ0 = {xK : x ∈ Fξ } are nowhere dense in {0, 1}K (use 4A2Bf), and they cover {0, 1}K . Next, we have an
injection φ : K → c, and the sets Fξ00 = {x : xφ ∈ Fξ0 } form a cover of {0, 1}c by nowhere dense sets; so n({0, 1}c ) ≤ λ.
QQ
Because every non-empty open set {0, 1}c includes an open set homeomorphic to {0, 1}c ,

n({0, 1}c ) = min{n(H) : H ⊆ {0, 1}c is open and not empty}


= m(RO({0, 1}c ))
(517J)
≥ m(RO↑ (S ∞ ))
(where S ∞ is the N-localization poset, by 529E and 517Ia)
= add N

by 528N.
182 Cardinal functions of measure theory 529G

529G Reaping numbers (or ‘unsplitting numbers’, ‘refining numbers’)(following Brendle 00) For cardinals θ ≤ λ
let r(θ, λ) be the smallest cardinal of any set A ⊆ [λ]θ such that for every B ⊆ λ there is an A ∈ A such that either
A ⊆ B or A ∩ B = ∅.

529H Proposition (Brendle 00, 2.7; Brendle 06, Theorem 5) r(ω1 , λ) ≥ cov N for all uncountable λ.
proof Let hAξ iξ<κ be a family in [λ]ω1 , where κ < cov(N ). I seek a B ⊆ λ such that Aξ ∩ B and Aξ \ B are non-empty
for every ξ < κ.
(a) If κ ≤ ω1 , then choose hαξ iξ<κ and hβξ iξ<κ inductively so that
αξ ∈ Aξ \ {βη : η < ξ}, βξ ∈ Aξ \ {αη : η ≤ ξ}
for every ξ < κ, and set B = {βξ : ξ < κ}; this serves. So henceforth let us suppose that κ > ω1 .
(b) For each ξ < κ let A0ξ ⊆ Aξ be a set of order type ω1 . For each n, let Xn be a set of size n! with the discrete
1 Q
topology and the uniform probability measure which gives measure to every singleton. Give X = n∈N Xn its
n!
product measure µ and its product topology. Because X is a compact metrizable space and µ is a Radon measure
(416U), cov N (µ) = cov N (522Va). We can therefore choose a family hxξ iξ<κ in X in such a way that each xζ is
random over its predecessors in the sense that
whenever ξ < κ and {xη : η ∈ A0ξ ∩ ζ} is negligible, it does not contain xζ .
For x, y ∈ X, set ∆(x, y) = sup{i : x(i) = y(i)}. For x ∈ X,
T S
E(x) = {y : ∆(y, x) = ω} = n∈N i≥n {y : y(i) = x(i)}
P∞ 1
is negligible, because n=0 n! is finite; set B(x) = {η : ∆(xη , x) is finite and even}.

(c) For every ξ < κ, {x : x ∈ X, A0ξ ⊆ B(x)} and {x : x ∈ X, A0ξ ∩ B(x) = ∅} are negligible. P P There is a ζ < κ
such that ζ ∈ A0ξ , A0ξ ∩ ζ is countable and D = {xη : η ∈ A0ξ ∩ ζ} is dense in {xη : η ∈ A0ξ }. Since xζ ∈ D, D has
measure greater than 0. By 275I, it has a point w which is a density point in the sense that
µ{y:y  n=w n, y∈D}
limn→∞ = 1.
µ{y:y  n=w n}
Consequently, setting
Jn = {y(n) : yn = wn, y ∈ D} = {y(n) : yn = wn, y ∈ D},
#(Jn )
limn→∞ = 1.
n!
Next note that, for any y ∈ X and n ∈ N,
P∞ 1 n+2
µ{x : ∃ i > n, x(i) = y(i)} ≤ i=n+1 i! ≤ .
(n+1)(n+1)!
So

µ{x : ∃ y ∈ D, x(n) = y(n), x(i) 6= y(i) for every i > n}


#(Jn ) n+2 
≥ 1− →1
n! (n+1)(n+1)!
as n → ∞, and
µ{x : ∃ y ∈ D, ∆(x, y) is even} = µ{x : ∃ y ∈ D, ∆(x, y) is odd} = 1.
But if y ∈ D and ∆(x, y) is even, we have an η ∈ Aξ such that ∆(x, xη ) is even, and η ∈ Aξ ∩ B(x); similarly, if there
is a y ∈ D such that ∆(x, y) is odd, there is an η ∈ Aξ \ B(x). So {x : Aξ ⊆ B(x)} and {x : Aξ ∩ B(x) = ∅} are both
negligible. Q
Q
(d) Since cov N (µ) = cov N > κ, there is an x ∈ X such that both Aξ ∩ B(x) and Aξ \ B(x) are non-empty for
every ξ < κ. So in this case also we have a suitable set B.

529X Basic exercises (a) Let (X, Σ, µ) be a measure space, and p ∈ [1, ∞[. Show that Lp (µ) ≡T `1 (κ), where
κ = dim Lp (µ) if this is finite, d(Lp (µ)) otherwise.

(b) Let U be an L-space. (i) Show that add U = ∞ if U = {0}, ω otherwise. (ii) Show that addω U = ∞ if U is
finite-dimensional, add N if U is separable and infinite-dimensional, ω1 otherwise. (iii) Show that cf U = 1 if U = {0},
ω if 0 < dim U < ω, max(cf N , cf[d(U )]≤ω ) otherwise. (iv) Show that link↑<κ (U ) = 1 if κ ≤ ω, cf U otherwise.
529 Notes Further partially ordered sets of measure theory 183

1
is finite. (See 419A.) Show that `1 ≡T I, so that
P
(c) Let I be the ideal of subsets I of N such that n∈I n+1
addω I = add N and cf I = cf N .
(d) Show that if λ is an infinite cardinal then r(ω, λ) ≥ max(add N , cov Nλ ), where Nλ is the null ideal of the usual
measure on {0, 1}λ . (Hint: 529F.)
(e) Let U be a separable L-space. Suppose that huξ iξ<κ is a family in U , where κ < add N . Show that there is a
family hξ iξ<κ of strictly positive real numbers such that {ξ uξ : ξ < κ} is order-bounded in U .
> (f ) Let U be a separable Banach lattice, and D ⊆ U a dense set. Let A ⊆ U be a set of size less than add N .
Show that there is a w ∈ U such that for every u ∈ A and every  > 0 there is an v ∈ D such that |u − v| ≤ w.

529Y Further exercises (a) Show that, for any infinite set I, the regular open algebra RO({0, 1}I ) of {0, 1}I is
homogeneous, so that m(RO({0, 1}I )) = n({0, 1})I .
(b) Let X be a Polish space and Kσ the family of Kσ subsets of X. Show that (Kσ , ⊆, Kσ ) 4GT (N N , ≤∗ , N N )
(definition: 522C).
(c) Show that r(ω, ω) ≥ b.
(d) Let X be a topological space with a countable network, and c : PX → [0, ∞] an outer regular submodular
Choquet capacityS(definitions: 432I14 ). Show that if A is an upwards-directed family of subsets of X such that #(A) <
mσ-linked , then c( A) = supA∈A c(A).
(e) Let r ≥ 3 be an integer, and c : PR r → [0, ∞] Choquet-NewtonScapacity (§47914 ). Show that if A is an
upwards-directed family of subsets of R r such that #(A) < add N , then c( A) = supA∈A c(A). (Hint: 479Xe.)

529 Notes and comments Many of the ideas of the last two chapters were first embodied in forcing arguments. In
529E this becomes particularly transparent. If we have an upwards-directed set R ⊆ S ∞ which is ‘generic’ in the sense
that it meets all the cofinal subsets of S ∞ definable in a language LSwith terms for all the functions hξ , as well as such
obvious ones as {p : #(p[{n}]) = 2n } for each n, and we set S = R, then S will belong to the set S of 522K, and
we shall have hξ ⊆∗ S for every ξ; so that we have a corresponding function f˜(S) = p∈R f (p) ∈ {0, 1}c defined by
S
setting
f˜(S)(ξ) ≡ sup{i : (i, hξ (i)) ∈
/ S} mod 2.
Next, if G ⊆ {0, 1}c is a dense open set with a definition in L, then f˜(S) ∈ G; for, setting Uq = {φ : q ⊆ φ ∈ {0, 1}c }
when q ∈ Fn<ω (c, {0, 1}), {q : Uq ⊆ G} is cofinal with Q, so {p : Uf (p) ⊆ G} is cofinal with S ∞ (part (d) of the proof
of 529E) and meets R. Thus f˜(S) is ‘generic’ in the sense that it belongs to every dense open set with a name in
L; and it is a commonplace in the theory of forcing that a function which transforms generic objects in one forcing
extension into generic objects in another extension corresponds to a regular embedding of the corresponding regular
open algebras.

14 Later editions only.


184 Topologies and measures III

Chapter 53
Topologies and measures III
In this chapter I return to the concerns of earlier volumes, looking for results which can be expressed in the language
so far developed in this volume. In Chapter 43 I examined relationships between measure-theoretic and topological
properties. The concepts we now have available (in particular, the notion of ‘precaliber’) make it possible to extend
this work in a new direction, seeking to understand the possible Maharam types of measures on a given topological
space. §531 deals with general Radon measures; new patterns arise if we restrict ourselves to completion regular Radon
measures (§532). In §533 I give a brief account of some further results depending on assumptions concerning the
cardinals examined in Chapter 52, including notes on uniformly regular measures and a description of the cardinals κ
for which R κ is measure-compact (533J).
In §534 I set out the elementary theory of ‘strong measure zero’ ideals in uniform spaces, concentrating on aspects
which can be studied in terms of concepts already induced. Here there are some very natural questions which have not I
think been answered (534Z). In the same section I run through the properties of Hausdorff measures when examined in
the light of the concepts in Chapter 52. In §535 I look at liftings and strong liftings, extending the results of §§341 and
453; in particular, asking which non-complete probability spaces have liftings. In §536 I run over what is known about
Alexandra Bellow’s problem concerning pointwise compact sets of continuous functions, mentioned in §463. With a
little help from special axioms, there are some striking possibilities concerning repeated integrals, which I examine in
§537. In §539, I complete my account of the result of B.Balcar, T.Jech and T.Pazák that it is consistent to suppose
that every Dedekind complete ccc weakly (σ, ∞)-distributive Boolean algebra is a Maharam algebra, and work through
applications of the methods of Chapter 52 to Maharam submeasures and algebras. Moving into new territory, I devote
a section (§538) to a study of special types of filter on N associated with measure-theoretic phenomena, and to medial
limits.

531 Maharam types of Radon measures


In the introduction to §434 I asked
What kinds of measures can arise on what kinds of topological space?
In §§434-435, and again in §438, I considered a variety of topological properties and their relations with measure-
theoretic properties of Borel and Baire measures. I passed over, however, some natural questions concerning possible
Maharam types, to which I now return. For a given Hausdorff space X, the possible measure algebras of totally finite
Radon measures on X can be described in terms of the set MahR (X) of Maharam types of Maharam-type-homogeneous
Radon probability measures on X (531F). For X 6= ∅, MahR (X) is of the form {0} ∪ [ω, κ∗ [ for some infinite cardinal
κ∗ (531Ef). In 531E and 531G I give basic results from which MahR (X) can often be determined; for obvious reasons
we are primarily concerned with compact spaces X. In more abstract contexts, there are striking relationships between
precalibers of measure algebras, the sets MahR (X) and continuous surjections onto powers of [0, 1], which I examine in
531L-531N and 531T. Intertwined with these, we have results relating the character of X to MahR (X) (531O-531P).
The arguments here depend on an analysis of the structure of homogeneous measure algebras (531J, 531K, 531R).

531A Proposition Let (X, T, Σ, µ) be a quasi-Radon measure space with measure algebra (A, µ̄).
(a) The Maharam type τ (A) of A is at most the weight w(X) of X.
(b) The cellularity c(A) of A is at most the hereditary Lindelöf number hL(X) of X. If µ is locally finite, c(A) is at
most the Lindelöf number L(X) of X.
(c) #({a : a ∈ A, µ̄a < ∞}) ≤ max(1, w(X)ω ), where w(X)ω is the cardinal power.
(d) If X is Hausdorff and µ is a Radon measure, then the Maharam type τ (A) of A is at most the network weight
nw(X) of X.
proof (a) Let U be a base for T with #(U) = w(X). Set B = {U • : U ∈ U} and let B be the order-closed subalgebra
of A generated by B; set T = {E : E ∈ Σ, E • ∈ B}. Then T is a σ-subalgebra of Σ containing every negligible set.
If G ⊆ X is open, then G ∈ T. PP By 414Aa, G• = sup{U • : U ∈ U, U ⊆ G} belongs to B. Q Q So every Borel set
belongs to T. If E ∈ Σ and µE < ∞, then, because µ is inner regular with respect to the Borel sets, there is a Borel
subset F of E with the same measure, so F , E \ F and E belong to T. Thus {a : a ∈ A, µ̄a < ∞} ⊆ B; because µ is
semi-finite, B = A and τ (A) ≤ #(U) = w(X).
(b)(i) If L(X) = S . . . , Fn ⊆ X are disjoint closed sets, then at least
n is finite, and F0 ,S S one of them is empty. P
P For
i ≤ n, set Gi = X \ j≤n,j6=i Fj ; then i≤n Gi = X, so there is some k ≤ n such that i6=k Gi = X, and now Fk = ∅.
Q As µ is inner regular with respect to the closed sets, c(A) ≤ n = L(X) ≤ hL(X).
Q
531C Maharam types of Radon measures 185

(ii) Suppose that ω ≤ L(X) ≤ hL(X). Let G be S the family


S of open subsets of X of finite measure. Then there is
a set H ⊆ G, of cardinal at most hL(X), such that H = G (5A4Bf). Now supH∈H H • = 1, because µ is effectively
locally finite.
If D ⊆ A \ {0} is disjoint, then for each d ∈ D take Hd ∈ H such that d ∩ Hd• 6= 0. If H ∈ H, then {d : Hd = H}
must be countable, since µH < ∞. So #(D) ≤ max(ω, #(H)); as D is arbitrary, c(A) ≤ max(ω, hL(X)) = hL(X).
S
(iii) Finally, if ω ≤ L(X) and µ is locally finite, then in (ii) above we have X = G, so we can take H to have
size at most L(X), and continue as before, ending with c(A) ≤ max(ω, #(H)) = L(X).
(c) Again let U be a base for the topology of X with cardinal w(X). Let T be the σ-subalgebra of Σ generated by
U. If E ∈ Σ and µE < ∞, then for each n ∈ N we can find an open set Gn such that µ(Gn 4E) ≤ 2−n ;Snow there
T is an
open set Hn , a finite union of members of U, such that Hn ⊆ Gn and µ(Gn \ Hn ) ≤ 2−n . Setting F = m∈N n∈N Hn ,
we see that F ∈ T and E4F is negligible. Thus {F • : F ∈ T} ⊇ {a : µ̄a < ∞} and
#({a : µ̄a < ∞} ≤ #(T) ≤ max(1, #(U)ω ) = max(1, w(X)ω ).

(d) If a ∈ A \ {0} and the principal ideal Aa is Maharam-type-homogeneous, then τ (Aa ) ≤ nw(X). P
P There is a
compact set K ⊆ X such that 0 6= K • ⊆ Aa ; let µK be the subspace measure on K. Then

τ (Aa ) = τ (µK ) ≤ w(K)


(by (a))
= nw(K)
(5A4C(a-i))
≤ nw(X)

(5A4Bb). QQ
By (b), c(A) ≤ #(T) ≤ 2nw(X) (5A4Ba); so 332S tells us that τ (A) ≤ nw(X).

531B For strictly positive measures we have some easy inequalities in the other direction.
Proposition Let (X, Σ, µ) be a measure space, with measure algebra A, and T a topology on X such that Σ includes
a base for T and µ is strictly positive.
(a) If X is regular, then w(X) ≤ #(A).
(b) If X is Hausdorff, then #(X) ≤ 2#(A) .
proof Set V = Σ ∩ T, so that V is a base for T. If V , W ∈ V and V • = W • in A, then int V = int W . P P
µ∗ (V \ W ) ≤ µ(V \ W ) = 0, so (because µ is strictly positive) V ⊆ W and V ⊆ W and int V ⊆ int W . Similarly,
int W ⊆ int V . Q
Q So if we set W = {int V : V ∈ V}, #(W) ≤ #(A).
(a) If T is regular, W is a base for T, so w(X) ≤ #(W) ≤ #(A).
(b) If T is Hausdorff, then for any distinct x, y ∈ X, there is a W ∈ W containing x but not y. P
P Let G, H
be disjoint open sets containing x, y respectively. Take V ∈ V such that x ∈ V ⊆ G, and set W = int V . Q
Q So
#(X) ≤ 2#(W) ≤ 2#(A) .

531C Lemma Let hXi ii∈I be a family of topological spaces with product X, and µ a totally finite quasi-Radon
measure on X with Maharam type κ.PFor each i ∈ I, let µi be the marginal measure on Xi , and κi its Maharam type.
Then κ is at most the cardinal sum i∈I κi .
proof For each i ∈ I, let hEiξ iξ<κi be a family in dom µi such that {Eiξ •
: ξ < κi } τ -generates the measure algebra
−1 P
of µi . Consider W = {πi [Eiξ ] : i ∈ I, ξ < κi }, so that W ⊆ dom µ and #(W) ≤ i∈I κi . Let B be the closed
subalgebra of the measure algebra A of µ generated by {W • : W ∈ W}.
For each i ∈ I, the canonical map πi : X → Xi induces a measure-preserving homomorphism φi from the measure
algebra Ai of µi to A (324M). Now φ−1 •
i [B] is a closed subalgebra of Ai containing Eiξ for every ξ < κi , so is the whole
−1
of Ai , that is, φi [Ai ] ⊆ B. In particular, if G ⊆ Xi is open, πi [G] = φi (G ) belongs to B. Now the family V of open
• •

sets V ⊆ X such that V • ∈ B is closed under finite intersections and contains πi−1 [G] whenever i ∈ I and G ⊆ Xi is
open, so V is a base for the topology of X. But also V is closed under arbitrary unions, because B is closed and µ
is τ -additive (414Aa). So V • ∈ B for every open set V ⊆ X, and therefore for every Borel set V ⊆ X; as µ is inner
regular with respect to the Borel sets, B = A. P
Thus {W • : W ∈ W} witnesses that the Maharam type τ (A) of µ is at most i∈I κi , as claimed.
186 Topologies and measures III 531D

531D Definition If X is a Hausdorff space, I write MahR (X) for the set of Maharam types of Maharam-type-
homogeneous Radon probability measures on X. Note that 0 ∈ MahR (X) iff X is non-empty, and that any member of
MahR (X) is either 0 or an infinite cardinal.

531E Proposition Let X be any Hausdorff space.


(a) κ ≤ w(X) for every κ ∈ MahR (X).
(b) MahR (Y ) ⊆ S MahR (X) for every Y ⊆ X.
(c) MahR (X) = {MahR (K) : K ⊆ X is compact}.
(d) If X is compact and Y is a continuous image of X, MahR (Y ) ⊆ MahR (X).
(e) ω ∈ MahR (X) iff X has a compact subset which is not scattered.
(f) (Haydon 77) If ω ≤ κ0 ≤ κ ∈ MahR (X) then κ0 ∈ MahR (X).
(g) If Y is another Hausdorff space, and neither X nor Y is empty, then MahR (X × YQ) = MahR (X) S ∪ MahR (Y );
generally, for any non-empty finite family hXi ii∈I of non-empty Hausdorff spaces, MahR ( i∈I Xi ) = i∈I MahR (Xi ).
proof (a) This is immediate from 531Aa.
(b) If κ ∈ MahR (Y ), there a Maharam-type-homogeneous Radon probability measure µ on Y with Maharam type
κ. Now µ has a (unique) extension to a Radon probability measure µ0 on X, setting µ0 (Y \ X) = 0. µ0 and µ have
isomorphic measure algebras, so µ0 is Maharam-type-homogeneous and has Maharam type κ, and κ ∈ MahR (X).
(c) By (b), MahR (K) ⊆ MahR (X) for every compact set K ⊆ X. In the other direction, if κ ∈ MahR (X), there is
a Maharam-type-homogeneous Radon probability measure µ on X with Maharam type κ. Let K ⊆ X be a compact
set with µK > 0. Then the normalized subspace measure µ0 = (µK)−1 µK is a Radon probability measure on K, and
its measure algebra is isomorphic to a principal ideal of the measure algebra of µ, so is Maharam-type-homogeneous
with Maharam type κ. Accordingly κ ∈ MahR (K).
(d) Take κ ∈ MahR (Y ); then there is a Maharam-type-homogeneous Radon probability measure µ on Y with
Maharam type κ. Let f : X → Y be a continuous surjection. By 418L, there is a Radon measure µ0 on X such that f
is inverse-measure-preserving for µ0 and µ and induces an isomorphism of their measure algebras. So µ0 witnesses that
κ ∈ MahR (Y ).
(e)(i) If X has a compact subset K which is not scattered, then there is a continuous surjection from K onto [0, 1]
(4A2G(j-iv)). Of course Lebesgue measure witnesses that ω ∈ MahR ([0, 1]), so (d) and (b) tells us that ω ∈ MahR (K) ⊆
MahR (X).
(ii) If every compact subset of X is scattered and µ is a Maharam-type-homogeneous Radon probability measure
on X, let K be a compact set of non-zero measure and Z ⊆ K a closed self-supporting set. Then Z has an isolated
point z say; in this case, µ{z} > 0 so {z} is an atom for µ and (because µ is Maharam-type-homogeneous) the Maharam
type of µ is 0. As µ is arbitrary, ω ∈/ MahR (X).
(f )(i) Suppose first that X is compact. Let µ be a Maharam-type-homogeneous Radon probability measure on
X with Maharam type κ. Let hEξ iξ<κ be a stochastically independent family in Σ with µEξ = 21 for every ξ. For
0
each ξ < κ0 and n ∈ N, let fξn ∈ C(X) be such that |fξn − χEξ | ≤ 2−n (416I). Define f : X → R κ ×N by setting
R

f (x)(ξ, n) = fξn (x) for x ∈ X, ξ < κ0 and n ∈ N. Then f is continuous, so by 418I the image measure ν = µf −1 on
the compact set f [X] is a Radon measure. For each ξ < κ0 , the set
Fξ = {w : w ∈ f [X], hw(ξ, n)in∈N is Cauchy}
is a Borel set, and f −1 [Fξ ]4Eξ is µ-negligible; so hFξ iξ<κ0 is a stochastically independent family of subsets of f [X]
with measure 12 . If B is the measure algebra of ν, and C the closed subalgebra of B generated by {Fξ• : ξ < κ0 }, then
C is Maharam-type-homogeneous, with Maharam type κ0 ; at the same time,
0
τ (B) ≤ w(f [X]) ≤ w(R κ ×N ) = κ0 .
By 332N, B can be embedded in C; by 332Q, B and C are isomorphic, that is, B is Maharam-type-homogeneous with
Maharam type κ0 , and ν witnesses that κ0 ∈ MahR (f [X]). By (d), κ0 ∈ MahR (X).
(ii) In general, (c) tells us that there is a compact set K ⊆ X such that κ ∈ MahR (K), so κ0 ∈ MahR (K) ⊆
MahR (X).
(g) Because neither Y nor X is empty, both X and Y are homeomorphic to subspaces of X × Y , so (b) tells
us that MahR (X × Y ) ⊇ MahR (X) ∪ MahR (Y ). In the other direction, given a Maharam-type-homogeneous Radon
probability measure µ on X × Y , let µ1 , µ2 be the marginal measures on X and Y respectively, so that each µk is a
Radon probability measure (418I). Let hEi ii∈I , hFj ij∈J be countable partitions of X, Y into Borel sets such that all
the subspace measures (µ1 )Ei and (µ2 )Fj are Maharam-type-homogeneous. Then there must be i ∈ J, j ∈ J such that
531G Maharam types of Radon measures 187

µ(Ei × Fj ) > 0. Let µ0 be the subspace measure µEi ×Fj ; then the Maharam type of µ0 is κ, because µ is Maharam-type-
homogeneous. Let µ01 , µ02 be the marginal measures of µ0 on Ei and Fj respectively. Then µ01 is an indefinite-integral
measure over (µ1 )Ei (415Oa), so its measure algebra is isomorphic to a principal ideal of the measure algebra of (µ1 )Ej
(322K), and has the same Maharam type κ1 say. As in (b) above, κ1 ∈ MahR (X). Similarly, the Maharam type κ2 of
µ02 belongs to MahR (Y ). Now 531C tells us that κ ≤ κ1 + κ2 . Since κ is either zero or infinite, it must be less than or
equal to at least one of them, and belongs to MahR (X) ∪ MahR (Y ) by (f) above.
The result for general finite products now follows easily by induction on #(I).

531F Proposition Let X be a Hausdorff space. Then a totally finite measure algebra (A, µ̄) is isomorphic to the
measure algebra of a Radon measure on X iff (α) whenever Aa is a non-trivial homogeneous principal ideal of A then
τ (Aa ) ∈ MahR (X) (β) c(A) ≤ #(X).
proof (a) If µ is a totally finite Radon measure on X with measure algebra A and the principal ideal Aa generated
by a ∈ A \ {0} is homogeneous, then there are an E ∈ dom µ such that E • = a and an F ⊆ E such that 0 < µF < ∞.
Let ν be the Radon probability measure (µF )−1 µ F , that is, νH = µ(H ∩ F )/µF whenever H ⊆ X is such that µ
measures H ∩ F . Then the measure algebra of ν is isomorphic to a principal ideal of Aa so is homogeneous with the
same Maharam type, and ν witnesses that τ (Aa ) ∈ MahR (X). Thus A satisfies (α). As for (β), if X is infinite this is
trivial (because (A, µ̄) is totally finite, so A is ccc), and otherwise A is finite, with
c(A) = #({a : a ∈ A is an atom}) = #({x : x ∈ X, µ{x} > 0}) ≤ #(X).

(b) Now suppose that (A, µ̄) is a totally finite measure algebra satisfying the conditions. Express it as the simple
product of a countable family h(An , µ̄0n )ii∈I of non-zero homogeneous measure algebras (332B); we may suppose that
I ⊆ N. For n ∈ I, set κn = τ (An ) and γn = µ̄0n 1An . (β) tells us that #(I) ≤ #(X); let hxn in∈I be a family of distinct
elements of X.
Set J = {n : n ∈ I, κn ≥ ω}. For each n ∈ J, (α) tells us that there is a Maharam-type-homogeneous Radon
probability measure µn on X with Maharam type κn . Now there is a disjoint family hEn in∈I of Borel subsets of X
such that µn En > 0 for every n ∈ J. PP Choose hEn in∈N , hFn in∈N inductively, as follows. F0 = X \ {xn : n ∈ I}. Given
that Fn is a Borel set and µj Fn > 0 for every j ∈ J \ n, then if n ∈ / J set En = ∅ and Fn+1 = Fn . Otherwise, for each
j ∈ J such that j > n, we can partition Fn into finitely many Borel sets of µn -measure
S less than 2−j µn Fn , because
µn is atomless; take one of these, Gnj say, such that µj Gnj > 0; now set Fn+1 = j∈J,j>n Gnj and En = Fn \ Fn+1 .
Continue. QQ Now set
µE = n∈I\J,xn ∈E γn + n∈J (µn En )−1 γn µn (E ∩ En )
P P

whenever E ⊆ X is such that µn measures E ∩ En for every n ∈ J. Of course µ is a measure. Because every µn is
a topological measure, so is µ; because every µn is inner regular with respect to the compact sets, so is µ; because
every µn is complete, so is µ; thus µ is a Radon measure. Because every subspace measure (µn )En is Maharam-type-
homogeneous with Maharam type κn , the measure algebra of µ is isomorphic to (A, µ̄).

531G Proposition Let hXi ii∈I be a family of non-empty Hausdorff spaces with product X. Then an infinite
cardinal κ belongs to MahR (X) iff either κ ≤ #({i : i ∈ I, #(Xi ) ≥ 2}) or κ is expressible as supi∈I κi where
κi ∈ MahR (Xi ) for every i ∈ I.
proof (a)(i) Suppose that κ = supi∈I κi where κi ∈ MahR (Xi ) for each i ∈ I. For each i, let µi be a Maharam-
type-homogeneous Radon probability measure on Xi with Maharam type κi and compact support (see the proof of
531Ec). Let λ be the ordinary product of the measures µi . By 325I, the measure algebra of λ can be identified with the
probability algebra free product of the measure algebras of thePµi . It is therefore isomorphic to the measure algebra of
0
the usual measure on {0, 1}κ , where κ0 is the cardinal sum i∈I κi ; in particular, it is homogeneous with Maharam
type κ0 (since we are supposing that κ ≥ ω). By 417E(ii), the measure algebra of the τ -additive product µ of hµi ii∈I
can be identified with the measure algebra of λ, while µ is a Radon measure (417Q). So µ witnesses that κ0 ∈ MahR (X);
by 531Ef, κ ∈ MahR (X).
(ii) Suppose that ω ≤ κ ≤ #(I 0 ) where I 0 = {i : i ∈ I, #(Xi ) ≥ 2}. For i ∈ I 0 , let xi , yi be distinct points of
Xi and µi the point-supported probability measure on Xi such that µi {xi } = µi {yi } = 21 ; for i ∈ I \ I 0 , let µi be the
unique Radon probability measure on Xi . As in (i) above, the Radon measure product of hµi ii∈I is Maharam-type-
homogeneous, with Maharam type #(I 0 ), so #(I 0 ) ∈ MahR (X); by 531Ef again, κ ∈ MahR (X).
(b) Now suppose that ω ≤ κ ∈ MahR (X) and that κ > #(I 0 ). For each i ∈ I, let θi be the least cardinal greater
than every member of MahR (Xi ). Note that κ0 ∈ MahR (Xi ) whenever ω ≤ κ0 < θi . Set
Q
I1 = {i : i ∈ I, κ < θi }, Z1 = i∈I1 Xi ,
188 Topologies and measures III 531G

Q
I2 = {i : i ∈ I, θi ≤ κ, cf θi > ω}, Z2 = i∈I2 Xi ,
Q
I3 = {i : i ∈ I, θi = κ, cf θi = ω}, Z3 = i∈I3 Xi ,
Q
I4 = {i : i ∈ I, θi < κ, cf θi = ω}, Z4 = i∈I4 Xi ,
Q
I5 = {i : i ∈ I, θi = 1, #(Xi ) > 1}, Z5 = i∈I5 Xi ,
Q
I6 = {i : i ∈ I, #(Xi ) = 1}, Z6 = i∈I6 Xi .
Q
Then X can be identified with 1≤k≤6 Zk , so 531Eg tells us that κ ∈ MahR (Zk ) for some k. As Z6 is a singleton, we
actually have κ ∈ MahR (Zk ) for some k ≤ 5.
case 1 Suppose κ ∈ MahR (Z1 ). Then, in particular, I1 6= ∅ and thereQis a j ∈ I such that κ < θj . In this case,
κ ∈ MahR (Xj ), and we can set κj = κ, κi = 0 for i 6= j to find a family in i∈I MahR (Xi ) with supremum κ.
case 2 Suppose that κ ∈ MahR (Z2 ). Let µ be a Radon probability measure on Z2 with Maharam type κ.
For each i ∈ Z2 , let µ0i be the marginal measure on Xi , and κ0i its Maharam type. By 531C, κ ≤ i∈I2 κ0i ; since
P

I2 ⊆ I 0 , κ > #(I2 ); since κ is infinite, it must be less than or equal to supi∈I2 max(ω, κ0i ). On the other hand, by
531F, each κ0i is either finite or the supremum of some countable subset of MahR (Xi ); because cf θi > ω, κ0i < θi and
max(ω, κ0i ) ∈ MahR (Xi ). Setting

κi = med(κ0i , ω, κ) for i ∈ I2 ,
= 0 for i ∈ I \ I2 ,

we have κi ∈ MahR (Xi ) for every i ∈ I and κ = supi∈I κi .


case 3 Suppose that κ ∈ MahR (Z3 ). Because κ = θi ∈ / MahR (Xi ) for i ∈ I3 , 531Eg tells us that I3 must be
infinite. Let hin in∈N be a sequence of distinct elements of I3 . Of course κ itself is uncountable and has countable
cofinality, so we can find a sequence κ0n of infinite cardinals less than κ with supremum κ. Setting κin = κ0n , κi = 0 for
i ∈ I \ {in : n ∈ N}, we have κi ∈ MahR (Xi ) for every i and κ = supi∈I κi .
case 4 Suppose that κ ∈ MahR (Z4 ). Following the scheme of case 2 above, let µ be a Radon probability measure
on Z4 with Maharam type κ, and for each i ∈ I4 let µ0i be the marginal measure on Xi and κ0i its Maharam type.
Then, as before, κ ≤ supi∈I4 max(ω, κ0i ). At the same time, κ0i ≤ θi < κ for every i, so we must have κ = supi∈I4 θi .
Set δ = cf κ. Then we can choose hiξ iξ<δ inductively in I4 so that θiη < θiξ whenever η < ξ < δ and supξ<δ θiξ = κ.
Now define hκi ii∈I by saying

κiξ+1 = θiξ whenever ξ < δ,


κi = 0 if i ∈ I \ {iξ+1 : ξ < δ}.

This gives κi ∈ MahR (Xi ) for every i and κ = supi∈I κi .


case 5 ?? Suppose, if possible, that κ ∈ MahR (Z5 ). Once again, we can find a Radon probability measure µ on
Z5 with Maharam type κ, and look at its marginal measures µ0i for i ∈ I5 . This
Ptime, however, every µ0i must be purely
0 0
atomic and has Maharam S type κi ≤ ω; also #(I5 ) < κ. So our formula κ ≤ i∈I5 κi becomes κ = ω. In this case I5
must be finite and κ ∈ i∈I5 MahR (Xi ) = {0}, which is absurd. XX
Thus this case evaporates and the proof is complete.

531H Remarks The results above already enable us to calculate MahR (X) for many spaces. Of course we begin
with compact spaces (531Ec). If X is compact and Hausdorff, and [0, 1]κ is a continuous image of X, where κ is an
infinite cardinal, then κ ∈ MahR (X) (531Ed); so if [0, 1]w(X) is a continuous image of X, then MahR (X) is completely
specified, being {0} ∪ {κ : ω ≤ κ ≤ w(X)} (531Ea, 531Ef). Of course it is not generally true that w(X) ∈ MahR (X)
(531Xc). But it is quite often the case that [0, 1]κ is a continuous image of X for every κ ∈ MahR (X), and I will now
investigate this phenomenon.

531I Notation For the rest of the section, I will use the following notation, mostly familiar from earlier chapters of
this volume. For any ordinal ζ, let νζ be the usual measure on {0, 1}ζ , Σζ its domain, Nζ its null ideal and (Bζ , ν̄ζ ) its
measure algebra. In this context, I will write eξ ∈ Bζ for Eξ• , where Eξ = {x : x ∈ {0, 1}ζ , x(ξ) = 1}. For I ⊆ ζ let CI
be the closed subalgebra of Bζ generated by {eξ : ξ ∈ I}. For each ξ < ζ, let φξ : Bζ → Bζ be the measure-preserving
involution corresponding to reversal of the ξth coordinate, that is, φξ (eξ ) = 1 \ eξ and φξ (eη ) = eη for η 6= ξ.
531L Maharam types of Radon measures 189

531JS Lemma Let κ be a cardinal, and take Bκ , CI , for I ⊆ κ, and φξ , for ξ < κ, as in 531I.
(a) {CI : I ∈ [κ]<ω } is dense in Bκ for the measure-algebra topology of Bκ .
(b) For every a ∈ Bκ , there is a (unique) countable J ∗ (a) ⊆ κ such that, for I ⊆ κ, a ∈ CI iff I ⊇ J ∗ (a).
(c) φξ φη = φη φξ for all ξ, η < κ.
(d) If I ⊆ κ, a ∈ CI and ξ < κ, then a ∩ φξ a ∈ CI\{ξ} .
(e) For a ∈ Bκ and ξ < κ we have φξ a = a iff ξ ∈/ J ∗ (a).
(f) φξ a ∈ CI whenever I ⊆ κ, ξ < κ and a ∈ CI .
proof (a) See 254Fe.
(b) See 254Rd or 325Mb.
(c) Because {eζ : ζ < κ} τ -generates Bκ , it is enough to check that φξ φη eζ = φη φξ eζ for all ξ, η, ζ < κ, and this is
easy.
(d) The subalgebra {(c ∩ eξ ) ∪ (c0 \ eξ ) : c, c0 ∈ CI\{ξ} } generated by CI\{ξ} ∪ {eξ } is closed (323K), so is the
whole of CI and contains a. If c, c0 ∈ CI\{ξ} are such that a = (c ∩ eξ ) ∪ (c0 \ eξ ), then φξ a = (c \ eξ ) ∪ (c0 ∩ eξ ) and
a ∩ φξ a = c ∩ c0 ∈ CI\{ξ} .
(e) If ξ ∈/ J ∗ (a) then φξ a = a because φξ (eη ) = eη for every η 6= ξ. If φξ a = a then a = a ∩ φξ a ∈ Cκ\{ξ} , by (d),
and J ∗ (a) ⊆ κ \ {ξ}, that is, ξ ∈
/ J ∗ (a).
(f ) CI is the closed subalgebra of A generated by {eη : η ∈ I}, so φξ [CI ] is the closed subalgebra generated by
{φξ eη : η ∈ I} ⊆ CI (324L).

531K Lemma Let κ ≥ ω2 be a cardinal. Suppose that we are given a family haξ iξ<κ in Bκ . Then there are a set
Γ ∈ [κ]κ and a family hcξ iξ<κ in Bκ such that
cξ ⊆ aξ , ν̄κ cξ ≥ 2ν̄κ aξ − 1
for every ξ, and, in the notation of 531I,
1
ν̄κ (inf ξ∈I cξ ∩ eξ ∩ inf η∈J cη \ eη ) = ν̄κ (inf ξ∈I∪J cξ )
2#(I∪J)
whenever I, J ⊆ Γ are disjoint finite sets.
proof Let eξ , φξ , for ξ < κ, CL , for L ⊆ κ, and J ∗ (a), for a ∈ Bκ , be as in 531I-531J. Set Lξ = J ∗ (aξ ) and
cξ = aξ ∩ φξ aξ for each ξ; then
ν̄κ cξ = ν̄κ aξ + ν̄κ (φξ aξ ) − ν̄κ (aξ ∪ φξ aξ ) ≥ 2ν̄κ aξ − 1
and cξ ∈ CLξ \{ξ} (531Jd). By Hajnal’s Free Set Theorem (5A1Hc), there is a set Γ ∈ [κ]κ such that ξ ∈ / Lη whenever
ξ, η are distinct members of Γ. (This is where we use the hypothesis that κ ≥ ω2 .) Now suppose that I, J ⊆ Γ are
finite and disjoint. Then (Lξ \ {ξ}) ∩ (I ∪ J) = ∅, so cξ ∈ Cκ\(I∪J) , for every ξ ∈ I ∪ J. Accordingly c = inf ξ∈I∪J cξ
belongs to Cκ\(I∪J) . This means that c and the eξ , for ξ ∈ I ∪ J, are stochastically independent, and
Q Q 1
ν̄κ (c ∩ inf ξ∈I eξ ∩ inf η∈J (1 \ eη )) = ν̄κ c · ξ∈I ν̄κ eξ · η∈J ν̄κ (1 \ eη ) = ν̄κ c,
2#(I∪J)
as claimed.

531L Theorem Let X be a normal Hausdorff space.


(a) (Haydon 77) If ω ∈ MahR (X) then [0, 1]ω is a continuous image of X.
(b) (Haydon 77, Plebanek 97) If κ ≥ ω2 belongs to MahR (X) and λ ≤ κ is an infinite cardinal such that (κ, λ)
is a measure-precaliber pair of every probability algebra, then [0, 1]λ is a continuous image of X.
proof (a) If ω ∈ MahR (X) then X has a compact subset K which is not scattered (531Ee) and there is a continuous
surjection from K onto [0, 1] (4A2G(j-iv)). By Tietze’s theorem (4A2Fd), this has an extension to a continuous map
from X to [0, 1] which is still a surjection. As there is a continuous surjection from [0, 1] onto [0, 1]ω (5A4J(b-ii)), there
is a continuous surjection from X onto [0, 1]ω .
(b) Let µ be a Maharam-type-homogeneous Radon probability measure on X with Maharam type κ, Σ its domain,
and (A, µ̄) its measure algebra, so that (A, µ̄) is isomorphic to the measure algebra (Bκ , νκ ) as discussed in 531I-531K.
Let he0ξ iξ<κ be a stochastically independent generating set of elements of measure 21 in A, so that (A, he0ξ iξ<κ ) is
isomorphic to (B, heξ iξ<κ ). For each ξ < κ, let Eξ ∈ Σ be such that Eξ• = e0ξ in A. Let Kξ0 ⊆ Eξ , Kξ00 ⊆ X \ Eξ be
compact sets of measure at least 13 , and set Kξ = Kξ0 ∪ Kξ00 , aξ = Kξ• for ξ < κ. By 531K, copied into A, there are
hcξ iξ<κ and Γ0 ∈ [κ]κ such that cξ ⊆ aξ and µ̄cξ ≥ 13 for each ξ, and
190 Topologies and measures III 531L

1
ν̄κ (inf ξ∈I cξ ∩ e0ξ ∩ inf η∈J cη \ e0η ) = ν̄κ (inf ξ∈I∪J cξ )
2#(I∪J)
whenever I, J ⊆ Γ0 are disjoint finite sets.
At this point, recall that (κ, λ) is supposed to be a measure-precaliber pair of every probability algebra. So there
is a Γ ∈ [Γ0 ]λ such that inf ξ∈I cξ 6= 0 for every finite I ⊆ Γ. It follows at once that inf ξ∈I aξ ∩ e0ξ ∩ inf η∈J aη \ e0η is
non-zero for all disjoint finite sets I, J ⊆ Γ. But this means that X ∩ ξ∈I Kξ0 ∩ η∈J Kη00 is non-negligible, therefore
T T

T all disjoint finite I, J ⊆ Γ.


non-empty, for
Set K = ξ∈Γ Kξ , so that K ⊆ X is compact. Then we have a continuous function f : K → {0, 1}Γ defined by
setting

f (x)(ξ) = 1 if x ∈ K ∩ Eξ = K ∩ Kξ0 ,
= 0 if x ∈ K \ Eξ = K ∩ Kξ00 .

P If w ∈ {0, 1}Γ and L ⊆ Γ is finite, then


Now f is surjective. P

FL = {x : x ∈ X, x ∈ Kξ0 whenever ξ ∈ L and w(ξ) = 1,


x ∈ Kξ00 whenever ξ ∈ L and w(ξ) = 0}
is a non-empty closed set. The family {FL : L ∈ [Γ]<ω } is downwards-directed, so has non-empty intersection; and if
x is any point of the intersection, x ∈ K and f (x) = w. Q
Q
As #(Γ) = λ, {0, 1}λ is a continuous image of a closed subset of X and [0, 1]λ is a continuous image of X (5A4Fa).

531M Proposition (Plebanek 97) If κ is an infinite cardinal which is not a measure-precaliber of every probability
algebra, then there is a compact Hausdorff space X such that κ ∈ MahR (X) but [0, 1]κ is not a continuous image of X.
proof Recall that since there is some probability algebra of which κ is not a measure-precaliber, it cannot be a
measure-precaliber of (Bκ , ν̄κ ) (525J(a-i)). Let haξ iξ<κ be a family in Bκ , with no centered subfamily of size κ, such
that inf ξ<κ ν̄κ aξ = α > 0. Choose hbξ iξ<κ in Bκ inductively, as follows. Given hbη iη<ξ , let Dξ be the closed subalgebra
of Bκ generated by {bη : η < ξ} ∪ {aξ }. Because Bκ is homogeneous with Maharam type κ > τ (Dξ ), it is relatively
atomless over Dξ , and there is a b ∈ Bκ such that ν̄κ (b ∩ c) = 12 ν̄κ c for every c ∈ Dξ (331B). Set bξ = b ∩ aξ ; then for
any η < ξ we have
1 1 α
ν̄κ (bξ 4 bη ) = ν̄κ bξ + ν̄κ bη − 2ν̄κ (bξ ∩ bη ) = ν̄κ aξ + ν̄κ bη − ν̄κ (aξ ∩ bη ) ≥ ν̄κ aξ ≥ .
2 2 2
Continue.
Let C be the subalgebra of Bκ generated by {bξ : ξ < κ}, and X its Stone space. Then C is isomorphic to the
algebra of open-and-closed subsets of X, so we have a Radon measure µ on X defined by saying that µb c = ν̄κ c for every
c ∈ C, writing b
c for the open-and-closed subset of X corresponding to c (416Qa). Now µ is strictly positive and we can
identify C with a topologically dense subalgebra of the measure algebra of µ. It follows that µ has a Maharam-type-
homogeneous component of type at least κ. P P?? Otherwise, there would be a set E ⊆ X, of measure at least 1 − 41 α,
such that the Maharam type of the subspace measure µE was less than κ. But
α α
µ(E ∩ bbξ 4bbη ) ≥ ν̄κ (bξ 4 bη ) − ≥
4 4

whenever η < ξ < κ, so the topological density of the measure algebra of µE is at least κ (5A4B(h-ii)) and the Maharam
type of µE is at least κ (521O). X XQ Q It follows that κ ∈ MahR (X).
?? Suppose, if possible, that [0, 1]κ is a continuous image of X. By 5A4C(d-iii), there is a non-empty closed subset
F of X such that χ(x, F ) ≥ κ for every x ∈ F . Let D ⊆ κ be a maximal set such that {F } ∪ {bbξ : ξ ∈ D} has the finite
T
intersection property. Set Z = F ∩ ξ∈D bbξ ; then Z contains a point z say. Because {bξ : ξ ∈ D} is centered, so is
bξ : I ∈ [D]<ω } is too small to be a base of neighbourhoods of z in
T b
{aξ : ξ ∈ D}, and #(D) < κ. Accordingly {F ∩ ξ∈I
F ; by 4A2Gd, Z 6= {z}. Let x ∈ Z \ {z}. Because {b c : c ∈ C} is a base for the topology of X there is a ζ < κ such that
one of x, z belongs to bbζ and the other does not. But in this case ζ ∈
/ D and Z ∩ bbζ 6= ∅, so {bbξ : ξ ∈ D ∪ {ζ}} ∪ {F } is
centered, contrary to the choice of D. XX
Thus X has the required properties.

531N From 531L-531M we see that if κ is any infinite cardinal other than ω1 , then the following are equiveridical:
(i) κ is a measure-precaliber of every probability algebra;
(ii) whenever X is a compact Hausdorff space and κ ∈ MahR (X), then [0, 1]κ is a continuous image of X.
The following variation on the construction in 531M shows that ω1 really is a special case.
531O Maharam types of Radon measures 191

S (Plebanek 97) Suppose that there is a family hWξ iξ<ω1 in Nω1 such that every closed subset of
Proposition
{0, 1}ω1 \ ξ<ω1 Wξ is scattered. Then there is a compact Hausdorff space X such that ω1 ∈ MahR (X) but [0, 1]ω1 is
not a continuous image of X.
proof (a) Set Eξ = {z : z ∈ {0, 1}ω1 , z(ξ) = 1} for each ξ < ω1 . Choose a family hKξn iξ<ω1 ,n∈N of compact sets
in {0, 1}ω1
S
as follows. Given hKηn iη<ξ,n∈N , where ξ < ω1 , such that n∈NT Kηn Sis conegligible for every η < ξ, then
for each j ∈ N we can find a family hn(ξ, η, j)iη<ξ in N such that Lξj = η<ξ i≤n(ξ,η,j) Kηi has measure at least
1 − 2−j−4 . 0 0
) of measure at least 1 − 2−j−3 − νω1 ( i<j Kξi
0
S S
For j ∈ N choose a compact set Kξj ⊆ Lξj \ (Wξ ∪ i<j Kξi ).
Set
0 0
Kξ,2i = Kξi ∩ Eξ , Kξ,2i+1 = Kξi \ Eξ
for each i ∈ N, and continue.
(b) At the end of the induction, let C be the algebra of subsets of {0, 1}ω1 generated by {Kξi : ξ < ω1 , i ∈ N}, and
X its Stone space. Then we have a Radon probability measure µ on X defined by setting µC b = νω C for every C ∈ C,
1

where C is the open-and-closed subset of X corresponding to C. For η < ξ < ω1 , we have


b

b η0 4K
µ(K b ξ0 ) = νω (Kη0 4Kξ0 )
1
0 0
= νω1 ((Eη ∩ Kη0 )4(Eξ ∩ Kξ0 ))
0 0
≥ νω1 (Eη 4Eξ ) − νω1 (Eη \ Kη0 ) − νω1 (Eξ \ Kξ0 )
1 1 1 1
≥ − − = ,
2 8 8 4

so the Maharam type of µ is at least ω1 and ω1 ∈ MahR (X).


S
(c) Let F ⊆ X be a non-scattered closed set. Then there is a ζ < ω1 such that F 6⊆ i∈N K
b ζi . P
P?? Otherwise, set
T S
R = ξ<ω1 i∈N (F ∩ K b ξi ) × Kξi ⊆ X × {0, 1}ω1 .

Note that for each ξ < ω1 the K b ξi are open-and-closed sets covering F , so {i : F ∩ K b ξi 6= ∅} is finite and S (F ∩
i∈N
Kb ξi ) × Kξi is compact; so R is compact. If (x, z) and (x0 , z 0 ) ∈ R and x 6= x0 , there must be some C ∈ C such that
x∈C b and x0 ∈ b so there must be some ξ < ω1 and i ∈ N such that just one of x, x0 belongs to K
/ C, b ξi ; in this case,
only the corresponding one of z, z 0 can belong to Kξi , and z 6= z 0 .
Conversely, if (x, z) and (x0 , z 0 ) ∈ R and z 6= z 0 , there is some ξ such that z(ξ) 6= z 0 (ξ). In this case, if i, j ∈ N are
such that (x, z) ∈ K b ξi × Kξi and (x0 , z 0 ) ∈ K
b ξj × Kξj , i 6= j and x 6= x0 .
This shows that R is the graph of a bijection from F to R[F ]. Because R isSa compact subset of F × R[F ], it is
a homeomorphism, and R[F ] Sis not scattered. But, for each ξ < ω1 , R[F ] ⊆ i∈N Kξi is disjoint from Wξ ; and all
compact subsets of {0, 1}ω1 \ ξ<ω1 Wξ are supposed to be scattered. X XQ Q
S
(d) Take x ∈ F \ i∈N K b ζi . Then χ(x, X) ≤ ω. P P Consider the set
V = η≤ζ,i∈N {x0 : x0 ∈ X, x0 ∈ K
T b ηi ⇐⇒ x ∈ K b ηi }.

This is a Gδ set containing x. ?? If there is an x0 ∈ V \ {x}, there must be some ξ < ω1 and j ∈ N such that just one
of x, x0 belongs to K
b ξj . In this case, ξ > ζ, so Kξj ⊆ S S
i≤k Kζi and Kξj ⊆ i≤k Kζi for some k ∈ N. But neither x nor
b b
0
S
x belongs to i≤k Kζi . X
b X Thus V = {x}; by 4A2Gd, χ(x, X) ≤ ω. Q Q
(e) Thus we see that whenever F ⊆ X is a non-scattered closed set, there is an x ∈ F such that χ(x, X) is countable.
By 5A4C(d-iii), [0, 1]ω1 is not a continuous image of X.

531O In 531M we have a space X from which there is no surjection onto [0, 1]κ because every non-empty closed set
has a point of character less than κ. From stronger properties of κ we can get compact spaces with stronger topological
properties, as in the next two results.
Proposition Let κ, κ0 and λ be infinite cardinals such that (κ, κ0 ) is not a measure-precaliber pair of (Bλ , ν̄λ ). Then
there is a compact Hausdorff space X such that κ ∈ MahR (X) and χ(x, X) < max(κ0 , λ+ ) for every x ∈ X.
proof Let haξ iξ<κ be a family in Bλ , with no centered subfamily of cardinal κ0 , such that inf ξ<κ µ̄aξ = α > 0. Let
1
ψ : Bλ → Σλ be a lifting; for each ξ < κ, let Kξ ⊆ ψaξ be a compact set of measure T at leastT 2 α. If D ⊆ κ and
0
#(D) = κ , then there is a finite set I ⊆ D such that inf ξ∈I aξ = 0, in which case ξ∈I Kξ ⊆ ξ∈I ψaξ = ∅. Thus
{ξ : x ∈ Kξ } has cardinal less than κ0 for every x ∈ {0, 1}λ .
Set
192 Topologies and measures III 531O

: x ∈ {0, 1}λ , y ∈ {0, 1}κ , x ∈ Kξ or y(ξ) = 0},


T
X= ξ<κ0 {(x, y)

so that X is a compact subset of {0, 1}λ × {0, 1}κ . Now χ((x, y), X) < max(κ0 , λ+ ) for every (x, y) ∈ X. P
P Set
D = {ξ : ξ < κ, x ∈ Kξ }, so that #(D) < κ0 . For I ∈ [λ]<ω and J ∈ [D]<ω set
VIJ = {(x0 , y 0 ) : (x0 , y 0 ) ∈ X, x0 I = xI, y 0 J = yJ},
so that V T = {VIJ : I ∈ [λ]<ω , J ∈ [D]<ω } is a downwards-directed family of closed neighbourhoods of (x, y). If
0 0 0
(x , y ) ∈ V, then xT = x, so x0 ∈
/ Kξ for ξ ∈ κ \ D, and y 0 (ξ) = y(ξ) = 0 for ξ ∈ / D; also y 0 D = yD, so
0 0
(x , y ) = (x, y). Thus V = {(x, y)}; by 4A2Gd, V is a base of neighbourhoods of (x, y), and
χ((x, y), X) ≤ #(V) ≤ max(#(D), λ) < max(κ0 , λ+ ). Q
Q
Define g : {0, 1}λ × {0, 1}κ → {0, 1}κ and h : {0, 1}λ × {0, 1}κ → X by setting

g(x, y)(ξ) = y(ξ) if x ∈ Kξ ,


= 0 otherwise,
h(x, y) = (x, g(x, y)),

for ξ < κ, x ∈ {0, 1}λ and y ∈ {0, 1}κ . Write Σ for the domain of the product measure ν = νλ × νκ on {0, 1}λ × {0, 1}κ .
Then the σ-algebra {F : F ⊆ X, h−1 [F ] ∈ Σ} contains all sets of the form {(x, y) : x(η) = 1} and {(x, y) : y(ξ) = 1},
so includes a base for the topology of X and therefore contains every open-and-closed set. Accordingly we have an
additive functional U 7→ νh−1 [U ] on the algebra of open-and-closed subsets of X, which extends to a Radon probability
measure µ on X (416Qa). Set Fξ = {(x, y) : (x, y) ∈ X, y(ξ) = 1} for each ξ < κ; then for any η < ξ < κ,

µ(Fξ \ Fη ) = νh−1 [Fξ \ Fη ]


1 1
≥ ν{(x, y) : x ∈ Kξ , y(ξ) = 1, y(η) = 0} = νλ Kξ ≥ α.
4 8

Once again, this shows that the measure algebra of µ must have a homogeneous principal ideal with Maharam type at
least κ, and κ ∈ Mah(X).

531P Putting these ideas together with 531L, we have the following.
Proposition (see Plebanek 95) Let κ be a regular uncountable cardinal. Then the following are equiveridical:
(i) κ is a precaliber of every measurable algebra;
(ii) if X is a compact Hausdorff space such that κ ∈ MahR (X), then χ(x, X) ≥ κ for some x ∈ X.
proof (i)⇒(ii) If κ ≥ ω2 , then 531Lb tells us that [0, 1]κ is a continuous image of X. By 5A4C(d-iii) and 5A4Bb, it
follows at once that χ(x, X) ≥ κ for many points x ∈ X.
?? Suppose, if possible, that ω1 is a precaliber of every probability algebra, but that there is a first-countable compact
Hausdorff space X with ω1 ∈ MahR (X). Let µ be a Maharam-type-homogeneous Radon probability measure on X
with Maharam type ω1 , and (A, µ̄) its measure algebra; let heξ iξ<ω1 be a τ -generating stochastically independent family
of elements of measure 21 in A. As in 531J, there is for each a ∈ A a countable J ∗ (a) ⊆ ω1 such that a belongs to the
closed subalgebra of A generated by {eξ : ξ ∈ J ∗ (a)}.
S For each x ∈ X, let Ux be a countable base of open neighbourhoods of x, andSset Ax = {U • : U ∈ Ux }, J † (x) =
∗ † †
a∈Ax J (a). Then J (x) is countable. For ξ < ω1 , set Cξ = {x : J (x) ⊆ ξ}; then ξ<ω1 Cx = X. Now ω1 is supposed
to be a precaliber of A, so there must be a ξ < ω1 such that Cξ has full outer measure (525Dc).
Let G ⊆ X be open. Then G• belongs to the closed subalgebraSCξ of A generated by {eη : η < ξ}. P P For
each x ∈ G ∩ Cξ , there is a Ux ∈ Ux such that Ux ⊆ G. Set H = {Ux : x ∈ G ∩ Cξ }, so that H ⊆ G is open
and G ∩ Cξ = H ∩ Cξ ; as Cξ has full outer measure, G \ H is negligible and H • = G• . But 414Aa tells us that
H • = supx∈Cξ Ux• , and this belongs to Cξ , because J † (x) ⊆ ξ for every x ∈ Cξ . QQ
It follows at once that F • ∈ Cξ for every closed F ⊆ X. Because µ is inner regular with respect to the closed sets,
Cξ is order-dense in A and A = Cξ has Maharam type #(ξ) < ω1 . X X
Thus (i)⇒(ii) also when κ = ω1 .
not-(i)⇒not-(ii) Again, the case κ ≥ ω2 is covered by earlier results. P P If κ ≥ ω2 is a regular cardinal which is
not a precaliber of every probability algebra, then by 525Jb there is a λ < κ such that κ is not a precaliber of Bλ .
Now 531O tells us that there is a compact Hausdorff space X such that κ ∈ MahR (X) and χ(x, X) < max(κ, λ+ ) = κ
for every x ∈ X. QQ
So once again we are led to the case κ = ω1 , and we are supposing that ω1 is not a precaliber of every probability
algebra, and therefore not of Bω1 . By 525Hc, cov Nω1 = ω1 and there is a non-decreasing family hEξ iξ<ω1 of negligible
subsets of {0, 1}ω1 covering {0, 1}ω1 . Let Eξ0 ⊇ Eξ be a negligible set determined by coordinates in a countable set
531Q Maharam types of Radon measures 193

Jξ ⊆ ω1 , for each ξ < ω1 . For each ξ < ω1 , let Ẽξ = {Eη0 : η < ξ, Jη ⊆ ξ}; then each Ẽξ is determined by coordinates
S

less than ξ, hẼξ iξ<ω1 is non-decreasing, and


0 ω1
S S
ξ<ω1 Ẽξ = ξ<ω1 Eξ = {0, 1} .

Let ζ < ω1 be such that J ⊆ ζ. For ζ ≤ ξ < ω1 , {0, 1}ω1 \ Ẽξ is a non-negligible measurable set determined by
coordinates in ξ. There is therefore a compact set Kξ ⊆ {0, 1}ω1 \ Ẽξ , of measure at least 43 , also determined by
coordinates in ξ. Set
X = ζ≤ξ<ω1 {x : x ∈ {0, 1}ω1 , x ∈ Kξ or x(ξ) = 0},
T

so that X ⊆ {0, 1}ω1 is compact. Then X is first-countable. PP If x ∈ X, then there is some ξ ≥ ζ such that x ∈ Ẽξ .
In this case, if yξ = xξ, neither x nor y can belong to Kη for any η ≥ ξ, so y = x and {x} is a Gδ set in X and
χ(x, X) ≤ ω (4A2Gd). Q Q
Define f : {0, 1} → {0, 1}ω1 by setting
ω1

f (x)(ξ) = x(ξ) if x ∈ Kξ ,
= 0 otherwise.

Then f (x) ∈ X for every x and we can define a Radon measure µ on X by setting µV = νω1 f −1 [V ] for every
open-and-closed set V ⊆ X (416Qa). Consider Gξ = {x : x ∈ X, x(ξ) = 1} for ξ < ω1 . If η < ξ < ω1 , then

µ(Gξ \ Gη ) ≥ νω1 {x : x ∈ Kξ , x(ξ) = 1, x(η) = 0}


1 1 1
≥ (νω1 Kξ − ) ≥ .
2 2 8

So the Maharam type of µ is at least ω1 and ω1 ∈ MahR (X) (531F). Thus in this case too we have the required example.

531Q In 531P we see that if ω1 is not a precaliber of every measurable algebra then there is a first-countable
compact Hausdorff space with a Radon measure with Maharam type ω1 . With a sharper hypothesis, and rather more
work, we can get a substantially stronger version, as follows.
Proposition Suppose that cf Nω = ω1 . Then there is a hereditarily separable perfectly normal compact Hausdorff
space X such that ω1 ∈ MahR (X).
proof For η ≤ ξ ≤ ω1 and x ∈ {0, 1}ξ , set πξη (x) = xη; write πη for πω1 η : {0, 1}ω1 → {0, 1}η .
(a) It will be helpful to have the following fact out in the open. Let Y be a zero-dimensional metrizable compact
Hausdorff space, µ an atomless Radon probability measure on Y , A ⊆ Y a µ-negligible set and Q a countable family
of closed subsets of Y . Then there are closed sets K, L ⊆ Y , with union Y , such that
K ∪ L = Y , K ∩ L ∩ A = ∅, µ(K ∩ L) ≥ 12 ,
K ∩ Q = Q \ L and L ∩ Q = Q \ K for every Q ∈ Q.
PP We can of S course suppose that Q is non-empty. For each Q ∈ Q let DQ be a countable dense subset of Q; let
S ⊆ Y \ (A ∪ Q∈Q DQ ) be a closed set of measure at least 12 . (This is where we need to know that µ is atomless,
so that every DQ is negligible.) Let U be a countable base for the topology of Y consisting of open-and-closed sets
and let h(Un , Qn )in∈N run over U × Q. Choose inductively sequences hGn in∈N , hHn in∈N of open-and-closed subsets of
Y \ S, as follows. Start with G0 = H0 = ∅. Given that Gn and Hn are disjoint from each other and from S, then if
Un ∩ Qn ∩ S = ∅, take Gn+1 = Gn ∪ (Un \ Hn ) and Hn+1 = Hn . Otherwise, S ∩ Qn is nowhere dense in Qn (because
it does not meet DQn ), while (Gn ∪ Hn ) ∩ Qn is a relatively closed set in Qn not meeting S, therefore not including
Qn ∩ Un ; so Qn ∩ Un \ (S ∪ Gn ∪ Hn ) must have at least two points y, y 0 say, and we can enlarge Gn and Hn to disjoint
0
open-and-closed subsets Gn+1 , Hn+1 of YS\ S containing y, yS respectively, and therefore both meeting Un ∩ Qn .
At the end of the induction, set G = n∈N Gn and H = n∈N Hn , so that G and H are disjoint open subsets of
Y \ S. Now if y is any point of Y \ S, there must be some n such that y ∈ Un ⊆ Y \ S, so that y ∈ Gn+1 ∪ Hn ; thus
Y = G ∪ H ∪ S. Set K = G ∪ S = Y \ H, L = H ∪ S = Y \ G; then K and L are closed sets with union Y , and
K ∩ L = S has measure at least 21 and is disjoint from A.
If Q ∈ Q, y ∈ S ∩ Q and U is any neighbourhood of y, there is an n ∈ N such that Qn = Q and y ∈ Un ⊆ U . In this
case, Gn+1 and Hn+1 meet Un ∩ Q. As U is arbitrary,
y ∈ Q ∩ G ∩ Q ∩ H = Q \ L ∩ Q \ K.
Thus K ∩ L ∩ Q ⊆ Q \ L ∩ Q \ K, so K ∩ Q ⊆ Q \ L and L ∩ Q ⊆ Q \ K. On the other hand, K ⊇ Q \ L and L ⊇ Q \ K,
so K ∩ Q = Q \ L and L ∩ Q = Q \ K. Thus K and L fulfil all the specifications. Q
Q
194 Topologies and measures III 531Q

(b) Choose
hfξ iω≤ξ≤ω1 , hµξ iω≤ξ<ω1 , hKξ iω≤ξ<ω1 , hLξ iω≤ξ<ω1 , hXξ iω≤ξ≤ω1 ,

hQ0ζξ iω≤ξ≤ζ<ω1 , hQξδ iω≤δ≤ξ<ω1 , hQξδη iω≤η≤δ≤ξ<ω1 , hAζξ iω≤ξ≤ζ<ω1 , hAξ iω≤ξ<ω1
as follows. fω (x) = x for every x ∈ {0, 1}ω = Xω . Given that ω ≤ ξ < ω1 and fξ is a Borel measurable surjection from
{0, 1}ξ onto a compact subset Xξ of {0, 1}ξ , let µξ be the image measure νξ fξ−1 , so that µξ is a Radon measure on
{0, 1}ξ (433E, 418I); of course µξ Xξ = 1. Because cf Nω = ω1 , µξ is inner regular with respect to a family of size at most
ω1 (524Pb), which we may suppose to consist of closed sets; let hQ0ζξ iξ≤ζ<ω1 run over such a family. Similarly, there
−1
is a family hAζξ iξ≤ζ<ω1 running over a cofinal subset of the null ideal of µξ . Next, for ω ≤ δ ≤ ξ, let Qξδ ⊆ πξδ [Q0ξδ ]
−1
be a compact µξ -self-supporting set of the same µξ -measure as πξδ [Q0ξδ ]. Note that, as µξ Xξ = 1, every Qξδ must be
−1
included in Xξ . Set Qξδη = Xξ ∩ πξδ [Qδη ] for ω ≤ η ≤ δ ≤ ξ. Set
−1 S
Aξ = {πξη [Aδη ] : ω ≤ η ≤ δ ≤ ξ}, Aξ = {A : A ∈ Aξ , µξ A = 0};
because Aξ is countable, Aξ is µξ -negligible. By (a) above, we can find closed sets Kξ , Lξ covering {0, 1}ξ such that
µξ (Kξ ∩ Lξ ) ≥ 21 , Kξ ∩ Lξ ∩ Aξ = ∅, and Kξ ∩ Qξδη = Qξδη \ Lξ , Lξ ∩ Qξδη = Qξδη \ Kξ whenever ω ≤ η ≤ δ ≤ ξ.
Given that ω < ξ ≤ ω1 and that Kη , Lη are closed subsets of {0, 1}η covering {0, 1}η for ω ≤ η < ξ, define fξ (x)(η)
inductively, for x ∈ {0, 1}ξ and η < ξ, by setting

fξ (x)(η) = x(η) if η < ω or η ≥ ω and xη ∈ Kη ∩ Lη ,


= 1 if η ≥ ω and xη ∈
/ Lη ,
= 0 if η ≥ ω and xη ∈
/ Kη .
ξ ξ
Then fξ : {0, 1} → {0, 1} is Baire measurable. Set
Xξ = ω≤η<ξ {x : x ∈ {0, 1}ξ , x(η) = 1 or xη ∈ Lη , x(η) = 0 or xη ∈ Kη };
T

then Xξ ⊆ {0, 1}ξ is compact, fξ (x) ∈ Xξ for every x ∈ {0, 1}ξ , and fξ (x) = x for every x ∈ Xξ . So fξ [{0, 1}ξ ] = Xξ
and (if ξ < ω1 ) the process continues.
(c) At the end of the induction, write f for fω1 and X for Xω1 . If z ∈ {0, 1}ω1 and ξ < ω1 , an easy induction on η
shows that f (z)(η) = fξ (zξ)(η) for every η < ξ, that is, that f (z)ξ = fξ (zξ). Next, because f is Baire measurable,
we have a Radon measure µ on {0, 1}ω1 defined by saying that µV = νω1 f −1 [V ] for every Baire set V ⊆ {0, 1}ω1
(432F); of course µV = 0 for every open-and-closed set V disjoint from X, so µX = 1.
(d) A couple of simple facts. I have already observed that πξ f = fξ πξ for ω ≤ ξ < ω1 ; consequently
Xξ = fξ [{0, 1}ξ ] = fξ [πξ [{0, 1}ω1 ]] = πξ [f [{0, 1}ω1 ]] = πξ [X]
and

µξ [V ] = νξ fξ−1 [V ] = (νω1 πξ−1 )fξ−1 [V ] = νω1 (fξ πξ )−1 [V ]


= νω1 (πξ f )−1 [V ] = (νω1 f −1 )πξ−1 [V ] = µπξ−1 [V ]
for every open-and-closed set V ⊆ {0, 1}ξ . Thus the Radon measures µπξ−1 and µξ are identical. Equally, if ω ≤ η ≤
ξ < ω1 ,
Xη = πη [X] = πξη [πξ [X]] = πξη [Xξ ]
and
−1
µη = µπη−1 = µ(πξη πξ )−1 = µξ πξη .
Accordingly, if ω ≤ η ≤ δ ≤ ξ < ω1 ,
−1
µξ πξη [Aδη ] = µη Aδη = 0.
S −1
Thus in fact Aξ = Aξ and Kξ ∩ Lξ is disjoint from πξη [Aδη ] whenever ω ≤ η ≤ δ ≤ ξ.
(e) We come now to the first key idea of this construction. If ω ≤ η ≤ δ ≤ ξ < ω1 , then gξδη = πξδ Qξδη is an
P First, let us confirm that if δ ≤ ζ ≤ ξ then
irreducible surjection onto Qδη . P

−1 −1 −1
πξζ [Qξδη ] = πξζ [Xξ ∩ πξδ [Qδη ]] = πξζ [Xξ ∩ πξζ [πζδ [Qδη ]]]
−1 −1
= πξζ [Xξ ] ∩ πζδ [Qδη ] = Xζ ∩ πζδ [Qδη ] = Qζδη . (∗)
531Q Maharam types of Radon measures 195

In particular,
−1
πξδ [Qξδη ] = Qδδη = Xδ ∩ πδδ [Qδη ] = Qδη .
To see that gξδη is irreducible, induce on ξ. At the start, gδδη is an identity function, so is certainly irreducible. For
the inductive step to ξ + 1, given that δ ≤ ξ < ω1 and gξδη is irreducible, consider h = πξ+1,ξ Qξ+1,δ,η . By (*),
h[Qξ+1,δ,η ] = Qξδη . Note that Xξ+1 can be identified with
{(x, 1) : x ∈ Xξ ∩ Kξ } ∪ {(x, 0) : x ∈ Xξ ∩ Lξ }.
If V ⊆ {0, 1} ξ+1
is a cylinder set meeting Qξ+1,δ,η , then V 0 = πξ+1,ξ [V ] is a cylinder set in {0, 1}ξ meeting Qξδη .
Because
Kξ ∩ Qξδη = Qξδη \ Lξ , Lξ ∩ Qξδη = Qξδη \ Kξ , Kξ ∪ Lξ ⊇ Qξδη ,
V 0 must meet both Qξδη \ Lξ and Qξδη \ Kξ . Now V must cover at least one of
{(x, 1) : x ∈ V 0 ∩ Qξδη \ Lξ }, {(x, 0) : x ∈ V 0 ∩ Qξδη \ Kξ },
and h[Qξ+1,δ,η \ V ] is disjoint from at least one of the non-empty sets V 0 ∩ Qξδη \ Lξ , V 0 ∩ Qξδη \ Kξ . As V is arbitrary,
h is irreducible, and the composition gξδη h is irreducible (5A4C(d-iv)); but this is gξ+1,δ,η .
For the inductive step to a limit ordinal ξ such that δ < ξ < ω1 , again take a cylinder set V ⊆ {0, 1}ξ meeting Qξδη .
This time, because ξ is a limit ordinal, there is a ζ such that δ ≤ ζ < ξ and V is determined by coordinates less than
ζ. Set V 0 = πξζ [V ]; then V 0 is a cylinder set in {0, 1}ζ meeting πξζ [Qξδη ] = Qζδη . Now
−1
πξδ [Qξδη \ V ] = πζδ [πξζ [Qξδη \ πξζ [V 0 ]]]
= πζδ [πξζ [Qξδη ] \ V 0 ] = πζδ [Qζδη \ V 0 ] ⊂ Qδη
because gζδη is irreducible. Thus the induction continues. Q
Q
(f ) Repeating the last step of the argument in (e) with ξ = ω1 , we see that in fact πδ X ∩ πδ−1 [Qδη ] is an irreducible
surjection onto Qδη whenever ω ≤ η ≤ δ < ω1 . The next point to confirm is that if z, z 0 ∈ X, ω ≤ η ≤ δ < ω1 ,
zδ = z 0 δ and zη ∈ Aδη , then z 0 = z. PP Suppose that δ ≤ ξ < ω1 and zξ = z 0 ξ. Then Kξ ∩ Lξ does not meet
−1
πξη [Aδη ], so does not contain zξ. Accordingly
/ Lξ =⇒ z 0 ξ ∈
z(ξ) = 1 =⇒ zξ ∈ Kξ =⇒ zξ ∈ / Lξ =⇒ z 0 (ξ) = 1,
and similarly z(ξ) = 0 ⇒ z 0 (ξ) = 0. So an easy induction on ξ shows that z(ξ) = z 0 (ξ) whenever δ ≤ ξ < ω1 , and
z = z0. Q
Q
(g) It follows that if H ⊆ X is closed, there is a ξ < ω1 such that H = X ∩ πξ−1 [πξ [H]] and πξ H is irreducible. P
P
For ω ≤ η ≤ ξ < ω1 ,
−1 −1
µη πη [H] = µξ πξη [πη [H]] = µξ πξη [πξη [πξ [H]]] ≥ µξ πξ [H].
So we have an η < ω1 such that µη πη [H] = µξ πξ [H] whenever η ≤ ξ < ω1 . Now recall that µη is inner regular with
respect to {Q0δη : η ≤ δ < ω1 }. So there is a countable set I ⊆ ω1 \ η such that hQ0δη iδ∈I is disjoint, Q0δη ⊆ πη [H] for
every δ ∈ I and δ∈I µη Q0δη = µπη [H].
P
For each δ ∈ I,

−1
µδ (Qδη \ πδ [H]) ≤ µδ (πδη [Q0δη ] \ πδ [H])
−1
≤ µδ (πδη [πη [H]] \ πδ [H])
−1
= µδ (πδη [πη [H]]) − µδ πδ [H]
−1
(because surely πδ [H] ⊆ πδη [πη [H]])
= µη πη [H] − µδ πδ [H] = 0
by the choice of η. Because Qδη was µδ -self-supporting, and πδ [H] is closed, Qδη ⊆ πδ [H]. Because πδ X ∩ πδ−1 [Qδη ]
is irreducible, X ∩ πδ−1 [Qδη ] ⊆ H.
−1 −1
Set ζ = sup(I ∪ {η}) < ω1 . Since Qδη ⊆ πδη [Q0δη ], πζδ [Qδη ] ⊆ πζη [Q0δη ] for each δ ∈ I; as hQ0δη iδ∈I is disjoint, so is
−1
hπζδ [Qδη ]iδ∈I ; and
X X X
−1 −1
µζ πζδ [Qδη ] = µδ Qδη = µδ πδη [Q0δη ]
δ∈I δ∈I δ∈I
X
= µη Q0δη = µη πη [H] = µζ πζ [H].
δ∈I
196 Topologies and measures III 531Q

Because X ∩ πδ−1 [Qδη ] ⊆ H, πζ [H] ⊇ Xζ ∩ πζδ


−1 −1
S
[Qδη ] for every δ ∈ I. So πζ [H] \ δ∈I πζδ [Qδη ] is µζ -negligible and is
included in Aξζ for some ξ ≥ ζ. Repeating the arguments of the last two sentences at the new level, we see that
S −1 S −1 −1
Xξ ∩ δ∈I πξδ [Qδη ] ⊆ πξ [H] ⊆ δ∈I πξδ [Qδη ] ∪ πξζ Aξζ .
Now suppose that V ⊆ {0, 1}ω1 is an open set meeting H. If there is a z belonging to V ∩ H ∩ πζ−1 [Aξζ ], then
zξ 6= z 0 ξ for any other z 0 ∈ X, by (f); so zξ ∈/ πξ [H \ V ] and πξ [H \ V ] 6= πξ [H]. Otherwise, there is a δ ∈ I such
that V ∩ πδ−1 [Qδη ] is not empty. Because πδ X ∩ πδ−1 [Qδη ] is irreducible, πδ [H \ V ] cannot cover Qδη ⊆ πδ [H]. Thus
πδ [H \ V ] 6= πδ [H]; it follows at once that πξ [H \ V ] 6= πξ [H]. As V is arbitrary, πξ H is irreducible.
I have still to check that H = X ∩ πξ−1 [πξ [H]]. If z, z 0 ∈ X, z ∈ H and z 0 ξ = zξ, then if z ∈ πζ−1 [Aξζ ] we
have z 0 = z ∈ H. Otherwise, there is some δ ∈ I such that z ∈ πδ−1 [Qδη ]. In this case, z 0 δ = zδ ∈ Qδη ; but
X ∩ πδ−1 [Qδη ] ⊆ H, so again z 0 ∈ H. So we have the result. Q Q
(h) We are within sight of the end. From (g) we see, first, that if H ⊆ X is closed then it is of the form X ∩πη−1 [πη [H]]
for some η, so is a zero set in X; accordingly X is perfectly normal, therefore first-countable (5A4Cb). Second, for any
closed H ⊆ X, there is an irreducible continuous surjection from H onto a compact metrizable space πξ [H]; because
πξ [H] is separable, so is H (5A4C(d-i)). It follows that X is hereditarily separable. P P If A ⊆ X, then A is separable;
let D ⊆ A be a countable dense set. Because X is first-countable, each member of A is in the closure of a countable
subset of A, and there is a countable C ⊆ A such that D ⊆ C. Now C is a countable dense subset of A. Q Q
(i) Finally, we need to check that ω1 ∈ MahR (X). For ω ≤ ξ < ω1 , set Uξ = {z : z ∈ {0, 1}ω1 , zξ ∈ Kξ ∩ Lξ ,
z(ξ) = 1}. Then µ(Uξ 4E) ≥ 14 whenever E ⊆ {0, 1}ω1 is a Baire set determined by coordinates less than ξ. P P Set
E 0 = πξ [E], so that E = πξ−1 [E 0 ] and E 0 is a Baire set. Then

µ(Uξ \ E) = νω1 f −1 [Uξ \ E] = νω1 {z : f (z)ξ ∈ Kξ ∩ Lξ \ E 0 , f (z)(ξ) = 1}


= νω1 {z : fξ (zξ) ∈ Kξ ∩ Lξ \ E 0 , z(ξ) = 1}
1 1
= νω1 {z : fξ (zξ) ∈ Kξ ∩ Lξ \ E 0 } = µξ (Kξ ∩ Lξ \ E 0 ),
2 2

while

µ(E \ Uξ ) = νω1 f −1 [E \ Uξ ] ≥ νω1 f −1 [E ∩ πξ−1 [Kξ ∩ Lξ ] \ Uξ ]


= νω1 {z : f (z)ξ ∈ Kξ ∩ Lξ ∩ E 0 , f (z)(ξ) = 0}
= νω1 {z : fξ (zξ) ∈ Kξ ∩ Lξ ∩ E 0 , z(ξ) = 0}
1 1
= νω1 {z : fξ (zξ) ∈ Kξ ∩ Lξ ∩ E 0 } = µξ (Kξ ∩ Lξ ∩ E 0 ).
2 2

Putting these together,


1 1
µ(E4Uξ ) ≥ µξ (Kξ ∩ Lξ ) ≥ . Q
Q
2 4

In particular, µ(Uη 4Uξ ) ≥ 14 whenever ω ≤ η < ξ < ω1 . So µ has uncountable Maharam type. As µX = 1, so has
the subspace measure on X, and ω1 ∈ MahR (X). Thus X has all the properties announced.

531R Returning to the ideas of 531J, we have the following construction.


Lemma Let κ be a cardinal, and let Bκ , heξ iξ<κ , hφξ iξ<κ , J ∗ and hCI iI⊆κ be as in 531I-531J. For a ∈ Bκ and I ⊆ κ,
set SI (a) = sup{c : c ∈ Cκ\I , c ⊆ a}.
(a) For all a ∈ Bκ , ξ < κ and I, J ⊆ κ,
(i) S∅ (a) = a,
(ii) SJ (a) ⊆ SI (a) if I ⊆ J,
(iii) J ∗ (SI (a)) ⊆ J ∗ (a) \ I,
(iv) S{ξ} (a) = a ∩ φξ a,
(v) SI (SJ (a)) = SI∪J (a).
(b) Whenever a ∈ Bκ ,  > 0 and m ∈ N, there is a finite K ⊆ κ such that ν̄κ (a \ SI (a)) ≤  whenever I ⊆ κ \ K and
#(I) ≤ m.
proof (a)(i) Cκ = Bκ .
(ii) If I ⊆ J then Cκ\J ⊆ Cκ\I .
531S Maharam types of Radon measures 197

(iii) Set C = {c : c ∈ Cκ\I , c ⊆ a}. If ξ ∈ κ \ (J ∗ (a) \ I) and c ∈ C, then φξ c ∈ C. P


P By 531Jf, φξ c ∈ Cκ\I .
If ξ ∈ I then φξ c = c ⊆ a. If ξ ∈ κ \ J ∗ (a) then φξ c ⊆ φξ a = a. Q Q Because φξ is an order-continuous involution,
/ J ∗ (S(a)), by 531Je.
φξ (SI (a)) = SI (a) and ξ ∈
(iv) If c ∈ Cκ\{ξ} and c ⊆ a, then c = φξ c ⊆ φξ a; so S{ξ} (a) ⊆ a ∩ φξ a. On the other hand, by 531Jd, a ∩ φξ
belongs to Cκ\{ξ} , so is included in S{ξ} (a).
(v) By (iii),
J ∗ (SI (SJ (a))) ⊆ J ∗ (SJ (a)) \ I ⊆ J ∗ (a) \ (I ∪ J),
and SI (SJ (a)) ∈ Cκ\(I∪J) ; since also SI (SJ (a)) ⊆ SJ (a) ⊆ a, SI (SJ (a)) ⊆ SI∪J (a). On the other hand, SI∪J (a) ∈ Cκ\I
and is included in SJ (a), so is included in SI (SJ (a)).
(b) Induce on m. For m = 0 the result is trivial. For the inductive step to m + 1, take K0 ∈ [κ]<ω such that
ν̄κ (a \ SJ (a)) ≤ 14  whenever J ∈ [κ \ K0 ]≤m . By 531Ja, there are a finite set K1 ⊆ κ and a b ∈ CK1 such that
ν̄κ (a 4 b) ≤ 14 ; set K = K0 ∪ K1 . Suppose I ∈ [κ \ K]m+1 ; take ξ ∈ I and set J = I \ {ξ}. Then
SI (a) = S{ξ} (SJ (a)) = SJ (a) ∩ φξ (SJ (a))
by (a-iv) and (a-v). So

ν̄κ (a \ SI (a)) ≤ ν̄κ (a \ SJ (a)) + ν̄κ (a \ φξ SJ (a))



≤ + ν̄κ (a \ φξ a) + ν̄κ φξ (a \ SJ (a))
4

≤ + ν̄κ (a \ b) + ν̄κ (b \ φξ b) + ν̄κ φξ (b \ a) + ν̄κ (a \ SJ (a)) ≤ 
4

because φξ is a measure-preserving Boolean homomorphism and φξ b = b. Thus the induction continues.

531S Moving on from hypotheses expressible as statements about measure algebras, we have a further result which
can be used when Martin’s axiom is true.
Lemma Suppose that ω1 < mK (definition: 517O). Let haξ iξ<ω1 be a family of elements of Bω1 of measure greater
than 12 . Then there is an uncountable set Γ ⊆ ω1 such that inf ξ∈I (aξ ∩ eξ ) ∩ inf η∈J (aη \ eη ) is non-zero whenever I,
J ⊆ Γ are finite and disjoint.
proof (a) Define J ∗ (a), for a ∈ Bω1 , and SI (a), for a ∈ Bω1 and I ⊆ ω1 , as in 531J and 531R. Let P be the set of
pairs (c, I) where I ⊆ C is finite, 0 6= c ⊆ inf ξ∈I aξ and I ∩ J ∗ (c) = ∅. Order P by saying that (c, I) ≤ (c0 , I 0 ) if I ⊆ I 0
and c0 ⊆ c. Then P is a partially ordered set. For each ξ ∈ C, S{ξ} (aξ ) 6= 0, so pξ = (S{ξ} (aξ ), {ξ}) belongs to P . The
point of the proof is the following fact.
(b) P satisfies Knaster’s condition upwards. P P Let h(cξ , Iξ )iξ<ω1 be a family in P . Then there are an α > 0 and
an uncountable A0 ⊆ ω1 such that ν̄ω1 (cξ ∩ cη ) ≥ α for all ξ, η ∈ A0 (525Uc). Next, there is an uncountable A1 ⊆ A0
such that hIξ iξ∈A1 is a ∆-system with root I say (4A1Db); let m ∈ N be such that A2 = {ξ : ξ ∈ A1 , #(Iξ \ I) = m} is
uncountable. Finally, because J ∗ (cη ) is countable for each η, and hIξ \ Iiξ∈A2 is disjoint, we can find an uncountable
A3 ⊆ A2 such that J ∗ (cη ) ∩ Iξ \ I = ∅ whenever η, ξ ∈ A3 and η < ξ.
Take a strictly increasing sequence hηk ik∈N in A3 and a ζ ∈ A3 greater than every ηk . By 531Rb, there is a finite set
K ⊆ ω1 such that ν̄ω1 (cζ \ SJ (cζ )) < α whenever J ⊆ ω1 \ K and #(J) = m. Let k ∈ N be such that Iηk \ I does not
meet K. Set c0ζ = SIηk \I (cζ ). Then ν̄ω1 (cζ \ c0ζ ) < ν̄ω1 (cζ ∩ cηk ), so c = cηk ∩ c0ζ 6= 0. Set L = Iηk ∪ Iζ . Then J ∗ (cηk ) is
disjoint from Iηk and from Iζ \ I, by the choice of A3 , while J ∗ (c0ζ ) ⊆ J ∗ (cζ ) \ Iηk (531R(a-iii)) is also disjoint from L;
so J ∗ (c) ⊆ J ∗ (cηk ) ∪ J ∗ (c0ζ ) is disjoint from L. Finally,
c ⊆ cηk ∩ cζ ⊆ inf ξ∈Iηk aξ ∩ inf ξ∈Iζ aξ = inf ξ∈L aξ ,
so (c, L) ∈ P . Now (c, L) dominates both (cηk , Iηk ) and (cζ , Iζ ).
What this shows is that if we write Q for
{{η, ζ} : η, ζ ∈ A3 , (cη , Iη ) and (cζ , Iζ ) are compatible upwards in P },
then whenever ζ ∈ A3 and M ⊆ A3 ∩ ζ is infinite there is an η ∈ M such that {η, ζ} ∈ M . By 5A1Gb, there is an
uncountable A4 ⊆ A3 such that [A4 ]2 ⊆ Q, that is, h(cξ , Iξ )iξ∈A4 is upwards-linked. As h(cξ , Iξ )iξ<ω1 is arbitrary, P
satisfies Knaster’s condition upwards. Q
Q
(c) By 517S, there is a sequence hRn in∈N of upwards-directed subsets of P covering {pξ : ξ ∈ C}; as C is uncountable,
there must be some n such that Γ = {ξ : pξ ∈ Rn } has cardinal ω1 . In this case, {pξ : ξ ∈ Γ} is upwards-centered in
198 Topologies and measures III 531S

P . If I, J ⊆ Γ are finite and disjoint, then there must be a (c, K) ∈ P which is an upper bound for {pξ : ξ ∈ I ∪ J};
now I ∪ J does not meet K, while c ⊆ inf ξ∈I∪J aξ . But this means that
ν̄ω1 (c ∩ inf ξ∈I eξ ∩ inf η∈J (1 \ eη )) = 2−#(I∪J) ν̄ω1 c > 0,
and
0 6= c ∩ inf ξ∈I eξ ∩ inf η∈J (1 \ eη ) ⊆ inf ξ∈I (aξ ∩ eξ ) ∩ inf η∈J (aη \ eη ).
So we have a set Γ of the kind required.

531T Theorem (Fremlin 97) Suppose that ω ≤ κ < mK . If X is a normal Hausdorff space and κ ∈ MahR (X),
then [0, 1]κ is a continuous image of X.
proof For κ = 0 this is trivial. If κ ≥ ω2 , then κ is a measure-precaliber of all probability algebras (525Gb), so 531Lb
gives the result.
If κ = ω1 , let µ be a Maharam-type-homogeneous Radon probability measure on X with Maharam type ω1 , and
(A, µ̄) its measure algebra. Let hdξ iξ<ω1 be a τ -generating stochastically independent family of elements of A of measure
1 0 00
2 . For ξ < ω1 let Eξ ∈ dom µ be such that Eξ = dξ , and Kξ ⊆ Eξ , Kξ ⊆ X \ Eξ compact sets of measure greater than

1 0 00
4 ; set Kξ = Kξ ∪ Kξ and aξ = Kξ in A. Because (A, µ̄, hdξ iξ<ω1 ) is isomorphic to (Bω1 , ν̄ω1 , heξ iξ<ω1 ), 531S tells us

that there is an uncountable set Γ ⊆ ω1 such that


0 6= inf ξ∈I (aξ ∩ dξ ) ∩ inf η∈J (aη \ dη ) = (X ∩ ξ∈I Kξ0 ∩ η∈J Kη00 )•
T T

T I, J ⊆ Γ are finite. Just as in part (b) of the proof of 531L, it follows that there is a continuous surjection
whenever
from ξ∈Γ Kξ onto {0, 1}Γ ≡ {0, 1}Γ , and therefore a continuous surjection from X onto [0, 1]ω1 .

531X Basic exercises (a) Show that there is a Hausdorff completely regular quasi-Radon probability space
(X, T, Σ, µ) with Maharam type greater than #(X). (Hint: 523Id.)

(b) Give an example of a separable Radon measure space with magnitude 2c .

(c) Let I k be the split interval (343J, 419L). Show that MahR (I ) = {0, ω}.

(d) Let I be an infinite set, and βI the Stone-Čech compactification of the discrete space I. Show that 2#(I) is the
greatest member of MahR (βI). (Hint: 5A4Ja or 515H.)

(e) For a topological space X, write MahqR (X) for the set of Maharam types of Maharam-type-homogeneous quasi-
Radon probability measures on X. (i) Show that κ ≤ w(X) for every κ ∈ MahqR (X). (ii) Show that MahqR (Y ) ⊆
MahqR (X) for every Y ⊆ X. (iii) Show that if Y is another topological space, and neither X nor Y is empty, then
MahqR (X × Y ) = MahqR (X) ∪ MahqR (Y ).

>(f ) Let X be a Hausdorff topological group carrying Haar measures, and A its Haar measure algebra (442H). Show
that w(X) = max(c(A), τ (A)). (Hint: 443Ge, 529Ba.) Show that if X is σ-compact, locally compact, Hausdorff and
not discrete then w(X) ∈ MahR (X).

(g) Let X be a normal Hausdorff space and κ an infinite cardinal. Suppose that whenever Y is a Hausdorff continuous
image of X of weight κ then MahR (Y ) ⊆ κ. Show that MahR (X) ⊆ κ.

(h) Let X be a Hausdorff space, and hEiS ii∈I a family


S of universally Radon-measurable subsets of X such that
#(I) < cov Nκ for every κ. Show that MahR ( i∈I Ei ) = i∈I MahR (Ei ).

(i) Let K be an Eberlein compactum. Show that MahR (K) ⊆ {0, ω}. (Hint: 467Xj.)

(j) Let W ⊆ Nω be such that every compact subset of {0, 1}ω \ W isSscattered. Show that there is a family
S
W 0 ⊆ Nω1 such that #(W 0 ) = #(W) and every compact subset of {0, 1}ω1 \ W 0 is scattered.

(k) Let (X, T, Σ, µ) be a Hausdorff quasi-Radon probability space. Show that the Maharam type of µ is at most
2χ(X) . (Hint: 5A4Ba, 5A4Bg.)

(l) In the language of 531R, show that if a, b ∈ Bκ and I ⊆ κ \ J ∗ (b) is finite, then ν̄κ (a 4 SI (a)) ≤ 2#(I) ν̄κ (a 4 b).

(m) Show that if mK > ω1 and X is a countably tight compact Hausdorff space, then ω1 ∈
/ MahR (X).
§532 intro. Completion regular measures on {0, 1}I 199

(n) Let X be an infinite compact Hausdorff space with a strictly positive Radon measure µ, and P the set of Radon
probability measures on X with its narrow topology. Show that the topological density of P is at most the Maharam
type of µ. (Hint: the indefinite-integral measures over µ are dense in P .)

531Y Further exercises (a) Let κ be an infinite cardinal such that κ = κc . Show that there is a set X ⊆ {0, 1}κ ,
of full outer measure for νκ , such that every subset of X of cardinal c is discrete. Show that MahqR (X) (531Xe)
contains κ but not ω.

(b) Let X and Y be infinite compact Hausdorff spaces, and suppose that the dual spaces C(X)∗ and C(Y )∗ are
isomorphic as normed spaces. Show that MahR (X) = MahR (Y ).

(c) Let µ be a τ -additive Borel probability measure on a topological space X, and κ an cardinal of uncountable
cofinality such that (i) χ(x, X) < cf κ for every x ∈ X (ii) no non-negligible measurable set can be covered by cf κ
negligible sets. Show that the Maharam type of µ cannot be κ.

531Z Problem Can there be a countably tight compact Hausdorff space X such that ω2 ∈ MahR (X)? What if X
is perfectly normal? What if X is hereditarily separable?

531 Notes and comments This section is directed to Radon measures, studying MahR (X); of course we can look
at Maharam types of quasi-Radon measures (531Xe, 531Ya), or Borel or Baire measures for that matter. In the next
section I shall have something to say about completion regular measures. The function X 7→ MahR (X) has a much
more satisfying list of basic properties (531E, 531G) than the others.
From 531L and 531T we see that there are many cardinals κ such that whenever X is a compact Hausdorff space
and κ ∈ MahR (X), then there is a continuous function from X onto [0, 1]κ . Such cardinals are said to have Haydon’s
property. From 531L, 531M and 531T we see that
ω has Haydon’s property (531La);
if κ ≥ ω2 and κ is a measure-precaliber of Bκ then κ has Haydon’s property (531Lb);
if κ ≥ ω is not a measure-precaliber of Bκ then κ does not have Haydon’s property (531M);
if ω1 < mK then ω1 has Haydon’s property (531T).
Thus if mK > ω1 , an infinite cardinal κ has Haydon’s property iff it is a measure-precaliber of every probability
algebra. ω1 really is different; it is possible that ω1 is a precaliber of every probability algebra but does not have
Haydon’s property. To check this, it is enough to find a model of set theory in which cov Nω1 > ω1 but there is a family
hWξ iξ<ω1 as in 531N; one is described in 553F.
You will observe that all the key arguments of this section depend on analysis of the measure algebras Bκ . We
have already seen in §524 that many properties of a Radon measure can be determined from its measure algebra. Here
we find that some important topological properties of compact Hausdorff spaces can be determined by the measure
algebras of the Radon measures they carry. The results here largely depend for their applications on knowing enough
about precalibers; I remind you that it seems to be still unknown whether it is possible that every infinite cardinal is
a measure-precaliber of every probability algebra.
The remarks above have concerned the existence of continuous surjections onto [0, 1]κ ; a natural place to start,
because measures of Maharam type κ arise immediately from such surjections. In 531O-531Q I look at different
measures of the richness of a compact space X. Concerning characters, 531O-531P give us quite a lot of information,
slightly irregular at the edges. I ought to offer a remark on the context of 531Q. In some set theories (for instance, when
m > ω1 ), we find not only that ω1 is a precaliber of every measurable algebra, but also that a compact Hausdorff space
is hereditarily separable iff it is hereditarily Lindelöf (Fremlin 84a, 44H); so that, for instance, a hereditarily separable
compact Hausdorff space cannot carry a Radon measure of uncountable Maharam type. Typically, the situation is
very different if the continuum hypothesis or ♦ is true, and 531Q is a descendant of the construction in Kunen 81 of
a non-separable hereditarily Lindelöf compact Hausdorff space. See Džamonja & Kunen 93 and Kunen & Mill 95
for further exploration of these questions.

532 Completion regular measures on {0, 1}I


As I remarked in the introduction to §434, the trouble with topological measure theory is that there are too many
questions to ask. In §531 I looked at the problem of determining the possible Maharam types of Radon measures on
a Hausdorff space X. But we can ask the same question for any of the other classes of topological measures listed
in §411. It turns out that the very narrowly focused topic of completion regular Radon measures on powers of {0, 1}
already leads us to some interesting arguments.
200 Topologies and measures III §532 intro.

I define the classes MahcrR (X), corresponding to the MahR (X) examined in §531, in 532A. They are less accessible,
and I almost immediately specialize to the relation λ ∈ MahcrR ({0, 1}κ ). This at least is more or less convex (532G,
532K), and can be characterized in terms of the measure algebras Bλ (532I). On the way it is helpful to extend the
treatment of completion regular measures given in §434 (532D, 532E, 532H). For fixed infinite λ, there is a critical
cardinal κ0 ≤ (2λ )+ such that λ ∈ MahcrR ({0, 1}κ ) iff λ ≤ κ < κ0 ; under certain conditions, when λ = ω, we can locate
κ0 in terms of the cardinals of Cichoń’s diagram (532P, 532Q). This depends on facts about the Lebesgue measure
algebra (532M, 532O) which are of independent interest. Finally, for other λ of countable cofinality, the square principle
and Chang’s transfer principle are relevant (532R-532S).

532A Definition If X is a topological space, I write Mahcr (X) for the set of Maharam types of Maharam-type-
homogeneous completion regular topological probability measures on X. If X is a Hausdorff space, I write MahcrR (X)
for the set of Maharam types of Maharam-type-homogeneous completion regular Radon probability measures on X.

532B Proposition Let X be a Hausdorff space. Then a probability algebra (A, µ̄) is isomorphic to the measure
algebra of a completion regular Radon probability measure on X iff (α) τ (Aa ) ∈ MahcrR (X) whenever Aa is a non-zero
homogeneous principal ideal of A (β) the number of atoms of A is not greater than the number of points x ∈ X such
that {x} is a zero set.
proof (a) Suppose that µ is a completion regular Radon probability measure on X and Aa is a non-zero homogeneous
principal ideal of its measure algebra A. Let F be such that F • = a and ν the indefinite-integral measure over µ defined
1
by the function χF . Then ν is a Radon measure (416S), inner regular with respect to the zero sets (412Q); and
µF
its measure algebra is isomorphic, up to a scalar multiple, to Aa , so is homogeneous with Maharam type τ (Aa ). So ν
witnesses that τ (Aa ) ∈ MahcrR (X). This shows that A satisfies condition (α).
As for condition (β), each atom of A is of the form {x}• for some x ∈ X such that µ{x} > 0 (414G, or otherwise).
In this case, because µ is completion regular, {x} must be a zero set. So we have at least as many singleton zero sets
as we have atoms in A.
(b) Now suppose that (A, µ̄) satisfies the conditions. I copy the argment of 531F. Express (A, µ̄) as the simple
product of a countable family h(Ai , µ̄0i )ii∈I of non-zero homogeneous measure algebras. For i ∈ I, set κi = τ (Ai ) and
γi = µ̄0i 1Ai . Set J = {i : i ∈ I, κi ≥ ω}. (β) tells us that #(I \ J) is less than or equal to the number of singleton zero
sets in X; let hxi ii∈I\J be a family of distinct elements of X such that every {xi } is a zero set.
For each i ∈ J, (α) tells us that there is a completion regular Maharam-type-homogeneous Radon probability measure
µi on X with Maharam type κi . Now there is a disjoint family hEi ii∈J of Baire subsets of X such that µi Ei > 0 for
every i ∈ J. P P We may suppose that J ⊆ N. Choose hEi ii∈N , hFi ii∈N inductively, as follows. F0 = X \ {xi : i ∈ I \ J}.
Given that Fi is a Baire set and µj Fi > 0 for every j ∈ J \ i, then if i ∈ / J set Ei = ∅ and Fi+1 = Fi ; otherwise, because
µi is atomless and completion regular, we can find, for each j ∈ J such that j > i, a Baire set Gij ⊆ Fi such that
µi Gij < 2−j µi Fi and µj Gij > 0; set Fi+1 = j∈J,j>i Gij and Ei = Fi \ Fi+1 ; continue. Q
S
Q Now set
µE = i∈I\J,xi ∈E γi + i∈J (µi Ei )−1 γi µi (E ∩ Ei )
P P

whenever E ⊆ X is such that µi measures E ∩ Ei for every i ∈ J. Of course µ is a probability measure. Because
every µi is a topological measure, so is µ; because every µi is inner regular with respect to the compact sets, so is µ;
because every µi is complete, so is µ; so µ is a Radon measure. Because every subspace measure (µi )Ei is Maharam-
type-homogeneous with Maharam type κi , the measure algebra of µ is isomorphic to (A, µ̄). Because all the {xi } are
zero sets and all the µi are completion regular, µ is completion regular.

532C Remarks Nearly the whole of this section will be devoted to the usual measures on powers of {0, 1}. Accord-
ingly the following notation will be useful, as previously in this volume. If I is any set, νI will be the usual measure
on {0, 1}I , BI its measure algebra and NI its null ideal. If X is a topological space, B(X) will be its Borel σ-algebra.
Let κ be an infinite cardinal. Then νκ is a completion regular Radon probability measure (416U), and Bκ is
homogeneous with Maharam type κ. So κ ∈ MahcrR ({0, 1}κ ). Next, any Radon measure on {0, 1}κ can have Maharam
type at most w({0, 1}κ ) (531Aa), so λ ≤ κ for every λ ∈ MahcrR ({0, 1}κ ). At the bottom end, 0 ∈ MahcrR ({0, 1}κ ) iff
{0, 1}κ has a singleton Gδ set, that is, iff κ = ω.
From this we see already that we do not have direct equivalents of any of the results 531Eb-531Ef. However the
class {(λ, κ) : λ ∈ MahcrR ({0, 1}κ )} is convex in two senses (532G, 532K). For the first of these, it will be useful to
have a result left over from §434.

532D Theorem (Fremlin & Grekas 95) Let (X, µ1 ) and (Y, µ2 ) be effectively locally finite topological measure
spaces of which X is quasi-dyadic (definition: 434O), µ1 is completion regular and µ2 is τ -additive. Let µ be the c.l.d.
product measure on X × Y as defined in §251. Then µ is a τ -additive topological measure.
532D Completion regular measures on {0, 1}I 201

proof (a) To begin with (down to the end of (e)) let us suppose that µ1 and µ2 are complete and totally finite and
Q Borel sets. Let hXi ii∈I be a family of separable metrizable spaces such that there
inner regular with respect to the
is a continuous surjection f : i∈I Xi → X. For each i ∈ I, let Ui be a countable base for the Q topology of Xi not
containing ∅; for J ⊆ I, let CJ be the family of cylinder sets expressible in the form {z : z ∈ i∈I Xi , z(i) ∈ Ui for
every i ∈ K} where K ⊆ J is finite and Ui ∈ Ui for each i ∈ K.
(b) ?? Suppose, if possible, that µ is not a topological measure. Let W ⊆ X × Y be a closed set which is not
measured by µ. By 434Q, µ1 is τ -additive; by 417C, there is a τ -additive topological measure µ̃ extending µ, and
µ∗ W = µ̃W (apply 417C(iv) to the complement of W ).
(c) If J ⊆ I is countable, there are sets H, V , V 0 such that H ⊆ Y is open, V ∈ CJ , V 0 ∈ CI\J , f [V ∩ V 0 ] × H is
disjoint from W , and µ∗ (W ∩ (f [V ] × H)) > 0. P
P For V ∈ CJ , set
HV = V 0 ∈CI\J {H : H ⊆ Y is open, W ∩ (f [V ∩ V 0 ] × H) = ∅},
S

S
HV = HV ,
and choose a measurable envelope FV of f [V ]. As CJ is countable,
S
W1 = (X × Y ) \ V ∈CJ FV × HV
is measured by µ; also W1 ⊆ W because
{f [V ∩ V 0 ] × H : V ∈ CJ , V 0 ∈ CI\J , H ⊆ Y is open}
is a network for the topology of X × Y . So
µ̃W1 = µW1 ≤ µ∗ W < µ∗ W = µ̃W
and µ̃(W \W1 ) > 0. There must therefore be a V ∈ S
CJ such that µ̃(W ∩(FV ×HV )) > 0.SNext, because µ2 is τ -additive,
there is a countable H ⊆ HV such that µ2 (HV \ H) = 0, and now µ̃(W ∩ (FV × H)) = µ̃(W ∩ (FV × HV )) is
non-zero. Accordingly there is an H ∈ H such that µ̃(W ∩ (FV × H)) > 0. By 417H,
R
FV
µ2 (W [{x}] ∩ H)µ1 (dx) = µ̃(W ∩ (FV × H))
is greater than 0. But this means that µ1 {x : x ∈ FV , µ2 (W [{x}] ∩ H) > 0} > 0. (Recall that we are supposing that
µ1 is complete.) So {x : x ∈ f [V ], µ2 (W [{x}] ∩ H) > 0} is not µ1 -negligible, and W ∩ (f [V ] × H) is not µ-negligible.
Finally, because H ∈ HV , there is a V 0 ∈ CI\J such that W ∩ (f [V ∩ V 0 ] × H) = ∅. QQ

(d) We may therefore choose inductively families hJξ iξ<ω1 , hHξ iξ<ω1 , hVξ iξ<ω1 , hVξ0 iξ<ω1 in such a way that, for
every ξ < ω1 ,
Jξ is a countable subset of I,
Hξ is an open subset of Y ,
Vξ ∈ CJξ , Vξ0 ∈ CI\Jξ ,
W ∩ (f [Vξ ∩ Vξ0 ] × Hξ ) = ∅,
µ∗ (W ∩ (f [Vξ ] × Hξ )) > 0,
S
η<ξ Jη ⊆ Jξ ,
Vξ , Vξ0 ∈ CJξ+1 .
For each ξ < ω1 , let Kξ be a finite subset of Jξ+1 such that Vξ and Vξ0 are determined by coordinates in Kξ . By the
∆-system Lemma (4A1Db), there is an uncountable set A ⊆ ω1 such that hKξ iξ∈A is a ∆-system with root K say. Set
ζ0 = min A. Express each Vξ as Ṽξ ∩ V̂ξ where Ṽξ ∈ CK and V̂ξ ∈ CKξ \K ; because CK is countable, there is a Ṽ such
that B = {ξ : ξ ∈ A, ξ > ζ0 , Ṽξ = Ṽ } is uncountable. Note that µ∗1 f [Ṽ ] > 0, because µ∗1 f [Ṽ ] ≥ µ∗ (W ∩ (f [Vξ ] × Hξ ))
for any ξ ∈ B. Also
K ⊆ Kζ0 ⊆ Jζ0 +1 ⊆ Jξ ,
so Vξ0
is determined by coordinates in Kξ \ Jξ ⊆ Kξ \ K, for every ξ ∈ B.

(e) Set Hξ0 = η∈B\ξ Hη for each ξ < ω1 . Then hHξ0 iξ<ω1 is non-increasing, so there is a ζ < ω1 such that
S

µ2 Hξ0 = µ2 Hζ0 whenever ξ ≥ ζ. Now consider F = {x : µ2 (W [{x}] ∩ Hζ0 ) > 0}. Applying 417H to the characteristic
function of W ∩(X ×Hζ0 ), and recalling once more that µ1 is complete, we see that µ1 measures F . Also µ∗1 (F ∩f [Ṽ ]) > 0.
PP Take any ξ ∈ B \ ζ. Then
F ∩ f [Ṽ ] ⊇ {x : x ∈ f [Ṽξ ], µ2 (W [{x}] ∩ Hξ ) > 0}
must be non-µ1 -negligible because W ∩ (f [Ṽξ ] × Hξ ) is not µ-negligible. Q
Q
202 Topologies and measures III 532D

At this point, recall that we are supposing that µ1 is completion regular. So there is a zero set Z ⊆ F such that
µ1 Z > µ1 F − µ∗1 (F ∩ f [Ṽ ]), and Z ∩ f [Ṽ ] 6= ∅, that is, Ṽ ∩ f −1 [Z] is not empty. f −1 [Z] is a zero set (4A2C(b-iv)),
so there is a countable set J ⊆ I such that f −1 [Z] is determined by coordinates in J (4A3Nc); we may suppose that
K ⊆ J. Because hKη \ Kiη∈A is disjoint, there is a ξ ≥ ζ such that J ∩ Kη = K for every η ∈ A \ ξ.
Take any w ∈ Ṽ ∩ f −1 [Z] and modify it to produce w0 ∈ i∈I Xi such that w0 J = wJ and w0 ∈ V̂η ∩ Vη0 for every
Q

η ∈ B \ ξ; this is possible because V̂η ∩ Vη0 is determined by coordinates in Kη \ K for each η, and J and the Kη \ K
are disjoint. Set x = f (w0 ); then x ∈ Z ⊆ F , so µ2 (W [{x}] ∩ Hζ0 ) > 0.
If η ∈ B \ξ, then w0 ∈ Ṽ , because w ∈ Ṽ and Ṽ is determined by coordinates in K ⊆ J; so w0 ∈ Ṽ ∩ V̂η ∩Vη0 = Vη ∩Vη0 .
Accordingly x ∈ f [Vη ∩ Vη0 ]; as W ∩ (f [Vη ∩ Vη0 ] × Hη ) = ∅, W [{x}] does not meet Hη . As η is arbitrary, W [{x}] does
not meet Hξ0 and W [{x}] ∩ Hζ0 is µ2 -negligible. But this is impossible. X X
(f ) This contradiction shows that µ will be a topological measure, at least if µ1 and µ2 are complete, totally finite
and inner regular with respect to the Borel sets. Now suppose just that µ1 and µ2 are totally finite. Let µ01 and µ02
be the completions of the Borel measures µ1 B(X) and µ2 B(Y ), and µ0 their c.l.d. product. Then µ1 B(X) and µ01
are completion regular topological measures, while µ2 B(Y ) and µ02 are τ -additive. So (a)-(e) tell us that µ0 measures
every open set. Now the completions µ̂1 , µ̂2 extend µ01 and µ02 , and µ is the c.l.d. product of µ̂1 and µ̂2 (251T), so µ
extends µ0 (251L1 ). Thus we again have a topological product measure µ.
(g) In the general case, let W ⊆ X × Y be an open set, E ⊆ X a zero set of finite measure, and F ⊆ Y any set of
finite measure. Then µ measures W ∩(E ×F ). P P Let (µ1 )E and (µ2 )F be the subspace measures. Then both are totally
finite topological measures, (µ1 )E is inner regular with respect to the zero sets (412Pd), E is quasi-dyadic (434Pc),
and (µ2 )F is τ -additive (414K). So the product (µ1 )E × (µ2 )F is a topological measure and measures W ∩ (E × F ). By
251Q, µ measures W ∩ (E × F ). Q Q
Let K be the family of zero sets of finite measure in X, L the family of Borel sets of finite measure in Y , and M
the family of sets M ⊆ X × Y such that µ measures W ∩ M . Because µ1 is inner regular with respect to K, µ2 is inner
regular with respect to L, E × F ∈ M for every E ∈ K and F ∈ M, and M is a σ-algebra of sets, 412R tells us that
µ is inner regular with respect to M. As µ is complete and locally determined, it must measure W (412Ja). As W is
arbitrary, µ is a topological measure.
(h) Finally, as noted in (b), µ1 is τ -additive and there is a τ -additive topological measure µ̃ on X × Y extending µ.
(434Q and 417C still apply.) So µ too must be τ -additive.

532E Corollary Let hXi ii∈I be a family of regular spaces with countable networks, and Y any topological space.
Suppose that we are given a strictly positive topological probability measure µiQon each Xi , and a τ -additive topological
probability measure ν on Y . Let µ be the ordinary product measure on Z = i∈I Xi × Y .
(a) µ is a topological measure.
(b) µ is τ -additive.
(c) If ν is completion regular, so is µ.
proof (a) For each i, let µ0i be the completion of the Borel measure µi B(Xi ). Then µ0i is a completion regular quasi-
Radon measure (415C). By 434Pb, i∈I Xi is quasi-dyadic. The product ν1 of the µ0i is a topological measure (453I)
Q
and inner regular with respect to the zero sets (412Ub); so the product µ0 of ν1 and ν is a topological measure, by
532D. Now µ0 is also the product of the measures µi B(Xi ) and ν, so µ extends µ0 and µ also is a topological measure.
(b) Because every µi is τ -additive, as is ν, 417E tells us that there is a τ -additive measure extending µ, so µ itself
must be τ -additive.
(c) By 412Ub again, µ is inner regular with respect to the zero sets, so is completion regular.

532F Corollary Let h(Xi , µi )ii∈I be a family of quasi-dyadic compact Hausdorff


Q spaces with strictly positive
completion regular Radon measures. Then the ordinary product measure λ on i∈I Xi is a completion regular Radon
measure.
Q
proof By 532D, the ordinary productQmeasure on i∈J Xi is a topological measure, for every finite J ⊆ I. By 417T, λ
is the τ -additive product measure on i∈I Xi , which by 417Q is a Radon measure. By 412Ub, λ is completion regular.

532G Proposition Suppose that λ, λ0 and κ are cardinals such that max(ω, λ) ≤ λ0 ≤ κ and λ ∈ MahcrR ({0, 1}κ ).
Then λ0 ∈ MahcrR ({0, 1}κ ).
1 Later editions only.
532I Completion regular measures on {0, 1}I 203

proof Let ν be a completion regular Maharam-type-homogeneous Radon probability measure on {0, 1}κ with Maharam
0
type λ, and consider the ordinary product measure µ of νλ0 and ν on X = {0, 1}λ × {0, 1}κ . Applying 532E with
κ 0
Y = {0, 1} and Xξ = {0, 1} for ξ < λ , we see that µ is a completion regular topological measure, therefore a Radon
measure. By 334A, the Maharam type of µ is at most max(ω, λ0 , λ) = λ0 , so the measure algebra (A, µ̄) of µ can
0
be embedded in Bλ0 . At the same time, the inverse-measure-preserving projection from X onto {0, 1}λ induces a
measure-preserving embedding of Bλ0 into A. By 332Q, (A, µ̄) and (Bλ0 , ν̄λ0 ) are isomorphic, that is, µ is Maharam-
type-homogeneous with Maharam type λ0 . So µ witnesses that λ0 ∈ MahcrR (X) = MahcrR ({0, 1}κ ).

532H Lemma Let hXi ii∈I Q be a family of separable metrizable spaces, and µ a totally finite completion regular
topological measure on X = i∈I Xi . Then
(a) the support of µ is a zero set;
(b) µ is inner regular with respect to the self-supporting zero sets.
proof (a) Recall from 434Q that µ is τ -additive, so has a support Z. Let hKn in∈N be a sequence of zero sets such
that Kn ⊆ Z and µKn ≥S µX − 2−n for each n. S Then there is a countable set J ⊆ I such that every Kn is determined
by coordinates in J. So n∈N Kn and Z 0 = n∈N Kn are determined by coordinates in J, and Z 0 is a zero set. But
Z 0 ⊆ Z and µZ 0 = µZ so Z = Z 0 is a zero set.
(b) If µE > γ then there is a zero set K ⊆ E such that µK ≥ γ. Now µ K is a totally finite completion regular
topological measure on X so its support Z is a zero set, by (a); and Z ⊆ E is self-supporting for µ with µZ ≥ γ.

532I There is a useful general characterization of the sets MahcrR ({0, 1}κ ) in terms of the measure algebras Bλ .
At the same time, we can check that other products of separable metrizable spaces follow powers of {0, 1}, as follows.
Theorem (Choksi & Fremlin 79) Let λ ≤ κ be infinite cardinals. Then the following are equiveridical:
(i) λ ∈ MahcrR ({0, 1}κ ); Q
(ii) there is a family hXξ iξ<κ of non-singleton separable metrizable spaces such that λ ∈ Mahcr ( ξ<κ Xξ );
(iii) there is a Boolean-independent family hbξ iξ<κ in Bλ with the following property: for every a ∈ Bλ there is
a countable set J ⊆ κ such that the subalgebras generated by {a} ∪ {bξ : ξ ∈ J} and {bη : η ∈ κ \ J} are Boolean-
independent.
proof If κ = ω then λ = ω and (i)-(iii) are all true. So we may assume that κ is uncountable.
(i)⇒(ii) is trivial.
Q
(ii)⇒(iii) If λ ∈ Mahcr (X), where every Xξ is a non-trivial separable metrizable space and X = ξ<κ Xξ , let µ
be a Maharam-type-homogeneous completion regular topological probability measure on X with Maharam type λ. By
532Ha and 4A3Nc, the support Z of µ is determined by coordinates in a countable subset L of κ.
Let A be the measure algebra of µ. For each ξ < κ, let fξ : Xξ → [0, 1] be a continuous function taking both
values 0 and 1; let tξ ∈ ]0, 1[ be such that µ{x : x ∈ X, fξ (x(ξ)) = tξ } = 0. Set Uξ = {x : fξ (x(ξ)) < tξ },
Vξ = {x : fξ (x) > tξ }; then Uξ and Vξ are disjoint non-empty open sets in X, both determined by coordinates in {ξ},
and µ(Uξ ∪Vξ ) = 1. Set bξ = Uξ• in A. Then hbξ iξ<κ\L is Boolean-independent. PP If I, I 0 ⊆ κ\L are disjoint finite sets,
then H = X ∩ ξ∈I Uξ ∩ ξ∈I 0 Vξ is a non-empty open set in X. As H is determined by coordinates in I ∪ I 0 and Z is
T T
determined by coordinates in L, Z ∩ H is non-empty and therefore non-negligible; so µH > 0 and inf ξ∈I bξ \ supξ∈I 0 bξ
is non-zero in A. QQ
If a ∈ A let E be such that E • = a. By 532Hb, we can choose for each n ∈ N self-supporting zero sets Kn ⊆ E,
K̃n ⊆ X \ E such that µKn + µK̃n ≥ 1 − 2−n . Let J ⊆ κ \ L be a countable set such that every Kn and every K̃n is
determined by coordinates in J ∪L. Now the subalgebras D1 , D2 generated by {a}∪{bξ : ξ ∈ J} and {bξ : ξ ∈ (κ\L)\J}
are Boolean-independent. P P Take non-zero d1 ∈ D1 and d2 ∈ D2 . Suppose for the moment that d1 ∩ a 6= 0. Because
1 \ bξ = Vξ• for each ξ, there is an open set G, determined by coordinates in J, such that 0 6= a ∩ G• ⊆ d1 . There is
also an open set H, determined by coordinates in κ \ (J ∪ L), such that 0 6= H • ⊆ d2 . Next, as a = supn∈N Kn• , there
is an n ∈ N such that 0 6= Kn• ∩ G• , that is, Kn ∩ G 6= ∅. As Kn ∩ G is determined by coordinates in J ∪ L and H is
determined by coordinates in κ \ (J ∪ L), Kn ∩ G ∩ V 6= ∅; as Kn is self-supporting,
0 6= (Kn ∩ G ∩ H)• ⊆ d1 ∩ d2 .
In the same way, using Kn0 in place of Kn , we see that d1 ∩ d2 6= 0 if d1 \ a 6= 0. As d1 and d2 are arbitrary, D1 and D2
are Boolean-independent. QQ
As #(κ \ L) = κ and A ∼ = Bλ , hbξ iξ∈κ\L , suitably reinterpreted, witnesses that (iii) is satisfied.
(iii)⇒(i) Now suppose that the conditions of (iii) are satisfied. Let (Z, ν) be the Stone space of (Bλ , ν̄λ ). (See 411P
for a summary of the properties of these spaces.) For b ∈ Bλ write bb for the corresponding open-and-closed subset of Z.
Define φ : Z → {0, 1}κ by setting φ(z) = hχbbξ (z)iξ<κ for z ∈ Z. Then φ is continuous; let µ = νφ−1 be the image Radon
204 Topologies and measures III 532I

measure on {0, 1}κ (418I). Now µ is completion regular. P P Suppose that K ⊆ {0, 1}κ is compact and self-supporting.
Identifying Bλ with the measure algebra of ν, we have a Boolean homomorphism ψ : dom µ → Bλ defined by setting
ψE = (φ−1 [E])• whenever µ measures E, and ν̄λ ψE = νφ−1 [E] = µE for every E; setting Eξ = {x : x ∈ {0, 1}κ ,
x(ξ) = 1}, ψEξ = bξ . Set a = ψK. Let J ⊆ κ be a countable set such that the subalgebras D1 , D2 generated by
{a} ∪ {bξ : ξ ∈ J} and {bη : η ∈ κ \ J} are Boolean-independent. ?? If x ∈ K, y ∈ {0, 1}κ \ K and xJ = yJ, let U
be an open cylinder containing y and disjoint from K. Express U as U 0 ∩ U 00 where U 0 is determined by coordinates
in J and U 00 by coordinates in κ \ J. Then ψU 0 ∈ D1 and ψU 00 ∈ D2 . As hbξ iξ<κ is Boolean-independent, ψU 00 6= 0.
Now K is self-supporting and x ∈ K ∩ U 0 , so µ(K ∩ U 0 ) > 0 and ψ(K ∩ U 0 ) = a ∩ ψU 0 is non-zero; also a ∩ ψU 0 ∈ D1 ;
because D1 and D2 are Boolean-independent, ψ(K ∩ U ) = a ∩ ψU 0 ∩ ψU 00 6= 0 and K ∩ U cannot be empty, contrary
to the choice of U . X
X
This shows that K is determined by coordinates in J and is a zero set (4A3Nc, in the other direction). As K is
arbitrary, we see that all self-supporting compact sets are zero sets. But as µ is a Radon measure, it is inner regular
with respect to the self-supporting compact sets, therefore with respect to the zero sets, and is completion regular. QQ
The inverse-measure-preserving function φ (and, of course, the Boolean homomorphism ψ) correspond to an em-
bedding of the measure algebra of µ into Bλ . So the Maharam type of µ is at most λ. There is therefore a
λ0 ∈ MahcrR ({0, 1}κ ) such that λ0 ≤ λ (532B). By 532G, λ ∈ MahcrR ({0, 1}κ ).

532J Corollary (a) Suppose that λ, κ are infinite cardinals and λ ∈ MahcrR ({0, 1}κ ). Then κ is at most the
cardinal power λω .
(b) If κ is an infinite cardinal such that λω < κ for every λ < κ (e.g., κ = c+ ), then MahcrR ({0, 1}κ ) = {κ}.

proof (a) By 532I, κ ≤ #(Bλ ); by 524Ma, #(Bλ ) ≤ λω .

(b) By (a), no infinite cardinal less than κ can belong to MahcrR ({0, 1}κ ). Also κ is uncountable, so the remarks in
532C tell us the rest of what we need.

0
532K Corollary If ω ≤ λ ≤ κ0 ≤ κ and λ ∈ MahcrR ({0, 1}κ ) then λ ∈ MahcrR ({0, 1}κ ).

proof If hbξ iξ<κ witnesses the truth of 532I(iii) for λ and κ, then its subfamily hbξ iξ<κ0 witnesses the truth of 532I(iii)
for λ and κ0 .

532L Corollary If ω ≤ λ ≤ λ0 and cf[λ0 ]≤λ < cf κ and λ0 ∈ MahcrR ({0, 1}κ ), then λ ∈ MahcrR ({0, 1}κ ).

proof Let hbξ iξ<κ be a family in Bλ0 satisfying (iii) of 532I. Let heη iη<λ0 be the standard generating family in Bλ0
(525A), and let J be a cofinal subset of [λ0 ]λ of cardinal less than cf κ. For each ξ < κ, there are a countable set
L ⊆ λ0 such that bξ belongs to the closed subalgebra of Bλ0 generated by {eη : η ∈ L}, and a Jξ ∈ J such that L ⊆ Jξ .
Because #(J) < cf κ, there is a J ∈ J such that A = {ξ : ξ < κ, Jξ = J} has cardinal κ. Now the closed subalgebra
B of Bλ0 generated by {eη : η ∈ J} is isomorphic to Bλ , and hbξ iξ∈A witnesses that 532I(iii) is true of λ and κ.

532M I turn now to the question of identifying those κ for which ω ∈ MahcrR ({0, 1}κ ). We know from 532C and
532Ja that they all lie between ω and c. To go farther we need to look at some of the cardinals from §522.

Proposition If A ⊆ Bω \ {0} and #(A) < d = cf(N N ), then there is a c ∈ Bω such that neither c nor 1 \ c includes
any member of A.

proof Let hen in∈N be the standard generating family in Bω . For each a ∈ A, n ∈ N let fa (n) ∈ N be such that there
is a b in the subalgebra generated by {bi : i < fa (n)2 } such that ν̄ω (b 4 a) < 2−n−3 µ̄a. Because #(A) < d, there is an
f ∈ N N such that f 6≤ fa for every a ∈ A; we may suppose that f is strictly increasing and f (0) > 0. Note that
f (n)2 + n + 1 < f (n)2 + f (n) + 1 ≤ (f (n) + 1)2 ≤ f (n + 1)2
for every n. For each n ∈ N, set cn = inf f (n)2 ≤i≤f (n)2 +n+1 bi ; then hcn in∈N is stochastically independent and ν̄ω cn =
2−n−2 for each n. Define c0n , for n ∈ N, by setting c00 = 0 and c0n+1 = c0n 4 cn for each n. Then ν̄N (c0n+1 4 c0n ) = 2−n−2
for every n, so hc0n in∈N is a Cauchy sequence for the measure metric on Bω , and has a limit c. Note that
Pm−1 −i−3 Pm−1
i=n 2 ≤ ν̄ω (c0m 4 c0n ) ≤ i=n 2−i−2
Pn−1
whenever m ≥ n. P P Induce on m. For m = n the result is trivial (interpreting i=n as zero). For the inductive step
to m + 1, cm = c0m+1 4 c0m is stochastically independent of c0m 4 c0n , so
532O Completion regular measures on {0, 1}I 205

ν̄ω (c0m+1 4 c0n ) = ν̄ω (cm 4 c0m 4 c0n )


= ν̄ω cm + ν̄ω (c0m 4 c0n ) − 2ν̄ω (cm ∩ (c0m 4 c0n ))
= 2−m−2 + (1 − 2−m−1 )ν̄ω (c0m 4 c0n )
m−1
X
≥ 2−m−2 + (1 − 2−m−1 ) 2−i−3
i=n
m−1
X m−1
X m
X
= 2−i−3 + 2−m−3 (2 − 4 2−i−3 ) ≥ 2−i−3 ;
i=n i=n i=n

on the other hand,


Pm
ν̄ω (c0m+1 4 c0n ) ≤ 2−m−2 + ν̄ω (c0m 4 c0n ) ≤ i=n 2−i−2 .
So the induction proceeds. QQ Taking the limit, we see that 2−n−2 ≤ ν̄ω (c 4 c0n ) ≤ 2−n−1 for every n ∈ N.
Take any a ∈ A. Let n ∈ N be such that fa (n) < f (n). Then there is a b in the algebra generated by {bi : i < f (n)2 }
such that ν̄ω (a 4 b) < 2−n−3 µ̄a. Now c 4 c0n is stochastically independent of both b \ c0n and b ∩ c0n , so

ν̄ω (b \ c) = ν̄ω (b \ c0n )(1 − ν̄ω (c 4 c0n )) + ν̄ω (b ∩ c0n ) · ν̄ω (c 4 c0n )
≥ ν̄ω (b \ c0n )(1 − 2−n−1 ) + 2−n−2 ν̄ω (b ∩ c0n ) ≥ 2−n−2 ν̄ω b ≥ 2−n−3 ν̄ω a.
So
ν̄ω (a \ c) ≥ 2n−3 ν̄ω a − ν̄ω (b \ a) > 0,
and a 6⊆ c. Similarly,

ν̄ω (b ∩ c) = ν̄ω (b ∩ c0n )(1 − ν̄ω (c 4 c0n )) + ν̄ω (b \ c0n ) · ν̄ω (c 4 c0n )
≥ ν̄ω (b ∩ c0n )(1 − 2−n−1 ) + 2−n−2 ν̄ω (b \ c0n ) ≥ 2−n−2 ν̄ω b,
and ν̄ω (a ∩ c) > 0.
As a is arbitrary, we have found an appropriate c.

532N It will be useful to have a classic example relevant to a question already examined in 325F.
Lemma There is a Borel set W ⊆ {0, 1}N × {0, 1}N such that whenever E, F ⊆ {0, 1}N have positive measure for νω
then neither (E × F ) ∩ W nor (E × F ) \ W is negligible for the product measure νω2 on {0, 1}N × {0, 1}N .
proof (a) (Cf. 134Jb.) There is a Borel set H ⊆ {0, 1}N such that both H and its complement meet every non-empty
P For x ∈ {0, 1}N set Ix = {n : x(i) = 0 for n ≤ i < 2n}. Set H = {x : Ix is
set open in a set of non-zero measure. P
finite and not empty and max Ix is even}. Q
Q
(b) Let + be the usual group operation on {0, 1}N ≡ ZN 2 . In this group, addition and subtraction are identical, as
x + x = 0 for every x; but the formulae may be easier to read if I use the symbol − when it seems appropriate. Set
W = {(x, y) : x, y ∈ {0, 1}N , x − y ∈ H}.
Let E, F ⊆ {0, 1}N be sets of positive measure. Then {z : z ∈ {0, 1}N , νω (E ∩ (F + z)) > 0} is open (443C) and not
empty (443Da), so meets H in a set of positive measure. Now

νω2 ((E × F ) ∩ W ) = νω2 {(x, y) : x ∈ E, y ∈ F, x − y ∈ H}


= νω2 {(x, z) : x ∈ E, x − z ∈ F, z ∈ H}
(because (x, y) 7→ (x, x − y) is a measure space automorphism for νω2 , as in 255Ae or 443Xa)
= νω2 {(x, z) : x ∈ E, x ∈ F + z, z ∈ H}
Z
= νω (E ∩ (F + z))νω (dz) > 0.
H

Applying the same argument with {0, 1}N \ H in the place of H, we see that the same is true of (E × F ) \ W .

532O Proposition If A ⊆ Bω \ {0} and #(A) < cov Nω , then there is a c ∈ Bω such that neither c nor 1 \ c
includes any member of A.
206 Topologies and measures III 532O

proof Take W ⊆ {0, 1}N × {0, 1}N as in 532N. For x ∈ {0, 1}N , set cx = W [{x}]• in Bω . If a ∈ A, then {x : a ⊆ cx }
P Let F ⊆ {0, 1}N be such that F • = a, and set E = {x : a ⊆ cx }. Because x 7→ cx is measurable when
is negligible. P
Bω is given its measure-algebra topology (418Ta), E is measurable. For every x ∈ E, F \ W [{x}] is negligible, so
(E × F ) \ W is negligible. But this means that at least one of E, F must be negligible; since F • = a 6= 0, νω E = 0, as
required. QQ
Similarly, {x : a ∩ cx = 0} is negligible. Since {0, 1}N cannot be covered by #(A) negligible sets, there is an
x ∈ {0, 1}N such that cx neither includes, nor is disjoint from, any member of A.

532P Proposition Set κ = max(d, cov Nω ). If FN(PN) = ω1 , then ω ∈ MahcrR ({0, 1}κ ). In particular, if c = ω1
then ω ∈ MahcrR ({0, 1}ω1 ).
proof (a) By 524O(b-ii), FN(Bω ) = ω1 ; let f : Bω → [Bω ]≤ω be a Freese-Nation function. By 532M (if κ = d) or
532O (if κ = cov Nω ), we can choose inductively a family hbξ iξ<κ in Bω such that neither bξ nor 1 \ bξ includes any
nonzero member of Cξ , where Cξ is the smallest subalgebra of Bω including {bη : η < ξ} and closed under f . Of course
this implies that hbξ iξ<κ is Boolean-independent.
(b) For K, L ⊆ κ set dKL = inf ξ∈K bξ \ supξ∈L bξ . For a ∈ Bω , set Qa = {(K, L) : K, L ∈ [κ]<ω are disjoint,
dKL ⊆ a}, and let Q0a be the set of minimal members of Qa , taking (K, L) ≤ (K 0 , L0 ) if K ⊆ K 0 and L ⊆ L0 .
Of course Qa is well-founded so Q0a is coinitial with Qa . Now Ran = {(K, L) : (K, L) ∈ Q0a , #(K ∪ L) = n} is
countable for every n ∈ N and a ∈ Bω . P P Induce on n. If n = 0 this is trivial. For the inductive step to n + 1, set
Rζ0 = {(K, L) : K ∪ L ⊆ ζ, (K ∪ {ζ}, L) ∈ Ra,n+1 } for each ζ < κ. For (K, L) ∈ Rζ0 , bζ ∩ dKL = dK∪{ζ},L is included
in a, so there is a cKLζ ∈ f (dK∪{ζ},L ) ∩ f (a) such that dK∪{ζ},L ⊆ cKLζ ⊆ a, in which case bζ ⊆ cKLζ ∪ (1 \ dKL ). If
ζ < ζ 0 < κ, (K, L) ∈ Rζ0 and (K 0 , L0 ) ∈ Rζ0 0 , then dK 0 L0 6⊆ a (because (K 0 ∪ {ζ 0 }, L0 ) is a minimal member of Qa ), so
cKLζ ∪ (1 \ dK 0 L0 ) 6= 1; as cKLζ and dK 0 L0 both belong to Cζ 0 , bζ 0 ⊆ 6 cKLζ ∪ (1 \ dK 0 L0 ) and cKLζ 6= cK 0 L0 ζ 0 . As f (a) is
countable, A = {ζ : Rζ0 6= ∅} is countable. Next, for any ζ ∈ A and (K, L) ∈ Rζ0 , we see that dKL ⊆ a ∪ (1 \ bζ ), and
indeed that (K, L) ∈ Q0a ∪ (1 \ bζ ) , so that (K, L) ∈ Ra ∪ (1 \ bζ ),n . By the inductive hypothesis, Rζ0 is countable.
This shows that {(K, L, ζ) : K ∪ L ⊆ ζ, (K ∪ {ζ}, L) ∈ Ra,n+1 } is countable. In the same way, applying the ideas
above to 1 \ bζ in place of bζ , {(K, L, ζ) : K ∪ L ⊆ ζ, (K, L ∪ {ζ}) ∈ Ra,n+1 } is countable; so Ra,n+1 is countable and
the induction proceeds. Q Q
It follows that Q0a is countable for every a ∈ Bω .
(c) Now take any a ∈ Bω and let J ⊆ κ be a countable set such that K ∪ L ⊆ J whenever (K, L) ∈ Q0a ∪ Q01 \ a . ??
Suppose, if possible, that the algebras D1 , D2 generated by {a} ∪ {bξ : ξ ∈ J} and {bη : η ∈ κ \ J} are not Boolean-
independent. Then there must be finite subsets K, L, K 0 and L0 of κ such that K ∪ L ⊆ J, K 0 ∪ L0 ⊆ κ \ J, dK 0 L0 6= 0,
and either
dKL ∩ a 6= 0, dK 0 L0 ∩ dKL ∩ a = 0
or
dKL \ a 6= 0, dK 0 L0 ∩ dKL \ a = 0.
Suppose the former. Then (K ∪ K , L ∪ L0 ) ∈ Q1 \ a so there is a (K 00 , L00 ) ∈ Q01 \ a such that K 00 ⊆ K ∪ K 0 and
0

L00 ⊆ L ∪ L0 ; in which case K 00 ∪ L00 ⊆ J so in fact K 00 ⊆ K, L00 ⊆ L and dKL ∩ a ⊆ dK 00 L00 ∩ a = 0, which is impossible.
Replacing a by 1 \ a we get a similar contradiction in the second case. X X So D1 and D2 are Boolean-independent.
(d) As a is arbitrary, (c) shows that hbξ iξ<κ satisfies the conditions of 532I(iii), so that ω belongs to MahcrR ({0, 1}κ ),
as claimed.

532Q Proposition Suppose that add Nω > ω1 .


(a) λ ∈/ MahcrR ({0, 1}κ ) whenever λ ≥ ω and cf[λ]≤ω < κ.
(b) If ω1 ≤ κ ≤ ωω then MahcrR ({0, 1}κ ) = {κ}.
0
proof (a) ?? If ω ≤ λ, cf[λ]≤ω < κ and λ ∈ MahcrR ({0, 1}κ ), set κ0 = (cf[λ]≤ω )+ ; then λ ∈ MahcrR ({0, 1}κ ) (532K).
+
As cf[λ]≤ω < cf κ0 , ω belongs to MahcrR ({0, 1}λ ) (532L) and therefore to MahcrR ({0, 1}ω1 ) (532K again).
Let hbξ iξ<ω1 be a family in Bω satisfying the conditions of 532I(iii). By 524Mb, ω1 < wdistr(Bω ); by 514K, there
is a countable C ⊆ Bω \ {0} such that for every ξ < ω1 there is a c ∈ C such that c ⊆ bξ . Let a ∈ C be such that
{ξ : ξ < ω1 , c ⊆ bξ } is uncountable. There is supposed to be a countable J ⊆ ω1 such that the subalgebras generated
by {a} and {bξ : ξ ∈ ω1 \ J} are Boolean-independent; but there must be a ξ ∈ C \ J, in which case 0 6= a ⊆ bξ , which
is impossible. XX
This shows that (a) is true.
(b) If ω ≤ λ < κ ≤ ωω , then cf[λ]≤ω ≤ λ < κ (5A1E(e-iv)), so (a) tells us that λ ∈
/ MahcrR ({0, 1}κ ). From 532C we
see that MahcrR ({0, 1}κ ) must be {κ} exactly.
532Xd Completion regular measures on {0, 1}I 207

532R Two combinatorial principles already used in 524O are relevant to the questions treated here.
Proposition Suppose that λ is an uncountable cardinal with countable cofinality such that λ (definition: 5A1S) is
true. Set κ = λ+ . Then λ ∈ MahcrR ({0, 1}κ ).
proof (a) Let hIξ iξ<κ be a family of countably infinite subsets of λ as in 5A1T. For each ξ < κ, let hIξn in∈N , hαξn in∈N
be such that hIξn in∈N S
is a disjoint sequence of subsets of Iξ with #(Iξn ) = n for each n and hαξn in∈N is a sequence of
distinct points in Iξ \ n∈N Iξn . Set
Uξn = {x : x ∈ {0, 1}λ , x(η) = 0 for every η ∈ Iξn },
S
Vξn = {x : x ∈ Uξn \ m>n Uξm , x(αξn ) = 1},
S
Ṽξn = {x : x ∈ Uξn \ m>n Uξm , x(αξn ) = 0}
for n ∈ N. Note that S as νκ Uξm = 2−m for each n, Vξn and Ṽξn are non-negligible, while both are determined by
coordinates in {αξn } ∪ m≥n Iξm ⊆ Iξ . Set
S
Fξ = n∈N Vξn , bξ = Fξ• ∈ Bλ .
Note that Fξ ∩ Ṽξn = ∅.
(b) Take any a ∈ Bλ . Then we can express a as E • where E ⊆ {0, 1}λ is a Baire set; let I ⊆ λ be a countable
set such that E is determined by coordinates in I. By the choice of hIξ iξ<κ there is a countable set J ⊆ κ such
that I ∩ Iξ is finite for every ξ ∈ κ \ J. Let D1 , D2 be the subalgebras of Bλ generated by {a} ∪ {bξ : ξ ∈ J} and
{bξ : ξ ∈ κ \ J} respectively. Then D1 and D2 are Boolean-independent. P P If d1 ∈ D1 and d2S∈ D2 are non-zero, we
can express d1 as H1• where H1 ⊆ {0, 1}λ is a Baire set determined by coordinates in L = I ∪ ξ∈K Iξ for some finite
K ⊆ J. Next, we can find disjoint finite sets K 0 , K 00 ⊆ κ \ J such that d2 ⊇ inf ξ∈K 0 bξ \ supξ∈K 00 bξ . Because all the
sets Iξ ∩ Iη , for distinct ξ, η < κ, and also the sets I ∩ Iξ , for ξ ∈ κ \ J, are finite, there is an m ∈ N such that all the
sets Jξ = {αξm } ∪ n≥m Iξn , for ξ ∈ K 0 ∪ K 00 , are disjoint from each other and from I. Look at the sets sets Vξm , for
S

ξ ∈ K 0 , and Ṽξm , for ξ ∈ K 00 . Set H2 = {0, 1}λ ∩ ξ∈K 0 Vξm ∩ ξ∈K 00 Ṽξm . Then H2• ⊆ d2 . But observe now that all
T T

the Vξm and Ṽξm are non-negligible and that Vξm , Ṽξm are determined by coordinates in Jξ for each ξ ∈ K 0 ∪ K 00 . So
the sets H1 , Vξm (for ξ ∈ K 0 ) and Ṽξm (for ξ ∈ K 00 ) are stochastically independent, and
Q Q
ν̄λ (d1 ∩ d2 ) ≥ νλ (H1 ∩ H2 ) = νλ H1 · ξ∈K 0 νλ Vξm · ξ∈K 00 νλ Ṽξm > 0.
Thus d1 ∩ d2 6= 0; as d1 and d2 are arbitrary, D1 and D2 are stochastically independent. Q
Q
(c) The argument of (b) works equally well with J an arbitrary finite subset of κ and a any member of the subalgebra
generated by {bξ : ξ ∈ J} to show that hbξ iξ<κ is Boolean-independent. So the conditions of 532I(iii) are satisfied and
κ ∈ MahcrR (λ), as claimed.

532S Proposition Suppose that add Nω > ω1 and that λ is an infinite cardinal such that CTP(λ+ , λ) (definition:
/ MahcrR ({0, 1}κ ) for any κ > λ.
5A1U) is true. Then λ ∈
proof By 532K, it is enough to consider the case κ = λ+ . ?? Suppose, if possible, that there is a family hbξ iξ<κ in Bλ
satisfying the conditions of 532I(iii). Let heη iη<λ be the standard generating family in Bλ . Then for each ξ < κ we
have a countable set Iξ ⊆ λ such that bξ belongs to the closed subalgebra
S of Bλ generated by {eη : η ∈ Iξ }. Because
CTP(κ, λ) is true, there is an uncountable set A ⊆ κ such that J = ξ∈A Iξ is countable (5A1U(b-ii)). Now the closed
subalgebra CJ generated by {eη : η ∈ J} is isomorphic to Bω , so hbξ iξ∈A witnesses that ω ∈ MahcrR ({0, 1}ω1 ); but this
contradicts 532Qa. XX

532X Basic exercises (a) Let X be a normal Hausdorff space and Y ⊆ X a zero set. Show that MahcrR (Y ) ⊆
MahcrR (X).

(b) Let βN be the Stone-Čech compactification of N. (i) Show that MahcrR (βN) = {0}. (ii) Give an example of a
non-empty compact Hausdorff space X such that MahcrR (X) = ∅.

(c) Let X and Y be compact Hausdorff spaces. Show that MahcrR (X × Y ) ⊆ MahcrR (X) ∪ MahcrR (Y ). (Hint:
454T.)

(d) Let λ and κ be infinite cardinals such that λ ∈ MahcrR ({0, 1}κ ). (i) Show that there is a strictly positive Maha-
ram-type-homogeneous completion regular Radon probability measure on {0, 1}κ with Maharam type λ. (ii) Suppose
that λ is uncountable and that H ⊆ {0, 1}κ is a non-empty Gδ set. Show that λ ∈ MahcrR (H).
208 Topologies and measures III 532Xe

(e) Find a proof of 532E which does not rely on 532D. (Hint: 415E.)

(f ) Let h(Xi , µi )ii∈I be a family of quasi-dyadic spaces with


Q strictly positive completion regular topological probabil-
ity measures. Show that the ordinary product measure on i∈I Xi is a strictly positive completion regular τ -additive
topological probability measure.

532Y Further exercises (a) Let Z be the Stone space of Bλ , where λ ≥ ω. (i) Show that if F ⊆ Z is a non-empty
nowhere dense zero set then it is not ccc. (ii) Show that MahcrR (Z) = {λ}. (iii) Show that MahcrR (Z × Z) = ∅.

(b) Let hXi ii∈I be a family of topological spaces with countable networks, and Y any topological space. Suppose that
we are given a strictly positive topological probability measureQµi on each Xi , and a τ -additive topological probability
measure ν on Y . Show that the ordinary product measure on i∈I Xi × Y is a topological measure.

(c) Suppose that FN(PN) = ω1 . Show that there are a Hausdorff space X and a completion regular Radon measure
µ on X such that the Maharam type of µ is ω, but the Maharam type of µB(X) is ω1 . (Hint: 532P, 419C.)

532Z Problems (a) In 532P, can we take κ = cf N ?

(b) We have ω ∈ MahcrR ({0, 1}ω1 ) if FN(PN) = ω1 (532P, 532K) and not if add Nω > ω1 (532Q). Can we narrow
the gap?

(c) For a Hausdorff space X let MahspcrR (X) be the set of Maharam types of strictly positive Maharam homogeneous
completion regular Radon measures on X. Describe the sets Γ of cardinals for which there are a compact Hausdorff
spaces X such that MahspcrR (X) = Γ.

532 Notes and comments I have spent a good many pages on a rather specialized topic. But I think the patterns
here are instructive. When looking at MahR (X), as in §531, we quickly come to feel that it is a measure of a certain
kind of complexity; the richer the space X, the larger MahR (X) will be. 531Eb and 531Ed are direct manifestations
of this, and 531G develops the theme. MahcrR (X) can sometimes tell us more about X; knowing MahcrR (X) we may
have a lower bound on the complexity of X as well as an upper bound. (On the other hand, MahcrR (X) can evaporate
for non-trivial reasons, as in 532Xb and 532Ya, and leave us with very little idea of what X might be like.) In place
of the straightforward facts in 531E, we have the relatively complex and partial results in 532G and 532K. As soon as
we leave the constrained context of powers of {0, 1}, the most natural questions seem to be obscure (532Zc).
However, if we follow the paths which are open, rather than those we might otherwise have chosen, we come to some
interesting ideas, starting with 532I. Here, as happened in §531, we see that a proper understanding of the measure
algebras Bλ will take us a long way; and once again we find that this understanding has to be conditional on the
model of set theory we are working in. Even to decide which powers of {0, 1} carry completion regular Radon measures
with countable Maharam type we need to examine some new aspects of the Lebesgue measure algebra (532M-532O).
Moreover, as well as the familiar cardinals of Cichoń’s diagram, we have to look at the Freese-Nation number of PN
(532P). For larger Maharam types, in a way that we are becoming accustomed to, other combinatorial principles
become relevant (532R, 532S).

533 Special topics


I present notes on certain questions which can be answered if we make particular assumptions concerning values
of the cardinals considered in §§523-524. The first cluster (533A-533E) looks at Radon and quasi-Radon measures
in contexts in which the additivity of Lebesgue measure is large compared with other cardinals of the structures
considered. Developing ideas which arose in the course of §531, I discuss ‘uniform regularity’ in perfectly normal and
first-countable spaces (533H). We also have a complete description of the cardinals κ for which R κ is measure-compact
(533J).
As previously, I write N (µ) for the null ideal of a measure µ; νκ will be the usual measure on {0, 1}κ and Nκ = N (νκ )
its null ideal.

533A Lemma Let (X, Σ, µ) be a semi-finite measure space with measure algebra (A, µ̄). If hKξ iξ<κ is a family of
is inner regular with respect to every Kξ amd κ < min(add N (µ), wdistr(A)), then µ is inner
ideals in Σ such that µ T
regular with respect to ξ<κ Kξ .
proof Take E ∈ Σ and γ < µE. Then there is an E1 ∈ Σ such that E1 ⊆ E and γ < µE1 < ∞. For ξ < κ,
Dξ = {K • : K ∈ Kξ } is closed under finite unions and is order-dense in A, so includes a partition of unity Aξ . Now
533D Special topics 209

there is a partition B of unity in A such that {a : a ∈ Aξ , a ∩ b 6= 0} is finite for every b ∈ B and ξ < κ. Let B 0 ⊆ B
be a finite set such that µ̄(E1• ∩ sup B 0 ) ≥ γ, and let E2 ⊆ E1 be such that E2• = E1• ∩ sup B 0 . For any ξ < κ,
A0ξ = {a : a ∈ Aξ , a ∩ E2• 6= 0} ⊆ b∈B 0 {a : a ∈ Aξ , a ∩ b 6= 0}
S

is finite, so sup A0ξ belongs to Dξ and can be expressed as Kξ• for some Kξ ∈ Kξ . Now E2• ⊆ sup A0ξ so E2 \ Kξ is
negligible. As κ < add N (µ), we have a negligible H ∈ Σ including ξ<κ E2 \ Kξ ; now E 0 = E2 \ H ⊆ E, µE 0 ≥ γ and
S

E 0 ∈ ξ<κ Kξ . As E and γ are arbitrary, µ is inner regular with respect to ξ<κ Kξ .


T T

Remark Of course this result is covered by 412Ac unless wdistr(A) > ω1 , which nearly forces A to have countable
Maharam type (524Mb).

533B Corollary Let (X, Σ, µ) be a totally finite measure space with countable Maharam type. If E ⊆ Σ, #(E) <
min(add Nω , add N (µ)) and  > 0, there is a set F ∈ Σ such that µ(X \ F ) ≤  and {E ∩ F : E ∈ E} is countable.
proof Let (A, µ̄) be the measure algebra of µ. Then A is separable in its measure-algebra topology (521Oa). Let H ⊆ Σ
be such that {H • : H ∈ H} is dense in A. For E ∈ E and n ∈ N choose S HEn ∈ H such that µ(E4HEn ) ≤ 2−n ; let
KE be the family of measurable sets K such that K is disjoint from i≥n E4HEi for some n. Then µ is inner regular
T
with respect to KE . BecauseT#(E) < min(wdistr(A), add N (µ)) (524Mb), µ is inner regular with respect to E∈E KE
(533A) and there is an F ∈ KE such that µF ≥ µX − . If E ∈ E, there is an n ∈ N such that F ∩ (E4HEn ) = ∅,
that is, F ∩ E = F ∩ HEn ; so {F ∩ E : E ∈ E} ⊆ {F ∩ H : H ∈ H} is countable.

533C Proposition Let (X, T, Σ, µ) be a quasi-Radon measure space with countable Maharam type.
(a) If w(X) < add Nω , then µ is inner regular with respect to the second-countable subsets of X; if moreover T is
regular and Hausdorff, then µ is inner regular with respect to the metrizable subsets of X.
(b) If Y is a topological space of weight less than add Nω , then any measurable function f : X → Y is almost
continuous.
(c) If hYi ii∈I is a family of topological
Q spaces, with #(I) < add Nω , and fi : X → Yi is almost continuous for every
i, then x 7→ f (x) =hfi (x)ii∈I : X → i∈I Yi is almost continuous.
proof Note first that add N (µ) ≥ add Nω , by 524Ta.
(a) Let U be a base for T with #(U) < add Nω . Set
F = {F : F ⊆ X, {F ∩ U : U ∈ U} is countable}.
Then µ is inner regular with respect to F. P
P If E ∈ Σ and γ < µE, let H ∈ Σ be such that H ⊆ E and γ < µH < ∞.
Then the subspace measure µH still has countable Maharam type (use 322I and 514Ed) and
add N (µH ) ≥ add N (µ) ≥ add Nω > #({H ∩ U : U ∈ U}).
By 533B, there is an F ∈ dom µH such that µH F ≥ γ and {F ∩ H ∩ U : U ∈ U} is countable; now F ∈ F, F ⊆ E and
µF ≥ γ. Q
Q But every member of F is second-countable (use 4A2B(a-iv)). If T is regular and Hausdorff, then every
member of F is separable and metrizable (4A2Pb).
(b) If f : X → Y is measurable, let V be a base for the topology of Y with #(V) < add Nω . Suppose that E ∈ Σ and
γ < µE. By 533B, there is an F ∈ Σ such that F ⊆ E, γ < µF < ∞ and {F ∩ f −1 [V ] : V ∈ V} is countable. It follows
that {f [F ] ∩ V : V ∈ V} is countable, so that the subspace topology on f [F ] is second-countable (4A2B(a-iv)). Giving
F its subspace topology TF and measure µF , µF is inner regular with respect to the closed sets (412Pc). If H ⊆ f [F ]
is relatively open in f [F ], it is of the form G ∩ f [F ] where G is an open subset of Y , so that (f F )−1 [H] = F ∩ f −1 [G]
is measured by µF ; thus f F : F → f [F ] is measurable. By 418J, f F is almost continuous, and there is a K ∈ Σ such
that K ⊆ F , µK ≥ γ and f K is continuous.
As E and γ are arbitrary, f is almost continuous.
(c) For each i ∈ I, set Ki = {K : K ∈ Σ, fi K is continuous}. Then Ki is an ideal in Σ and µ is inner regular with
to Ki . Also, as in 533B, wdistr(A) > κ, where A is the measure algebra of µ. So µ is inner regular with respect
respect T
to K = i∈I Ki , by 533A. But f K is continuous for every K ∈ K, so f is almost continuous.

533D Proposition Let (X, T) be a first-countable compact Hausdorff space such that cf[w(X)]≤ω < add Nω , and
µ a Radon measure on X with countable Maharam type. Then µ is inner regular with respect to the metrizable zero
sets.
proof Set κ = w(X). Then there is an injective continuous function f : X → [0, 1]κ (5A4Cc). Let I be a cofinal
subset of [κ]≤ω with #(I) < add Nω . By 524Pa, add µ ≥ add Nω .
210 Topologies and measures III 533D

For I ∈ I and x ∈ X set fI (x) = f (x)I. We need to know that for every x ∈ X there is an I ∈ I such that
{x} = fI−1 [fI [{x}]]. PP Set SFI = fI−1T[fI [{x}]] for each I. Because I is upwards-directed, hFI iI∈I is downwards-directed.
Because f is injective and I = κ, I∈I FI = {x}. Let V be a countable base of S open neighbourhoods of x. For each
V ∈ V there is an IV ∈ I such that FIV ∩ (X \ V ) = ∅. Let I ∈ I be such that V ∈V IV ⊆ I; then FI = {x}. Q Q
−1 I
For I ∈ I, let λI be the image measure µfI on [0, 1] ; note that λI is a Radon measure (418I). Of course add λI is
also at least add Nω , and in particular is greater than κ. If G ⊆ X is open, then G and fI [G] are expressible as unions
of at most κ compact sets, so λI measures fI [G].
There is an I ∈ I such that µfI−1 [fI [G]] = µG for every open set G ⊆ X. P P?? Suppose, if possible, otherwise. For
each I ∈ I choose an open S set GI ⊆ X such that EI = fI−1 [fI [GI ]] \ GI is non-negligible; because λI measures fI [GI ],
µ measures EI . Set EI0 = J∈I,J⊇I EJ for each I ∈ I; because #(I) < add µ, µ measures EI0 . Note that EI0 ⊆ EJ0
whenever J ⊆ I in I; moreover, any sequence in I has an upper bound T in I. There is therefore an M ∈ I such that
0
EM \ EI0 is negligible for every I ∈ I. Again because #(I) < add µ, EM 0
\ I∈I EI0 is negligible; as EM
0
is not negligible,
T 0 −1
there is an x ∈ I∈I EI . But there is an I ∈ I such that {x} = fI [fI [{x}]], so x ∈ / EJ for any J ⊇ I. X XQQ
S −1
Let U be a base for the topology of X with #(U) = κ. Then U ∈U fI [fI [U ]] \ U is µ-negligible; let Y be its
complement. If x ∈ X and y ∈ Y and x 6= y, there is a U ∈ U containing x but not y, so fI−1 [fI [U ]] contains x and
not y and f (x) 6= f (y). If F ⊆ Y is compact, then F is homeomorphic to the metrizable fI [F ], so is metrizable, and
F = fI−1 [fI [F ]] is a zero set. As µ is surely inner regular with respect to the compact subsets of the conegligible set
Y , it is inner regular with respect to the metrizable zero sets.

533E Corollary Suppose that cov Nω1 > ω1 . Let (X, T) be a first-countable K-analytic Hausdorff space such that
cf[w(X)]≤ω < add Nω . Then X is a Radon space.
proof Let µ be a totally finite Borel measure on X, E ⊆ X a Borel set and γ < µE. Because X is K-analytic, there
R set K ⊆ X such that µ(E ∩ K) > γ (432B). Let λ be the Radon measure on K defined by saying that
Ris a compact
f dλ = K f dµ for every f ∈ C(K) (using the Riesz Representation Theorem, 436J/436K). Because cov Nω1 > ω1 ,
ω1 is a precaliber of every measurable algebra (525K); as K is first-countable, ω1 ∈
/ MahR (K) (531P) and λ must have
countable Maharam type (531Ef). By 533D, λ is completion regular. But if F ⊆ K is a zero set (for the subspace
topology of K), there is a non-increasing sequence hfn in∈N in C(K) with infimum χF , so
R R
λF = limn→∞ fn dλ = limn→∞ K
fn dµ = µF .
Accordingly
λH = sup{λF : F ⊆ H is a zero set} = sup{µF : F ⊆ H is a zero set} ≤ µH
for every Borel set H ⊆ K. As λK = µK, λ agrees with µ on the Borel subsets of K. In particular, λ(E ∩ K) > γ;
now there is a compact set L ⊆ E ∩ K such that γ ≤ λL = µL.
As E and γ are arbitrary, µ is tight; as µ is arbitrary, X is a Radon space.

533F Definition Let X be a topological space and µ a topological measure


S on X. I will say that µ is uniformly
regular if there is a countable family V of open sets in X such that G \ {V : V ∈ V, V ⊆ G} is negligible for every
open set G ⊆ X.

533G Lemma Let (X, T, Σ, µ) be a compact Radon measure space.


(a) The following are equiveridical:
(i) µ is uniformly regular;
(ii) there are a metrizable space Z and a continuous function f : X → Z such that µf −1 [f [F ]] = µF for every
closed F ⊆ X;
(iii) there is a countable family H of cozero sets in X such that µG = sup{µH : H ∈ H, H ⊆ G} for every open
set G ⊆ X;
(iv) there is a countable family E of zero sets in X such that µG = sup{µE : E ∈ E, E ⊆ G} for every open set
G ⊆ X.
(b) If T is perfectly normal, the following are equiveridical:
(i) µ is uniformly regular;
(ii) there are a metrizable space Z and a continuous function f : X → Z such that µf −1 [f [E]] = µE for every
E ∈ Σ;
(iii) there are a metrizable space Z and a continuous function f : X → Z such that f [G] 6= f [X] whenever G ⊆ X
is open and µG < µX;
(iv) there is a countable family E of closed sets in X such that µG = sup{µE : E ∈ E, E ⊆ G} for every open set
G ⊆ X.
533H Special topics 211

proof (a)(i)⇒(iii) Given V as in 533F, then for each V ∈ V there is a cozero set HV ⊆ V of the same measure. P P T is
completely regular, so H SV = {H : H ⊆ V is aScozero set} has union V ; µ is τ -additive, so there is a sequence hH i
n n∈N in
HV such that µV = µ( n∈N Hn ); set HV = n∈N Hn ; by 4A2C(b-iii), HV is a cozero set. Q Q Now H = {HV : V ∈ V}
witnesses that (iii) is true.
(iii)⇒(iv) Given H as in (iii), then for each H ∈ H let hFn (H)in∈N be a non-decreasing sequence of zero sets
with union H (4A2C(b-vi)). Set E = {Fn (H) : H ∈ H, n ∈ N}, so that E is a countable family of zero sets. If G ⊆ X
is open,
µG = supH∈H,H⊆G µH = supH∈H,H⊆G,n∈N µFn (H) ≤ supE∈E,E⊆G µE ≤ µG,
so E witnesses that (iv) is true.
(iv)⇒(ii) Given E as in (iv), then for each E ∈ E choose a continuous fE : X → R such that E = fE−1 [{0}], and
set f (x) = hfE (x)iE∈E for x ∈ X. Then f : X → Z = R E is continuous and −1
S Z is metrizable and f [f [E]] = E for
every E ∈ E. If F ⊆ X is closed, set E0 = {E : E ∈ E, E ∩ F = ∅}. Then E0 has the same measure as X \ F and
does not meet f −1 [f [F ]], so µf −1 [f [F ]] = µF . As F is arbitrary, f and Z witness that µ is uniformly regular.
(ii)⇒(i) Take Z and f : X → Z as in (ii). Replacing Z by f [X] if necessary, we may suppose that f is surjective,
so that Z is compact, therefore second-countable (4A2P(a-ii)). Let U be a countable base for the topology of Z closed
under finite unions, and set V = {f −1 [U ] : U ∈ U}, so that V is a countable family of open sets in X. If S G ⊆ X
is open, set F =SX \ G, U0 = {U : U ∈ U, U ∩ f [F ] = ∅}, V0 = {f −1 [U ] : U ∈ U0 }. Then Z \ f [F ] = U0 so
X \ f −1 [f [F ]] = V0 and (because U0 and V0 are closed under finite unions)

sup{µV : V ∈ V, V ⊆ G} ≥ sup µV = µ(X \ f −1 [f [F ]])


V ∈V0

= µX − µf −1 [f [F ]] = µX − µF = µG.
Thus V witnesses that µ is uniformly regular.
(b)(i)⇒(iii) If µ is uniformly regular, let Z be a metrizable space and f : X → Z a continuous function such that
µf −1 [f [F ]] = µF for every closed F ⊆ X. If now G ⊆ X is open and µG < S µX, there is a sequence hFn in∈N of closed
sets with union G, because T is perfectly normal. In this case f −1 [f [G]] = n∈N f −1 [f [Fn ]] has the same measure as
G, so is not the whole of X, and f [G] 6= f [X]. Thus f and Z witness that (iii) is true.
(iii)⇒(ii) Take Z and f from (iii). Let ν be the image measure µf −1 on Z; then µ is a Radon measure (418I).
?? If E ∈ Σ and µ∗ f −1 [f [E]] > µE, let E 0 ⊇ E be a Borel set such that µE 0 = µE. Because X is perfectly normal,
E 0 belongs to the Baire σ-algebra of X (4A3Kb), so is Souslin-F (421L), therefore K-analytic (422Hb); consequently
f [E 0 ] is K-analytic (422Gd) therefore measured by ν (432A). This means that f −1 [f [E 0 ]] ∈ Σ, and of course
µf −1 [f [E 0 ]] ≥ µ∗ f −1 [f [E]] > µE = µE 0 .
We can therefore find open sets G ⊇ E 0 and G0 ⊇ X \ f −1 [f [E 0 ]] such that µG + µG0 < µX. But now G ∪ G0 is an
open set of measure less than µX and f [G ∪ G0 ] = f [X], which is supposed to be impossible. X X
Thus, for any E ∈ Σ, we have µ∗ f −1 [f [E]] = µE; of course it follows at once that f −1 [f [E]] is measurable, with the
same measure as E, as required by (ii).
(ii)⇒(i)⇔(iv) (ii)⇒(i) is trivial, and (i)⇔(iv) is immediate from (a), because all closed sets in X are zero sets.

533H Theorem (a) Suppose that cov Nω1 > ω1 . Let X be a perfectly normal compact Hausdorff space. Then
every Radon measure on X is uniformly regular.
(b) (Plebanek 00) Suppose that cov Nω1 > ω1 = non Nω . Let X be a first-countable compact Hausdorff space.
Then every Radon measure on X is uniformly regular.
proof (a) Let µ be a Radon measure on X. ?? If µ is not uniformly regular, then we can choose hgξ iξ<ω1 and hGξ iξ<ω1
inductively, as follows. Given that gη : X → R is continuous for every η < ξ, set fξ (x) = hgη (x)iη<ξ for x ∈ X, so that
fξ : X → R ξ is continuous. By 533G(b-iii), there is an open set Gξ such that µGξ < µX and fξ [Gξ ] = fξ [X]; now Gξ
is a cozero set and there is a continuous function gξ : X → R such that Gξ = {x : gξ (x) 6= 0}. Continue.
At the end of the induction, we have a continuous function fω1 : X → R ω1 , setting fω1 (x) = hgξ (x)iξ<ω1 for each
x. Now ω1 is a precaliber of every measurable algebra (525K), and µ(X \ Gξ ) > 0 for each ξ, so there is an x ∈ X
such that A =S{ξ : x ∈ / Gξ } is uncountable (525Da). Set H = {y : fω1 (y) 6= fω1 (x)}; then H is an open set, so
expressible as n∈N Kn where each Kn is compact. For each ξ ∈ A there is an xξ ∈ Gξ such that fξ (xξ ) = fξ (x). As
gξ (xξ ) 6= 0 = gξ (x), xξ ∈ H. Let n ∈ N be such that A0 = {ξ : ξ ∈ A, xξ ∈ Kn } is uncountable. Then
fω1 (x) ∈ {fω1 (xξ ) : ξ ∈ A0 } ⊆ fω1 [Kn ];
212 Topologies and measures III 533H

but this is impossible, because Kn ⊆ H. X


X
So µ must be uniformly regular, as required.
(b) Let µ be a Radon measure on X. If µX = 0 then of course µ is uniformly regular; suppose µX > 0. As in (a)
and 533E, ω1 is a precaliber of measure algebras, so ω1 ∈
/ MahR (X) and the Maharam type of µ is countable. Let A be
the measure algebra of µ; then d(A) ≤ non Nω (524Me), so there is a set A ⊆ X, of full outer measure, with #(A) ≤ ω1
(521Jc). For each x ∈ X, let hVxn in∈N run over a base of neighbourhoods of x. Let H be the family of sets expressible
as finite unions of Vxn for x ∈ A and n ∈ N, so that H is a family of openSsets in X and #(H) ≤ ω1 .
For any open G ⊆ X, µG = sup{µH : H ∈ H, H ⊆ G}. P P Set H ∗ = {H : H ∈ H, H ⊆ G}. For any x ∈ A ∩ G,
there is an n ∈ N such that Vxn ⊆ G, and now Vxn ∈ H, so x ∈ H ∗ . Thus G \ H ∗ does not meet A; as A has full outer
measure,
µG = µH ∗ = sup{µH : H ∈ H, H ⊆ G}
Q So there is a countable H0 ⊆ {H : H ∈ H, H ⊆ G}
because {H : H ∈ H, H ⊆ G} is closed under finite unions. Q
such that µG = supH∈H0 µH.
Let hHξ iξ<ω1 run over H. For ξ < ω1 , set
Gξ = {G : G ⊆ X is open, µG = sup{µHη : η ≤ ξ, Hη ⊆ G}}.
S
Then ξ<ω1 Gξ = T. For each ξ < ω1 , set
Yξ = {y : y ∈ X, Vyn ∈ Gξ for every n ∈ N};
P Let ξ be such that µ∗ Yξ = µ∗ Yη for
S
then X = ξ<ω1 Yξ . Now there is a ξ < ω1 such that Yξ has full outer measure. P

every η ≥ ξ. ?? If µ Yξ < µX, let K ⊆ X \ Yξ be a non-negligible measurable set. Then the subspace measure µK is a
Radon measure with countable Maharam type, so
cov N (µK ) ≥ cov Nω ≥ cov Nω1 > ω1 .
Yη , there must be some η < ω1 such that µ∗K (K ∩ Yη ) > 0; but now µ∗ (K ∩ Yη ) > 0 and η > ξ and
S
Since K ⊆ η<ω1

µ∗ Yη = µ∗ (Yη \ K) + µ∗ (Yη ∩ K) > µ∗ Yξ . X


X
So Yξ has full outer measure. Q
Q
= {Hη : η ≤ ξ}. If G ⊆ X is open,Sand H ∗ = {H : H ∈ Hξ , H ⊆ G}, then G \ H ∗ is negligible. P
S
Set Hξ P Set
V = {Vyn : y ∈ Yξ , n ∈ N,SVyn ⊆ G}, H1∗ = V. Then Yξ does not meet G \ H1∗ , so µH1∗ = µG. Let V0 ⊆ V be a
countable set such that µ( V0 ) = µG. If V ∈ V0 , then V ∈ Gξ and V ⊆ G so V \ H ∗ is negligible. Accordingly
G \ H ∗ ⊆ (G \ V0 ) ∪ V ∈V0 (V \ H ∗ )
S S

Q So if we take H0 to be the set of finite unions of members of Hξ , H0 will be a countable family of open
is negligible. Q
sets and µG = sup{µH : H ∈ H0 , H ⊆ G} for every open G ⊆ X. Thus µ is uniformly regular.

533I We know from 435Fb/435H and 439P that R N is measure-compact and R c is not. It turns out that we already
have a language in which to express a necessary and sufficient condition for R κ to be measure-compact. To give the
result in its full strength I repeat a definition from 435Xk.
Definition A completely regular space X is strongly measure-compact if µX = sup{µ∗ K : K ⊆ X is compact}
for every totally finite Baire measure µ on X.
Remark For the elementary properties of these spaces, see 435Xk. I repeat one here: a completely regular space X
is strongly measure-compact iff it is measure-compact and pre-Radon. PP(i) Suppose that X is measure-compact and
pre-Radon and that µ is a totally finite Baire measure on X. Because X is measure-compact, µ has an extension to a
quasi-Radon measure µ̃ (435D); because X is pre-Radon, µ̃ is Radon (434Jb) and

µX = µ̃X = sup µ̃K


K⊆X is compact

= sup µ̃∗ K ≤ sup µ∗ K ≤ µX.


K⊆X is compact K⊆X is compact

As µ is arbitrary, X is strongly measure-compact. (ii) Suppose that X is strongly measure-compact. (α) Let µ be a
Baire probability measure on X. Then there is a non-negligible compact set, so X cannot be covered by the negligible
open sets; by 435Fa, this is enough to ensure that X is measure-compact. (β) Now let µ be a totally finite τ -additive
Borel measure on X. Write ν for the restriction of µ to the Baire σ-algebra of X. Then there is a compact set K ⊆ X
which is not ν-negligible. ?? If µ(X \ K) = µX, then, because µ is τ -additive and X is regular, there is a closed set
F ⊆ X \ K such that µF + ν ∗ K > µX. Because X is completely regular, there is a zero set G including K and disjoint
from F , in which case ν ∗ K > µG = νG, which is impossible. X X So µK > 0; by 434J(a-iii), this tells us that X is
pre-Radon. QQ
533J Special topics 213

533J Theorem (see Fremlin 77) Let κ be a cardinal. Then the following are equiveridical:
(i) R κ is measure-compact;
Q
(ii) if hXξ iξ<κ is a family of strongly measure-compact completely regular Hausdorff spaces then ξ<κ Xξ is measure-
compact;
T
(iii) whenever X is a compact Hausdorff space and hGξ iξ<κ is a family of cozero sets in X, then X ∩ ξ<κ Gξ is
measure-compact;
(iv) for any Radon measure, the union of κ or fewer closed negligible sets has inner measure zero;
(v) for any Radon measure, the union of κ or fewer negligible sets has inner measure zero;
(vi) κ < cov N (µ) for any Radon measure µ;
(vii) κ < cov Nκ ;
(viii) κ < m(A) for every measurable algebra A.

proof not-(iv)⇒not-(i) Suppose that X is a HausdorffS space, µ is a Radon measure on X and hF Sξ iξ<κ is a family
of closed µ-negligible subsets of X such that µ∗ ( ξ<κ Fξ ) > 0. Then there is a compact set K ⊆ ξ<κ Fξ such that
µK > 0.
For each ξ < κ, there is a continuous gξ : K → [0, 1[ such that gξ (z) = 0 for z ∈ K ∩ Fξ and gξ−1 [{0}] is negligible. PP
−n
For each n ∈ N, there is a compact set Ln ⊆ K \ Fξ such that P∞ µL n ≥ µK − 2 ; there is a continuous f n : K → [0, 1]
such that fn (z) = 0 for z ∈ K ∩ Fξ , 1 for z ∈ Ln ; set gξ = n=0 2−n−2 fn . Q Q Set g(z) = hgξ (z)iξ<κ for z ∈ K, so that
κ
g : K → [0, 1[ is continuous.
κ
Let ν be the Baire measure on [0, 1]κ defined by setting νH = µg −1 [H] for every Baire set H ⊆ [0, 1]κ . Then ]0, 1[
κ κ
has full outer measure for ν. P P If H ⊆ [0, 1] is a Baire set including ]0, 1[ , then H is determined by coordinates in
I
some countable subset I of κ (4A3Mb). If z ∈ K and gξ (z) > 0 for every ξ ∈ I, then g(z)I ∈ ]0, 1[ is equal to wI
−1
for some w ∈ H, so g(z) ∈ H. Thus g [H] includes {z : z ∈ K, gξ (z) > 0 for every ξ ∈ I} and
νH = µg −1 [H] ≥ µ{z : gξ (z) > 0 for every ξ ∈ I} = µK = ν[0, 1]κ . Q
Q
κ
On the other hand, every point y of ]0, 1[ belongs to a ν-negligible cozero set. P
P g[K] is a compact set not containing
y, so there is a cozero set W containing y and disjoint from g[K], and now νW = 0. Q Q
κ κ κ
Let ν0 be the subspace measure on ]0, 1[ . By 4A3Nd, ν0 is a Baire measure on ]0, 1[ . If y ∈ ]0, 1[ it belongs to
κ κ κ
a ν-negligible cozero set W ⊆ [0, 1] , and now W ∩ ]0, 1[ is a ν0 -negligible cozero set in ]0, 1[ containing y. At the
same time,
κ
ν0 ]0, 1[ = ν[0, 1]κ = µK > 0.
κ κ
So ν0 witnesses that ]0, 1[ is not measure-compact; as R κ is homeomorphic to ]0, 1[ , it also is not measure-compact.

(iv)⇒(iii) Suppose
T that (iv) is true and that we have X and hGξ iξ<κ , as in (iii), with a Baire
R probability
R measure
µ on Y = X ∩ ξ<κ Gξ . Let ν be the Radon probability measure on X defined by saying that f dν = (f Y )dµ for
every f ∈ C(X) (see 436J/436K). Then νGξ = 1 for each ξ < κ. P P Let f : X → R be a continuous function such that
Gξ = {x : x ∈ X, f (x) 6= 0}. Set fn = n|f | ∧ χX for each n. Then limn→∞ fn = χGξ , so
R R
νGξ = limn→∞ fn dν = limn→∞ (fn Y )dµ = µY = 1. QQ
S
By (iv), ν∗ ( ξ<κ (X \ Gξ )) = 0, that is, Y has full outer measure. In particular, Y must meet the support of ν; take
any z in the intersection. If U is a cozero set in Y containing z, there is an open set G ⊆ X such that U = G ∩ Y ; now
there is a continuous f : X → [0, 1] such that f (z) = 1 and f (x) = 0 for x ∈ X \ G; in this case
R R
µU ≥ (f Y )dµ = f dν > 0
because {x : f (x) > 0} is an open set meeting the support of ν. This shows that Y is not covered by the µ-negligible
relatively cozero sets; as µ is arbitrary, Y is measure-compact (435Fa).

(iii)⇒(i) We can express R κ in the form of (iii) by taking X = [−∞, ∞]κ and Gξ = {x : x(ξ) is finite} for each ξ.

(iv)⇒(vii) Let Z be the Stone space of the measure algebra of νκ , and λ its usual measure. If hEξ iξ<κ is a family of
λ-negligible sets, then, because λ is inner regular with respect to the open-and-closed sets, we can find negligible zero
sets Fξ ⊇ Eξ for each ξ. By (iv), {Fξ : ξ < κ} cannot cover Z, so the same is true of {Eξ : ξ < κ}. Thus cov N (λ) > κ.
By 524Jb, cov Nκ > κ.

(vii)⇒(vi) Let θ be min{cov N (ν) : ν is a non-zero Radon measure}. By 524Pc, there is an infinite cardinal κ0 such
that θ = cov Nκ0 ; by 523F, θ = κ0 . ?? If θ ≤ κ, then 523B tells us that
κ < cov Nκ ≤ cov Nθ = θ. X
X
So θ > κ, as required.
214 Topologies and measures III 533J

S
(vi)⇒(v) If (vi) is true, (X, µ) is a Radon measure space, hFξ iξ<κ is a family of negligible sets, and E ⊆ ξ<κ Fξ is
a measurable set, then the subspace measure S µE is a Radon measure (416Rb), while E can be covered by κ negligible
sets; by (vi), µE = 0; as E is arbitrary, µ∗ ( ξ<κ Fξ ) = 0.
(v)⇒(ii) Suppose that (v) is true, that hXξ iξ<κ is a family of strongly measure-compact completely regular Hausdorff
spaces with product X, and that Q µ is a Baire probability measure on X. For each ξ < κ let Zξ be the Stone-Čech
compactification of Xξ ; set Z = ξ<κ Zξ , and πξ (z) = z(ξ) for z ∈ Z, ξ < κ. Then we have a Radon probability
R R
measure λ on Z defined by saying that g dλ = X (gX)dµ for every g ∈ C(Z). Note that if W ⊆ Z is a zero set,
there is a non-increasing sequence hgn in∈N in C(Z) with infimum χW , so that
R R
λW = inf n∈N gn dλ = inf n∈N X
(gn X)dµ = µ(W ∩ X).
Now λπξ−1 [Xξ ] = 1 for each ξ. PP Let  > 0. We have a Baire probability measure µξ on Xξ defined by setting
µξ E = µ(X ∩ πξ−1 [E]) for every Baire set E ⊆ Xξ , and a Radon measure λξ = λπξ−1 on Zξ . Because Xξ is strongly
measure-compact, there is a compact set K ⊆ Xξ such that µ∗ξ K ≥ 1 − . Now K is still compact when regarded as a
subset of Zξ , so there is a zero set F ⊆ Zξ , including K, such that λξ F = λξ K. In this case, F ∩ Xξ is a zero set in
Xξ including K, so

λ∗ πξ−1 [Xξ ] ≥ λπξ−1 [K] = λξ K = λξ F = λπξ−1 [F ]


= µ(X ∩ πξ−1 [F ]) = µξ (F ∩ Xξ ) ≥ µ∗ξ K ≥ 1 − .
As  is arbitrary, we T
have the result. Q
Q
By (v), X = Z ∩ ξ<κ πξ−1 [Xξ ] has full outer measure for λ. Let G be the family of µ-negligible cozero sets in X
and H the family of λ-negligible open sets in Z. If x ∈ G ∈ G, then there
R is a Rcontinuous function g : Z → [0, 1] such
that g(x)
S = 1
S and H = {y : y ∈ X, g(y) > 0} is included in G; now g dλ = (gX)dµ = 0, so λH = 0. This shows
that G ⊆ H is λ-negligible, and, in particular, is not the whole of X. By 435Fa as usual, this is enough to show
that X is measure-compact, as required.
(ii)⇒(i) is elementary, because R is certainly strongly measure-compact.
(vi)⇒(viii)⇒(vii) are immediate from 524Md.

533X Basic exercises (a) Exhibit a family hKt iT t∈R such that every Kt consists of compact sets, Lebesgue measure
on R is inner regular with respect to every Kt , but t∈R Kt = ∅.

(b) Let µ be a uniformly regular topological measure on a topological space X. (i) Show that if A ⊆ X then the
subspace measure on A is uniformly regular. (ii) Show that any indefinite-integral measure over µ is uniformly regular.
(iii) Show that if Y is another topological space and f : X → Y is a continuous open map, then the image measure
µf −1 is uniformly regular.

(c) Show that any Radon measure on the split interval is uniformly regular. (Hint: 419L.)

(d) (Babiker 76) Let X and Y be compact Hausdorff spaces, µ a Radon measure on X, f : X → Y a continuous
−1
surjection and ν = µf
R the image
R measure on Y . Show that the following are equiveridical: (i) νf [F ] = µF for every
closed F ⊆ X; (ii) g dµ = inf{ h dν : h ∈ C(Y ), hf ≥ g} for every g ∈ C(X); (iii) for every g ∈ C(X), {y : g is
constant on f −1 [{y}]} is ν-conegligible.

(e) Show that any uniformly regular Borel measure has countable Maharam type.

(f ) Let hXi ii∈I be a countable family of topological spaces with product X, and µ a τ -additive topological measure
on X. Suppose that the marginal measure of µ on Xi is uniformly regular for every i ∈ I. Show that µ is uniformly
regular.

(g) Let X be [0, 1] × {0, 1} with the topology generated by

{G × {0, 1} : G ⊆ [0, 1] is relatively open for the usual topology}


∪ {{(t, 1)} : t ∈ [0, 1]} ∪ {X \ {(t, 1)} : t ∈ [0, 1]}.
Show that X is compact and Hausdorff. Let µ be the Radon measure on X which is the image of Lebesgue measure
on [0, 1] under the map t 7→ (t, 0). Show that µ is uniformly regular but not completion regular.

(h) Let X be a topological space and µ a uniformly regular topological probability measure on X. Show that there
is an equidistributed sequence in X.
534B Hausdorff measures and strong measure zero 215

(i) Show that there is a first-countable compact Hausdorff space with a uniformly regular topological probability
measure, inner regular with respect to the closed sets, which is not τ -additive. (Hint: 439K.)

533Y Further exercises (a) (Pol 82) Let X be a compact Hausdorff space and µ a uniformly regular Radon
measure on X. Show that if we give the space MR+ of Radon measures on X its narrow topology (437J) then χ(µ, MR+ ) ≤
ω.

S measure µ on a space X, write ureg(µ) for the smallest size of any family V of open subsets
(b) For a topological
of X such that G \ {V : V ∈ V, V ⊆ G} is negligible for every open G ⊆ X. (i) Show that the Maharam
type τ (µ) of µ is at most ureg(µ). (ii) Show that if X is compact and Hausdorff and µ is a Radon measure, then
ureg(µ) ≤ max(non Nτ (µ) , χ(X)). (iii) Show that if X is compact and Hausdorff, µ is a Radon probability measure
and cov Nτ (µ) > ureg(µ), then µ has an equidistributed sequence.

(c) (Plebanek 00) Suppose that κ is a regular infinite cardinal such that non Nκ < cov Nκ = κ. Let (X, µ) be a
Radon probability space such that χ(X) < κ. Show that µ has an equidistributed sequence.

533Z Problem For which cardinals κ is R κ Borel-measure-compact?

533 Notes and comments I suppose that from the standpoint of measure theory the most fundamental of all the
properties of ω is the fact that the union of countably many Lebesgue negligible sets is again Lebesgue negligible; this
is of course shared by every κ < add Nω (which is in effect the definition of add Nω ). In 533A-533E and 533J we have
results showing that uncountable cardinals can be ‘almost countable’ in other ways. In each case the fact that ω has
the property examined is either trivial (as in 533B) or a basic result from Volume 4 (as in 533Cb, 533Cc and 533E).
Similarly, the fact that c does not have any of these properties is attested by classical examples. If you are familiar
with Martin’s axiom you will not be surprised to observe that everything here is sorted out if we assume that m = c.
533H does not quite fit this pattern, and the hypothesis in 533Hb definitely contradicts Martin’s axiom. ‘Uniformly
regular’ measures got squeezed out of §434 by shortage of space; in the exercises 533Xb-533Xi I sketch some of what
was missed. Here I mention them just to show that there is more to say on the subject of first-countable and perfectly
normal spaces than I put into 531P and 531Q. Another phenomenon of interest is the occurrence of measures which
are inner regular with respect to a family of compact metrizable sets (462J, 533Ca, 533D).

534 Hausdorff measures and strong measure zero


In this section I look at constructions which are primarily metric rather than topological. I start with a note on
Hausdorff measures, spelling out connexions between Hausdorff r-dimensional measure on a separable metric space and
the basic σ-ideal N (534B).
The main part of the section section is a brief introduction to a class of ideals which are of great interest in set-
theoretic analysis. While the most important ones are based on separable metric spaces, some of the ideas can be
expressed in more general contexts, and I give the definition and most elementary properties in terms of uniformities
(534C-534D). An associated topological notion is what I call ‘Rothberger’s property’ (534E-534G). A famous character-
ization of sets of strong measure zero in R in terms of translations of meager sets can also be represented as a theorem
about σ-compact groups (534H). There are few elementary results describing the cardinal functions of strong measure
zero ideals, but I give some information on their uniformities (534I) and additivities (534K). There seem to be some
interesting questions concerning spaces with isomorphic strong measure zero ideals, which I consider in 534L-534N. A
particularly important question, from the very beginning of the topic in Borel 1919, concerns the possible cardinals
of sets of strong measure zero; in 534O I give some sample facts.

534A An elementary lemma will be useful.


Lemma Let (X, ρ) be a separable metric space. Then there is a countable family C of subsets of X such that whenever
A ⊆ X has finite diameter and η > 0 then there is a C ∈ C such that A ⊆ C and diam C ≤ η + 2 diam A.
proof Let D be a countable dense subset of X and set C = {∅} ∪ {B(x, q) : x ∈ D, q ∈ Q, q ≥ 0}. If A ⊆ X
has finite diameter and η > 0, then if A = ∅ we can take C = ∅. Otherwise, take y ∈ A and q ∈ Q such that
diam A + 41 η ≤ q ≤ diam A + 12 η. Let x ∈ D be such that ρ(x, y) ≤ 14 η; then C = B(x, q) ∈ C, A ⊆ B(y, diam A) ⊆ C
and diam C ≤ 2q ≤ η + 2 diam A.

534B Hausdorff measures There are difficult questions concerning the cardinal functions of even the most familiar
Hausdorff measures. However we do have some easy results.
216 Topology and measure III 534B

Theorem Let (X, ρ) be a metric space and r > 0. Write µHr for r-dimensional Hausdorff measure on X, N for the
null ideal of Lebesgue measure on R and M for the ideal of meager subsets of R.
(a) add µHr = add N (µHr ).
(b) If X is separable, N (µHr ) 4T N , so that add µHr ≥ add N and cf N (µHr ) ≤ cf N .
(c) If X is separable, (X, ∈, N (µHr )) 4GT (M, 63, R), so that cov N (µHr ) ≤ non M and mcountable ≤ non N (µHr ).
(d) If X is analytic and µHr X > 0, then add µHr = add N , cf N (µHr ) = cf N , non N (µHr ) ≤ non N and
cov N (µHr ) ≥ cov N .
proof (a) 521Ac.
(b)(i) Let C be a countable family of subsets of X such that whenever A ⊆ X has finite diameter and η > 0 there
is a C ∈ C such that A ⊆ C and diam C ≤ η + 2 diam A (534A). S
If A ⊆ X, then A ∈ N (µHr ) iff for every  > 0 there is a sequence hCn in∈N in C such that A ⊆ n∈N Cn and
P∞ r
n=0 (diam Cn ) ≤ . PP If A is negligible
S and  > P 0, then (by the definition in 471A) there must be a sequence

hAn in∈N of subsets of X such that A ⊆ n∈N An and n=0 (diam An )r < 2−r . Let hηn in∈N be a sequence of strictly
P∞ r
positive real numbers such that n=0 P∞ (ηn + 2 diam An ) ≤ . For each S n we can find Cn ∈ Cn such that An ⊆ Cn and
diam Cn ≤ ηn + 2 diam An , so that n=0 (diam Cn )r ≤ , while A ⊆ n∈N Cn .
P∞ the condition, then for every , δ > 0 there is a sequence hCn in∈N of subsets of X
On the otherShand, if A satisfies
such that A ⊆ n∈N Cn and n=0 (diam Cn )r ≤ min(, δ r ). In this case, diam Cn ≤ δ for every n, so θrδ A, as defined
in 471A, is at most . As  is arbitrary, θrδ A = 0; as δ is arbitrary, A is µHr -negligible. Q
Q
(ii) It follows that (N (µHr ), ⊆, N (µHr )) 4GT (N N , ⊆∗ , S), where (N N , ⊆∗ , S)Pis the N-localization relation (522K).
PP(αα) For each n ∈ N, let In be the family of finite subsets I of C such that C∈I (diam C)r ≤ 4−n . Let hInj ij∈N
be a sequence running Pover In . Now, given A ∈ N (µHr ), then for each n ∈ N let hCni ii∈N be a sequence in C,

covering A, such thatP i=0 (diam Cni )r ≤ 2−n−1 . LetThCi ii∈N S be a re-indexing of the family hCni in,i∈N , so that hCi ii∈N

is a sequence in C, i=0 (diam Ci )r ≤ 1, and A ⊆ m≥n i≥m Ci . Let hk(n)in∈N be a strictly increasing sequence
P∞ r −n
in N such that k(0) = 0 and i=k(n) (diam Ci ) ≤ 4 for every n. Now, for n ∈ N, let φ(A)(n) be such that
{Ci : k(n) ≤ i < k(n + 1)} = In,φ(A)(n) .
This process defines a function φ : N (µHr ) → N N such that
T S S
A ⊆ m∈N n≥m In,φ(A)(n)
for every A ∈ N (µHr ).
β ) For S ∈ S, set

T S S S
ψ(S) = m∈N n≥m i∈S[{n}] Ini ⊆ X.
If n ∈ N, then
{(diam C)r : C ∈ ≤ 2n · 4−n = 2−n ,
P S
i∈S[{n}] Ini }

because #(S[{n}]) ≤ 2n and {(diam C)r : C ∈ Ini } ≤ 4−n for every i. But this means that, for any m ∈ N,
P

{(diam C)r : C ∈ n≥m i∈S[{n}] Ini } ≤ 2−m+1 ,


P S S

while
SS S
ψ(S) ⊆ ( n≥m i∈S[{n}] Ini ).
So ψ(S) ∈ N (µHr ) for every S ∈ S.
(γγ ) Suppose that A ∈ N (µHr ) and φ(A) ⊆∗ S ∈ S. Then there is some m0 ∈ N such that (n, φ(A)(n)) ∈ S for
every n ≥ m0 . Now, for any m ∈ N, we have
[ [
A⊆ In,φ(A)(n)
n≥max(m,m0 )
[ [ [ [ [ [
⊆ Ini ⊆ Ini ,
n≥max(m,m0 ) i∈S[{n}] n≥m i∈S[{n}]

so A ⊆ ψ(S). This shows that (φ, ψ) is a Galois-Tukey connection from (N (µHr ), ⊆, N (µHr )) to (N N , ⊆∗ , S), and
(N (µHr ), ⊆, N (µHr )) 4GT (N N , ⊆∗ , S). Q
Q
(iii) Since (N , ⊆, N ) ≡GT (N N , ⊆∗ , S) (522M), (N (µHr ), ⊆, N (µHr )) 4GT (N , ⊆, N ), that is, N (µHr ) 4T N .
(iv) By 513Ee, as usual, we can conclude that add N (µHr ) ≥ add N and cf N (µHr ) ≤ cf N .
534C Hausdorff measures and strong measure zero 217

P Set φ(x) = ∅ for x ∈ X, ψ(t) = X for t ∈ R; then (φ, ψ) is a Galois-Tukey


(c)(i) If µHr X = 0, the result is trivial. P
connection from (X, ∈, N (µHr )) to (M, 63, R). QQ So let us suppose that X is infinite.
(ii) Let F be the set of 1-Lipschitz functions f : X → [0, 1]. Define T : X → `∞ (F ) by setting (T x)(f ) = f (x)
for f ∈ F and x ∈ X. Then
kT x − T yk∞ = supf ∈F |f (x) − f (y)| = min(1, ρ(x, y))
for all x, y ∈ X. P
P Of course supf ∈F |f (x) − f (y)| ≤ min(1, ρ(x, y)), by the definition of F . On the other hand, given
x ∈ X, we can set f (z) = min(1, ρ(z, x)) for every z ∈ X; then f ∈ F and |f (x) − f (y)| = min(1, ρ(x, y)). So we
have equality. QQ Thus T is 1-Lipschitz for ρ and the usual metric on `∞ (F ), and T [X] is a separable subset of `∞ (F )
(4A2B(e-iii)). Let V be the closed linear subspace of `∞ (F ) generated by T [X]; then V is separable (4A4Bi). Being
a closed subset of the complete metric space `∞ (F ), V is a Polish space. Since X has more than one point, and T is
injective, V is non-empty and has no isolated points.
Let hvn in∈N enumerate a dense subset of V . Set
E = n∈N i≥n U (vi , 2−i−1 )
T S

where U (v, δ) = {u : u ∈ V , ku − vk∞ < δ} for v ∈ V , δ > 0. Then E is the intersection of a sequence of dense open
sets in V , so is comeager, and M = V \ E belongs to the ideal M(V ) of meager subsets of V . For any v ∈ V , the map
u 7→ u − v : V → V is a homeomorphism, so M − v ∈ M(V ). Define φ : X → M(V ) by setting φ(x) = M − T x for
x ∈ X.
In the other direction, define ψ : V → PX by setting ψ(v) = T −1 [E − v] for v ∈ V . Then ψ(v) ∈ N (µHr ) for every
v ∈ V. P P If v ∈ V and δ ≤ 21 , then ku − u0 k∞ < 1 for all u, u0 ∈ U (v, δ), so ρ(x, x0 ) ≤ kT x − T x0 k∞ whenever x,
x ∈ T [U (v, δ)]. Accordingly diam T −1 [U (vi − v, 2−i−1 )] ≤ 2−i for every i ∈ N. This means that
0 −1

\ [
µ∗Hr T −1 [E + v] = µ∗Hr ( T −1 [U (vi − v, 2−i−1 )]
n∈N i≥n

X
≤ inf (2−i )r = 0. Q
Q
n∈N
i=n

So ψ is a function from V to N (µHr ). We now see that

φ(x) 63 v =⇒ v ∈
/ M − T x =⇒ T x ∈
/ M −v
=⇒ T x ∈ E − v =⇒ x ∈ ψ(v).
Thus (φ, ψ) is a Galois-Tukey connection from (X, ∈, N (µHr )) to (M(V ), 63, V ) and
(X, ∈, N (µHr )) 4GT (M(V ), 63, V ) ∼
= (M, 63, R)
(522Vb).
(iii) Now
cov N (µHr ) = cov(X, ∈, N (µHr )) ≤ cov(M, 63, R) = non M,

non N (µHr ) = add(X, ∈, N (µHr )) ≥ add(M, 63, R) = cov M = mcountable


(512D, 512Ed, 522Ra).
(d) If X is analytic and µHr X > 0, then by Howroyd’s theorem (471S) there is a compact set K ⊆ X such that
(K)
0 < µHr K < ∞. Now the subspace measure µHr on K is an atomless Radon measure (471E, 471Dg, 471F) on a
compact metric space, so
(K)
add N ≤ add N (µHr ) ≤ add N (µHr ) = add N ,
(K)
cf N ≥ cf(X, N (µHr )) ≥ cf(K, N (µHr )) = cf N ,
(K)
non N (µHr ) ≤ non N (µHr ) = non N ,
(K)
cov(X, N (µHr )) ≥ cov(K, N (µHr )) = cov N
by (b) above, 521D and 522Va.

534C Strong measure zero Let (X, W) be a uniform space. I say that X has strong measure zero or property
C if for any sequence hWn in∈N in W there is a cover hAn in∈N of X such that An × An ⊆ Wn for every n ∈ N. A subset
218 Topology and measure III 534C

A of X has strong measure zero if it has strong measure zero in its subspace uniformity, that is, if for any sequence
hWn in∈N in W there is a cover hAn in∈N of A such that An × An ⊆ Wn for every n ∈ N. If (X, ρ) is a metric space, it
has strong measure zero if it has strong measure zero for the associated uniformity (3A4B), that is, for any sequence
hn in∈N of strictly positive real numbers there is a cover hAn in∈N of X such that diam An ≤ n for every n ∈ N.
I will write Smz(X, W) or Smz(X, ρ) for the family of sets of strong measure zero in a uniform space (X, W) or a
metric space (X, ρ).

534D Proposition (a) If (X, W) is a uniform space, then Smz(X, W) is a σ-ideal containing all the countable
subsets of X.
(b) If (X, W) is a uniform space with strong measure zero, (Y, V) is a uniform space, and f : X → Y is uniformly
continuous, then f [X] ∈ Smz(Y, V).
(c) Let (X, W) be a uniform space and A ⊆ X. Then A ∈ Smz(X, W) iff f [A] ∈ Smz(Y, ρ) whenever (Y, ρ) is a
metric space and f : X → Y is uniformly continuous.
(d) Let (X, W) be a uniform space and A ∈ Smz(X, W). If B ⊆ X is such that B \ G ∈ Smz(X, W) whenever G is
an open set including A, then B ∈ Smz(X, W).
(e) If (X, ρ) is a metric space with strong measure zero, then X is separable and universally negligible.
proof (a) It is immediate from the definition that any subset of a set in Smz(X, W) belongs to Smz(X, W), and
so does any countable set. Now suppose that hAn in∈N is a sequence in Smz(X, W). Let hWn in∈N be any sequence
in W. For each k ∈ N, hW2k (2i+1) ii∈N is a sequence in W, so there is a sequence hAki ii∈N , covering Ak , such that
Aki × Aki ⊆ W2k (2i+1) for every i. Set B0 = ∅, Bn = Aki if n = 2k (2i + 1) where k, i ∈ N; then A ⊆ n∈N Bn and
S
Bn × Bn ⊆ Wn for every n. As hWn in∈N is arbitrary, A has strong measure zero; as hAn in∈N is arbitrary, Smz(X, W)
is a σ-ideal.
(b) Let hVn in∈N be a sequence in V. For each n ∈ N, there is a Wn ∈ W such that (f (x), f (x0 )) ∈ Vn whenever
(x, x0 ) ∈ Wn . Because X ∈ Smz(X,SW), there is a cover hAn in∈N of X such that An × An ⊆ Wn for every n; now
f [An ] × f [An ] ⊆ Vn for every n and n∈N f [An ] = f [X]. As hVn in∈N is arbitrary, f [X] ∈ Smz(Y, V).
(c) If A has strong measure zero, then of course f [A] has strong measure zero for any uniformly continuous function
f from X to a metric space, by (b) applied to f A. Now suppose that A satisfies the condition, and that hWn in∈N is a
sequence in W. Then there is a pseudometric ρ on X, compatible with the uniformity in the sense that {(x, y) : ρ(x, y) ≤
} ∈ W for every  > 0, such that {(x, y) : ρ(x, y) < 2−n } ⊆ Wn for every n (4A2Ja). Set ∼ = {(x, y) : ρ(x, y) = 0}.
Then ∼ is an equivalence relation on X. If Y is the set of equivalence classes, we have a metric ρ̃ on Y defined by
setting ρ̃(x• , y • ) = ρ(x, y) for all x, y ∈ X. Setting f (x) = x• for x ∈ X, f : X → Y is uniformly continuous. So
f [A] ∈ Smz(Y, ρ̃). Let hBn in∈N be a cover of f [A] such that diam Bn ≤ 2−n−1 for every n, and set An = f −1 [Bn ] for
each n. Then hAn in∈N is a cover of A. If n ∈ N and x, y ∈ An , then ρ(x, y) = ρ̃(f (x), f (y)) ≤ 2−n−1 , so (x, y) ∈ Wn .
Thus An × An ⊆ Wn . As hWn in∈N is arbitrary, A ∈ Smz(X, W).
(d) Let hWn in∈N be any sequence in W. For each n ∈ N, let Vn ∈ W be such that Vn ◦ Vn ◦ Vn−1 ⊆ W2n . Then
thereSis a sequence hAn in∈N , covering A, such that An × An ⊆ Vn for every n. Set B2n = int Vn [An ] for each n, and
G = n∈N B2n ; then B2n × B2n ⊆ W2n for every n and G is an open set including A. Accordingly B \ G ∈ Smz(X, W)
and there is a sequence hB2n+1 in∈N , covering B \ G, such that B2n+1 × B2n+1 ⊆ W2n+1 for every n. Now hBn in∈N
covers B and Bn × Bn ⊆ Wn for every n. As hWn in∈N is arbitrary, B has strong measure zero.
(e) ?? If X is not separable, there is an uncountable A ⊆ X such that  = inf x,y∈A,x6=y ρ(x, y) is greater than 0
(5A4B(h-iii)). Now there can be no cover hAn in∈N of X by sets of diameter less than . X
X Thus X is separable.
Now suppose that µ is a Borel probability measure on X. Then there is a δ > 0 such that for every n ∈ N there is
a Borel set En with diam En ≤ 2−n and µEn ≥ δ. P P?? Otherwise, we can find for each n ∈ N an n > 0 such that
µE ≤ 2−n−2 whenever E is a Borel set and diam E ≤ n . Let hAn in∈N be a cover of X such that diam An ≤ n for
every n; then diam An ≤ n , so µAn ≤ 2−n−2 for every n, and
P∞
µX ≤ n=0 µAn < 1. X XQQ
T S
Now consider E = n∈N m≥n Em . Since µE ≥ δ > 0, there is an x ∈ E. For any n ∈ N, there is an m ≥ n such
that
x ∈ Em ⊆ B(x, 2−m ) ⊆ B(x, 2−n ),
so
µ{x} = inf n∈N µB(x, 2−n ) ≥ δ > 0.
As µ is arbitrary, this shows that X is universally negligible.
534H Hausdorff measures and strong measure zero 219

534E Rothberger’s property ‘Strong measure zero’ is a uniform-space property. The topological notion closest
to it seems to be the following. If X is a topological space and A is a subset of X, I will say that A has Rothberger’s
property in X if for every sequence S hGn in∈N of non-empty open covers of X there is a sequence hGn in∈N such that
Gn ∈ Gn for every n ∈ N and A ⊆ n∈N Gn . Note that this is a relative property of the pair (A, X), not an intrinsic
property of the set A (see 534Xf, 534Xr). I will write Rbg(X) for the family of subsets of X with Rothberger’s property.

534F Proposition Let X be a topological space.


(a) Rbg(X) is a σ-ideal containing all the countable subsets of X.
(b) If Y is another topological space, f : X → Y is continuous and A ∈ Rbg(X), then f [A] ∈ Rbg(Y ).
(c) If X is completely regular, and W is any uniformity on X compatible with its topology, then Rbg(X) ⊆
Smz(X, W).
(d) If X is σ-compact and completely regular, and W is any uniformity on X compatible with its topology, then
Rbg(X) = Smz(X, W).
proof (a) It is immediate from the definition that any subset of a set in Rbg(X), and any countable subset of X,
belong to Rbg(X). Now suppose that hAn in∈N is a sequence in Rbg(X), with union A. Let hGn in∈N be any sequence
of non-empty open covers of X. For each k ∈ N, hG2k (2i+1) ii∈N is a sequence of open covers of X, so there is a sequence
hGki ii∈N , covering Ak , such that Gki ∈ G2k (2i+1) for every i. Take H0 to be any member of G0 , and set Hn = Gki if
n = 2k (2i+1) where k, i ∈ N; then A ⊆ n∈N Hn and Hn ∈ Gn for every n. As hGn in∈N is arbitrary, A has Rothberger’s
S
property in X.
(b) Let hHn in∈N be a sequence of non-empty open covers of Y . For each n ∈ N, set Gn = {f −1 [H] : H ∈ Hn }; then
Gn is a non-empty open cover of X. Because A ∈ Rbg(X), there is a cover hGS n in∈N of A such that Gn ∈ Gn for every
n ∈ N. Express Gn as f −1 [Hn ], where Hn ∈ Hn , for each n ∈ N; then f [A] ⊆ n∈N Hn . As hHn in∈N is arbitrary, f [A]
has Rothberger’s property in Y .
(c) Suppose that A ∈ Rbg(X), and that hWn in∈N is any sequence in W. For each n ∈ N, set Gn = {G : G ⊆ X is
open, G × G ⊆ Wn }; then Gn is a non-empty open cover of X. So we can find a cover hGn in∈N of A such that Gn ∈ Gn ,
that is, Gn × Gn ⊆ Wn , for each n. As hWn in∈N is arbitrary, A ∈ Smz(X, W).
(d)(i) Let K ⊆ X be compact and G an open cover of X. Then there is a W ∈ W such that whenever x ∈ K there
is a G ∈ G such that W [{x}] ⊆ G. P
P Set
Q = {(x, V ) : x ∈ X, V ∈ W, V [V [{x}]] ⊆ G for some G ∈ G}.
Then for every x ∈ X there are a G ∈ G such that x ∈ G and a V ∈ W such that V [V [{x}]] ⊆ G, and in this case
(x, V ) ∈ QSand x ∈ int V [{x}]. So {int V [{x}] : (x, V ) ∈ Q} is an open cover of X and there is a finite set Q0 ⊆ Q such
that K ⊆ {int V [{x}] : (x, V ) ∈ Q0 }. Let W ∈ W be such that W ⊆ V whenever (x, V ) ∈ Q0 . If x ∈ K, there is an
(x0 , V ) ∈ Q0 such that x ∈ V [{x0 }]; and now there is a G ∈ G including V [V [{x0 }]] ⊇ W [{x}]. Q
Q
(ii) Let K ⊆ X be compact and A ∈ Smz(X, W). Then A ∩ K ∈ Rbg(X). P P Let hGn in∈N be a sequence of
non-empty open covers of X. For each n ∈ N let Wn ∈ W be such that {W [{x}] : x ∈ K} refines Gn . Let hAn in∈N
be a cover of A such that An × An ⊆ Wn for every n. If n ∈ N and An ∩ K = ∅, take any Gn ∈ Gn . Otherwise,
take xn ∈ An ∩ K and Gn ∈ Gn such that Wn [{xn }] ⊆ Gn . If x ∈ A ∩ K, there isSan n ∈ N such that x ∈ An ; now
(xn , x) ∈ An × An ⊆ Wn and x ∈ Wn [{xn }] ⊆ Gn . As x is arbitrary, A ∩ K ⊆ n∈N Gn . As hGn in∈N is arbitrary,
A ∩ K has Rothberger’s property in X. Q
Q
(iii) Smz(X, W) ⊆ Rbg(X). P P If A ∈ Smz(X, W), let hKn in∈N be a sequence of compact subsets of X covering
X. By (iii), A ∩ Kn ∈ Rbg(X) for each n; by (a) above, A ∈ Rbg(X). Q
Q By (c), we have equality.

534G Corollary If X is a σ-compact completely regular topological space, then any uniformity on X compatible
with its topology gives the same sets of strong measure zero.
proof Immediate from 534Fd.

534H Theorem Let X be a σ-compact locally compact Hausdorff topological group and A a subset of X. Then
the following are equiveridical:
(i) A has Rothberger’s property in X;
(ii)Sfor any sequence hUn in∈N of neighbourhoods of the identity e of X, there is a sequence hxn in∈N in X such that
A ⊆ n∈N Un xn ;
(iii) F A 6= X for any nowhere dense set F ⊆ X;
(iv) EA 6= X for any meager set E ⊆ X;
(v) AF 6= X for any nowhere dense set F ⊆ X;
220 Topology and measure III 534H

(vi) AE 6= X for any meager set E ⊆ X.


Remark For the general theory of topological groups see §4A5 and Chapter 44. Readers unfamiliar with this theory,
or impatient with the extra discipline needed to deal with non-commutative groups, may prefer to start by assuming
that X = R 2 , so that every xU becomes x + U , and every V −1 V becomes V − V .
proof (i)⇒(ii) Suppose that (i) is true, and that hUn in∈N is any sequence of neighbourhoods
S of e. Then Gn = {int Un x :
x ∈ X} is an open cover of X, so there is a sequence hxn in∈N such that A ⊆ n∈N Un xn .
(ii)⇒(i) Suppose that (ii) is true, and that hWn in∈N is any sequence in the right uniformity of X. Then for each
n ∈ N there is a neighbourhood Un of e such that Wn ⊇ {(x, y) : xy −1S∈ Un }; let Vn be a neighbourhood of e such
that Vn Vn−1 ⊆ Un . By (ii), there is a sequence hxn in∈N such that A ⊆ n∈N Vn xn . Set An = Vn xn for each n. Then
An A−1
n = Vn Vn
−1
⊆ Un , so An × An ⊆ Wn , for each n, while hAn in∈N covers A. As hWn in∈N is arbitrary, A has strong
measure zero. By 534Fd, A ∈ Rbg(X).
(ii)⇒(iv) Suppose that A satisfies (ii), and that E ⊆ X is meager.
α) If K ⊆ X is compact and nowhere dense, then there is a sequence hUn in∈N of neighbourhoods of e such that

K 0 = n∈N Un K is still compactTand nowhere dense. P
T
P By 443N(ii), there is a nowhere dense zero set F ⊇ K. Now
F is a Gδ set; suppose that F = n∈N Gn where Gn is open for each n. As K ⊆ Gn , the open set Un0 = {x : xK ⊆ G}
(4A5Ei)
T contains e; let Un be a compact neighbourhood of e included in Un0 . Then Un K ⊆ Gn for every n, so
0 0
K = n∈N Un K ⊆ F is nowhere dense, while K is compact (use 4A5Ef). Q Q
β ) Let K ⊆ X be compact and nowhere dense and U a neighbourhood of e. Then there is a neighbourhood V of e

∈ X there is an x0 ∈ U x such that V x0 ∩ K = ∅. P
such that for every x T P Let hUn in∈N be a sequence of neighbourhoods
0
of e such that K = n∈N Un K is compact and nowhere dense ((α) above). Choose a sequence hVn in∈N of compact
−1 T
neighbourhoods of e such that V0 ⊆ U and Vn+1 Vn+1 T ⊆ Un ∩ Vn for each n ∈ N. Then Y = n∈N Vn is a compact
subgroup of X (see the proof of 4A5S), and Y K = n∈N Vn K (4A5Eh). ?? If for every n ∈ N there is an xn ∈ X
such that Vn−1 x0 ∩ K 6= ∅ for every x0 ∈ U xn , then, in particular, Vn−1 xn ∩ K 6= ∅, so xn ∈ Vn K. Since hVn Kin∈N is a
non-decreasing sequence of compact sets, hxn in∈N has a cluster point
x∗ ∈ n∈N Vn K = Y K ⊆ K 0 .
T

Because K 0 is nowhere dense, V1 x∗ 6⊆ K 0 ; take x ∈ V1 x∗ \ K 0 . Let W be an open neighbourhood of e such that


W x ∩TK 0 = ∅. Then W x is disjoint from Y K = Y −1 Y K so Y W x ∩ Y K = ∅. Now Y W is an open set including
Y = n∈N Vn , and all the Vn are compact, so there is an m ≥ 1 such that Vm ⊆ Y W and Vm x ∩ Y K = ∅.
Now observe that there is an n > m such that xn ∈ V1 x∗ , so that
x ∈ V1 V1−1 xn ⊆ V0 xn ⊆ U xn ,
while Vn−1 x ∩ K ⊆ Vm x ∩ Y K is empty. X
X
Thus we can take V = Vn−1 for some n. Q Q
(γγ ) Because X is σ-compact, any Fσ set in X is actually Kσ , and there is a sequence hKn in∈N of nowhere dense
compact sets covering E; we can suppose that hKn in∈N is non-decreasing. Choose inductively sequences hUn in∈N ,
hVn in∈N , hVn0 in∈N and hVn00 in∈N of neighbourhoods of e such that
U0 is any compact neighbourhood of e,
given Un , Vn is to be a neighbourhood of e such that Vn Vn ⊆ Un ,
given Vn , Vn0 is to be a neighbourhood of e such that for every y ∈ X there is a z ∈ Vn y such that
0
Vn z ∩ Kn+1 = ∅
(using (β)),
given Vn0 , Vn00 is to be an open neighbourhood of e such that (Vn00 )−1 Vn00 ⊆ Vn0 ,
given Vn00 , Un+1 is to be a compact neighbourhood of e, included in Vn ∩ Vn00 , such that Kn+1 Un+1 ⊆
Vn00 Kn+1 .
(This last is possible by 4A5Ei, because Vn00 Kn+1 is an open set including Kn+1 , so {x : Kn+1 x ⊆ Vn00 Kn+1 } is an open
set containing e.)
(k)
(δδ ) For each k ∈ N, hU2k (2i+1) ii∈N is a sequence of neighbourhoods of e, so there must be a sequence hxi ii∈N
(k) (k)
such that A ⊆ i∈N U2k (2i+1) xi . Set x0 = e and xn = xi if n = 2k (2i + 1). For any k ∈ N,
S

S S (k) S S
A ⊆ i∈N Aki ⊆ i∈N U2k (2i+1) xi ⊆ n≥2k Un xn ⊆ n≥k Un xn .
S
This means that EA ⊆ n≥1 Kn Un xn . P P If z ∈ EA, we can express it as xy where x ∈ E and y ∈ A. There are a
k ≥ 1 such that x ∈ Kk and an n ≥ k such that y ∈ Un xn , in which case z ∈ Kn Un xn . Q Q
534I Hausdorff measures and strong measure zero 221

() Now choose hyn in∈N , hzn in∈N as follows. Start from y0 = e. Given yn , let zn ∈ Vn yn x−1
n+1 be such that
Vn0 zn
∩ Kn+1 = ∅; this is possible by the choice of Vn0 . Now set yn+1 = zn xn+1 , and continue.
For each n, Un+1 yn+1 ⊆ Un yn . PP

Un+1 yn+1 ⊆ Vn yn+1


(by the choice of Un+1 )
= Vn zn xn+1 ⊆ Vn Vn yn x−1
n+1 xn+1
(by the choice of zn )
⊆ Un yn

by the choice of Vn . Q
Q
P We chose zn such that Vn0 zn ∩ Kn+1 = ∅. Because (Vn00 )−1 Vn00 ⊆
For each n ∈ N, Un+1 yn+1 ∩ Kn+1 Un+1 xn+1 = ∅. P
Vn , Vn zn ∩ Vn Kn+1 = ∅. Because Kn+1 Un+1 ⊆ Vn00 Kn+1 and Un+1 ⊆ Vn00 , Un+1 zn ∩ Kn+1 Un+1 = ∅, that is,
0 00 00

Un+1 yn+1 ∩ Kn+1 Un+1 xn+1 = ∅. Q Q


(ζζ ) FromT() we see that hUn yn in∈N is a non-increasing sequence of
S compact sets, so has non-empty intersection.
Take any x ∈ n∈N Un yn . Then x ∈ / Kn+1 Un+1 xn+1 for any n, so x ∈/ n≥1 Kn Un xn ⊇ EA. Thus EA 6= X. As E is
arbitrary, (iv) is true.
(iv)⇒(iii) is trivial.

S Let hUn in∈N be any sequence of open neighbourhoods of e. Then there is


(iii)⇒(ii) Suppose that (iii) is true.
a sequence hxn in∈N in X such that n∈N xn Un−1 is dense. P P Let hVn in∈N be a sequence of neighbourhoods of e
−1 −1
T Vn+1 Vn+1 ⊆ Vn ∩ Un for every n ∈ N. Then there is a compact normal subgroup Y of X such that
such that
Y ⊆ n∈N Vn and X/Y is metrizable (4A5S). The canonical map x 7→ x• : X → X/Y is continuous, so X/Y is
σ-compact, S therefore separable (4A2P(a-ii)). Let hxn in∈N be a sequence in X such that {x•n : n ∈ N} is dense in X/Y .
Set G0 = n∈N xn Vn+1 Y . ?? If H = X \ G0 is non-empty, then {x : x ∈ H} is open (4A5Ja) so contains x•n for some

n. But xn Y ⊆ xn Vn+1 Y ⊆ G0 , so there


S can be no X Thus G0 is dense. But, for any n ∈ N,
x ∈ H such that x• = x•n . X
−1 −1 −1
Y ⊆ Vn+1 so Vn+1 Y ⊆ Un and G = n∈N xn Un includes G0 . Thus G is dense, as required. Q Q
Accordingly F = X \ G is nowhere dense, and F A 6
= X; suppose x ∈ X \ F A. Then F ∩ xA−1 = ∅, that is,
−1 −1 −1 −1 −1 −1
S S S
xA ⊆ n∈N xn Un , that is, A ⊆ n∈N x xn Un , that is, A ⊆ n∈N Un xn x. As hUn in∈N is arbitrary, (ii) is
true.
(i)⇔(v)⇔(vi) Because x 7→ x−1 is a homeomorphism,

A ∈ Rbg(X) ⇐⇒ A−1 ∈ Rbg(X)


=⇒ EA−1 6= X whenever E ⊆ X is meager
=⇒ E −1 A−1 6= X whenever E ⊆ X is meager
(because E −1 is meager if E is)
⇐⇒ AE 6= X whenever E ⊆ X is meager
=⇒ AF −1 6= X whenever F ⊆ X is nowhere dense
(because F −1 is nowhere dense if F is)
=⇒ F A−1 6= X whenever F ⊆ X is nowhere dense
=⇒ A−1 ∈ Rbg(X).

Remark The case X = R is due to Galvin Mycielski & Solovay 79.

534I Proposition (a) Let X be a Lindelöf space. Then non Rbg(X) ≥ mcountable .
(b) (Fremlin & Miller 88) Give N N the metric ρ defined by setting
ρ(x, y) = inf{2−n : n ∈ N, xn = yn}.
Then non Smz(N N , ρ) = mcountable .
proof (a) Suppose that A ⊆ X and #(A) < mcountable . Let hGn in∈N be a sequence of non-empty open covers of X.
Because X is Lindelöf, we can choose for each n a non-empty countable Gn0 ⊆ Gn covering X. Let P be the set of finite
sequences p = hp(i)ii<n such that p(i) ∈ Gi0 for every i < n; say that p ≤ q in P if q extends P . Then P is a countable
222 Topology and measure III 534I

partially ordered set. For each x ∈ A, the set Qx = {p : x ∈ p(i) for some i < #(p)} is cofinal with P . P
P Given p ∈ P ,
set n = #(p); let G ∈ Gn0 be such that x ∈ G; set q = p ∪ {(n, G)}; then p ≤ q ∈ Qx . Q
Q

Because #(A) < mS countable ≤ m (P ) (517Pc), there is an upwards-directed family R ⊆ P meeting S every Qx
(517B(iv)). Now p = R is a function; its domain I is either N or a natural number; in either case, A ⊆ i∈I p∗ (i)

and p∗ (i) ∈ Gi for every i ∈ I. As hGn in∈N is arbitrary, A has Rothberger’s property in X; as A is arbitrary,
non Rbg(X) ≥ mcountable .
(b) By (a) and 534Fc, non Smz(N N , ρ) ≥ mcountable . By 522Rb, there is a set A ⊆ N N , of cardinal mcountable , such
that for every y ∈ N N there is S
an x ∈ A such that x(n) 6= y(n) for every n. ?? If A ∈ Smz(N N , ρ), take a sequence
hyn in∈N in N N such that A ⊆ n∈N B(yn , 2−n−1 ). Set y(n) = yn (n) for every n. Then there is an x ∈ A such that
/ B(yn , 2−n−1 ) for every n. X
x(n) 6= y(n) for every n. But in this case x(n) 6= yn (n) and xn + 1 6= yn n + 1 and x ∈ X
Thus A witnesses that non Smz(N , ρ) ≤ mcountable .
N

Remark Observe that (N N , ρ), as described in (b) above, is isometric with Z N with the metric defined by the same
formula, and that this metric is translation-invariant, so induces the topological group uniformity of Z N .

534J Proposition (Fremlin 91a) Let (X, ρ) be a separable metric space. Then Smz(X, ρ) 4T N d , where N is
the null ideal of Lebesgue measure on R and d is the dominating number (522A).
proof (a) By 534A, there is a countable family C of subsets of X such that whenever A ⊆ X has finite diameter and
η > 0, there is a C ∈ C such that A ⊆ C and diam C ≤ η + 2 diam A. For each i ∈ N, let hCij ij∈N be a sequence
running over {C : C ∈ C, diam C ≤ 2−i }. Let (N N , ⊆∗ , S) be the N-localization relation.
(b) Let D ⊆ T
N N beSa cofinal set with cardinal d. For each d ∈ D we can find a function φd : Smz(X, ρ) → N N
such that A ⊆ n∈N i≥n Cd(i),φd (A)(i) for every A ∈ Smz(X, ρ). P P For A ∈ Smz(X, ρ) and k ∈ N, choose a
k
sequence hAki ii∈N of sets covering A such that 2 diam Aki < 2−d(2 (2i+1)) for every i ∈ N. For n = 2k (2i + 1), let
An ∈ C be such that Aki ⊆ An and diam An ≤ 2−d(n) ; choose φd (A)(n) such that An = Cd(n),φd (A)(n) . Q Q Define
φ : Smz(X, ρ) → (N N )D by setting φ(A) = hφd (A)id∈D for A ∈ Smz(X, ρ).
(c) For S ∈ S and d ∈ D, define
T S S
ψd (S) = n∈N i≥n j∈S[{i}] Cd(i),j ⊆ X.
For hSd id∈D ∈ S D set ψ(hSd id∈D ) = d∈D ψd (Sd ). Then A = ψ(hSd id∈D ) has strong measure zero. P
T
P Let hi ii∈N
be any family of strictly positive real numbers. Let d ∈ D be such that 2−d(k) ≤ i whenever k ∈ N and i < 2k+1 .
For each k ∈ N, #(Sd [{k}]) ≤ 2k , so we can find a sequence hAi ii∈N such that hAi i2k ≤i<2k+1 is a re-enumeration of
hCd(k),j ij∈S[{k}] supplemented by empty sets if necessary. This will ensure that if 2k ≤ i < 2k+1 then diam Ai ≤
2−d(k) ≤ i , while
S S
A ⊆ ψd (Sd ) ⊆ (k,j)∈Sd Cd(k),j = i∈N Ai .
As hi ii∈N is arbitrary, A ∈ Smz(X, ρ). Q
Q
(d) Now (φ, ψ) is a Galois-Tukey connection from (Smz(X, ρ), ⊆, Smz(X, ρ)) to (N N , ⊆∗ , S)D , that is, ((N N )D , T, S D ),
where T is the simple product relation as defined in 512H. PP φ : Smz(X, ρ) → (N N )D and ψ : S D → Smz(X, ρ) are
functions. Suppose that A ∈ Smz(X, ρ) and hSd id∈D are such that (φ(A), hSd id∈D ) ∈ T , that is, φd (A) ⊆∗ Sd for
every d. Fix d ∈ D for the moment. Then there is an n ∈ N such that (i, φd (A)(i)) ∈ Sd for every i ≥ n. Now, for any
m ≥ n,
S S S
A ⊆ i≥m Cd(i),φd (A)(i) ⊆ i≥m j∈Sd [{i}] Cd(i),j .
Thus
T S S
A⊆ m∈N i≥m j∈Sd [{i}] Cd(i),j) = ψd (Sd ).
This is true for every d, so A ⊆ ψ(hSd id∈D ). As A and hSd id∈D are arbitrary, (φ, ψ) is a Galois-Tukey connection. Q
Q
(e) Thus (Smz(X, ρ), ⊆, Smz(X, ρ)) 4GT (N N , ⊆∗ , S)D . But (N N , ⊆∗ , S) ≡GT (N , ⊆, N ) (522M), so (N N , ⊆∗ ,
S) ≡GT (N , ⊆, N )D (512Hb) and
D

(Smz(X, ρ), ⊆, Smz(X, ρ)) 4GT (N , ⊆, N )D = (N D , ≤, N D )


where ≤ is the natural partial order of the product partially ordered set N D . Accordingly Smz(X, ρ) 4T N D ∼
= N d,
as claimed.

534K Corollary Let (X, W) be a Lindelöf uniform space. Then add Smz(X, W) ≥ add N , where N is the null
ideal of Lebesgue measure on R.
534N Hausdorff measures and strong measure zero 223

proof (a) Suppose to begin with that W is metrizable. Then X is separable (4A2Pd), so Smz(X, ρ) 4T N d , and
add N = add N d ≤ add Smz(X, ρ) by 513E(e-ii).
(b) For the general case, suppose that A ⊆ Smz(X, ρ) and #(A) < add N , and set A∗ = A. Let f be a uniformly
S
continuous function from X to a metric space S Y . Then f [X] is Lindelöf (5A4Bc), and f [A] has strong measure zero
in f [X] for every A ∈ A (534Db), so f [A∗ ] = A∈A f [A] has strong measure zero, by (a). As f is arbitrary, A∗ has
strong measure zero, by 534Dc; as A is arbitrary, add Smz(X, ρ) ≥ add N .

534L Smz-equivalence (a) If (X, V) and (Y, W) are uniform spaces, I say that they are Smz-equivalent if there
is a bijection f : X → Y such that a set A ⊆ X has strong measure zero in X iff f [A] has strong measure zero in Y .
Of course this is an equivalence relation on the class of uniform spaces.

(b) If (X, V) and (Y, W) are uniform spaces, I say that X is Smz-embeddable in Y if it is Smz-equivalent to
a subspace of Y (with the subspace uniformity, of course). Evidently this is transitive in the sense that if X is
Smz-embeddable in Y and Y is Smz-embeddable in Z then X is Smz-embeddable in Z.

(c) When X and Y are topological spaces, I will say that they are Rbg-equivalent if there is a bijection f : X → Y
such that A ⊆ X has Rothberger’s property in X iff f [A] has Rothberger’s property in Y .

534M Lemma (a) Suppose that (X, V) and (Y, W) are uniform spaces, and that hXn in∈N , hYn in∈N are partitions
of X, Y respectively such that Xn is Smz-equivalent to Yn for every n. Then X is Smz-equivalent to Y .
(b) Suppose that (X, V) and (Y, W) are uniform spaces, and that X is Smz-embeddable in Y and Y is Smz-
embeddable in X. Then X and Y are Smz-equivalent.
proof (a) SFor each n ∈ N, let fn : Xn → Yn be a bijection identifying the ideals of sets with strong measure zero.
Then f = n∈N fn is a bijection identifying Smz(X, V) and Smz(Y, W).
(b) (Compare 344D.) Let X1 ⊆ X and Y1 ⊆ Y be Smz-equivalent to Y , X respectively; let f : X → Y1 and
g : Y → X1 be bijections identifying the ideals of strong measure zero in each pair. Set X0 = X, Y0 = Y , Xn+1 = g[Yn ]
and Yn+1 = f [Xn ] for eachT n ∈ N; then hX Tn in∈N is a non-increasing sequence in Σ and hYn in∈N is a non-increasing
sequence in T. Set X∞ = n∈N Xn , Y∞ = n∈N Yn . Then f X2k \ X2k+1 is an Smz-equivalence between X2k \ X2k+1
and Y2k+1 \ Y2k+2 , while g Y2k \ Y2k+1 is an Smz-equivalence between Y2k \ Y2k+1 and X2k+1 \ X2k+2 ; and g Y∞ is an
Smz-equivalence between Y∞ and X∞ . So (a) gives the required Smz-equivalence between X and Y .

534N Proposition R r , [0, 1]r and {0, 1}N are Rbg-equivalent for every integer r ≥ 1.
proof (a) Give R its usual uniformity. Of course the identity map is an Smz-embedding of [0, 1] in R. In the other
direction, any homeomorphism from R to ]0, 1[ is an Rbg-equivalence between R and ]0, 1[ and therefore, because R and
]0, 1[ are σ-compact, an Smz-embedding of R in [0, 1] (534Fd). By 534Mb, R and [0, 1] and ]0, 1[ are Smz-equivalent.
(b) Give {0, 1}N the metric ρ defined by saying that
ρ(x, y) = inf{2−n : n ∈ N, xn = yn}
P∞
for x, y ∈ {0, 1}N . Define f : {0, 1}N → [0, 1] by setting f (x) = n=0 2−n−1 x(n) for x ∈ {0, 1}N . Then f is continuous,
therefore uniformly continuous, so f [A] has strong measure zero in [0, 1] whenever A ⊆ {0, 1}N has strong measure zero in
{0, 1}N . It is also the case that f −1 [B] has strong measure zero whenever B ⊆ [0, 1] does. P
P Let hn in∈N be any sequence
of strictly positive numbers. Then there is a sequence hBn in∈N , covering B, such that diam Bn < 12 min(1, 2n , 2n+1 )
for every n. Fix n for the moment and consider f −1 [Bn ]. If k is such that 2−k−1 ≤ diam Bn < 2−k , then Bn can
meet at most two intervals of the type Iki = [2−k i, 2−k (i + 1)]. So f −1 [Bn ] can meet at most two sets of the type
{x : xk = z}, and we can express it as A2n ∪ A2n+1 where
max(diam A2n , diam A2n+1 ) ≤ 2−k ≤ 2 diam Bn ≤ min(2n , 2n+1 ).
Putting these together, we have a cover hAn in∈N of n∈N f −1 [Bn ] ⊇ f −1 [B] such that diam An ≤ n for every n; as
S

hn in∈N is arbitrary, f −1 [B] has strong measure zero. Q Q


Of course f is not a bijection, so it is not in itself an Smz-equivalence. But if we set
D1 = {x : x ∈ {0, 1}N , x is eventually constant},

D2 = {2−k i : k ∈ N, i ≤ 2k },
then D1 ⊆ {0, 1}N and D2 ⊆ [0, 1] are countably infinite, and f {0, 1}N \ D1 is an Smz-equivalence between {0, 1}N \ D1
and [0, 1] \ D2 . Putting this together with any bijection between D1 and D2 , we have an Smz-equivalence between
{0, 1}N and [0, 1].
224 Topology and measure III 534N

(c)(i) I show by induction on r that [0, 1]r is Smz-equivalent to R and therefore to [0, 1]. The case r = 1 is covered
by (a). For the inductive step to r ≥ 2, I adapt the method of (b). Give {0, 1}N×r the metric ρ defined by setting
ρ(x, y) = inf{2−n : n ∈ N, x(n × r) = y(n × r)}
for x, y ∈ {0, 1}N×r . Define f : {0, 1}N×r → [0, 1]r by setting
P∞
f (x) = h i=0 2−i−1 x(i, j)ij<r
for x ∈ {0, 1}N×r . Then f is uniformly continuous, so f [A] has strong measure zero in [0, 1]r whenever A has strong
measure zero in {0, 1}N×r . Moreover, we find once again that f −1 [B] has strong measure zero whenever B ⊆ [0, 1]r
has strong measure zero. P P Let hn in∈N be a sequence of strictly positive real numbers. This time, set m = 2r and let
hBn in∈N be a cover of B such that diam Bn < 21 min(1, inf mn≤i<mn+m i ) for every n. (For definiteness, let me say that
I am giving [0, 1]r its Euclidean metric.) In this case, if 2−k−1 ≤ diam Bn < 2−k , Bn can meet at most 2r intervals of
the form [2−k n, 2−k (nn + 1)] where n ∈ N r and 1 = (1, . . . , 1). So f −1 [Bn ] can meet at most 2r = m sets of the form
{x : x(k × r) = z}, and can be covered by m sets hAj imn≤j<mn+m where
diam Aj ≤ 2−k ≤ 2 diam Bn ≤ j
for every j. Putting these together, we have a cover hAj ij∈N of f −1 [B] such that diam Aj ≤ j for every j; as hn in∈N
is arbitrary, f −1 [B] has strong measure zero. Q
Q
The function f here is very far from being one-to-one. But if we set
D1∗ = j<r {x : x ∈ {0, 1}N×r , hx(i, j)ii∈N ∈ D1 },
S

D2∗ = : z ∈ [0, 1]r , z(j) ∈ D2 },


S
j<r {z

where D1 ⊆ {0, 1}N , D2 ⊆ [0, 1] are defined as in the proof of (b), then f is a bijection between {0, 1}N×r \ D1∗ and
[0, 1]r \ D2∗ , so is an Smz-equivalence between these. Accordingly [0, 1]r \ D2∗ is Smz-embeddable in {0, 1}N×r , which
is homeomorphic, therefore uniformly equivalent, to {0, 1}N , which is in turn Smz-equivalent to ]0, 1[; so [0, 1]r \ D2∗ is
Smz-embeddable in ]0, 1[.
Now consider D2∗ . This is a countable union of sets which are isometric, therefore
S Smz-equivalent, to [0, 1]
r−1
and

therefore to ]0, 1[, by the inductive hypothesis. We can therefore express D2 as n∈N Xn where hXn in∈N is disjoint
and every Xn is Smz-embeddable in ]0, 1[ and therefore in ]n + 1, n + 2[. Assembling these with the Smz-equivalence
between [0, 1]r \D2∗ and ]0, 1[ we have already found, we have a Smz-embedding from [0, 1]r to R. In the other direction,
we certainly have an isometric embedding of [0, 1] in [0, 1]r and therefore a Smz-embedding of R in [0, 1]r ; so R and
[0, 1]r are Smz-equivalent. Thus the induction proceeds.
r
(ii) As for R r , we have a homeomorphism between R r and ]0, 1[ , which (because these again are σ-compact) is
a Smz-equivalence and therefore a Smz-embedding of R r in [0, 1]r . So 534Mb, once more, tells us that R r and [0, 1]r
and [0, 1] are Smz-equivalent.
(d) So R r , [0, 1]r and {0, 1}N are Smz-equivalent, for their usual uniformities. Now 534Fd tells us that they are
also Rbg-equivalent.

534O Large sets with strong measure zero It is a remarkable fact that it is relatively consistent with ZFC
to suppose that the only subsets of R with strong measure zero are the countable sets (Laver 76, Ihoda 88 or
Bartoszyński & Judah 95, §8.3). We therefore find ourselves investigating constructions of non-trivial sets with
strong measure zero under special axioms. I start by clearing the ground a little.
Proposition (a) If (X, ρ) is a separable metric space and A ⊆ X has cardinal less than c, there is a Lipschitz function
f : X → R such that f A is injective.
(b) (Carlson 93) For any cardinal κ < c, if there is any separable metric space with a set of size κ which is of
strong measure zero, then there is a subset of R, of size κ, which has strong measure zero.
(c) (Rothberger 41) If b = ω1 there is a subset of R, of size ω1 , which has strong measure zero.
proof (a) If X = ∅ this is trivial. Otherwise, let hxn in∈N run over a dense sequence in X, and for x ∈ X define
gx : R → R by setting
P∞ min(1,ρ(x,xn )) n
gx (t) = n=0 t
n!

for t ∈ R. Then gx is a real-entire function (5A5A). If x, y ∈ X are distinct, then there must be some n such that
min(1, ρ(x, xn )) 6= min(1, ρ(y, xn )), so that one of the coefficients of gx − gy is non-zero, and {t : gx (t) = gy (t)} is
countable (5A5A). So if A ⊆ X and #(A) < c, we can find a t ≥ 0 such that gx (t) 6= gy (t) for all distinct x, y ∈ A. Set
f (x) = gx (t) for x ∈ X; then f : X → R is a function such that f A is injective. If x, y ∈ X then
534P Hausdorff measures and strong measure zero 225


X tn
|f (x) − f (y)| = | (min(1, ρ(x, xn )) − min(1, ρ(y, yn )) |
n!
n=0
≤ exp(t) sup |ρ(x, xn ) − ρ(y, yn )| ≤ exp(t)ρ(x, y),
n∈N

so that f is Lipschitz.
(b) Let (X, ρ) be a separable metric space with a set A ∈ [X]κ of strong measure zero. Then (a) tells us that we
have a uniformly continuous function f : X → R which is injective on A, so that f [A] ∈ [R]κ has strong measure zero
(534Db).
(c) Now suppose that b = ω1 . Then there is a family hxξ iξ<ω1 in N N which is increasing and unbounded for the
pre-order ≤∗ of 522C(i). In this case {ξ : xξ ≤∗ x} is countable for every x ∈ N N , so that {ξ : xξ ∈ K} is countable for
every compact K ⊆ N N .
Let f : N N → [0, 1] \ Q be any homeomorphism (4A2Ub), and consider A = {f (xξ ) : ξ < ω1 }. Then #(A) = ω1 .
Also A has strong measure zero. P P Of course Q, being countable, has strong measure zero. Let G ⊆ R be an open
set including Q. Set K = [0, 1] \ G, so that K ⊆ [0, 1] \ Q is compact and f −1 [K] is compact. As {ξ : xξ ∈ f −1 [K]}
is countable, so is A ∩ K = A \ G, and A \ G has strong measure zero. By 534Dd, this is enough to show that A has
strong measure zero. Q Q

534P Subject to the continuum hypothesis we have many ways of building sets with strong measure zero. I give
one example to suggest what can be done.
Example Suppose that mcountable = c. Then there is a set A ⊆ R \ Q, with Rothberger’s property in R, such that
(i) A + A = R,
(ii) A × A ∈ / Rbg(R 2 ),
(iii) there is a continuous surjection from A onto R,
(iv) A ∈/ Rbg(R \ Q).
proof (a) For x ∈ N N , define ψ(x) ∈ {0, 1}N by setting ψ(x)(n) = 0 if x(n) is even, 1 if x(n) is odd. Then
ψ : N N → {0, 1}N is a continuous surjection. Let φ : N N → [0, 1] \ Q be a homeomorphism (4A2Ub). Enumerate N N as
hxξ iξ<c and R as htξ iξ<c and Q as hqn in∈N . Write M for the ideal of meager subsets of R, as in §522.
Choose haξ iξ<c , hbξ iξ<c and hcξ iξ<c as follows. For each ξ < c, {xη : η ≤ ξ} is not cofinal with N N , because
cf N N = d ≥ cov M = mcountable = c
(522I, 522Ra), so we can find a yξ ∈ N N such that yξ 6≤ xη for any η ≤ ξ; raising yξ if need be, we can arrange that if
xξ ∈ {0, 1}N then ψ(yξ ) = xξ . Set aξ = φ(yξ ). Next, for η ≤ ξ, set Kη = {x : x ∈ N N , x ≤ xη }, so that Kη is compact.
Then φ[Kη ] is a compact subset of [0, 1] \ Q, so is nowhere dense in R. Consider

Kξ = {n + φ[Kη ] : n ∈ Z, η ≤ ξ} ∪ {n + tξ − φ[Kη ] : n ∈ Z, η ≤ ξ}
∪ {{qn } : n ∈ N} ∪ {{tξ − qn } : n ∈ N}.
This is aSfamily of fewer than c = mcountable nowhere dense S subsets of R, so does not cover R (522Ra); take any
bξ ∈ R \ Kξ ; then neither bξ nor cξ = tξ − bξ belongs to Q ∪ n∈Z,η≤ξ (n + φ[Kη ]).
(b) At the end of the process, set
A0 = {aξ : ξ < c} ∪ {bξ : ξ < c} ∪ {cξ : ξ < c}, A = A0 + Z.
Then A ∩ [0, 1] has strong measure zero. P P Let G ⊆ R be any open set including Q. Then [0, 1] \ G is a compact subset
of [0, 1]\Q, and K = φ−1 [ [0, 1]\G] is a compact subset of N N . There is therefore some ξ < c such that K ⊆ {x : x ≤ xξ }
and [0, 1] \ G ⊆ φ[Kξ ]. Now if η ≥ ξ, neither bη nor cη belongs to φ[Kξ ] + Z; and also aη ∈ ]0, 1[ \ φ[Kξ ], so aη also
does not belong to φ[Kξ ] + Z. What this means is that

A ∩ [0, 1] \ G ⊆ {aη + n : η ≤ ξ, n ∈ Z} ∪ {bη + n : η ≤ ξ, n ∈ Z}


∪ {cη + n : η ≤ ξ, n ∈ Z}
has cardinal less than c = mcountable . By 534Ia and 534Fc, it has strong measure zero. As G is arbitrary, A ∩ [0, 1] has
strong measure zero, by 534Dd. Q Q
Because A + Z = A,
S
A = n∈Z (A ∩ [0, 1]) + n
also has strong measure zero, therefore has Rothberger’s property (534Fd).
226 Topology and measure III 534P

(c) Let us consider the properties (i)-(iv). Because no aξ , bξ or cξ belongs to Q, A ∩ Q = ∅. For every ξ < c,
tξ = bξ + cξ ∈ A + A; as htξ iξ<c is an enumeration of R, A + A = R. Since + : R 2 → R is continuous, and
+[A × A] = A + A does not have Rothberger’s property, nor does A × A (534Fb). Thus we have (i) and (ii).
Let h : {0, 1}N → [0, 1] be a continuous surjection, and let f : R \ Q → {0, 1}N be the continuous function defined by
setting f (a) = hψφ−1 (a − n) if a ∈ ]n, n + 1[ \ Q where n ∈ Z. For every ξ < c such that xξ ∈ {0, 1}N ,
f (aξ ) = hψφ−1 (aξ ) = h(xξ );
because {xξ : ξ < c} = N N ⊇ {0, 1}N , f [A] = [0, 1].
Thus A satisfies (iii). As for (iv), define a metric ρ on R \ Q by setting ρ(s, t) = |s − t| + |f (s) − f (t)| for s, t ∈ R \ Q.
Because f is continuous, this defines the usual topology of R \ Q. But f is uniformly continuous for ρ and the usual
metric of [0, 1], and f [A] does not have strong measure zero, so A cannot have strong measure zero for the metric ρ
(534Db), and does not have Rothberger’s property in R \ Q (534Fc). This completes the proof.

534X Basic exercises (a) Let (X, ρ) be an analytic metric space and µHr Hausdorff r-dimensional measure on
X, where r > 0. Let I be the σ-ideal of subsets of X generated by {A : µ∗Hr A < ∞}. Show that

non N (µHr ) = min(non N , non I) = non N if µHr is σ-finite,


= non I otherwise.
(Hint: if µHr is not σ-finite, then by 471S there is an uncountable disjoint family of Borel sets of non-zero finite
measure.)

(b) (i) Let (X, ρ) be a metric space, r > 0 and A ⊆ X a set with strong measure zero. Show that A has zero
Hausdorff r-dimensional measure. (ii) Find a subset of R 2 which is universally negligible but does not have strong
measure zero (for the usual metric on R 2 ). (Hint: 439H.) (iii) Find a subset of {0, 1}N which is universally negligible
but does not have strong measure zero for the metric of 534Ib.

(c) Let r, s ≥ 1 be integers. Let A ⊆ R r be a set with strong measure zero, and f : A → R s a function which is
differentiable relative to its domain at every point of A. Show that f [A] has strong measure zero. (Hint: 262N.)

(d) Let (X, W) be a Hausdorff uniform space with strong measure zero. Show that X is universally negligible iff it
is a Radon space.

(e) Give ω1 + 1 its order topology and the corresponding uniformity (4A2Jf). Show that it has strong measure zero
but is not universally negligible.

(f )(i) Show that a topological space which has Rothberger’s property in itself must be Lindelöf. (ii) Give X = ω1 + 1
its order topology. Show that ω1 has Rothberger’s property in ω1 + 1 but not in itself.

(g) Let X be a topological space and A ⊆ X. Show that A ∈ Rbg(X) iff A ∈ Rbg(A).

(h) Let X be a σ-compact topological space which is either Hausdorff or regular, and A ⊆ X. Show that A ∈ Rbg(X)
iff for every sequence hGn in∈N of finite open covers of X, there is a sequence hGn in∈N , covering A, such that Gn ∈ Gn
for every n.

(i) Let X be a topological space and A ∈ Rbg(X). Suppose that B ⊆ X is such that B \ G ∈ Rbg(X) for every
open subset G of X including A. Show that B ∈ Rbg(X).

(j) Let X be a paracompact Hausdorff space, and A a subset of X. Show that the following are equiveridical: (i)
A ∈ Rbg(X); (ii) f [A] ∈ Rbg(Y ) whenever Y is a metrizable space and f : X → Y is continuous; (iii) f [A] ∈ Smz(Y, ρ)
whenever (Y, ρ) is a metric space and f : X → Y is continuous; (iv) A ∈ Smz(X, W) whenever W is a uniformity on
X inducing the topology of X. (Hint: 5A4Fb.)

(k)(i) Let X be a Hausdorff topological space. Show that if A ∈ Rbg(X) then A is universally τ -negligible
(definition: 439Xh). (ii) Let X be a Hausdorff uniform space. Show that if X has strong measure zero then it is
universally τ -negligible.

(l) Let X be a locally compact Hausdorff topological group. Show that a subset of X has Rothberger’s property in
X iff it has strong measure zero for the right uniformity of X iff it has strong measure zero for the bilateral uniformity
of X.
534Zd Hausdorff measures and strong measure zero 227

(m) Let X be a Hausdorff space. Show that a compact subset of X has Rothberger’s property in X iff it is scattered.

(n) Show that non Rbg(N N ) = mcountable .

(o) Let X be a Lindelöf topological space. Show that add Rbg(X) ≥ add N , where N is the null ideal of Lebesgue
measure on R.

(p) Let (X, W) be a Lindelöf uniform space. Show that there is some κ such that Smz(X, W) 4T N κ , where N is
the null ideal of Lebesgue measure on R.

(q) Show that every separable metric space (X, ρ) is uniformly equivalent to a subspace of [0, 1]N and is therefore
Smz-embeddable in [0, 1]N .

(r) Suppose that b = ω1 . Show that there is a set A ⊆ R \ Q such that A has Rothberger’s property in R but not
in R \ Q.

(s) Let A be the set constructed in 534P on the assumption that mcountable = c. Show that A ∪ Q has Rothberger’s
property in itself, but A does not have Rothberger’s property in itself.

534Y Further exercises (a) (i) Set I = {[4−m i, 4−m (i + 1)[ : m ∈ N, i ∈ Z}. For A ⊆ R set θ(A) =
√ (1) (1)
inf{ I∈I 0 diam I : I 0 ⊆ I covers A}. Show that if µH,1/2 is Hausdorff 12 -dimensional measure on R, then µH,1/2 (A) =
P

0 iff θ(A) = 0. (ii) Set J = {[2−m i, 2−m (i + 1)[ × [2−m j, 2−m (j + 1)[ : m ∈ N, i, j ∈ Z}, and for A ⊆ R 2 set
(2)
θ0 (A) = inf{ J∈J 0 diam J : J 0 ⊆ J covers A}. Show that if µH1 is Hausdorff 1-dimensional measure on R 2 , then
P
(2) (1) (2)
µH1 (A) = 0 iff θ0 (A) = 0. (iii) Show that the null ideals N (µH,1/2 ) and N (µH1 ) are isomorphic.

(b) Show that if either non N = cf N or non N < cov N , where N is the null ideal of Lebesgue measure on R, then
Hausdorff one-dimensional measure on R 2 does not have the measurable envelope property.

(c) Let G be a collection of families of sets. Let us say that a set A has the G-Rothberger property if for every
sequence hGn in∈N in G there is a cover hGn in∈N of A such that Gn ∈ Gn for every n ∈ N. (i) Show T thatS the family I
of sets with the G-Rothberger property is a σ-ideal of sets containing every countable subset of G∈G G. (ii) Show
that if H is another collection of families of sets, and f is a function such that for every H ∈ H there is a member of
G refining {f −1 [H] : H ∈ H}, then f [A] has the H-Rothberger property whenever A ∈ I. (iii) Suppose that G is a
collection of families of open subsets of a topological space X. Suppose that A ∈ I has the G-Rothberger property,
S and
that B ⊆ X is such that B \ G ∈ I for every open set G ⊇ A. Show that B ∈ I. (iv) Suppose that X = G for every
G ∈ G, and that every member of G is countable. Show that non(I, X) ≥ mcountable . (v) Suppose that every member
of G is countable, and that for any two members of G there is another refining them both. Show that add I ≥ add N ,
where N is the null ideal of Lebesgue measure on R.

(d) Suppose that mcountable = c. Let X be the group of all bijections of N, regarded as the isometry group of N with
its {0, 1}-valued metric, so that X is a Polish group (441Xp-441Xq). Show that there is a subset A of X such that A
has strong measure zero for the right uniformity of X but A−1 does not.

(e) Suppose that mcountable = d. Show that there is a subset of R, of cardinal mcountable , with strong measure zero.

(2) (2)
534Z Problems (a) Let µH1 be one-dimensional Hausdorff measure on R 2 . Is the covering number cov N (µH1 )
(2)
necessarily equal to cov N ? As observed in 534Bc-534Bd, we have cov N ≤ cov N (µH1 ) ≤ non M. We can ask the same
n
question for r-dimensional Hausdorff measure on R whenever 0 < r < n; in particular, for r-dimensional Hausdorff
measure on [0, 1], where 0 < r < 1, and these questions are strongly connected (534Ya). Shelah & Steprāns 05
(2) (2)
show that non N (µH1 ) can be less than non N ; of course this is possible only because µH1 is not semi-finite (439H,
521Xb).

(b) Can cf Rbg(R) be ω1 ?

(c) How many types of Polish spaces under Smz-equivalence can there be? If we give N N the metric of 534Ib, can
it fail to be Smz-equivalent to [0, 1]N ?

(d) Suppose that there is a separable metric space (X, ρ) of cardinal c with strong measure zero. Must there be a
subset of R, of cardinal c, with Rothberger’s property in R?
228 Topologies and measures III 534 Notes

534 Notes and comments I have very little to say about Hausdorff measures, and 534B is here only because it would
seem even lonelier in a section by itself. All I have tried to do is to run through the obvious questions connecting §471
with Chapter 52. But at the next level there is surely much more to be done (534Za).
‘Strong measure zero’ has attracted a great deal of attention, starting with the work of E.Borel, who suggested that
every subset of R with strong measure zero must be countable; this is the Borel conjecture. It turns out that this
is undecidable in ZFC, and that if the Borel conjecture is true then there are no uncountable sets of strong measure
zero in any separable metric space (534O). So we have some questions of a new kind: in the ideals Smz(X, W) of sets
of strong measure zero, in addition to the standard cardinals add, non, cov and cf, we find ourselves asking for the
possible cardinals of sets belonging to the ideal.
The next point is that strong measure zero is not (or rather, not always) either a topological property or a metric
property; it is a property of uniform spaces. We must therefore be prepared to examine uniformities, even if we are
happy to stay with metrizable ones. In 534P(iv), using an axiom which is a consequence of the continuum hypothesis,
I show that we can have a set which has strong measure zero for one of two equivalent metrics and not for the other.
Goldstern Judah & Shelah 93 describe a model in which the ideal Rbg(R) has add Rbg(R) = non Rbg(R) = ω2
while mcountable = ω1 . So in this case 534Ib tells us that N N , with the metric described there, is not even Smz-
embeddable in R. Of course in models of set theory in which the Borel conjecture is true we do have topologically
determined structures, for trivial reasons.
Note that for any uncountable complete separable metric space X, there is a subset of X homeomorphic to {0, 1}N
(423J), and the homeomorphism must be a uniform equivalence; so that {0, 1}N and its companions [0, 1]r , R r must be
Smz-embeddable in X. In this sense they are the ‘simplest’ uncountable complete metric spaces. In the same sense,
[0, 1]N is the most complex (534Xq).
For σ-compact spaces, strong measure zero becomes a topological property (534G), corresponding to what I call
‘Rothberger’s property’ (534E). Rothberger 38b investigated subsets of R which have Rothberger’s property in
themselves, under the name ‘property C0 ’. The ideas of 534D and 534J-534K can all be re-presented as theorems about
Rothberger’s property (534F, 534Xi, 534Xn, 534Xo); the machinery of 534Yc is supposed to suggest a reason for this.
It is natural to be attracted to a topological concept, but there is a difficulty in that Rothberger’s property is not
hereditary in the usual way (534Xf, 534Xr, 534Xs). I note that while 534N is stated in terms of Rbg-equivalence,
isomorphism of the ideals of sets with the appropriate Rothberger’s property, the concept of strong measure zero seems
to be necessary in the Schröder-Bernstein arguments based on 534M.
For a fuller discussion of strong measure zero in R, see Bartoszyński & Judah 95, chap. 8, from which much of
the material of this section is taken.

535 Liftings
I introduced the Lifting Theorem (§341) as one of the fundamental facts about complete strictly localizable measure
spaces. Of course we can always complete a measure space and thereby in effect obtain a lifting of any σ-finite measure.
For the applications of the Lifting Theorem in §§452-453 this procedure is natural and effective; and generally in this
treatise I have taken the view that one should work with completed measures unless there is some strong reason not to.
But I have also embraced the principle of maximal convenient generality, seeking formulations which will exhibit the full
force of each idea in the context appropriate to that idea, uncluttered by the special features of intended applications.
So the question of when, and why, liftings of incomplete measures can be found is one which automatically arises. It
turns out to be a fruitful question, in the sense that it leads us to new arguments, even though the answers so far
available are unsatisfying.
As usual, much of what we want to know depends on the behaviour of the usual measures on powers of {0, 1}
(535B). An old argument relying on the continuum hypothesis shows that Lebesgue measure can have a Borel lifting;
this has been usefully refined, and I give a strong version in 535D-535E. We know that we cannot expect to have
translation-invariant Borel liftings (345F), but strong Borel liftings are possible (535H-535I), and in some cases can be
built from Borel liftings (535J-535N).
For certain applications in functional analysis, we are more interested in liftings of L∞ spaces than in liftings of
measure algebras; and it is sometimes sufficient to have a ‘linear lifting’, not necessarily corresponding to a lifting in
the strict sense (535O, 535P). I give a couple of paragraphs to linear liftings because in some ways they are easier to
handle and it is conceivable that they are relevant to the main outstanding problem (535Zf).

535A Notation (a) The most interesting questions to be examined in this section can be phrased in the following
language. If (X, Σ, µ) is a measure space and T a topology on X, I will say that a Borel lifting of µ is a lifting which
takes values in the Borel σ-algebra B(X) of X. (As usual, I will use the word ‘lifting’ indifferently for homomorphisms
from Σ to itself, or from A to Σ, where A is the measure algebra of µ. Of course a homomorphism θ : A → Σ is a Borel
lifting iff the corresponding homomorphism E 7→ θE • : Σ → Σ is a Borel lifting.) Similarly, a Baire lifting of µ is a
lifting which takes values in the Baire σ-algebra Ba(X) of X.
535C Liftings 229

(b) I remark at once that if (X, T, Σ, µ) is a topological measure space and φ : Σ → B(X) is a Borel lifting of µ,
then φB(X) is a lifting of the Borel measure µB(X). Conversely, if φ0 : B(X) → B(X) is a lifting of µB(X), and if
for every E ∈ Σ there is a Borel set E 0 such that E4E 0 is negligible, then φ0 extends uniquely to a Borel lifting φ of µ.
In the same way, any Baire lifting of a measure µ which measures every zero set will give us a lifting of µBa(X);
and a lifting of µBa(X) will correspond to a Baire lifting of µ if, for instance, µ is completion regular, as in 535B
below.

(c) As in Chapter 52, I will say that, for any set I, νI is the usual measure on {0, 1}I and BI its measure algebra.

535B Proposition Let (X, Σ, µ) be a strictly localizable measure space with non-zero measure. Suppose that νκ
has a Baire lifting (that is, νκ Ba({0, 1}κ ) has a lifting) for every infinite cardinal κ such that the Maharam-type-κ
component of the measure algebra of µ is non-zero. Then µ has a lifting.
proof Write (A, µ̄) for the measure algebra of µ.
(a) Suppose first that µ is a Maharam-type-homogeneous probability measure. In this case A is either {0, 1} or
isomorphic to Bκ for some infinite κ. The case A = {0, 1} is trivial, as we can set φE = ∅ if E ∈ Σ is negligible, φE = X
if E ∈ Σ is conegligible. Otherwise, A is τ -generated by a stochastically independent family heξ iξ<κ of elements of
measure 21 . For each ξ < κ, choose Eξ ∈ Σ such that Eξ• = eξ , and define f : X → {0, 1}κ by setting f (x)(ξ) = χEξ (x)
for x ∈ X and ξ < κ. Then {F : F ⊆ {0, 1}κ , νF and µf −1 [F ] are defined and equal} is a Dynkin class containing
all the measurable cylinders in {0, 1}κ , so includes Baκ = Ba({0, 1}κ ), and f is inverse-measure-preserving for µ
and νκ0 = νκ Baκ . Note that Bκ can be identified with the measure algebra of νκ0 (put 415E and 322Da together,
or see 415Xp). So we have an induced measure-preserving Boolean homomorphism π : Bκ → A defined by setting
πF • = f −1 [F ]• for every F ∈ Baκ . Since π[Bκ ] is an order-closed subalgebra of A (324Kb) containing every eξ , it is
the whole of A.
We are supposing that there is a lifting θ : Bκ → Baκ of νκ . Define θ1 : A → Σ by setting θ1 a = f −1 [θπ −1 a] for
every a ∈ A; then θ1 is a Boolean homomorphism because θ and π −1 are, and
(θ1 a)• = π((θπ −1 a)• ) = ππ −1 a = a
for every a ∈ A, so θ1 is a lifting of µ.
(b) It follows at once that if µ is any non-zero totally finite Maharam-type-homogeneous measure, then it will have a
lifting, as we can apply (a) to a scalar multiple of µ. Now consider the general case. Let K be the family of measurable
subsets K of X such that the subspace measure µK is non-zero, totally finite and Maharam-type-homogeneous. Then
µ is inner regular with respect to K, by Maharam’s theorem (332B). By 412Ia, there is a decomposition hXi ii∈I of X
such that at most one Xi does not belong to K, and that exceptional one, if any, is negligible; adding a trivial element
Xk = ∅ if necessary, we may suppose that there is exactly one k ∈ I such that µXk = ∅. For each i ∈ I \ {k}, let µi be
the subspace measure on Xi , and Σi its domain; then µi has a lifting φi : Σi → Σi . (The point is that if the Maharam
type κ of µi is infinite, then the Maharam-type-κ component of A includes Xi• and is non-zero, so our hypothesis tells
us that νκ has a Baire lifting.) At this point, recall that we are also supposing that µX > 0, so there is some j ∈ I \ {k};
fix z ∈ Xj , and define φ : Σ → PX by setting
[
φE = φi (E ∩ Xi ) if z ∈
/ φj (E ∩ Xj ),
i∈I\{k}
[
= Xk ∪ φi (E ∩ Xi ) if z ∈ φj (E ∩ Xj ).
i∈I\{k}

Then φ is a lifting of µ. P P It is a Boolean homomorphism because every φi is. If E ∈ Σ, then Xi ∩ φE = φi (E ∩ Xi )


if i ∈ I \ {k}, and is either Xk or ∅ if i = k; in any case, it belongs to Σi ; as hXi ii∈I is a decomposition for µ, φE ∈ Σ.
Also
P
µ(E4φE) ≤ µXk + i∈I\{k} µi ((E ∩ Xi )4φi (E ∩ Xi )) = 0.
Finally, if µE = 0, then µi (E ∩ Xi ) = 0 and φi (E ∩ Xi ) = ∅ for every i ∈ I \ {k}, so φE = ∅. Q
Q

535C Proposition If λ and κ are cardinals with λ = λω ≤ κ, and νκ has a Baire lifting, then νλ has a Baire lifting.
proof If λ is finite, the result is trivial, so we may suppose that λ ≥ ω (and therefore that λ ≥ c). For I ⊆ κ, write
BaI for the Baire σ-algebra of {0, 1}I and TI for the family of those E ∈ Baκ which are determined by coordinates
in I. Set πI (x) = xI for every x ∈ {0, 1}κ ; then H 7→ πI−1 [H] is a Boolean isomorphism between BaI and TI , with
inverse E 7→ πI [E]. P P Because πI is continuous, πI−1 [H] ∈ Baκ for every H ∈ BaI . Of course H 7→ πI−1 [H] is a
Boolean homomorphism, and it is injective because πI is surjective. Identifying {0, 1}κ with {0, 1}I × {0, 1}κ\I , we
230 Topologies and measures III 535C

have a function h : {0, 1}I → {0, 1}κ defined by setting h(v) = (v, 0) for v ∈ {0, 1}I . This is continuous, therefore
(BaI , Baκ )-measurable. If E ∈ TI , then E = πI−1 [πI [E]] = πI−1 [h−1 [E]]; so H 7→ πI−1 [H] is surjective and is an
isomorphism. Q Q
Consequently #(TI ) ≤Sc for every countable I ⊆ κ (4A1O, because BaI is σ-generated by the cylinder sets, by
4A3Na). For any I, TI = J∈[I]≤ω TJ , because every member of BaI is determined by coordinates in a countable set
(4A3Nb). So #(TI ) ≤ max(c, #(I)ω ) = λ whenever I ⊆ κ and #(I) = λ.
λ
S hJξ iξ<ω1 in [κ] such that J0 = λ and φE ∈ TJξ+1
Let φ be a Baire lifting of νκ . ChooseSa non-decreasing family
whenever ξ < ω1 and E ∈ TJξ . Set J = ξ<ω1 Jξ ; then TJ = ξ<ω1 TJξ , so φE ∈ TJ for every E ∈ TJ .
We therefore have a Boolean homomorphism φ1 : BaJ → BaJ defined by setting φ1 H = πJ [φ(πJ−1 [H])] for every
H ∈ BaJ . If νJ H = 0, then νκ πJ−1 [H] = 0 and φ1 H = φ(πJ−1 [H]) = 0. For any H ∈ BaJ ,
πJ−1 [H4φ1 H] = πJ−1 [H]4φ(πJ−1 [H])
is νκ -negligible, so H4φ1 H is νJ -negligible. Thus φ1 is a lifting of νJ BaJ . As νJ BaJ is isomorphic to νλ Baλ , the
latter also has a lifting. As νλ is completion regular (416U), the measure algebra of νλ Baλ can be identified with Bλ ,
and we can interpret a lifting of νλ Baλ as a Baire lifting of its completion νλ .

535D The following result covers most of the cases in which non-complete probability measures are known to have
liftings.
Theorem Let (X, Σ, µ) be a measure space such that µX > 0, and suppose that its measure algebra is tightly ω1 -filtered
(definition: 511Di). Then µ has a lifting.
proof This is a special case of 518L.

535E Proposition Suppose that c ≤ ω2 and the Freese-Nation number FN(PN) is ω1 .


(a) If A is a measurable algebra of cardinal at most ω2 , it is tightly ω1 -filtered.
(b) (Mokobodzki 7?) Let (X, Σ, µ) be a σ-finite measure space with Maharam type at most ω2 .
(i) µ has a lifting.
(ii) If T is a topology on X such that µ is inner regular with respect to the Borel sets, then µ has a Borel lifting.
(iii) If T is a topology on X such that µ is inner regular with respect to the zero sets, then µ has a Baire lifting.
proof (a) By 524O(b-iii), FN(A) ≤ ω1 , so 518M gives the result.
(b)(i) By 514De once more, the measure algebra of µ has cardinal at most
ω2ω = max(c, ω2 ) ≤ ω2
(5A1E(e-iv)). So we can put (a) and 535D together.
(ii) Because µ is σ-finite and inner regular with respect to the Borel sets, every measurable set can be expressed
as the union of a Borel set and a negligible set. By (i), µB(X) has a lifting, which can be interpreted as a Borel lifting
of µ, as in 535Ab.
(iii) As (ii), but with Ba(X) in place of B(X).

535F With the continuum hypothesis, we can go a little farther.


Proposition Let (X, Σ, µ) be a measure space such that µX > 0 and #(A) ≤ ω1 , where A is the measure algebra of
µ, and suppose that φ : A → Σ is such that
φ0 = ∅, φ(a ∩ b) = φa ∩ φb for all a, b ∈ A, (φa)• ⊆ a for every a ∈ A.
Then µ has a lifting θ : A → Σ such that θE • ⊇ φE for every E ∈ Σ.
proof (a) Adjusting φ1 if necessary, we can suppose that φ1 = X. Note that φa ⊆ φb whenever a ⊆ b in A. Let
haξ iξ<ω1 be a family running over A, and for α ≤ ω1 let Cα be the subalgebra of A generated by {aξ : ξ < α}. Define
Boolean homomorphisms θα : Cα → Σ inductively, as follows. The inductive hypothesis will be that (θα c)• = c and
θα c ⊇ φc for every c ∈ Cα , while θα extends θβ for every β ≤ α. Start with θ0 0 = ∅, θ0 1 = X.
(b) Given θα , where α < ω1 , set
S
F = {φ(c ∪ aα ) \ θα c : c ∈ Cα },
S
G = {φ(c ∪ (1 \ aα )) \ θα c : c ∈ Cα }.
Because Cα is countable, F and G belong to Σ. If c ∈ Cα , then
535H Liftings 231

(φ(c ∪ aα ) \ θα c)• = φ(c ∪ aα )• \ c ⊆ (c ∪ aα ) \ c ⊆ aα ,


so F • ⊆ aα ; similarly, G• ⊆ 1 \ aα . Next, F ∩ G = ∅. P
P If b, c ∈ Cα , then

(φ(b ∪ aα ) \ θα b) ∩ (φ(c ∪ (1 \ aα )) \ θα c) = φ((b ∪ aα ) ∩ (c ∪ (1 \ aα ))) \ (θα b ∪ θα c)


⊆ φ(b ∪ c) \ θα (b ∪ c) = ∅. Q
Q
Choose any E ∈ Σ such that E • = aα and set Eα = (E ∪ F ) \ G; then Eα• = aα , F ⊆ Eα and G ∩ Eα = ∅.
If c ∈ Cα and c ⊆ aα , then φ((1 \ c) ∪ aα ) = φ1 = X, so
θα c = φ((1 \ c) ∪ aα ) \ θα (1 \ c) ⊆ F ⊆ Eα .
Similarly, if c ∈ Cα and c ∩ aα = 0, then
θα c = φ((1 \ c) ∪ (1 \ aα )) \ θα (1 \ c) ⊆ G
is disjoint from Eα . We can therefore define a Boolean homomorphism θα+1 : Cα+1 → Σ by setting
θα+1 ((b ∩ aα ) ∪ (c \ aα )) = (θα b ∩ Eα ) ∪ (θα c \ Eα )
for all b, c ∈ Cα (312O again), and θα+1 will extend θβ for every β ≤ α + 1. Because (θα+1 aα )• = aα and θα+1 c = θα c
for every c ∈ Cα , (θα+1 a)• = a for every a ∈ Cα+1 .
I have still to check the other part of the inductive hypothesis. If b, c ∈ Cα , then

φ((b ∩ aα ) ∪ (c \ aα )) = φ((b ∪ c) ∩ (c ∪ aα ) ∩ (b ∪ (1 \ aα )))


= φ(b ∪ c) ∩ φ(c ∪ aα ) ∩ φ(b ∪ (1 \ aα ))
⊆ θα (b ∪ c) ∩ (F ∪ θα c) ∩ (G ∪ θα b)
⊆ θα+1 (b ∪ c) ∩ (θα+1 aα ∪ θα+1 c) ∩ (θα+1 (1 \ aα ) ∪ θα+1 b)
= θα+1 ((b ∩ aα ) ∪ (c \ aα )),
which is what we need to know.
S S
(c) For non-zero limit ordinals α ≤ ω1 , we have Cα = β<α Cβ so we can, and must, take θα = β<α θβ .
At the end of the induction, θω1 : A → Σ is an appropriate lifting.

535G Corollary (see Neumann 31) Suppose that c = ω1 . Then for any integer r ≥ 1 there is a Borel lifting θ of
Lebesgue measure on Rr such that x ∈ θE • whenever E ⊆ Rr is a Borel set and x is a density point of E.
proof In 535F, let φ be lower Lebesgue density (341E), interpreted as a function from the Lebesgue measure algebra
to the Borel σ-algebra. We need to check that φE • is indeed always a Borel set; this is because
µ(E∩B(x,2−n ))
φE • = {x : limn→∞ =1
µB(x,2−n )

and the functions x 7→ µ(E ∩ B(x, 2−n )) are all continuous (use 443A/443B).

535H Again using the continuum hypothesis, we have some results on ‘strong’ liftings, as described in §453.
Theorem Let (X, T, Σ, µ) be an effectively locally finite τ -additive topological measure space with measure algebra A.
If #(A) ≤ add µ and µ is strictly positive, then µ has a strong lifting.
proof (a) For each a ∈ A, set
T
a= {F : F ⊆ X is closed, F • ⊇ a}.
Then a is closed and a• ⊇ a (414Ac). If a, b ∈ A, then a ∪ b = a ∪ b. P
P Of course a ∪ b ⊇ a ∪ b, because the operation
is order-preserving. On the other hand, a ∪ b is a closed set and (a ∪ b)• ⊇ a ∪ b, so a ∪ b ⊇ a ∪ b. Q Q
For a subalgebra B of A, say that a function θ : B → Σ is ‘potentially a strong lifting’ if it is a Boolean homomorphism
and (θb)• = b and θb ⊆ b for every b ∈ B.
(b) (The key.) Suppose that B is a subalgebra of A, of cardinal less than add µ, and c ∈ A; let B1 be the subalgebra
of A generated by B ∪ {c}. If θ : B → Σ is potentially a strong lifting, then it has an extension θ1 : B1 → Σ which is
also potentially a strong lifting.
P
P Set
S
C0 = {θa : a ∈ B, a ⊆ c},
T
D0 = {θb : b ∈ B, c ⊆ b},
232 Topologies and measures III 535H

S
C1 = {θa \ a \ c : a ∈ B},
T
D1 = {(X \ θb) ∪ b ∩ c : b ∈ B}.
Fix E0 ∈ Σ such that E0• = c.
If a, a0 , b, b0 ∈ B and a0 ⊆ c ⊆ b0 , then
a0 ⊆ b0 , so θa0 ⊆ θb0 ;

θa0 ∩ θb = θ(a0 ∩ b) ⊆ a0 ∩ b ⊆ b ∩ c, so θa0 ⊆ (X \ θb) ∪ b ∩ c;

θa \ θb0 = θ(a \ b0 ) ⊆ a \ b0 ⊆ a \ c, so θa \ a \ c ⊆ θb0 ;

θa ∩ θb = θ(a ∩ b) ⊆ a ∩ b = a ∩ b ∩ c ∪ a ∩ b \ c ⊆ a \ c ∪ b ∩ c,
so
θa \ a \ c ⊆ (X \ θb) ∪ b ∩ c.
This shows that C0 ∪ C1 ⊆ D0 ∩ D1 . At the same time,
E0• = c ⊇ a0 , so θa0 \ E0 is negligible;

E0• = c ⊆ b0 , so E0 \ θb0 is negligible;

(E0 ∪ a \ c)• ⊇ c ∪ (a \ c) ⊇ a = (θa)•


so (θa \ a ∩ c) \ E0 is negligible;

E0• = c ⊆ (1 \ b) ∪ (b ∩ c) ⊆ (X \ θb)• ∪ b ∩ c ,
so E0 \ ((X \ θb) ∪ b ∩ c) is negligible. Because #(B) < add µ, (C0 ∪ C1 ) \ E0 and E0 \ (D0 ∩ D1 ) are measurable and
negligible.
If we set
E = (E0 ∪ C0 ∪ C1 ) ∩ (D0 ∩ D1 ),
then E ∈ Σ, E = c and C0 ∪ C1 ⊆ E0 ⊆ D0 ∩ D1 . So we can set θ1 c = E to define a homomorphism from B1 to Σ

(312O), and we shall have (θ1 d)• = d for every d ∈ B1 .


We must check that θ1 d ⊆ d for every d ∈ B1 . Now d is expressible as (b ∩ c) ∪ (a \ c) for some a, b ∈ B, and in this
case
θb ∩ E ⊆ θb ∩ ((X \ θb) ∪ b ∩ c) ⊆ b ∩ c,

θa \ E ⊆ θa \ (θa \ a \ c) ⊆ a \ c,
so
θ1 d = (θb ∩ E) ∪ (θa \ E) ⊆ b ∩ c ∪ a \ c = d.
So θ1 is a potential strong lifting, as required. Q
Q
(c) Enumerate A as haξ iξ∈κ where κ ≤ add µ, and for α ≤ κ let Bα be the subalgebra of A generated by {aξ : ξ < α}.
Then (b) tells us that we can choose inductively a family hθα iα<κ such that S θα : Bα → Σ is a potential strong lifting
and θα+1 extends θα for each α < κ. (At non-zero limit ordinals α, Bα = ξ<α Bξ so we can take θα to be the common
S
extension of ξ<α θξ . We need to know that µ is strictly positive in order to be sure that 1 = X, so that we can take
θ0 1 = X.) In this way we obtain a lifting θ = θκ of µ. Also θa ⊆ a for every a ∈ A. Looking at this from the other
side, if F ⊆ X is closed then F • ⊆ F so θ(F • ) ⊆ F , and θ is a strong lifting.

535I Corollary (see Mokobodzki 75) Suppose that c = ω1 . Let (X, T, Σ, µ) be a strictly positive σ-finite quasi-
Radon measure space with Maharam type at most ω1 = c. Then µ has a strong Borel lifting.
proof Because µ is σ-finite, its measure algebra A is ccc, and has size at most cω = ω1 ; so we can apply 535H.

535J Under certain conditions, we can deduce the existence of a strong lifting from the existence of a lifting. The
basic case is the following.
Lemma Let (X, T, Σ, µ) be a completely regular totally finite topological measure space with a Borel lifting φ. Suppose
that K ⊆ X is a self-supporting set of non-zero measure, homeomorphic to {0, 1}N , such that K ∩ G ⊆ φG for every
open set G ⊆ X. Then the subspace measure µK has a strong Borel lifting.
535K Liftings 233

proof (a) Taking E to be the algebra of relatively open-and-closed subsets of K, we have a Boolean homomorphism
ψ0 : E → B(X) such that E ⊆ int ψ0 E for every E ∈ E. P P We have a Boolean-independent sequence hEn in∈N in
E which generates E and separates the points of K. Because every member of E is compact, we can choose for each
n ∈ N an open Hn ⊆ X such that En = K ∩ Hn = K ∩ H n . Define h : X → K by saying that, for every n ∈ N and
x ∈ X, h(x) ∈ En iff x ∈ Hn . Define ψ0 : E → B(X) by setting ψ0 E = h−1 [E] for E ∈ E. Then ψ0 is a Boolean
homomorphism. The set
{E : E ∈ E, E ⊆ int ψ0 E, K \ E ⊆ int ψ0 (K \ E)}
is a subalgebra of E containing every En , so is the whole of E, and ψ0 has the required property. Q
Q
(b) Let A be the measure algebra of µ, and θ : A → B(X) the lifting corresponding to φ. Set ψ1 E = (ψ0 E)• for
E ∈ E, so that ψ1 : E → A is a Boolean homomorphism. Let I be the null ideal of µK . Because K is self-supporting,
E ∩ I = {∅}. Taking E 0 = {E4F : E ∈ E, F ∈ I}, E 0 is a subalgebra of PK, and we have a Boolean homomorphism
ψ 0 : E 0 → E defined by setting ψ 0 (E4F ) = E whenever E ∈ E and F ∈ I; set ψ10 = ψ1 ψ 0 , so that ψ10 : E 0 → A is
a Boolean homomorphism extending ψ1 , and ψ10 F = 0 whenever F ∈ I. Because µ is totally finite, A is Dedekind
complete, and there is a Boolean homomorphism ψ̃1 : PK → A extending ψ10 (314K). Now set
φ1 E = K ∩ (φE ∪ (θψ̃1 E \ φK))
for every measurable E ⊆ K. Then φ1 is a strong lifting of µK . P P φΣK is a Boolean homomorphism from the
domain ΣK of µK to B(φK), while E 7→ θψ̃1 E \ φK is a Boolean homomorphism from ΣK to B(X \ φK); putting these
together, φ1 is a Boolean homomorphism from ΣK to B(K). If E ∈ ΣK , then E4(K ∩ φE) and K \ φK are negligible,
so E4φ1 E is negligible. If E ∈ ΣK is negligible, then φE = ψ10 E = ∅ and φ1 E is empty. Thus φ1 is a lifting of µK .
Morover, if E ∈ E, set G = int ψ0 E, so that E ⊆ K ∩ G. In this case,
E ⊆ φG = θG• ⊆ θ(ψ0 E)• = θψ1 E = θψ̃1 E,
while
E ∩ φK ⊆ φG ∩ φK = φE;
so E ⊆ φ1 E. So if V ⊆ K is relatively open,
S S
V = {E : E ∈ E, E ⊆ V } ⊆ {φ1 E : E ∈ E, E ⊆ V } ⊆ φ1 V .
Thus φ1 is strong. Q
Q

535K Lemma Let X be a metrizable space, µ an atomless Radon measure on X and ν an atomless strictly positive
Radon measure on {0, 1}N . Let K be the family of those subsets K of X such that K, with the subspace topology
and measure, is isomorphic to {0, 1}N with its usual topology and a scalar multiple of ν. Then µ is inner regular with
respect to K.
proof (a) It will be helpful to note that if E ∈ dom µ and γ < µE there is a compact set K ⊆ E such that µK = γ. P P
Let hγn in∈N be a strictly decreasing sequence with γ0 < µE and inf n∈N γn = γ. Choose hKn in∈N , hEn in∈N inductively
as follows. E0 = E. Given that µEn > γn , let Kn ⊆ En be a compact set such that µKn ≥ γn ; now T let En+1 be a
measurable set with measure γn (215D, because µ is atomless). At the end of the induction, set K = n∈N Kn . Q Q
(b) Now for the main argument. Suppose that 0 ≤ γ < µE. Let S hγn in∈N be a strictly decreasing sequence with
γ0 < µE and inf n∈N γn = γ. Set γn0 = 21 (γn +γn+1 ) for each n. For σ ∈ n∈N {0, 1}n , set Iσ = {z : σ ⊆ z ∈ {0, 1}N }. Let
K0 be a compact subset of E of measure γ0 ; because X is metrizable, K0 is second-countable; let hVn in∈N run over a base
for the topology of K0 . Choose hm(n)in∈N and Lσ , for σ ∈ {0, 1}m(n) , as follows. Start with m(0) = 0 and L∅ = K0 .
Given that hLσ iσ∈{0,1}m(n) is a disjoint family of compact subsets of X with µLσ = γn νIσ for every σ ∈ {0, 1}m(n) ,
let m(n + 1) > m(n) be so large that γn+1 νIτ < (γn − γn+1 )νIσ whenever σ ∈ {0, 1}m(n) and τ ∈ {0, 1}m(n+1) .
(This is where we need to know that ν is atomless and strictly positive.) Now, for each σ ∈ {0, 1}m(n) , enumerate
{τ : σ ⊆ τ ∈ {0, 1}m(n+1) } as hτ (σ, i)ii<2m(n+1)−m(n) . Choose inductively disjoint compact sets Lτ (σ,i) ⊆ Lσ , for
i < 2m(n+1)−m(n) , in such a way that µLτ (σ,i) = γn+1 νIτ (σ,i) and Lτ (σ,i) is always either included S
in Vn or disjoint from
it; this will be possible because when we come to choose Lτ (σ,i) , the measure of the set F = Lσ \ j<i Lτ (σ,j) available
will be
X
γn νIσ − γn+1 νIτ (σ,j) ≥ (γn − γn+1 )νIσ + γn+1 νIτ (σ,i)
j<i

> 2γn+1 νIτ (σ,i) ,

so at least one of F ∩ Vn , F \ Vn will be of measure greater than γn+1 νIτ (σ,i) . Continue.
234 Topologies and measures III 535K

Set Kn = {Lσ : σ ∈ {0, 1}m(n) } for each n ∈ N, and K = n∈N Kn . The construction ensures that whenever
S T

n ≤ k, σ ∈ {0, 1}m(n) , τ ∈ {0, 1}m(k) and σ ⊆ τ , then Lτ ⊆ Lσ . We therefore have a function f : K → {0, 1}N defined
by saying that f (x)m(n) = σ whenever n ∈ N, σ ∈ {0, 1}m(n) and x ∈ K ∩ Lσ . Because all the Lσ are compact, f is
P If x, y ∈ K are different, there is an n ∈ N such that x ∈ Vn and y ∈
continuous. But it is also injective. P / Vn ; now x
and y must belong to different members of Ln+1 . Q Q
For any n ∈ N, σ ∈ {0, 1}m(n) and k ≥ n,
µ( {Lτ : σ ⊆ τ ∈ {0, 1}m(k) }) = σ⊆τ ∈{0,1}m(k) γk νIτ = γk νIσ .
S P

So
µ(f −1 [Iσ ]) = inf k≥n γk νIσ = γνIσ .
Thus the Radon measure µf −1 on {0, 1}N agrees with the Radon measure γν on {Iσ : σ ∈ n∈N {0, 1}m(n) }; as this is
S

a base for the topology of {0, 1}N closed under finite intersections, µf −1 and γν are identical (415H(v)). Once again
because ν is strictly positive, f is surjective and is a homeomorphism. So f witnesses that K ∈ K. As E and γ are
arbitrary, µ is inner regular with respect to K.

535L Lemma (a) If (X, T) is a separable metrizable space, there is a zero-dimensional separable metrizable topology
S on X, finer than T, with the same Borel sets as T, such that T is a π-base for S.
(b) If X is a non-empty zero-dimensional separable metrizable space without isolated points, it is homeomorphic to
a dense subset of {0, 1}N .
(c) Any completely regular space of size less than c is zero-dimensional.
proof (a) Enumerate a countable base for T as hUn in∈N . Define a sequence hSn in∈N of topologies on X by saying that
S0 = T and that Sn+1 is the topology on X generated by Sn ∪ {Vn }, where Vn is the closure of Un for Sn . Inducing
on n, we see that
S Sn is second-countable and has the same Borel sets as T, for every n. So taking S to be the topology
generated by n∈N Sn (that is, the topology generated by {Un : n ∈ N} ∪ {Vn : n ∈ N}), this also is second-countable
and has the same Borel sets as T. Each Vn is open for Sn+1 and closed for Sn , so is open-and-closed for S. Moreover,
since
S T S
Un = {Um : m ∈ N, U m ⊆ Un } = {Vm : m ∈ N, Vm ⊆ Un }
for each n, {Vn : n ∈ N} is a base for S consisting of open-and-closed sets for S, and S0 is zero-dimensional. Finally,
observe that if Vn is not empty, then Vn ⊇ Un 6= ∅, so T ⊇ {Un : n ∈ N} is a π-base for S.
(b) The family E0 of open-and-closed subsets of X is a base for the topology of X, so includes a countable base U
(4A2P(a-iii)). Because X has no isolated points, the subalgebra E1 of E0 generated by U is countable, atomless and
non-trivial, and must be isomorphic to the algebra E of open-and-closed subsets of {0, 1}N (316M2 ). Let π : E → E1 be
an isomorphism. Then we have a function f : X → {0, 1}N defined by saying that, for E ∈ E, f (x) ∈ E iff x ∈ πE.
Because πE 6= ∅ for every non-empty E ∈ E, f [X] is dense in {0, 1}N . Because {f −1 [E] : E ∈ E} = E1 ⊇ U is a base
for the topology of X, f is a homeomorphism between X and f [X].
(c) If X is a completely regular space and #(X) < c, G ⊆ X is open and x ∈ G, let f : X → [0, 1] be a continuous
function such that f (x) = 1 and f (y) = 0 for y ∈ X \ G. Because #(X) < c, there is an α ∈ [0, 1] \ f [X], and now
{y : f (x) > α} = {y : f (x) ≥ α} is an open-and-closed set containing x and included in G. As x and G are arbitrary,
X is zero-dimensional.

535M Lemma Suppose that there is a Borel probability measure on {0, 1}N with a strong lifting. Then whenever
X is a separable metrizable space and D ⊆ X is a dense set, there is a Boolean homomorphism φ from PD to the
Borel σ-algebra B(X) of X such that φA ⊆ A for every A ⊆ D.
proof case 1 Suppose that X is countable. Then it is zero-dimensional (535Lc), so has a base U consisting of open-and-
closed sets; let E be the algebra of sets generated by U. For E ∈ E set πE = E ∩ D; then π is an isomorphism between
E and a subalgebra E 0 of PD. Because B(X) = PX is Dedekind complete, the Boolean homomorphism π −1 : E 0 → E
extends to a Boolean homomorphism φ : PD → PX = B(X) (314K). If A ⊆ D and x ∈ X \ A, then there is a U ∈ U
such that x ∈ U and A ∩ U = ∅, in which case
φA ⊆ π −1 (D \ U ) = X \ U
does not contain x. As x is arbitrary, φA ⊆ A; as A is arbitrary, φ has the required property.
case 2 Suppose that X is zero-dimensional and has no isolated points. If X is empty the result is trivial; otherwise,
by 535Lb, we may suppose that X is a dense subset of {0, 1}N . This time, let E be the algebra of open-and-closed
2 Formerly 393F.
535N Liftings 235

subsets of {0, 1}N . For E ∈ E, set πE = E ∩ D. Because D is dense in X and therefore in {0, 1}N , π is an isomorphism
between E and a subalgebra E 0 of PD. Fix a Borel probability measure µ on {0, 1}N with a strong lifting θ, and let A
be the measure algebra of µ. Then A 7→ (π −1 A)• is a Boolean homomorphism from E 0 to A; because A is Dedekind
complete, it extends to a Boolean homomorphism ψ : PD → A. For E ⊆ {0, 1}N , set π̃E = E ∩ X. Then φ = π̃θψ is
a Boolean homomorphism from PD to B(X). If A ⊆ D and x ∈ X \ A, then there is an E ∈ E such that x ∈ E and
A ∩ E = ∅, in which case
φA ⊆ θψA ⊆ θψ(D \ E) = θ({0, 1}N \ E)• = {0, 1}N \ E,
and x ∈
/ φA. As x and A are arbitrary, φ is a suitable homomorphism.
case 3 Suppose that X has no isolated points. Write T for the given topology on X. By 535La, there is a finer
zero-dimensional separable metrizable topology S on X, with the same Borel sets, such that T is a π-base for S. If
V ∈ S is non-empty, there is a non-empty U ∈ T such that U ⊆ V , and D ∩ V ⊇ D ∩ U is non-empty; so D is
S
S-dense. By case 2, there is a Boolean homomorphism φ : PD → B(X, S) such that φA ⊆ A for every A ⊆ D. As
S T
B(X, S) = B(X, T), and A ⊆ A for every A ⊆ X, this φ satisfies the conditions required.
S
general case In general, let G be the family of countable open subsets of X, and G0 = G; because X is separable
and metrizable, therefore hereditarily Lindelöf, G0 is countable. Set Z = X \ G0 , and let D0 be a countable dense
subset of Z; set Y = D ∪ G0 ∪ D0 . By case 1, there is a Boolean homomorphism φ0 : PD → PY such that φ0 A ⊆ A
for every A ⊆ D. By case 3, there is a Boolean homomorphism φ1 : P(Y ∩ Z) → B(Z) such that φ1 B ⊆ B for every
B ⊆ Y ∩ Z. Now set
φA = (φ0 A \ Z) ∪ φ1 (Z ∩ φ0 A)
for every A ⊆ D. Then φ is a Boolean homomorphism from PD to B(X); and if A ⊆ D, then
φA ⊆ φ0 A ∪ φ1 (Z ∩ φ0 A) ⊆ A ∪ Z ∩ A = A,
so in this case also we have a homomorphism of the kind we need.

535N Theorem Suppose there is a metrizable space X with a non-zero atomless semi-finite tight Borel measure µ
which has a lifting. Then whenever Y is a metrizable space and ν is a strictly positive σ-finite Borel measure on Y , ν
has a strong lifting.
proof (a) Let φ be a lifting of µ. Then there is a Borel set E ⊆ X, of non-zero finite measure, such that E ∩ G ⊆ φG
for every open GS⊆ X. P P Let L0 ⊆ X be a compact set of non-zero measure; then L0 has a countable base U; set
E = L0 ∩ φL0 \ U ∈U (U 4φU ), so that µE = µL0 ∈ ]0, ∞[. If G ⊆ X is open and x ∈ E ∩ G, then there is a U ∈ U
such that x ∈ U ⊆ G. Since x ∈ E ∩ U , x ∈ φU ⊆ φG. As x and G are arbitrary, we have an appropriate E. Q Q
(b) Let λ be any strictly positive atomless Radon measure on {0, 1}N . There is a compact set K ⊆ E such that K,
with its induced topology and measure, is isomorphic to {0, 1}N with its usual topology and a non-zero multiple of λ,
by 535K. In particular, K is self-supporting. By 535J, the subspace measure on K has a strong Borel lifting. It follows
at once that λ has a strong Borel lifting.
(c) Refining (b) slightly, we see that if Y ⊆ {0, 1}N is a dense set and λ is a strictly positive atomless totally finite
Borel measure on Y , then λ has a strong lifting. PP There is a Radon measure ν on {0, 1}N such that νE = λ(Y ∩ E)
for every Borel set E ⊆ {0, 1} ; because λ is atomless, so is ν; because λ is strictly positive and Y is dense, ν is strictly
N

positive. So ν has a strong Borel lifting ψ0 say. If E, F ∈ B({0, 1}N ) and E ∩ Y = F ∩ Y , then ν(E4F ) = 0 and
ψ0 E = ψ0 F ; we therefore have a Boolean homomorphism ψ : B(Y ) → B(Y ) defined by setting ψ(E ∩ Y ) = Y ∩ ψ0 E
for every Borel set E ⊆ {0, 1}N . It is easy to check that ψ is a lifting of λ, and it is strong because if G ⊆ {0, 1}N is
open then ψ(Y ∩ G) = Y ∩ ψ0 G ⊆ Y ∩ G. Q Q
(d) If (Y, S) is a separable metrizable space with a strictly positive atomless totally finite Borel measure ν, then ν
P If Y = ∅ the result is trivial. Otherwise, by 535La, there is a finer separable metrizable topology
has a strong lifting. P
S0 on Y with the same Borel sets such that S is a π-base for S0 . Because S and S0 have the same Borel sets, ν is
a Borel measure for S0 ; because every non-empty S0 -open set includes a non-empty S-open set, ν is strictly positive
for S0 ; because ν is atomless, Y has no S0 -isolated points. By 535Lb, (Y, S0 ) is homeomorphic to a dense subset of
{0, 1}N ; by (c) above, ν has a lifting φ which is strong with respect to the topology S0 . But now φ is still strong with
respect to the coarser topology S. Q Q
(e) Now suppose that Y is a separable metrizable space with a strictly positive totally finite Borel measure ν. Then
P The set D = {y : ν{y} > 0} is countable. If D is empty, then the result is immediate from (d)
ν has a strong lifting. P
applied to a scalar multiple of ν. (If νY = 0 then Y = ∅ and the result is trivial.) Otherwise, let νY \D be the subspace
measure; then νY \D is a totally finite Borel measure on Y \ D, and is zero on singletons, so must be atomless. Because
236 Topologies and measures III 535N

Y \ D is hereditarily Lindelöf, νY \D is τ -additive; let Z be its support, and νZ the subspace measure on Z. Then νZ
has a strong Borel lifting ψ0 , by (d) again. Next, Z is relatively closed in Y \ D, so is expressible as F \ D for some
closed set F ⊆ Y . If x ∈ Y \ F and G is an open set containing x, then G0 = G \ F is a non-empty open set, so has
non-zero measure, while νY \D (G0 \ D) = 0; accordingly G0 ∩ D 6= ∅. This shows that Y \ F ⊆ D so D is dense in Y \ Z.
Now 535M (with (b) above) tells us that there is a Boolean homomorphism ψ1 : PD → B(Y \ Z) such that ψ1 A ⊆ A
for every A ⊆ D. Define ψ : B(Y ) → B(Y ) by setting
ψE = ψ0 (E ∩ Z) ∪ (E ∩ D) ∪ (ψ1 (E ∩ D) \ D)
for every Borel set E ⊆ Y . ψ is a Boolean homomorphism because ψ0 and ψ1 are. If νE = 0, then νZ (E ∩ Z) = 0 and
E ∩ D = ∅, so ψE = 0. For any E ∈ B(Y ), ψ0 (E ∩ Z)4(E ∩ Z) and Y \ (D ∪ Z) are negligible, so E4ψE is negligible.
Thus ψ is a lifting of ν. Finally, for any E,
ψE ⊆ ψ0 (E ∩ Z) ∪ (E ∩ D) ∪ ψ1 (E ∩ D) ⊆ E,
so ψ is a strong lifting. Q
Q
(f ) Finally, if Y is a metrizable space and ν is a strictly positive σ-finite Borel measure on Y , then Y must be ccc,
therefore separable; and there is a totally finite Borel measure ν 0 with the same null ideal as ν, so that ν 0 has a strong
lifting, by (e), which is also a strong lifting of ν.

535O Linear liftings Let (X, Σ, µ) be a measure space, with measure algebra A. Write L∞ (Σ) for the space of
bounded Σ-measurable real-valued functions on X. A linear lifting of µ is
either a positive linear operator T : L∞ (µ) → L∞ (Σ) such that T (χX • ) = χX and (T u)• = u for every
u ∈ L∞ (µ)
or a positive linear operator S : L∞ (Σ) → L∞ (Σ) such that S(χX) = χX, Sf = 0 whenever f =a.e. 0
and Sf =a.e. f for every f ∈ L∞ (Σ).
As with liftings (see 341A-341B) we have a direct correspondence between the two kinds of linear operator; given T as
in the first formulation, we can set Sf = T (f • ) for every f ∈ L∞ (Σ); given S as in the second formulation, we can set
T (f • ) = Sf for every f ∈ L∞ (Σ).
If θ : A → Σ is a lifting of µ, then we have a corresponding Riesz homomorphism T : L∞ (A) → L∞ (Σ) such that
T (χa) = χ(θa) for every a ∈ A, by 363F. Identifying L∞ (A) with L∞ (µ) as in 363I, we see that T can be regarded as
a linear lifting. Of course the associated linear operator from L∞ (Σ) to itself is the operator derived by the process of
363F from the Boolean homomorphism E 7→ θE • : Σ → Σ.
As in 535Aa, I will say that a Borel linear lifting is a linear lifting such that all its values are Borel measurable
functions; similarly, a Baire linear lifting is a linear lifting such that all its values are Baire measurable functions.

535P I give a sample result to show that for some purposes linear liftings are adequate.
Proposition Let (X, Σ, µ) be a countably compact measure space such that Σ is countably generated, (Y, T, ν) a
σ-finite measure space with a linear lifting, and f : X → Y an inverse-measure-preserving function. Then there is a
disintegration hµy iy∈Y of µ over ν, consistent with f , such that y 7→ µy E is a T-measurable function for every E ∈ Σ.
proof I use the method of 452H-452I.

R → L R (T) be a linear lifting of


(a) Suppose first that µ and ν are probability measures. Let S : L∞ (ν) ∞
ν. Let
T : L (µ) → L (ν) be the positive linear operator defined by saying that F T u = f −1 [F ] u whenever u ∈ L∞ (µ) and
∞ ∞

F ∈ T (as in part (a) of the proof of 452I). For y ∈ Y and E ∈ Σ, set


ψy E = (ST (χE • ))(y)
as in part (b) of the proof of 452H. Because µ is countably compact, we can use the argument of 452H to see that we
have a family hµ0y iy∈Y of totally finite measures on X such that, for any E ∈ Σ, µ0y E = ψy E for almost every y ∈ Y .
Let H be a countable subalgebra of Σ such that Σ is the σ-algebra of sets generated by H. Set Y0 = {y : µ0y H = ψy H
for every H ∈ H}, so that Y0 is conegligible; let Y1 ⊆ Y0 be a measurable conegligible set; set µy = µ0y for y ∈ Y1 , and
take µy to be the zero measure on X for y ∈ Y \ Y1 . If H ∈ H, then
µy H = ψy H = ST (χH • )(y)
for every y ∈ Y1 , so y 7→ µy H is T-measurable; also, of course,
R R R R
F
µy Hν(dy) = F
ST (χH • )dν = F
χH • = µ(H ∩ f −1 [F ]).
T (χH • ) = f −1 [F ]

Now consider the family E of those E ∈ Σ such that y 7→ µy E is T-measurable and F µy Eν(dy) = µ(E ∩ f −1 [F ])
R

for every F ∈ T. This is a Dynkin class including H, so is the whole of Σ; which is what we need to know.
535Xd Liftings 237

(b) In general, if νY = 0, the result is trivial. Otherwise, apply (a) to a suitable pair of indefinite-integral measures
over µ and ν, as in part (c) of the proof of 452I.

535Q Proposition Let (X, Σ, µ) and (Y, T, ν) be probability spaces, and λ the c.l.d. product measure on X × Y .
Suppose that λΣ⊗Tb has a linear lifting. Then µ has a linear lifting.

proof Let S : L∞ (Σ⊗T)


b → L∞ (Σ⊗T) For h ∈ L∞ (Σ⊗T),
R
b be a linear lifting of λΣ⊗T.
b b set (U h)(x) = h(x, y)ν(dy)
for every x ∈ X; by 252P, U h is well-defined and is Σ-measurable. Now U is a positive linear operator from L∞ (Σ⊗T)
b
to L∞ (Σ), and U (χ(X × Y )) = χX, because νY = 1. Note that
R R RR R
|U h|dµ ≤ U |h|dµ = |h(x, y)|ν(dy)µ(dx) = |h|dλ
for every ∈ L∞ (Σ⊗T)
b (252P again). Next, for f ∈ L∞ (Σ) set (V f )(x, y) = f (x) for every x ∈ X and y ∈ Y , so that
V is a positive linear operator from L∞ (Σ) to L∞ (Σ⊗T).
b
Consider S1 = U SV : L (Σ) → L (Σ). This is a positive linear operator and S1 (χX) = χX. If f ∈ L∞ (Σ) and
∞ ∞

f = 0 µ-a.e., then V f = 0 λ-a.e. and SV f = 0, so S1 f = 0. For any f ∈ L∞ (Σ),


R R R R
|f − S1 f |dµ = |f − U SV f |dµ = |U V f − U SV f |dµ ≤ |V f − SV f |dλ = 0,
so f =a.e. S1 f ; thus S1 is a linear lifting of µ.

535R Proposition Write νω2 for the usual measure on ({0, 1}ω )2 , and T(2) ω for its domain. Suppose that νκ has a
Baire linear lifting for some κ ≥ c++ . Then there is a Borel linear lifting S of νω2 which respects coordinates in the
sense that if f ∈ L∞ (T(2)
ω ) is determined by a single coordinate, then Sf is determined by the same coordinate.

proof Because ({0, 1}κ , νκ ) is isomorphic, as topological measure space, to ({0, 1}κ×ω , νκ×ω ), the latter has a Baire
linear lifting S0 say. For I ⊆ κ, let TI be the σ-algebra of Baire S subsets of {0, 1}κ×ω determined by coordinates in
I × ω. Then #(TI ) ≤ c whenever #(I) ≤ c. Also Ba({0, 1} κ×ω
) = {TI : I ∈ [κ]≤ω } (4A3N). It follows that for every
ξ < κ there is a set Iξ ⊆ κ, of size at most c, such that ξ ∈ Iξ and S0 (χE) is TIξ -measurable whenever E ∈ TIξ ; so
that S0 f is TIξ -measurable whenever f : {0, 1}κ×ω → R is bounded and TIξ -measurable.
Because κ ≥ c++ , there are ξ, η < κ such that ξ ∈ / Iη and η ∈/ Iξ (5A1I(a-iii)). Set J = {ξ} × ω, K = {η} × ω
and L = (κ × ω) \ (J ∪ K), so that {0, 1}κ×ω can be identified with {0, 1}J∪K × {0, 1}L and Ba({0, 1}κ×ω ) with
Ba({0, 1}J∪K )⊗Ba({0,
b 1}L ). RSet (V f )(w, z) = f (w) when f : {0, 1}J∪K → R is a function, w ∈ {0, 1}J∪K and
z ∈ {0, 1} ; and (U h)(w) = h(w, z)νL (dz) when h : {0, 1}κ×ω → R is a bounded Baire measurable function and
L

w ∈ {0, 1}J∪K . Then S1 = U S0 V is a Baire linear lifting of νJ∪K , just as in 535Q. Moreover, if f : {0, 1}J∪K → R
is a bounded Baire measurable function determined by coordinates in J, in the sense that f (x, y) = f (x, y 0 ) whenever
x ∈ {0, 1}J and y, y 0 ∈ {0, 1}K , then S1 f is determined by coordinates in J. P P V f is determined by coordinates in
J, so S0 V f is determined by coordinates in Iξ × ω; since K ∩ (Iξ × ω) is empty, S0 V f (x, y, z) = S0 V f (x, y 0 , z) for all
x ∈ {0, 1}J , z ∈ {0, 1}L and y, y 0 ∈ {0, 1}K . It follows at once that
R R
S1 f (x, y) = S0 V f (x, y 0 , z)νL (dz) = S0 V f (x, y 0 , z)νL (dz) = S1 f (x, y 0 )
whenever x ∈ {0, 1}J and y, y 0 ∈ {0, 1}K . Q
Q Similarly, if f : {0, 1}J∪K → R is a bounded Baire measurable function
determined by coordinates in K, then S1 f is determined by coordinates in K.
Now we can transfer S1 from {0, 1}J∪K ∼ = {0, 1}J × {0, 1}K to ({0, 1}ω )2 , and we shall obtain a Baire (or Borel)
2
linear lifting S of νω which respects coordinates.

535X Basic exercises (a) Let (X, Σ, µ) be a measure space with a lifting, and A any subset of X. Show that if
A has a measurable envelope then the subspace measure µA has a lifting. (Hint: 322I.)

(b) Let h(Xi , Σi , µi )ii∈I be a family of measure spaces, with µi Xi > 0 for every i ∈ I, and (X, Σ, µ) their direct
sum. Show that µ has a lifting iff every µi has a lifting.

(c) Let A be a Boolean algebra and I a proper ideal of A. Suppose that sup A is defined in A and belongs to I
whenever A ⊆ I and #(A) < #(A). Show that there is a Boolean homomorphism θ : A/I → A such that (θb)• = b
for every b ∈ A/I. (Hint: enumerate A as {aξ : ξ < κ}; let Cξ be the subalgebra of A/I generated by {a•η : η < ξ};
construct θ Cξ inductively by choosing θa•ξ appropriately.)

(d) Let A be a Dedekind σ-complete Boolean algebra and I a proper ideal of A. Show that if the quotient Boolean
algebra A/I is tightly ω1 -filtered, then there is a Boolean homomorphism θ : A/I → A such that (θb)• = b for every
b ∈ A/I.
238 Topologies and measures III 535Xe

(e) Let A be a tightly ω1 -filtered Boolean algebra, B a Dedekind σ-complete Boolean algebra and A0 a countable
subalgebra of A. Show that every Boolean homomorphism from A0 to B extends to a Boolean homomorphism from A
to B.
(f ) Let A, B be Dedekind σ-complete Boolean algebras and π : A → B a surjective sequentially order-continuous
Boolean homomorphism. Suppose that φ : B → A is such that φ0 = 0, πφb ⊆ b for every b ∈ B and φ(b ∩ c) = φb ∩ φc
for all b, c ∈ B. Show that if #(B) ≤ ω1 , there is a Boolean homomorphism θ : B → A such that φb ⊆ θb and πθb = b
for every b ∈ B.
(g) Suppose that c ≤ ω2 and FN(PN) = ω1 . Show that νκ has a strong Baire lifting whenever κ ≤ ω2 . (Hint: let
heξ iξ<κ be the standard generating family for Bκ . Show that there is a tight ω1 -filtration haη iη<ζ of Bκ such that for
every ξ < κ there is an η < ζ such that the closed subalgebras generated by {eδ : δ < ξ} and {aδ : δ < η} are the same
and eξ = aη .)
(h) Suppose that c ≤ ω2 and FN(PN) = ω1 . Show that whenever X is a separable metrizable space and D ⊆ X is
a dense set, there is a Boolean homomorphism φ : PD → B(X) such that φA ⊆ A for every A ⊆ D.
(i) Let (X, Σ, µ) be a measure space. Show that a linear lifting S : L∞ (Σ) → L∞ (Σ) of µ corresponds to a lifting
iff it is ‘multiplicative’, that is, S(f × g) = Sf × Sg for all f , g ∈ L∞ (Σ).
(j) Let (X, Σ, µ) be a strictly localizable measure space with non-zero measure. Suppose that νκ has a Baire linear
lifting for every infinite cardinal κ such that the Maharam-type-κ component of the measure algebra of µ is non-zero.
Show that µ has a linear lifting.
S S
(k) Let (X, Σ, µ) be a probability space such that whenever E ⊆ Σ, #(E) ≤ c and E is negligible, then E ∈ Σ.
Show that µ has a linear lifting. (Hint: 363Yg.)
(l) Let (Y, T, ν) be a σ-finite measure space with a linear lifting, Z a set, Υ a countably generated σ-algebra of
subsets of Z, and µ a measure with domain T⊗Υ b such that ν is the marginal measure of µ on Y . Show that there
is a family
R hµy iy∈Y of measures with domain Υ such that y 7→ µy H is a T-measurable function for every H ∈ Υ and
µW = µy W [{y}]ν(dy) for every W ∈ T⊗Υ. b

(m) Let (X, T, Σ, µ) and (Y, S, T, ν) be τ -additive topological probability spaces, and λ the τ -additive product
measure on X × Y (417G). Suppose that λ has a Borel linear lifting and that µ is inner regular with respect to the
Borel sets. Show that µ has a Borel linear lifting.

535Y Further exercises (a) Suppose that we are provided with a bijection between B(R) and ω1 , but are otherwise
not permitted to use the axiom of choice. Show that we can construct a Borel lifting of Lebesgue measure.
(b) Suppose that for every cardinal κ there is a Baire linear lifting of νκ . Show that for every n ∈ N there is a Borel
linear lifting S of Lebesgue measure on [0, 1]n which (i) respects coordinates in the sense that if f : [0, 1]n → R is a
bounded measurable function determined by coordinates in I ⊆ n, then Sf also is determined by coordinates in I (ii)
is symmetric in the sense that if ρ : n → n is any permutation and (ρ̂f )(x) = f (xρ) for x ∈ [0, 1]n and f : [0, 1]n → R,
then S commutes with ρ̂. (Hint: 5A1Ib.)
(c) Let (X, Σ, µ) be a countably compact measure space, (Y, T, ν) a σ-finite measure space with a linear lifting, and
f : X → Y an inverse-measure-preserving function. Suppose there is a family H ⊆ Σ such that Σ is the σ-algebra of
sets generated by H and #(H) < add ν. Show that there is a disintegration hµy iy∈Y of µ over ν, consistent with f ,
such that y 7→ µy E is a T-measurable function for every E ∈ Σ.

535Z Problems (a) Can it be that every probability space has a lifting?
By 535B, it is enough to consider ({0, 1}κ , Ba({0, 1}κ ), νκ Ba({0, 1}κ )) where κ is a cardinal. Since Mokobodzki’s
theorem (535Eb) deals with κ ≤ ω2 when c = ω1 , the key case to consider seems to be κ = ω3 .
(b) Suppose that c ≥ ω3 . Does νω have a Borel lifting?
It is known to be relatively consistent with ZFC to suppose that c = ω2 and that FN(PN) = ω1 (554G-554H). In
this case νω B({0, 1}ω ) will have a lifting, by 535Eb, so νω has a Borel lifting. But if c ≥ ω3 then Bω is not tightly
ω1 -filtered (518S).
(c) (A.H.Stone) Can there be a countable ordinal ζ and a lifting φ of νω such that φE is a Borel set, with Baire
class at most ζ, for every Borel set E ⊆ {0, 1}ω ?
The point of this question is that while, subject to the continuum hypothesis, we can almost write down a formula for
a Borel lifting of Lebesgue measure (535Ya), the method gives no control over the Baire classes of the sets constructed.
536B Alexandra Bellow’s problem 239

(d) Can there be a strictly positive Radon probability measure of countable Maharam type which does not have a
strong lifting? (See 453G, 535I, 535Xg.)

(e) Is there a probability space which has a linear lifting but no lifting?

(f ) Can there be a Borel linear lifting of the usual measure on ({0, 1}ω )2 which respects coordinates in the sense of
535R?
It seems possible that there is a proof in ZFC that there is no such lifting; in which case 535R shows that we should
have a negative answer to (a).

535 Notes and comments For a fuller account of this topic, see Burke 93.
Neumann & Stone 35 used a direct construction along the lines of 535Xc to show that if the continuum hypothesis
is true then Lebesgue measure has a Borel lifting. The method works equally well for νω1 , but for νω2 we need a further
idea from Mokobodzki 7?; the version I give here is based on Geschke 02, itself derived at some remove from an
unpublished result of T.J.Carlson, who showed that we could have a Borel lifting of Lebesgue measure in a model in
which the continuum hypothesis is false (554I).
It is not a surprise that there should be a model of set theory in which Lebesgue measure has no Borel lifting. Nor is
it a surprise that the first such model should have been found by S.Shelah (Shelah 83). What does remain surprising
is that in most of the vast number of models of set theory which have been studied, we do not know whether there is
such a lifting. Only in the familiar case c = ω1 , the special combination c = ω2 = FN(PN)+ (535E), and in variations
of Shelah’s model, do we have definite information. It remains possible that in any model in which m > ω1 or c = ω3
there is no Borel lifting of Lebesgue measure. When we leave the real line, the position is even more open; conceivably
it is relatively consistent with ZFC to suppose that every probability space has a lifting, and at least equally believably
it is a theorem of ZFC that νω3 does not have a Baire lifting.
From 535I we see that ω2 appears in Losert’s example (453N) for a good reason. Once again, it seems to be
unknown whether it is consistent to suppose that there is a (completed) strictly positive Radon probability measure
with countable Maharam type which has no strong lifting (535Zd). When we come to look for strong Borel liftings, we
have some useful information in the separable metrizable case (535N). The result is natural enough. We are used to
supposing that Polish spaces are all very much the same, and that point-supported measures are trivial. But because
the concept of ‘strong’ lifting is topological, and cannot easily be reduced to the Borel structure, we have to work a
bit; and it seems also that point-supported measures need care (535M).
‘Linear liftings’ (535O-535R) remain poor relations. I give them house room here partly for completeness and partly
because of a slender hope that they will lead us to a solution of 535Za. Of course the match between ω3 in 535Za and
c++ in 535R may show only a temporarily coincidental frontier of ignorance. Burke & Shelah 92 have shown that
it is relatively consistent with ZFC to suppose that νω has no Borel linear lifting.

536 Alexandra Bellow’s problem


In 463Za I mentioned a curious problem concerning pointwise compact sets of continuous functions. This problem
is known to be soluble if we are allowed to assume the continuum hypothesis, for instance. Here I present the relevant
arguments.

536A The problem I recall some ideas from §463. Let (X, Σ, µ) be a measure space, and L0 = L0 (Σ) the space
of all Σ-measurable functions from X to R, so that L0 is a linear subspace of R X . On L0 we have the linear space
topologies Tp and Tm of pointwise convergence and convergence in measure (462Ab, 245Ab). Tp is Hausdorff and
locally convex; if µ is σ-finite, Tm is pseudometrizable. The problem, already asked in 463Za, is this: suppose that
K ⊆ L0 is compact for Tp , and that Tm is Hausdorff on K. Does it follow that Tp and Tm agree on K?

536B Known cases Let (X, Σ, µ) be a σ-finite measure space. Given that K ⊆ L0 is compact for Tp , and Tm is
Hausdorff on K, and
either K is sequentially compact for Tp
or K is countably tight for Tp
or K is convex
or X has a topology for which K ⊆ C(X), µ is a strictly positive topological measure, and every function
h ∈ R X which is continuous on every relatively countably compact set is continuous
or µ is perfect,
then K is metrizable for Tp , and Tp and Tm agree on K (463Cd, 463F, 463G, 463H, 463Lc, 463Cc).
Now for the new results.
240 Topologies and measures III 536C

536C Theorem Let (X, Σ, µ) be a probability space, and L0 the space of Σ-measurable real-valued functions on
X. Write Tp , Tm for the topologies of pointwise convergence and convergence in measure on L0 . Suppose that K ⊆ L0
is Tp -compact and that µ{x : f (x) 6= g(x)} > 0 for any distinct f , g ∈ K, but that K is not Tp -metrizable.
(a) Every infinite Hausdorff space which is a continuous image of a closed subset of K has a non-trivial convergent
sequence.
(b) There is a continuous surjection from a closed subset of K onto {0, 1}ω1 .
(c) Every infinite compact Hausdorff space of weight at most ω1 has a non-trivial convergent sequence.
(d) c > ω1 .
(e) The Maharam type of µ is at least 2ω1 .
(f) There is a non-negligible measurable set in Σ which can be covered by ω1 negligible sets.
(g) mcountable = ω1 .
proof For f , g ∈ L0 set ρ(f, g) = min(1, |f − g|); then ρ is a pseudometric on L0 defining Tm , and ρK × K is a
R

metric on K. Set ∆(∅) = 0, and for non-empty A ⊆ L0 set ∆(A) = sup{ρ(inf L, sup L) : ∅ 6= L ∈ [A]<ω }. Note that if
A ⊆ K has more than one member then ∆(A) > 0, and that ∆(A) ≤ ∆(B) whenever A ⊆ B.
(a)(i) ?? Suppose, if possible, that Z is an infinite Hausdorff space, K0 ⊆ K is closed, φ : K0 → Z is a continuous
surjection and there is no non-trivial
T convergent sequence in Z. Write L for the family of closed subsets L of K0 such
that φ[L] is infinite. Then L = n∈N Ln belongs to L for every non-increasing sequence hLn in∈N in L. P P hφ[Ln ]in∈N
is a non-increasing
T sequence of infinite closed subsets of Z; because Z is supposed to have no non-trivial convergent
sequence, M = n∈N φ[Ln ] is infinite (4A2G(h-i)). Since φ[L] = M (5A4Cf), L ∈ L. Q Q By 513O, inverted, there is a
K1 ∈ L such that ∆(L) = ∆(K1 ) for every L ∈ L such that L ⊆ K1 .
(ii) Now there is no non-trivial convergent sequence in φ[K1 ], so φ[K1 ] cannot be scattered (4A2G(h-ii)), and
it must have an infinite closed subset M1 without isolated points which has a countable π-base (4A2G(j-iii)). Let
K2 ⊆ K1 be a closed set such that φ[K2 ] = M1 and φK2 is irreducible (4A2G(i-i)).
Let V be a countable π-base for the topology of M1 , not containing ∅. For each V ∈ V, choose hV ∈ K2 ∩ φ−1 [V ].
Set g0 = inf V ∈V hV , g1 = supV ∈V hV in R X . Then g0 and g1 are measurable. Setting L = {f : f ∈ K2 , g0 ≤ f ≤ g1 },
φ[L] ⊇ {hV : V ∈ V} is infinite, so L ∈ L and
R
g1 − g0 ≥ ∆(L) = ∆(K1 ) > 0.
Set g(x) = max( 21 (g0 (x) + g1 (x)), g1 (x) − 12 ) for x ∈ X, and
E = {x : g0 (x) < g1 (x)} = {x : g(x) < g1 (x)} = {x : g0 (x) < g(x)},
so that µE > 0. For x ∈ E, the set Fx = {f : f ∈ K2 , f (x) ≤ g(x)} is a proper closed subset of K2 , so φ[Fx ] 6= M1
and there is some Vx ∈ V such that Vx ∩ φ[Fx ] = ∅. Because V is countable, there is a V ∈ V such that D =
{x : x ∈ E, Vx = V } is non-negligible. But now observe that f (x) > g(x) whenever f ∈ K2 ∩ φ−1 [V ] and x ∈ D,
so hU (x) > g(x) whenever U ∈ V, U ⊆ V and x ∈ D. Set V 0 = {U : U ∈ V, U ⊆ V }, g00 = inf U ∈V 0 hU and
L0 = {f : f ∈ K2 , g00 ≤ f ≤ g1 }. Then g ≤ g00 and
{x : x ∈ X, g1 (x) − g00 (x) < min(1, g1 (x) − g0 (x))} ⊇ D
is non-negligible, so
R R
∆(L0 ) ≤ min(1, g1 − g00 ) < min(1, g1 − g0 ) = ∆(K1 ).
On the other hand, φ[L0 ] meets every member of V 0 , so is dense in V and (because M1 has no isolated points) must be
infinite. And this contradicts the choice of K1 . X
X
Thus (a) is true.
(b) If hfn in∈N is a sequence in K which converges at almost every point of X, then any two Tp -cluster points of
hfn in∈N must be equal a.e. and therefore equal, so hfn in∈N is Tp -convergent (5A4Ce).
?? Suppose, if possible, that there is no continuous surjection from a closed subset of K onto {0, 1}ω1 . Then 463D
tells us that every sequence in K has a subsequence which is convergent almost everywhere, therefore convergent. So
K is sequentially compact, which is impossible, as noted in 536B. X X
(c) Since [0, 1] is a continuous image of {0, 1}N , [0, 1]ω1 is a continuous image of {0, 1}ω1 ×N ∼
= {0, 1}ω1 and therefore
of a closed subset of K. If Z is an infinite compact Hausdorff space of weight at most ω1 , it is homeomorphic to a
closed subset of [0, 1]ω1 (5A4Cc) and therefore to a continuous image of a closed subset of K. By (a), Z must have a
non-trivial convergent sequence.
(d) Since βN has weight c (5A4Ja), is infinite, but has no non-trivial convergent subsequence (4A2I(b-v)), we must
have ω1 < c.
536C Alexandra Bellow’s problem 241

(e)(i) If F1 , F2 are disjoint non-empty Tp -closed subsets of K, then ρ(F1 , F2 ) > 0. P P?? Otherwise, there are
sequences hfn in∈N in F1 , hgn in∈N in F2 such that ρ(fn , gn ) ≤ 2−n for every n ∈ N. Let F be any non-principal
ultrafilter on N and set f = limn→F fn , g = limn→F gn , taking the limits in K for the topology Tp . Then, for any
n ∈ N,
{x : |f (x) − g(x)| > 2−n } ⊆ i≥2n {x : |fi (x) − gi (x)| > 2−n }
S
P∞
has measure at most i=2n 2−i+n = 2−n+1 , so f =a.e. g and f = g; but f ∈ F1 and g ∈ F2 , so this is impossible. X XQQ
(ii) By (b), there are a closed subset K0 of K and a continuous surjection ψ : K0 → {0, 1}ω1 . For ξ < ω1 , set
Fξ = {f : f ∈ K0 , ψ(f )(ξ) = 0}, Fξ0 = {f : f ∈ K0 , ψ(f )(ξ) = 1}; then ρ(Fξ , Fξ0 ) > 0. There must therefore be a
δ > 0 such that C = {ξ : ρ(Fξ , Fξ0 ) ≥ δ} is uncountable. For each D ⊆ C, choose hD ∈ K0 such that ψ(hD )C = χD.
Then ρ(hD , hD0 ) ≥ δ for all distinct D, D0 ⊆ C. Thus A = {h•D : D ⊆ C} is a subset of L0 = L0 (µ), of cardinal 2ω1 ,
such that any two members of A are distance at least δ apart for the metric on L0 corresponding to ρ. Accordingly
the cellularity and topological density of L0 are at least 2ω1 ; by 529Bb, the Maharam type of µ is at least 2ω1 .
(f )(i) By (b), there is a continuous surjection ψ : K0 → {0, 1}ω1 where K0 ⊆ K is closed. Let Q be the set of pairs
(F, C) such that F ⊆ K0 is closed, C ⊆ ω1 is closed and cofinal and {ψ(f )C :Tf ∈ F } = {0, 1}C .TIf h(Fn , Cn )in∈N is
a non-increasing sequence in Q, then it has a lower bound in Q. P P Set F = n∈N Fn and C = n∈N Cn . Then for
any z ∈ {0, 1}C and n ∈ N there is an fn ∈ Fn such that ψ(fn )C = z; now take a Tp -cluster point f of hfn in∈N , and
see that f ∈ F and that ψ(f )C = z. As z is arbitrary, (F, C) ∈ Q. Q Q By 513O again, there is a member (K1 , C ∗ )
of Q such that ∆(F ) = ∆(K1 ) whenever (F, C) ∈ Q, F ⊆ K1 and C ⊆ C ∗ . Now C ∗ is order-isomorphic to ω1 and its
order topology agrees with the subspace topology induced by the order topology of ω1 (4A2Rm). Let θ : ω1 → C ∗ be
an order-isomorphism and set ψ1 (f ) = ψ(f )θ for f ∈ K1 . Then ψ1 : K1 → {0, 1}ω1 is a continuous surjection, and if
F ⊆ K1 is closed, C ⊆ ω1 is closed and cofinal and {ψ1 (f )C : f ∈ F } = {0, 1}C , then (F, θ[C]) ∈ Q so ∆(F ) = ∆(K1 ).
(ii) Let K2 ⊆ K1 be a compact set such that ψ1 K2 is an irreducible surjection onto {0, 1}ω1 (4A2G(i-i) again).
Because {0, 1}ω1 is separable (4A2B(e-ii)), so is K2 (5A4C(d-i)). Let hfn in∈N enumerate a dense subset of K2 . Because
K2 is compact in RX , h1 = supn∈N fn and h0 = inf n∈N fn are defined in R X , and of course they belong to L0 . If
f ∈ K2 , then
f (x) ∈ {fn (x) : n ∈ N} ⊆ [h0 (x), h1 (x)]
for every x, and h0 ≤ f ≤ h1 . Accordingly we have
∆(K2 ) ≤ ρ(h0 , h1 ) = supn∈N ρ(inf i≤n fi , supi≤n fi ) ≤ ∆(K2 ).
Let U be the family of non-empty cylinder sets in {0, 1}ω1 . For U ∈ U set IU = {n : n ∈ N, ψ1 (fn ) ∈ U } and
gU = inf{fn : n ∈ IU }. Observe that FU = {f : f ∈ K2 , gU ≤ f ≤ h1 } is a closed subset of K1 and that FU ∩ ψ1−1 [U ] is
dense in ψ1−1 [U ], so U ∩ψ1 [FU ] must be dense in U and U ⊆ ψ1 [FU ]. There is a finite set I ⊆ ω1 such that U is determined
by coordinates in I; in this case, C = ω1 \ I is closed and cofinal in ω1 , and {zC : z ∈ U } = {0, 1}C . By the choice of
K1 , ∆(FU ) = ∆(K1 ). As FU ⊆ [gU , h1 ] in L0 , ρ(gU , h1 ) = ∆(K1 ) = ρ(h0 , h1 ), and min(1, h1 −gU ) =a.e. min(1, h1 −h0 ).
Set h(x) = max( 21 (h0 (x) + h1 (x)), h0 (x) − 12 ) for x ∈ X, and E = {x : h0 (x) < h1 (x)} = {x : h(x) < h1 (x)}, so that
E is measurable and not negligible. If U ∈ U, then

EU = {x : x ∈ E, h(x) ≤ gU (x)}
⊆ {x : x ∈ E, h1 (x) − gU (x) < min(1, h1 (x) − h0 (x))}
is negligible.
For every x ∈ E, Fx0 = {f : f ∈ K2 , f (x) ≤ h(x)} is a proper closed subset of K2 , so ψ1 [Fx0 ] 6= {0, 1}ω1 and there is
0
some U ∈ U / Fx0 , that is, fn (x) > h(x), for every n ∈ IU , so gU (x) ≥ h(x).
S such that U ∩ ψ1 [Fx ] = ∅. In this case fn ∈
Thus E = U ∈U EU is a non-negligible measurable set covered by ω1 negligible sets.
(g) Continuing the argument from (f), define φ : X → R N by setting φ(x) = hfn (x)in∈N for x ∈ X. Then φ is
measurable (418Bd), so we have a non-zero totally finite Borel measure
S νT on R N defined by setting νH = µ(E ∩φ−1 [H])
∞ ∞
for every Borel set H ⊆ R . Note that φ[X] ⊆ ` and that ` = n∈N i∈N {w : |w(i)| ≤ n} is an Fσ set in R N . Now
N

set
h01 (w) = supn∈N w(n), h00 (w) = inf n∈N w(n),

h0 (w) = max( 21 (h00 (w) + h01 (w)), h01 (w) − 21 )


for w ∈ `∞ , so that h1 = h01 φ, h0 = h00 φ and h = h0 φ; for U ∈ U, set
EU0 = {w : w ∈ `∞ , h0 (w) ≤ inf n∈IU w(n)}
so that EU0 is an Fσ set and EU = E ∩ φ−1 [EU0 ]; accordingly νEU0 = 0. Because E ⊆ EU0 .
S S
U ∈U EU , φ[E] ⊆ U ∈U
242 Topologies and measures III 536C

Thus we have a non-negligible subset of R N which is covered by ω1 negligible Fσ sets and therefore by ω1 closed
negligible sets. By 526L, mcountable = ω1 .

536X Basic exercises (a) Let (X, Σ, µ) be a complete measure space, with null ideal N (µ). Suppose that
add N (µ) = cov N (µ). Show that there is a Tp -compact K ⊆ L0 (Σ) such that the identity map on K is not (Tp , Tm )-
continuous.

(b) Let (X, Σ, µ) be a perfect measure space. For E ⊆ X, write N (µE ) for the null ideal of the subspace measure on
E. Suppose that non(E, N (µE )) < cov(E, N (µE )) for every non-negligible measurable set E of finite measure. Show
that if K ⊆ L0 (Σ) is Tp -compact, then the identity map on K is (Tp , Tm )-continuous.

536Y Further exercises (a) Assume that the continuum hypothesis is true. Find a strictly localizable perfect
measure space (X, Σ, µ) and a Tp -compact K ⊆ L0 (Σ) such that Tm is Hausdorff on K but K is not Tm -compact.

536 Notes and comments The methods here are derived from ideas of M.Talagrand. They seem frustratingly close
to delivering an answer to the original question. But it seems clear that even if a positive answer – every Tp -compact
Tm -separated set is metrizable – is true in ZFC, some further idea will be needed in the proof. On the other side, while
it may well be that in some familiar model of set theory there is a negative answer, parts (c), (d) and (g) of 536C give
simple tests to rule out many candidates.

537 Sierpiński sets, shrinking numbers and strong Fubini theorems


W.Sierpiński observed that if the continuum hypothesis is true then there are uncountable subsets of R which have
no uncountable negligible subsets, and that such sets lead to curious phenomena; he also observed that, again assuming
the continuum hypothesis, there would be a (non-measurable) function f : [0, 1]2 → {0, 1} for which Fubini’s theorem
failed radically, in the sense that
RR RR
f (x, y)dxdy = 0, f (x, y)dydx = 1.
In this section I set out to explore these two insights in the light of the concepts introduced in Chapter 52. I start
with definitions of ‘Sierpiński’ and ‘strongly Sierpiński’ set (537A), with elementary facts and an excursion into the
theory of ‘entangled’ sets (537C-537G). Turning to repeated integration, I look at three interesting cases in which, for
different reasons, some form of separate measurability is enough to ensure equality of repeated integrals (537I, 537L,
RR RR
537S). Working a bit harder, we find that there can be valid non-trivial inequalities of the form dxdy ≤ dydx
(537N-537Q).
As elsewhere, I will write N (µ) for the null ideal of a measure µ.

537A Definitions (a) If (X, Σ, µ) is a measure space, a subset of X is a Sierpiński set if it is uncountable but
meets every negligible set in a countable set.

(b) If (X, Σ, µ) is a measure space, a subset A of X is a strongly Sierpiński set if it is uncountable and for every
n ≥ 1 and for every set W ⊆ X n which is negligible for the (c.l.d.) product measure on X n , the set {u : u ∈ An ∩ W ,
u(i) 6= u(j) for i < j < n} is countable.

537B Proposition (a) Let (X, Σ, µ) be a measure space and A ⊆ X a Sierpiński set.
(i) add N (µ) = non N (µ) = ω1 and cov N (µ) ≥ #(A).
(ii) If {x} is negligible for every x ∈ A, then cf N (µ) ≥ cf([#(A)]≤ω ).
(b) Suppose that (X, Σ, µ) and (Y, T, ν) are measure spaces such that singleton subsets of Y are negligible. Let
f : X → Y be an inverse-measure-preserving function.
(i) If A ⊆ X is a Sierpiński set, then f [A] is a Sierpiński set in Y and #(f [A]) = #(A).
(ii) Now suppose that ν is σ-finite. If A ⊆ X is a strongly Sierpiński set, then f [A] is a strongly Sierpiński set in
Y.
(c) Suppose that λ and κ are infinite cardinals and that (X, Σ, µ) is a locally compact semi-finite measure space of
Maharam type at most λ in which singletons are negligible and µX > 0. Give {0, 1}λ its usual measure.
(i) If {0, 1}λ has a Sierpiński subset of size κ, then X has a Sierpiński subset of size κ.
(ii) If {0, 1}λ has a strongly Sierpiński subset of size κ, then X has a strongly Sierpiński subset of size κ.
proof (a)(i) We are told that A is uncountable; now any subset of A with ω1 members witnesses that non N (ν) ≤ ω1 .
On the other hand, if E is a family of negligible sets covering X, then #(A) ≤ max(ω, #(E)), so #(E) ≥ #(A); as E is
arbitrary, cov N (µ) ≥ #(A).
537D Sierpiński sets, shrinking numbers and strong Fubini theorems 243

(ii) If {x} is negligible for every x ∈ A, then [A]≤ω ⊆ N (µ), and the identity function is a Tukey function from
≤ω
[A] to N (µ); so cf[A]≤ω ≤ cf N (µ).
(b)(i) If y ∈ Y , then {y} and f −1 [{y}] are negligible, so A ∩ f −1 [{y}] is countable; consequently #(A) ≤
max(ω, #(f [A])) and #(f [A]) = #(A). If F ⊆ Y is negligible, then f −1 [F ] is negligible so A ∩ f −1 [F ] and f [A] ∩ F
are countable. So f [A] is a Sierpiński set.
(ii) Let W ⊆ Y n be a negligible set for the product measure λ0 on Y n , where n ≥ 1. Define f : X n → Y n by saying
that (x0 , . . . , xn−1 ) = (f (x0 ), . . . , f (xn−1 )) for x0 , . . . , xn−1 ∈ X. Then f −1 [W ] is negligible for the product measure
f
0
λ on X n . PP
S By 251Wg, we
P∞ can find, for each m ∈ N, a sequence hCmi ii∈N of cylinder sets of finite measure in Y n such
that W ⊆ i∈N Cmi and i=0 λ Cmi ≤ 2 . (This is where we need to know that ν is σ-finite.) Set Cmi = f −1 [Cmi
0 0 0 −m 0
]
n 0 0 −1
T S
for m, i ∈ N; then Cmi ⊆ X is a cylinder set and λCmi = λ Cmi for all m and i, and f [W ] ⊆ m∈N i∈N Cmi is
negligible. Q
Q
Accordingly B = {u : u ∈ An ∩ f −1 [W ], u(i) 6= u(j) for i < j < n} is countable, so
{v : v ∈ f [A]n ∩ W, v(i) 6= v(j) for i < j < n} ⊆ f [B]
is countable.
(c) Take any set E ⊆ X of non-zero finite measure, and give E its normalized subspace measure µ0E = (µE)−1 µE .
Then there is an f : {0, 1}λ → E which is inverse-measure-preserving for νλ and µ0E (343Cd3 ). So (b) tells us that
E has a subset A of size κ which is Sierpiński or strongly Sierpiński for µ0E . But now A is still Sierpiński or strongly
Sierpiński for µ.

537C Entangled sets (a) Definition If X is a totally ordered set, then X is ω1 -entangled if whenever n ≥ 1,
I ⊆ n and hxξi iξ<ω1 ,i<n is a family of distinct elements of X, then there are distinct ξ, η < ω1 such that I = {i : i < n,
xξi ≤ xηi }.
(b) Give {0, 1}N its lexicographic ordering, that is,
x ≤ y iff either x = y or there is an n ∈ N such that xn = yn and x(n) < y(n).
P∞
Then the map x 7→ 32 n=0 3−n x(n) : {0, 1}N → R is an order-isomorphism between {0, 1}N and the Cantor set, so any
ω1 -entangled subset of {0, 1}N can be transferred to an ω1 -entangled subset of R.

537D Lemma Let X be an ω1 -entangled totally ordered set.


(a) There is a countable set D ⊆ X which meets [x, y] whenever x < y in X.
(b) Whenever n ≥ 1, I ⊆ n and hxξi iξ<ω1 ,i<n is a family of distinct elements of X, there are ξ < η < ω1 such that
I = {i : i < n, xξi ≤ xηi }.
proof (a)(i) There is a countable set D0 ⊆ X which meets [x, z] whenever x < y < z in X. P P?? Otherwise, choose
hxξi iξ<ω1 ,i<3 inductively so that xξ0 < xξ1 < xξ2 and [xξ0 , xξ2 ] does not meet {xηi : η < ξ, i < 3}. Now, if ξ, η < ω1
are different, we cannot have
xξ0 ≤ xη0 , xξ1 > xη1 , xξ2 ≤ xη2 .
So hxξi iξ<ω1 ,i<3 witnesses that X is not ω1 -entangled. X
XQQ
(ii) Set A = {(x, y) : x < y, [x, y] ∩ D0 = ∅}. Note that if (x, y), (x0 , y 0 ) ∈ A are distinct, then [x, y] ∩ [x0 , y 0 ] = ∅,
since otherwise [min(x, x0 ), max(y, y 0 )] would be an interval disjoint from D0 with at least three elements. It follows
that A is countable. P P?? Otherwise, let h(xξ0 , xξ1 )iξ<ω1 be a family of distinct elements of A. Then all the xξi are
distinct. But if ξ, η < ω1 are different, we cannot have
xξ0 ≤ xη0 , xξ1 > xη1 .
So hxξi iξ<ω1 ,i<2 witnesses that X is not entangled. X
XQQ
(iii) So if we set D = D0 ∪ {x : (x, y) ∈ A} we shall have a suitable countable set.
(b) For i < n write ≤i = ≤ if i ∈ I, ≤i = ≥ if i ∈ n \ I; we are seeking ξ < η such that xξi ≤i xηi for every i < n.
For each family d = hdi ii<n in D, set Ad = {ξ : xξi ≤i di for each i < n}. Let ζ < ω1 be such that Ad ∩ ζ 6= ∅ whenever
d ∈ Dn and Ad 6= ∅. Now there are distinct ξ 0 , η ∈ ω1 \ ζ such that xξ0 i ≤i xηi for every i < n. For each i < n, there is
a di ∈ D such that xξ0 i ≤i di ≤i xηi . Set d = hdi ii<n ; then ξ 0 ∈ Ad so there is a ξ ∈ ζ ∩ Ad . Now ξ < η and xξi ≤i xηi
for every i, as required.
3 Later editions only.
244 Topologies and measures III 537E

537E Lemma Suppose that n ≥ 1, I ⊆ n and that A ⊆ ({0, 1}N )n is non-negligible for the usual product measure
νNnon ({0, 1}N )n . Let ≤ be the lexicographic ordering of {0, 1}N . Then there are v, w ∈ A such that v(i) 6= w(i) for
every i < n and {i : i < n, v(i) ≤ w(i)} = I.
proof For each k ∈ N let Σk be the algebra of subsets of X = ({0, 1}N )n generated by sets of the form {v : v ∈ X,
S i < n and j < k. Then hΣk ik∈N is a non-decreasing sequence of finite algebras and the σ-algebra
v(i)(j) = 1} for
generated by k∈N Σk is the Borel σ-algebra B(X) of X. Let E ∈ B(X) be a measurable envelope of A for νNn . For
each k ∈ N, let fk be the conditional expectation of χE on Σk , that is,
fk (u) = 2kn νNn {v : v ∈ E, v(i)k = u(i)k for every i < n}
for u ∈ X. By Lévy’s martingale theorem (275I), χE =a.e. limk→∞ fk . In particular, there are a u ∈ A and a k ∈ N
such that fk (u) > 1 − 2−n . But this means that
F = {v : v ∈ E, v(i)k = u(i)k for every i < n}
has measure greater than 2−kn (1 − 2−n ), and both the sets
F 0 = {v : v ∈ F , v(i)(k) = 0 for i ∈ I, v(i)(k) = 1 for i ∈ n \ I},

F 00 = {v : v ∈ F , v(i)(k) = 1 for i ∈ I, v(i)(k) = 0 for i ∈ n \ I},


must have positive measure. Accordingly we can find v ∈ A ∩ F 0 and w ∈ A ∩ F 00 , and these will serve.

537F Corollary Suppose that A ⊆ {0, 1}N is strongly Sierpiński for the usual measure on {0, 1}N . Then A is
ω1 -entangled for the lexicographic ordering of {0, 1}N .
proof Let hxξi iξ<ω1 ,i<n be a family of distinct points in A, where n ≥ 1, and I a subset of n. Then xξ = hxξi ii<n
belongs to An , and has no two coordinates the same, for every ξ < ω1 . So D = {xξ : ξ < ω1 } cannot be negligible. By
537E, there are distinct ξ, η < ω1 such that I = {i : xξi ≤ xηi }.

537G Theorem (Todorčević 85) Suppose that there is an ω1 -entangled totally ordered set X of size κ ≥ ω1 .
Then there are two upwards-ccc partially ordered sets P , Q such that c↑ (P × Q) ≥ κ.
proof (a) Let Y ⊆ X be a set such that #(Y ) = #(X \ Y ) = κ, and f : Y → X \ Y an injective function. Set
P = {I : I ∈ [Y ]<ω , f I is order-preserving},

Q = {I : I ∈ [Y ]<ω , f I is order-reversing},
both ordered by ⊆. Then {({y}, {y}) : y ∈ Y } is an up-antichain in P × Q, so c↑ (P × Q) ≥ κ.
(b) P is upwards-ccc. P P Let hIα iα<ω1 be a family in P . By the ∆-system Lemma (4A1Db), there is an uncountable
set A ⊆ ω1 such that hIα iα∈A is a ∆-system with root I say; now there is an n ∈ N such that B = {α : α ∈ A,
#(Iα \ I) = n} is uncountable. If n = 0 then Iα = Iβ are upwards-compatible for any α, β ∈ B and we can stop.
If n ≥ 1, enumerate Iα \ I in increasing order as hxαi ii<n , for each α ∈ B. Let D ⊆ X be a countable set such that
D meets every interval in X with more than one member (537Da). For i < j < n and α ∈ B let dαij , d0αij ∈ D be such
that xαi ≤ dαij ≤ xαj and f (xαi ) ≤ d0αij ≤ f (xαj ). (Because Iα ∈ P , f Iα is order-preserving so f (xαi ) < f (xαj ).)
Let hdij ii<j<n , hd0ij ii<j<n be such that
C = {α : α ∈ B, dαij = dij and d0αij = d0ij whenever i < j < n}
is uncountable.
Consider the family hyαi iα∈C,i<2n where yαi = xαi and yα,i+n = f (xαi ) if i < n. Because X is entangled, there
must be distinct α, β ∈ C such that yαi ≤ yβi for every i < 2n, that is, xαi ≤ xβi and f (xαi ) ≤ f (xβi ) for every i < n.
But now examine I = Iα ∪ Iβ . If x, x0 ∈ I and x ≤ x0 ,
either both x and x0 belong to Iα and f (x) ≤ f (x0 ) because Iα ∈ P ,
or both x and x0 belong to Iβ and f (x) ≤ f (x0 ),
or x = xαi and x0 = xβj where i < j < n, so that
f (x) = f (xαi ) ≤ d0ij ≤ f (xβj ) = f (x0 ),
or x = xβi and x0 = xαj where i < j < n, so that f (x) ≤ f (x0 ),
or x = xαi and x0 = xβi where i < n, so that f (x) = f (xαi ) ≤ f (xβi ) = f (x0 ).
(Note that we cannot have x = xαi and x0 = xβj with j < i, because in this case xβj ≤ dji ≤ xαi while xβj 6= xαi ;
nor can we have x = xβi < x0 = xαi with i < n.) So f I is order-preserving and I ∈ P witnesses that Iα and Iβ are
upwards-compatible in P . As hIα iα<ω1 is arbitrary, P is upwards-ccc. QQ
537I Sierpiński sets, shrinking numbers and strong Fubini theorems 245

(c) Similarly, Q is upwards-ccc. PP The principal changes needed in the argument above are
—– in the choice of the dαij , we need to write ‘f (xαi ) ≥ d0αij ≥ f (xαj )’;
0

—– in the choice of particular α and β in the set C, we need to write ‘yαi ≤ yβi for i < n and yαi ≥ yβi
for n ≤ i < 2n’. QQ
So P and Q satisfy our requirements.

537H Scalarly measurable functions (a) Definition Let X be a set, Σ a σ-algebra of subsets of X and U a
linear topological space. A function φ : X → U is scalarly (Σ-)measurable if f φ : X → R is (Σ-)measurable for
every f ∈ U ∗ .

(b) If φ : X → U is scalarly measurable, V is another linear topological space and T : U → V is a continuous linear
operator, then T φ : X → V is scalarly measurable, because hT ∈ U ∗ for every h ∈ V ∗ .

(c) If U is a separable metrizable locally convex space and φ : X → U is scalarly measurable, then it is measurable.
P T = {F : F ⊆ U , φ−1 [F ] ∈ Σ} includes the cylindrical σ-algebra of U (4A3T), which is the Borel σ-algebra (4A3V).
P
Q
Q

537I Proposition Let (X, Σ, µ) and (Y, T, ν) be probability spaces and U a reflexive Banach
RR space. Suppose that
x 7→ ux : X → U and y 7→ fy : Y → U ∗ are bounded scalarly measurable functions. Then fy (ux )µ(dx)ν(dy) and
fy (ux )ν(dy)µ(dx) are defined and equal.
proof (a)(i) Recall from 467Hc that if V ⊆ U and W ⊆ U ∗ are closed linear subspaces, they are a ‘projection pair’ if
U = V ⊕ W ◦ and kv + v 0 k ≥ kvk for all v ∈ V and v 0 ∈ W ◦ . We need to know that this is symmetric; that is, that in
this case
U ∗ = W ⊕ V ◦, kg + g 0 k ≥ kgk for all g ∈ W , g 0 ∈ V ◦ .
P Note first that if g ∈ W ∩ V ◦ , then g(u) = 0 for every u ∈ W ◦ + V , that is, g = 0. Now take any f ∈ U ∗ . Define
P
g : U → R by saying that g(v + v 0 ) = f (v) for v ∈ V , v 0 ∈ W ◦ . Then g is linear and continuous and kgk ≤ kf k. Now
g(v 0 ) = 0 for every v 0 ∈ W ◦ , that is, g ∈ W ◦◦ , which is the weak*-closure of W (4A4Eg); but as U and U ∗ are reflexive,
this is just the norm-closure of W , which is equal to W . Set g 0 = f − g. Then g 0 ∈ V ◦ . This shows that f ∈ W + V ◦ ;
as f is arbitrary, U ∗ = W ⊕ V ◦ . Finally, I remarked in the course of the argument that kgk ≤ kf k, which is what we
need to know to check that kgk ≤ kg + g 0 k whenever g ∈ W and g 0 ∈ V ◦ . Q Q
(ii) Because U is reflexive, its unit ball is weakly compact, so U is surely weakly compactly generated, therefore
weakly K-countably determined (467L). Now turn to Lemma 467G. This tells us that there is a family M of subsets
of U ∪ U ∗ such that
for every B ⊆ X ∪ X ∗ there is an M ∈ M such S that B ⊆ M and #(M ) ≤ max(ω, #(B));
whenever M0 ⊆ M is upwards-directed, then M0 ∈ M;
whenever M ∈ M then (VM , WM ) is a projection pair of subspaces of U and U ∗ ,
where I write VM = M ∩ U and WM = M ∩ U ∗ . For M ∈ M,

U = VM ⊕ W M , U ∗ = WM ⊕ VM

;
let PM : U → VM and QM : U ∗ → WM be the corresponding projections. Since kvk ≤ kv + v 0 k whenever v ∈ VM and
v 0 ∈ WM ◦
, kPM k ≤ 1; similarly, kQM k ≤ 1.
If u ∈ U , f ∈ U ∗ and M ∈ M, then
f (PM u) = (Qm f )(u) = (QM f )(PM u).
P Express u as v + v and f as g + g , where v ∈ VM , v 0 ∈ WM
P 0 0 ◦
, g ∈ WM and g 0 ∈ VM

. Then
f (v) = g(v) = g(u),
that is,
f (PM u) = (QM f )(PM u) = (Qm f )(u). Q
Q

(iii) If M0 , M1 ∈ M and M0 ⊆ M1 then PM0 = PM0 PM1 = PM1 PM0 . P P If u ∈ U , express it as v0 + v00 where
0 ◦ 0 0 0 ◦
v0 ∈ VM0 and v0 ∈ WM0 ; now express v0 as v1 + v1 where v1 ∈ VM1 and v1 ∈ WM 1
. Then
PM0 u = v0 ∈ VM1 ,
so PM1 PM0 u = PM0 u. On the other hand, u = v0 + v1 + v10 where v0 + v1 ∈ VM1 and v10 ∈ WM

1
, so PM1 u = v0 + v1 ;
and as v1 = v00 − v10 belongs to WM

0
, P P
M0 M1 u = v 0 = P M0 u. Q
Q
246 Topologies and measures III 537I

S (iv) If hMζ iξ<ζ is a non-decreasing family in M, where ζ is a non-zero limit ordinal, then we know that M =
ξ<ζ Mξ belongs to M. Now

PM u = limξ↑ζ PMξ u
for every u ∈ U , the limit being for the norm topology on U . PP Let  > 0. We know that PM u ∈ VM = M ∩ U , so
there is a u0 ∈ M ∩ U such that ku0 − PM uk ≤ 12 . Let ξ < ζ be such that u0 ∈ Mξ . If ξ ≤ η < ζ, then

kPMη u − PM uk = kPMη (PM u − u0 ) + PM (u0 − PM u)k


(because u0 ∈ VMη , so PM u0 = PMη u0 = u0 )
≤ 2kPM u − u0 k ≤ . Q
Q

(v) Similarly,
QM0 = QM0 QM1 = QM1 QM0
whenever M0 , M1 ∈ M and M0 ⊆ M1 , and
QM f = limξ↑ζ QMξ f
whenever f ∈ U ∗ and ζ is a non-zero limit ordinal and hMζ iξ<ζ is a non-decreasing family in M with union M .
(b) Now let M0 be {M : M ∈ M, #(M ) ≤ ω}. Then there is an M0 ∈ M0 such that
PM0 (ux ) = PM (ux ) µ-a.e.(x)
whenever M0 ⊆ M ∈ M0 .
P?? Suppose, if possible, otherwise. Then we can choose inductively an increasing family hMξ iξ<ω1 in M0 such that
P
µ{x : PMξ+1 (ux ) 6= PMξ (ux )} > 0 for every ξ < ω1 ,
S
Mξ = η<ξ Mη whenever ξ < ω1 is a non-zero countable limit ordinal.
(The set of x for which PMξ+1 (ux ) 6= PMξ (ux ) is necessarily measurable because x 7→ PMξ+1 ux − PMξ ux is scalarly
measurable, by 537Hb, therefore measurable for the norm topology, by 537Hc, since VMξ+1 is separable.) Now there
must be a δ > 0 such that
A = {ξ : ξ < ω1 , µEξ ≥ δ}
is infinite, where
Eξ = {x : kPMξ+1 (ux ) − PMξ (ux )k ≥ δ}
for each ξ < ω1 . But in this case there must be an x ∈ X such that
A0 = {ξ : ξ ∈ A, x ∈ Eξ }
T S
is infinite. (Take a sequence hξn in∈N of distinct points in A, and x ∈ n∈N m≥n Eξm .) Let ζ be any cluster point of
A0 in ω1 . Then
PMζ (ux ) = limξ↑ζ PMξ (ux )
((a-iv) above), which is impossible. X
XQQ
(c) Similarly, there is an M1 ∈ M0 such that M1 ⊇ M0 and
PM1 (fy ) = PM (fy ) ν-a.e.(y)
whenever M1 ⊆ M ∈ M0 . Because x 7→ PM1 (ux ) and y → 7 QM1 (fy ) are scalarly measurable maps to norm-separable
spaces, they are norm-measurable; again because VM1 and WM1 are separable, (x, y) → (PM1 ux , QM1 fy ) : X ×
Y → VM1 × WM1 is Σ⊗T-measurable
b 7 f (x) : U ∗ × U → R is norm-continuous, (x, y) 7→
(418B). Because (f, x) →
(QM1 fy )(PM1 ux ) is Σ⊗T-measurable,
b and
RR RR
(QM1 fy )(PM1 ux )µ(dx)ν(dy) = (QM1 fy )(PM1 ux )ν(dy)µ(dx)
by Fubini’s theorem (252C).
Now observe that if y ∈ Y there is an M ∈ M0 such that M1 ⊆ M and fy ∈ M . So
Z Z Z
fy (ux )µ(dx) = (QM fy )(ux )µ(dx) = fy (PM ux )µ(dx)
Z Z
= fy (PM1 ux )µ(dx) = (QM1 fy )(PM1 ux )µ(dx).
537K Sierpiński sets, shrinking numbers and strong Fubini theorems 247
RR RR
This is true for every y. So fy (ux )µ(dx)ν(dy) is defined and equal to (QM1 fy )(PM1 ux )µ(dx)ν(dy). Similarly,
RR RR
fy (ux )ν(dy)µ(dx) = (QM1 fy )(PM1 ux )ν(dy)µ(dx).
Putting these together, we have the result.

537J Corollary Let (X, Σ, µ), (Y, T, ν) and (Z, Λ, σ) be probability spaces. Let x 7→ Ux : X → Λ and y 7→ Vy :
Y → Λ be functions such that
x 7→ σ(Ux ∩ W ), y 7→ σ(Vy ∩ W )
RR RR
are measurable for every W ∈ Λ. Then σ(Ux ∩ Vy )µ(dx)ν(dy) and σ(Ux ∩ Vy )ν(dy)µ(dx) are defined and equal.
P If f ∈ U ∗ , there is a v ∈ L2 (σ)
proof (a) For x ∈RX set ux = (χUx )• in L2 (σ). Then x 7→ ux is scalarly measurable. P
= u × v for every u ∈ L2 (σ) (244K). Let  > 0. Then there are W0 , . . . , Wn ∈ Λ and α0 , . . . , αn ∈ R
such that f (u) P
n
such that kv − i=0 αi (χWi )• k2 ≤  (244Ha), so that
Pn R R Pn
|f (ux ) − i=0 αi σ(Ux ∩ Wi )| = | ux × v − ux × i=0 αi (χWi )• | ≤ kux k2 ≤ 
Pn
for every x ∈ X. Now the function x 7→ i=0 αi σ(Ux ∩ Wi ) is Σ-measurable. So we see that the function x 7→ f (ux )
is uniformly approximated by Σ-measurable functions and is itself Σ-measurable. As f is arbitrary, x 7→ ux is scalarly
measurable. QQ
(b) Similarly, setting vy = (χVy )• for y ∈ Y , y 7→ vy : Y → L2 (σ) is scalarly measurable. Identifying L2 (σ) with its
dual, 537I tells us that
RR RR
(ux |vy )µ(dx)ν(dy) = (ux |vy )ν(dy)µ(dx),
that is, that
RR RR
σ(Ux ∩ Vy )µ(dx)ν(dy) = σ(Ux ∩ Vy )ν(dy)µ(dx).

537K The next few paragraphs will be concerned with upper and lower integrals. For the basic theory of these,
see §133 and 214N4 .
Theorem (Freiling 86, Shipman 90) Let h(Xj , Σj , µj )ij≤m be a finite sequence of probability spaces and hκj ij≤m a
sequence of cardinals such that XjN , with its product measure µN j,Q
has a set of cardinal κj which is not covered by κj−1
negligible sets (if j ≥ 1) and is not negligible (if j = 0). Let f : j≤m Xj → R be a bounded function, and suppose
that σ : m + 1 → m + 1 and τ : m + 1 → m + 1 are permutations. Set
R R
I= . . . f (x0 , . . . , xm )dxσ(m) . . . dxσ(0) ,
R R
I0 = . . . f (x0 , . . . , xm )dxτ (m) . . . dxτ (0) .
Then I ≤ I 0 .
proof Let M ≥ 0 be such that |f (x0 , . . . , xm )| ≤ M for all x0 , . . . , xm .
Q Q
(a) Set Z = j≤m XjN . The key fact is that we can find negligible sets W (u u) ⊆ XkN , for k ∈ N and u ∈ j≤m,j6=k XjN ,
such that
1 Pn
I ≤ lim inf n→∞ i=0 f (t0i , . . . , tmi )
n+1

whenever htj ij≤m = hhtji ii∈N ij≤m is such that tk ∈/ W (t0 , . . . , tk−1 , tk+1 , . . . , tm ) for every k. P
P Because the formula
1 Pn
lim inf n→∞ i=0 f (t0i , . . . , tmi )
n+1

is tolerant of permutations in the coordinates 0, . . . , m, it is enough to consider the case σ(j) = j for j ≤ m, so that
R R
I= . . . f (x0 , . . . , xm )dxm . . . dx0 .
Q
(i) Define D0 , . . . , Dm+1 as follows. D0 = {∅} = j<0 XjN . For 0 < k ≤ m let Dk be the set of those
Q
(t0 , . . . , tk−1 ) ∈ j<k XjN such that
1 Pn R R
I ≤ lim inf n→∞ . . . f (t0i , . . . , tk−1,i , xk , . . . , xm )dxm . . . dxk ,
n+1 i=0

4 Later editions only.


248 Topologies and measures III 537K

Q
where tj = htji ii∈N for j < k. For k < m and u = (u0 , . . . , uk−1 , uk+1 , . . . , um ) in j≤m,j6=k XjN , set

u) = ∅ if (u0 , . . . , uk−1 ) ∈
W (u / Dk ,
= {t : t ∈ XkN , (u0 , . . . , uk−1 , t) ∈
/ Dk+1 } otherwise.

u) ⊆ XkN is negligible. To see this, we need consider only the case in which (u0 , . . . , uk−1 ) belongs to Dk .
(ii) W (u
Express uj as huji ii∈N for j < k, and for i ∈ N define hi : Xk → R by setting
R R
hi (x) = . . . f (u0i , . . . , uk−1,i , x, xk+1 , . . . , xm )dxm . . . dxk+1

for x ∈ Xk . Now the definition of Dk tells us just that


1 Pn R R
I ≤ lim inf n→∞ i=0 . . . f (u0i , . . . , uk−1,i , xk , . . . , xm )dxm . . . dxk ,
n+1

that is, that


1 Pn R
I ≤ lim inf n→∞ hi (x)dx.
n+1 i=0
R
R each i ∈ N let gi : Xk → [−M, M ] be aNmeasurable function such that gi (x) ≤ hi (x) for every x andN gi dµk =
For
h dµ . Now consider the functions g̃i : Xk → R defined by setting g̃i (t) = gi (ti ) for t = hti ii∈N ∈ Xk . We have
R i kN R
g̃i dµk = hi dµk for each i, while hg̃i ii∈N is a uniformly bounded independent sequence of random variables. By the
strong law of large numbers in the form 273H,
1 Pn R
limn→∞ i=0 (g̃i (t) −
n+1
g̃i dµN
k) = 0

for almost every t ∈ XkN . Since


1 Pn R 1 Pn R
lim inf n→∞ g̃i dµN
k = lim inf n→∞ hi dµk ≥ I,
n+1 i=0 n+1 i=0

we have

n n
1 X 1 X
I ≤ lim inf g̃i (t) ≤ lim inf hi (ti )
n→∞ n+1 n→∞ n+1
i=0 i=0
n Z Z
1 X
= lim inf ... f (u0i , . . . , uk−1,i , ti , xk+1 , . . . , xm )dxm . . . dxk+1
n→∞ n+1
i=0

for almost every t = hti ii∈N ∈ XkN , that is, (u0 , . . . , uk−1 , t) ∈ Dk+1 for almost every t ∈ XkN , that is, W (u
u) is negligible,
as required.

(iii) Suppose that t = (t0 , . . . , tm ) ∈ Z is such that tk ∈


/ W (t0 , . . . , tk−1 , tk+1 , . . . , tm ) for every k < m. Then
(t0 , . . . , tk ) ∈ Dk+1 for every k; in particular, t ∈ Dm+1 and, writing tj = htji ii∈N for each j,
1 Pn
I ≤ lim inf n→∞ i=0 f (t0i , . . . , tmi ). Q
Q
n+1

Q (b) Similarly, or applying the argument above to −f , we have negligible sets W 0 (u


u) ⊆ XkN , for k ∈ N and u ∈
N
j≤m,j6=k Xj , such that

1 Pn
I 0 ≥ lim supn→∞ f (t0i , . . . , tmi )
n+1 i=0

/ W 0 (t0 , . . . , tk−1 , tk+1 , . . . , tm ) for every k. Enlarging the W 0 (u


whenever htj ij≤m = hhtji ii∈N ij≤m is such that tk ∈ u) if
0 u
necessary, we may suppose that W (u ) ⊇ W (u u) for every u .

/ W 0 (t0 , . . . , tk−1 , tk+1 ,


(c) Now the point of the construction is that we can find a t = (t0 , . . . , tm ) ∈ Z such that tk ∈
P For each k ≤ m let Ak ⊆ XkN be a non-negligible set of size κk which (if k ≥ 1) cannot be
. . . , tm ) for every k. P
covered by κk−1 negligible sets. Choose tm , tm−1 , . . . , t0 in such a way that
Q Q
tk ∈ Ak , tk ∈ u) whenever u ∈ j<k Aj × k<j≤m {tj };
/ W (u
this is always possible because #(A0 × . . . × Ak−1 ) = κk−1 if k ≥ 1. Q
Q
So we get
537N Sierpiński sets, shrinking numbers and strong Fubini theorems 249

n
1 X
I≤ lim inf f (t0i , . . . , tmi )
n→∞ n+1
i=0
n
1 X
≤ lim sup f (t0i , . . . , tmi ) ≤ I 0 ,
n→∞ n+1
i=0

as claimed.

537L Corollary Let h(Xj , Σj , µj )ij≤m be a finite sequence of probability spaces such that XjN , with its product
Q
measure µNj , has a Sierpiński set of cardinal ωj+1 for each j ≤ m. Let f : j≤m Xj → R be a bounded function, and
suppose that σ : m + 1 → m + 1 and τ : m + 1 → m + 1 are permutations such that the two repeated integrals
R R
I= ... f (x0 , . . . , xm )dxσ(m) . . . dxσ(0) ,
R R
I0 = ... f (x0 , . . . , xm )dxτ (m) . . . dxτ (0) ,
0
are both defined. Then I = I .
proof Apply 537K in both directions.

537M A simple fact which I never got round to spelling out will be useful below.
Lemma Suppose that (X, Σ, µ) is a totally finite measure space and f is a [0, ∞]-valued function defined almost
everywhere inR X. R
(a) If γ < f , then there is a measurable integrable function g : X → [0, ∞[ such that g ≥ γ and {x : x ∈ dom f ,
g(x) ≤ f (x)}
R has full outer measure in X. R
(b) If f < γ, then there is a measurable integrable function g : X → [0, ∞[ such that g ≤ γ and {x : x ∈ dom f ,
f (x) ≤ g(x)} has full outer measure in X.
proof (a) By 135H(b-i),
R R
f = supk∈N min(f (x), k)µ(dx);
R R
let k ∈ N be such that fk > γ, where fk (x) = min(f (x), k) for x ∈ dom f . Because µX < ∞, fk is finite. By
R R
133J(a-i), there is an integrable h such that h = fk and fk ≤a.e. h; adjusting h on a negligible
R set if necessary,
we can arrange that h is defined (and finite) everywhere on X and is measurable. Set  = ( h − γ)/(1 + µX), and
g = h − χX; then by the last part of 133J(a-i)5 , {x : x ∈ dom f , g(x) ≤ f (x)} has full outer measure in X, while
inf g ≥ γ.
R R
(b) By 133J(a-ii)/135Ha, there is a measurable h : X → [0, ∞[ such that h ≤a.e. f and h = f . Set  =
R R
(γ − h)/(1 + µX), and g = h + χX; then g ≤ γ and {x : f (x) ≤ g(x)} has full outer measure.

537N For ordinary two-variable repeated integrals we can squeeze a little bit more out than is given by 537K.
Proposition Let (X, Σ, µ) be a non-empty semi-finite measure space, (Y, T, ν) a probability space, and ν N the product
measure on Y N . If non(E, N (µ)) < cov N (ν N ) for every E ∈ Σ \ N (µ), then
RR RR
f (x, y)ν(dy)µ(dx) ≤ f (x, y)µ(dx)ν(dy)

for every function f : X × Y → [0, ∞].


proof (a) To begin with, suppose that µX < ∞ and #(X) < cov N (ν N ). For each y ∈ Y , let hy : X → [0, ∞] be a
R R
measurable function such that f (x, y) ≤ hy (x) for every x ∈ X and hy dµ = f (x, y)µ(dx); let v : Y → [0, ∞] be a
R R RR
measurable function such that hy dµ ≤ v(y) for every y ∈ Y and v dν = f (x, y)µ(dx)ν(dy). If this is infinite, we
can stop. Otherwise,
R R for each x ∈ X let gx : Y → [0, ∞] be a measurable function such that gx (y) ≤ Rf (x, y) for every
y ∈ Y and gx dν = f (x, y)ν(dy), and let u : X → [0, ∞] be a measurable function such that u(x) ≤ gx dν for every
R RR
x and u dµ = f (x, y)ν(dy)µ(dx).
As #(X) < cov N (ν N , we can find a sequence hyi ii∈N in Y such that
R 1 Pn
v dν = limn→∞ i=0 v(yi )
n+1

5 Later editions only.


250 Topologies and measures III 537N

and
R 1 Pn
gx dν ≤ limn→∞ gx (yi )
n+1 i=0

for every x ∈ X (273J6 ). If x ∈ X, then


R 1 Pn 1 Pn
u(x) ≤ gx dν ≤ lim inf n→∞ gx (yi ) ≤ lim inf n→∞ hy (x).
n+1 i=0 n+1 i=0 i
So

Z Z Z n Z
1 X
f (x, y)ν(dy)µ(dx) = u dµ ≤ lim inf hyi dµ
n→∞ n+1
i=0
(by Fatou’s Lemma)
n Z
1 X
≤ lim inf v(yi ) = v dν
n→∞ n+1
i=0
Z Z
= f (x, y)µ(dx)ν(dy),

as required.
(b) Now suppose that µ is totally finite and that X has a non-empty subset A of full outer measure with #(A) <
cov N (ν N ). Let µA be the subspace measure on A. Then for any q : X → [0, ∞] we have
R R R R
q dµ ≤ (qA)dµA ≤ (qA)dµA ≤ q dµ

(214N). So, writing fA for the restriction of f to A × Y ,

Z Z Z Z
f (x, y)ν(dy)µ(dx) ≤ fA (x, y)ν(dy)µA (dx)
Z Z
≤ fA (x, y)µA (dx)ν(dy)

(by (a))
Z Z
≤ f (x, y)µ(dx)ν(dy).

R
(c) For the general case, let u : X → [0, ∞] be a measurable function such that u(x) ≤ f (x, y)ν(dy) for every
R RR R
x ∈ X and u dµ = f (x, y)ν(dy)µ(dx). Take any γ < u dµ. Because µ is semi-finite, there is a non-empty set
R
F ∈ Σ of finite measure such that F u dµ > γ. Now let E be the family of measurable sets E ⊆ F of finite measure for
which there is a non-empty set A ⊆ E, of cardinal less than cov N (ν N ), such that µ∗ A = µE, that is, A has full outer
measure for the subspace measure µE , that is, E is a measurable envelope of A. Then E is closed under finite unions
and every
S non-empty member S of Σ includes a member of E. So there
R is a non-decreasingR sequence hEk ik∈N in E such
that k∈N Ek ⊆ F and F \ k∈N Ek is negligible. In this case, γ < F u dµ = limk→∞ Ek u dµ, so there is a k ∈ N such
R
that γ ≤ Ek u dµ. Set E = Ek .
Consider the restriction fE of f to E × Y and the subspace measure µE on E. We have

Z Z Z Z
γ≤ u dµ = (uE)dµE ≤ fE (x, y)ν(dy)µE (dx)
E
Z Z
≤ fE (x, y)µE (dx)ν(dy)

(because E ∈ E, so we can use (b))


Z Z
≤ f (x, y)µ(dx)ν(dy)

6 Later editions only.


537Q Sierpiński sets, shrinking numbers and strong Fubini theorems 251
R R
because fE (x, y)µE (dx) ≤ f (x, y)µ(dx) for every y, by 214Na or otherwise. Since γ is arbitrary,
RR RR
f (x, y)ν(dy)µ(dx) ≤ f (x, y)µ(dx)ν(dy)
in this case also.

537O Corollary Let (X, Σ, µ) and (Y, T, ν) be probability spaces, and ν N the product measure on Y N . If
shr+N (µ) ≤ cov N (ν N ) then
RR RR
f (x, y)ν(dy)µ(dx) ≤ f (x, y)µ(dx)ν(dy)

for every function f : X × Y → [0, ∞[.


RR
proof Take any γ < f (x, y)ν(dy)µ(dx). By 537Ma, there are a measurable function u : X → [0, ∞[ and a set A of
R R
full outer measure in X such that u dµ ≥ γ and u(x) ≤ f (x, y)ν(dy)µ(dx) for every x ∈ A. Let µA be the subspace
measure on A, and fA the restriction of f to A × Y . If B ⊆ A is any non-negligible relatively measurable set, there is
a non-negligible D ⊆ B such that #(D) < shr+N (µ), so
non(B, N (µA )) = non(B, N (µ)) ≤ #(D) < cov N (ν N ).
So

Z Z Z
γ≤ u dµ = (uA)dµA ≤ int fA (x, y)ν(dy)µA (dx)
R
(because uA is measurable and (uA)(x) ≤ fA (x, y)ν(dy) for every x ∈ A)
Z Z
≤ fA (x, y)µA (dx)ν(dy)

(by 537N)
Z Z
≤ f (x, y)µ(dx)ν(dy)

R R
because fA (x, y)µA (dx) ≤ f (x, y)µ(dx) for every y, by 214N again. As γ is arbitrary, we have the result.

537P Corollary Let (X, Σ, µ) and (Y, T, ν) be probability spaces, and ν N the product measure on Y N ; suppose
that shr+N (µ) ≤ cov N (ν N ), and that f : X × Y → R is bounded.
(a)
RR RR
f (x, y)ν(dy)µ(dx) ≤ f (x, y)µ(dx)ν(dy),
RR RR
f (x, y)µ(dx)ν(dy) ≤ f (x, y)ν(dy)µ(dx).
RR R
(b) IfRR f (x, y)µ(dx)ν(dy) is defined, and f (x, RR y)ν(dy) is defined for almost every x, then the other repeated
integral f (x, y)ν(dy)µ(dx) is defined and equal to f (x, y)µ(dx)ν(dy).
proof (a) Apply 537O to the functions (x, y) 7→ M + f (x, y), (x, y) 7→ M − f (x, y) for suitable M .
(b) By (a),
ZZ Z Z
f (x, y)µ(dx)ν(dy) ≤ f (x, y)ν(dy)µ(dx)
Z Z ZZ
≤ f (x, y)ν(dy)µ(dx) ≤ f (x, y)µ(dx)ν(dy).

537Q We can extend the second part of 537Pa, as well as the first, to unbounded functions, if we strengthen the
set-theoretic hypothesis.
Proposition (Humke & Laczkovich 05) Let (X, Σ, ν) and (Y, T, µ) be probability spaces, and µN , ν N the product
measures on X N , Y N respectively. If shr+N (µN ) ≤ cov N (ν N ) then
RR RR
f (x, y)µ(dx)ν(dy) ≤ f (x, y)ν(dy)µ(dx) for
every function f : X × Y → [0, ∞[.
252 Topologies and measures III 537Q

proof ?? Suppose, if possible, otherwise.


R RR
(a) There is a measurable function u : Y → [0, ∞[ such that u(y) ≤ f (x, y)µ(dx) for every y and f (x, y)ν(dy)µ(dx)
R R
< u dν. Since u dν is the supremum of the integrals ofPthe non-negative simple functions dominated by u, we may
m
suppose that u itself is a simple function; express it as j=0 αj χFj where αj ≥ 0 for each i and (F0 , . . . , Fm ) is a
partition of Y into measurable sets. Now

m Z Z
X m Z
Z X
f (x, y)χFj (y)ν(dy)µ(dx) ≤ f (x, y)χFj (y)ν(dy)µ(dx)
j=0 j=0
(133J(b-v))
Z Z
≤ f (x, y)ν(dy)µ(dx)
Pm R
(because if x ∈ X and q : Y → [0, ∞] is measurable and f (x, y) ≤ q(y) for every y, then j=0 f (x, y)χFj (y)ν(dy) is
Pm R R
at most j=0 q × χFj dν = q dν)
Z Xm
< u dν = αj νFj .
j=0

There are therefore a j ≤ m and a γ < 1 such that


RR
f (x, y)χFj (y)ν(dy)µ(dx) < γαj νFj .
R
Now there is a measurable function v : X → [0, ∞[ such that v dµ ≤ γαj νFj and
R
D = {x : x ∈ X, f (x, y)χFj (y)ν(dy) ≤ v(x)}
has full outer measure in X, by 537Mb.
1 Pn R
(b) For y ∈ Y and x = hxi ii∈N ∈ X N , set h(x
x, y) = lim inf n→∞ i=0 f (xi , y). If y ∈ Y , then f (x, y)µ(dx) ≤
n+1
P We have a measurable function q : X → [0, ∞[ such that q(x) ≤ f (x, y) for every x
x, y) for µN -almost every x . P
h(x
and
Z Z n
1 X
f (x, y)µ(dx) = q dµ ≤ lim inf q(xi )
n→∞ n+1
i=0
n
1 X
≤ lim inf x, y)
f (xi , y) = h(x
n→∞ n+1
i=0

for almost every x = hxi ii∈N . Q


Q At the same time,
1 Pn
V = {hxi ii∈N : lim inf n→∞ v(xi ) ≤ γαj νFj }
n+1 i=0
R
is conegligible in X N , because v dµ ≤ γαj νFj .
(c) Set
W = {(xx, y) : x ∈ X N , y ∈ Fj , h(x
x, y) ≥ αj }
and consider the function χW : X N × Y → {0, 1}. If y ∈ Fj then f (x, y)µ(dx) ≥ αj so W −1 [{y}] is conegligible in
R

X N . On the other hand, if x = hxi ii∈N belongs to V ∩ DN ,

Z Z
x, y)ν(dy) ≤
αj χW (x x, y)χFj (y)ν(dy)
h(x
Z n
1 X
= lim inf f (xi , y)χFj (y)ν(dy)
n→∞ n+1
i=0
Z n
1 X
≤ lim inf f (xi , y)χFj (y)ν(dy)
n→∞ n+1
i=0
(133Kb)
537S Sierpiński sets, shrinking numbers and strong Fubini theorems 253

n Z
1 X
≤ lim inf f (xi , y)χFj (y)ν(dy)
n→∞ n+1
i=0
(133Jb)
n
1 X
≤ lim inf v(xi ) ≤ γαj νFj .
n→∞ n+1
i=0

(d) As V is conegligible and DN has full outer measure (254Lb),


Z Z ZZ
x, y)ν(dy)µN (dx
χW (x x) ≤ γνFj < νFj = x, y)µN (dx
χW (x x)ν(dy)
Z Z
= x, y)µN (dx
χW (x x)ν(dy).

But we are supposing that shr+N (µN ) ≤ cov N (ν N ), so this contradicts 537P. X
X
So we have the result.

537R Lemma Let (X, Σ, µ) be a complete probability space and (Y, T, ν) a probability space such that shr+N (µ) ≤
cov N (ν N ), where ν N is the product measure
R on Y . Let f : X × Y → R be a bounded function which is measurable
N

in each variable separately, and set u(x) = f (x, y)ν(dy) for x ∈ X. Then u : X → R is measurable.
proof ?? Otherwise, there are a non-negligible measurable set E ⊆ X and α, β ∈ R such that α < β and
µ∗ {x : x ∈ E, u(x) ≤ α} = µ∗ {x : x ∈ E, u(x) ≥ β} = µE
(413G). Let A ⊆ {x : x ∈ E, u(x) ≤ α} and B ⊆ {x : x ∈ E, u(x) ≥ β} be sets of cardinal less than shr+N (µ) and
outer measure greater than 21 µE (521Ca). Let hyi ii∈N be a sequence in Y such that
1 Pn
u(x) = limn→∞ f (x, yi )
n+1 i=0

for every x ∈ A ∪ B. Because x 7→ f (x, yi ) is measurable for each i, uA ∪ B is measurable; but this means that A and
B can be separated by measurable sets, which is impossible, because µ∗ A + µ∗ B > µE. X X

537S Proposition Let (X, Σ, µ) and (Y, T, ν) be probability spaces such that
shr+N (µ) ≤ cov N (ν N ),
where ν N is the product measure on Y N , and
cf([τ (ν)]≤ω ) < cov(E, N (µ)) for every E ∈ Σ \ N (µ),
where τ (ν) is the MaharamRR type of ν. Let f : X ×RRY → [0, ∞[ be a bounded function which is measurable in each
variable separately. Then f (x, y)µ(dx)ν(dy) and f (x, y)ν(dy)µ(dx) exist and are equal.

proof (a) Let Λ̃ ⊇ Σ⊗T b be the σ-algebra of sets W ⊆ X × Y such that all the vertical and horizontal sections of
W are measurable. If W ∈ Λ̃, then x 7→ νW [{x}] : X → [0, 1] is measurable, by 537R. If W ∈ Λ̃ and almost every
horizontal section of W is negligible, then
Z Z Z
νW [{x}]µ(dx) = χW (x, y)ν(dy)µ(dx)
Z Z
≤ χW (x, y)µ(dx)ν(dy) = 0

by 537Pa, so almost every vertical section of W is negligible.


(b) Let (B, ν̄) be the measure algebra of (Y, T, ν). If W ∈ Λ̃ and there is a metrically separable subalgebra C of B
containing W [{x}]• for every x ∈ X, then there is a W 0 ∈ Σ⊗T b such that W [{x}]4W 0 [{x}] is negligible for almost
P Note first that for every F ∈ T the map
every x. P
x 7→ ν(W [{x}]4F ) = ν((W 4(X × F ))[{x}]
is measurable, by (a). So x 7→ W [{x}]• : X → C is measurable, by 418Bc. By 418T(b-ii), there is a W 0 ∈ Σ⊗T
b such
that W [{x}]• = W 0 [{x}]• for almost every x. Q
Q
254 Topologies and measures III 537S

(c) In fact we find that for any W ∈ Λ̃ there is a W 0 ∈ Σ⊗T b such that W [{x}]4W 0 [{x}] is negligible for almost
every x. P P Set κ = τ (ν) = τ (B), and let heξ iξ<κ generate B. Let K ⊆ [κ]≤ω be a cofinal set of size cf[κ]≤ω . For
K ∈ K, let BK be the closed subalgebra of B generated by {eξ : ξ ∈ K} and AK the set {x : x ∈ X, W [{x}]• ∈ BK }.
Note that K 7→ AK is non-decreasing and that the union of any sequence in K belongs to K. So there is a K0 ∈ K
such that µ∗ AK0 = supK∈K µ∗ AK .
If E is a measurable envelope of AK0 , then {AK \ E : K ∈ K} is a cover of X \ E by negligible sets. So cov(X \ E,
N (µ)) ≤ cf[κ]≤ω and X \ E must be negligible, that is, AK0 has full outer measure.
Taking a sequence hFn in∈N in T such that {Fn• : n ∈ N} is dense in BK0 , we see from (a) that the function
x 7→ inf n∈N ν(W [{x}]4Fn ) is measurable, while it is zero on AK0 . So W [{x}]• ∈ BK0 for almost every x ∈ X, that is,
AK0 is actually conegligible. Taking a measurable conegligible set E 0 ⊆ AK0 and applying (b) to W ∩ (E 0 × Y ), we see
that there is a W 0 ∈ Σ⊗T
b such that W [{x}]4W 0 [{x}] is negligible for almost every x ∈ X. Q Q
(d) Now turn to the function f under consideration. Suppose for the moment that it is bounded. For q ∈ Q set
Wq = {(x, y) : f (x, y) ≥ q} ∈ Λ̃. By (c), we have Vq ∈ Σ⊗T b such that Vq [{x}]4Wq [{x}] is ν-negligible for µ-almost
every x, and therefore Wq−1 [{y}]4Vq−1 [{y}] is µ-negligible for ν-almost every y, by (a). If q ≤ q 0 then Wq0 \ Wq is
empty, so Vq0 [{x}] \ Vq [{x}] is ν-negligible for µ-almost every x, and Vq0 \ Vq is (µ × ν)-negligible, where µ × ν is the
T
product measure on X × Y . Similarly, q0 <q Vq0 \ Vq is negligible for every q. There is therefore a Σ⊗T-measurable
b
g : X × Y → R such that Vq 4{(x, y) : g(x, y) ≥ q} is (µ × ν)-negligible for every q ∈ Q. In this case,
{x : f (x, y) 6= g(x, y)} is µ-negligible for ν-almost every y,

{y : f (x, y) 6= g(x, y)} is ν-negligible for µ-almost every x,


and
ZZ ZZ Z
f (x, y)µ(dx)ν(dy) = g d(µ × ν)
g(x, y)µ(dx)ν(dy) =
ZZ ZZ
= g(x, y)ν(dy)µ(dx) = f (x, y)ν(dy)µ(dx).

(e) Finally, if f is unbounded, set fk (x, y) = min(f (x, y), k) for each k ∈ N. Then
ZZ ZZ
f (x, y)µ(dx)ν(dy) = lim fk (x, y)µ(dx)ν(dy)
k→∞
ZZ ZZ
= lim fk (x, y)ν(dy)µ(dx) = f (x, y)ν(dy)µ(dx).
k→∞

537X Basic exercises (a)(i) Let (X, Σ, µ) be a measure space such that singletons are negligible and cf N (µ) = ω1 .
Show that there is a Sierpiński subset of X. (ii) Show that if µ is Lebesgue measure on R and cf N (µ) = ω1 , then there
is a strongly Sierpiński subset of R.

(b) Show that for any uncountable cardinal κ there is a purely atomic probability space with a strongly Sierpiński
set of size κ.

(c) Let (X, Σ, µ) be a measure space. Show that the union of any sequence of Sierpiński sets in X is again a
Sierpiński set in X.

(d) Let (X, Σ, µ) be a measure space and Y any subspace of X. Show that a subset of Y is a Sierpiński set for the
subspace measure on Y iff it is a Sierpiński set for µ.

(e) Suppose that λ is an infinite cardinal and the usual measure νλ on {0, 1}λ has a Sierpiński set of size κ. Show
that νλ has a Sierpiński set A such that #(A ∩ E) = κ whenever νλ E > 0.

(f ) Let (X, ρ) be a non-separable metric space with r-dimensional Hausdorff measure, where r > 0. Show that X
has a Sierpiński subset of size equal to the topological density of X.

> (g) Suppose that non N < cov N , where N is the null ideal of Lebesgue measure on R. Let (X, T, Σ, µ) and
(Y, S,
RRT, ν) be Radon probability spaces of countable Maharam type, and f : X × Y → [0, ∞[ a function such that
f (x, y)µ(dx)ν(dy) and I 0 = f (x, y)ν(dy)µ(dx) are both defined. Show that I = I 0 .
RR
I=

> (h) Let (X, Σ, µ) be a probability space in which there is a well-ordered family in N (µ) with union X; e.g.,
because
R non N (µ) = #(X) or add N (µ)R = cov N (µ). Show that there is a function f : X × X → [0, 1] such that
f (x, y)µ(dx) = 0 for every y ∈ X and f (x, y)µ(dy) = 1 for every x ∈ X.
538A Filters and limits 255

> (i) (In this exercise, all integrals are to be taken with respect to one-dimensional Lebesgue measure µ.) (i) Find
a function f : [0, 1]2 → {0, 1} such that
RR RR
f (x, y)dxdy = 1 but f (x, y)dydx = 0. (Hint: there
RR is a disjoint family
hAy iy∈[0,1] of sets of full outer measure.) (ii) Find a function f : [0, 1]2 → {0, 1} such that f (x, y)dxdy = 1 but
f (x, y)dydx = 0. (iii) Find a function f : [0, 1]2 → {0, 1} such that
RR RR RR
f (x, y)dxdy = 1 but f (x, y)dydx = 0.
(Hint: enumerate [0, 1] as hxξ iξ<c in such a way that {xξ : ξ < non N (µ)} has full outer measure; set f (xξ , xη ) = 1 if
η < ξ.)

537Z Problems (a) Is it relatively consistent with ZFC to suppose that R, with Lebesgue measure, has a Sierpiński
subset but no strongly Sierpiński subset?

(b) Is it relatively consistent with ZFC to suppose that there is a probability space (X, µ) such that (X, µ) has a
Sierpiński set but its power (X N , µN ) does not?

537 Notes and comments It is easy to see that if c = ω1 then there is a strongly Sierpiński set of size ω1 for Lebesgue
measure (537Xa). Countable-cocountable measures have strongly Sierpiński sets for trivial reasons. To eliminate all
Sierpiński sets (on the definition of 537A) from atomless complete locally determined measure spaces, it is enough to
ensure that the uniformity of Lebesgue measure is greater than ω1 . For the simplest models with non-trivial Sierpiński
sets of size greater than ω1 , see 552E below.
The ‘entangled sets’ of 537C-537G belong rather to combinatorics than to measure theory; I go as far as I do into
this theory because it is interesting in view of 552E. But it includes a proof that if the continuum hypothesis is true
then there are two ccc partially ordered sets whose product is not ccc, which in its own context is of great importance.
Fubini’s theorem is so important in measure theory that exploration of its boundaries has been a perennial
RR challenge.
I gave elementary examples in 252Xf-252Xg to show that as soon as we abandon the requirement that |f (x, y)|dxdy <
∞ our repeated integrals can be expected to be unreliable. But for non-negative functions f on σ-finite spaces,
measurability is enough to ensure that repeated integrals are equal (252H). In this section I look for results which
will be valid for non-measurable functions. In 537I-537J we have a rather esoteric example – or, some would say, an
example from a topic which I have neglected in this book – which is unusual in that it is a theorem of ZFC; for a
note on its ancestry see Fremlin RR 93, 5L. In 537K-537LRR we see that, in the presence of a sufficient supply of Sierpiński
sets, for instance, we must have f (x, y)dxdy = f (x, y)dydx for ordinary bounded real-valued functions on the
product of probability spaces, as long as both repeatedR integrals are defined. The argument here depends on using the
strong law of large numbers to replace an integral f (x, y)dx by the limit of a sequence of averages of values f (xi , y).
This is why the Sierpiński sets must be available not in the original probability spaces X0 , . . . , Xm but in their powers
XjN . Of course for our favourite spaces, starting with [0, 1], (X N , µN ) is isomorphic to (X, µ), so this does not seem too
large a step; but it begs an obvious question (537Zb). For any result of this kind we certainly need some special axiom
(537Xh).
In 537L the hypothesis includes strongR ‘separate measurability’R conditions; we need not only separate measurability,
but measurability of the functions x 7→ f (x, y)dy and y 7→ f (y, x)dx. With a different set-theoretic hypothesis we
can relax these (537S). I approach this form through ideas from Humke & Laczkovich 05, where there is a careful
RR
analysis of repeated integrals of the form , etc. My own version is in 537N-537Q. At every step there are ZFC
R R
examples to show that we cannot change the formulae involving , without disaster (537Xi); but it is not so clear
that the set-theoretic hypotheses offered are unimprovable.

538 Filters and limits


A great many special types of filter have been studied. In this section I look at some which are particularly interesting
from the point of view of measure theory: Ramsey ultrafilters, measure-converging filters and filters with the Fatou
property. About half the section is directed towards Benedikt’s theorem (538M) on extensions of perfect probability
measures; on the way we need to look at measure-centering ultrafilters (538G-538K) nd iterated products of filters
(538E, 538L). The second major topic here is a study of ‘medial limits’ (538P-538S); these are Banach limits of a very
special type. In between, the measure-converging property (538N) and the Fatou property (538O) offer some intriguing
patterns.

538A Filters For ease of reference, I begin the section with a list of the special types of filter on N which we shall
be looking at later.
Definitions Let F be a filter on N.
256 Topologies and Measures III 538Aa

(a) F is free if it contains every cofinite subset of N.

(b) F is a p-point filter if it is free and for every sequence hAn in∈N in F there is an A ∈ F such that A \ An is
finite for every n ∈ N. (Compare 5A1Va.)

(c) F is Ramsey or selective if it is free and for every f : [N]2 → {0, 1} there is an A ∈ F such that f is constant
on [A]2 .

(d) F isPrapid if it is free and for every sequence htn in∈N of real numbers which converges to 0, there is an A ∈ F
such that n∈A |tn | is finite. Note that a free filter F on N is rapid iff for every f ∈ N N there is an A ∈ F such that
#(A ∩ f (k)) ≤ k for every k ∈ N. P P (i) If F is rapid and f ∈ N N , let g ∈ N N be a strictly increasing sequence such
1 P
that f ≤ g. Set ti = 2 if i < g(0), if g(k) ≤ i < g(k + 1); then there is an A ∈ F such that i∈A ti is finite; as F
k+1
P
is free, there is an A ∈ F such that i∈A ti ≤ 1, in which case #(A ∩ f (k)) ≤ #(A ∩ g(k)) ≤ k for every k ∈ N. (ii) If
F satisfies the condition and hti ii∈N → 0, take a strictly increasing f P ∈ N N such that ≤ 2−k whenever k ∈ N and
P∞ |ti | −k
i ≥ f (k); let A ∈ F be such that #(A ∩ f (k)) ≤ k for every k; then i∈A |ti | ≤ k=0 2 #(A ∩ f (k + 1) \ f (k)) is
finite. Q
Q

(e) F is nowhere dense if for every sequence htn in∈N in R there is an A ∈ F such that {tn : n ∈ A} is nowhere
dense.

(f ) F is measure-centering or has property M if whenever (A, µ̄) is a totally finite measure algebra and han in∈N
is a sequence in A such that inf n∈N µ̄an > 0, there is an A ∈ F such that {an : n ∈ A} is centered.

(g) F is measure-converging T is free and whenever (X, Σ, µ) is a probability space, hEn in∈N is a sequence in
S if it
Σ, and limn→∞ µEn = 1, then A∈F n∈A En is conegligible.

(h)S F has
T the Fatou property if whenever (X, Σ, µ) is a probability space, hEn in∈N is a sequence in Σ, and
X = A∈F n∈A En , then limn→F µEn is defined and equal to 1.

(i) For any countably infinite set I, I will say that a filter F on I is free, or a p-point filter, or Ramsey, etc., if
it is isomorphic to such a filter on N. Of course this usage is possible only because every property here is invariant
under permutations of N. For ‘rapid’ and ‘measure-converging’ filters, we need an appropriate translation of ‘sequence
converging to 0’; the corresponding notion on an arbitrary index set I is a function u ∈ c0 (I), that is, a real-valued
function u on I such that {i : i ∈ I, |u(i)| ≥ } is finite for every  > 0; if we give I its discrete topology, c0 (I) is C0 (I)
as defined in 436I.

538B We need a number of basic ideas which can profitably be examined in a rather more general context. I start
with a fundamental pre-order on the class of all filters.
The Rudin-Keisler ordering If F, G are filters on sets I, J respectively, we say that F ≤RK G if there is a function
f : J → I such that
F = f [[G]] = {A : A ⊆ I, f −1 [A] ∈ G},
the filter on I generated by {f [B] : B ∈ G}. Of course ≤RK is reflexive and transitive. If F ≤RK G and G is an
ultrafilter, then F is an ultrafilter (2A1N). If F is a principal ultrafilter then F ≤RK G for every filter G.

538C Lemma (a) If I is a set, F is an ultrafilter on I and f : I → I is a function such that f [[F]] = F, then
{i : f (i) = i} ∈ F.
(b) If I is a set, F and G are ultrafilters on I, F ≤RK G and G ≤RK F, then there is a bijection h : I → I such that
h[[F]] = G; that is, F and G are isomorphic.
proof (a) It is enough to consider the case in which I = κ is a cardinal.
(i) {ξ : ξ < κ, ξ ≤ f (ξ)} ∈ F. P
P Define hDn in∈N , hEn in∈N by saying that
D0 = κ, Dn+1 = {ξ : ξ ∈ Dn , f (ξ) ∈ Dn , f (ξ) < ξ}, En = Dn \ Dn+1
for n ∈ N. If ξ ∈ Dn then ξ > f (ξ) > . . . > f n (ξ), so n∈N Dn = ∅ and hEn in∈N is a partition of κ. If ξ ∈ En+1 then
T

f n+1 (ξ) < f n (ξ) < . . . < ξ, f n+1 (ξ) ≤ f n+2 (ξ), so f (ξ) ∈ En . Set E = n≥1 E2n , E 0 = n∈N E2n+1 ; then f [E] ⊆ E 0
S S

is disjoint from E, so E ∈ / F. Also f [E 0 ] ⊆ E ∪ E0 is disjoint from E 0 , so E 0 ∈


/ F. Because F is an ultrafilter, E0 ∈ F,
as claimed. Q Q
538Df Filters and limits 257

/ F then B = n∈N (f n )−1 [A] does not belong to F. P


S
(ii) If A ⊆ I and A ∈ P For ξ ∈ B set m(ξ) = min{n : n ∈ N,
f n (ξ) ∈ A}. If m(ξ) > 0 then m(f (ξ)) = m(ξ) − 1. So setting C = {ξ : m(ξ) is even and not 0}, C 0 = {ξ : m(ξ) is
odd} we have f [C] ∩ C = ∅, f [C 0 ] ∩ CS
0
= ∅ and B ⊆ A ∪ C ∪ C 0 ; so
TB ∈
/ F. Q
Q
Turning this round, if A ∈ F then n∈N (f n )−1 [κ \ A] ∈
/ F and n∈N (f n )−1 [A] ∈ F.
(iii) For ξ < κ set
g(ξ) = min{ζ : there is some n ∈ N such that f n (ζ) = ξ}.
P If A ∈ F then F contains n∈N (f n )−1 [A] ⊆ g −1 [A], so g −1 [A] ∈ F. Thus F ⊆ g[[F]]; as F is an
T
Then g[[F]] = F. P
ultrafilter, F = g[[F]]. Q
Q
Now g(ξ) ≤ ξ for every ξ < κ; applying (i) to g, we see that G = {ξ : g(ξ) = ξ} ∈ F. But consider H = {ξ : ξ < f (ξ)}.
Then g(η) < η for every η ∈ f [H], so f [H] ∈ / F and H ∈ / F. Since we already know that {ξ : ξ ≤ f (ξ)} ∈ F, we see
that {ξ : f (ξ) = ξ} belongs to F, as claimed.
(b) Let f , g : I → I be such that f [[F]] = G and g[[G]] = F. Then (gf )[[F]] = g[[f [[F]] ]] = F, so J0 = {i : g(f (i)) =
i} ∈ F, by (a). Similarly, J1 = {i : f (g(i)) = i} belongs to G. Set J = J0 ∩ f −1 [J1 ] ∈ F; then g(f (i)) = i for every
i ∈ J and f (g(j)) = j for every j ∈ f [J], so f J and gf [J] are inverse bijections between J ∈ F and f [J] ∈ G. If J
is finite, then certainly #(I \ J) = #(I \ f [J]) and there is an extension of f J to a bijection from I to itself. If J is
infinite, let J 0 ⊆ J be a set such that #(J 0 ) = #(J \ J 0 ) = #(J) and J 0 ∈ F; then #(I \ J 0 ) = #(I \ f [J 0 ]) = #(I) so
there is an extension of f J 0 to a bijection from I to itself.
Thus in either case we have a bijection h : I → I and a K ∈ F such that K ⊆ J and hK = f K. But now
h[[F]] = G and h is an isomorphism between (I, F) and (I, G).

538D Finite products of filters (a) Suppose that F, G are filters on sets I, J respectively. I will write F n G for
{A : A ⊆ I × J, {i : A[{i}] ∈ G} ∈ F}.
It is easy to check that F n G is a filter. (Compare the skew product I n J of ideals defined in 527Ba.)
(b) If F and G are ultrafilters, so is F n G. P
P If A ⊆ I × J and A ∈
/ F n G, then {i : A[{i}] ∈ G} ∈
/ F} and
{i : ((I × J) \ A)[{i}] ∈ G} = {i : i ∈ I, J \ A[{i}] ∈ G} = I \ {i : A[{i}] ∈ G} ∈ F,
so (I × J) \ A ∈ F n G. Q
Q
(c) If F, G and H are filters on I, J, K respectively, then the natural bijection between (I × J) × K and I × (J × K)
is an isomorphism between (F n G) n H and F n (G n H). P P If A ⊆ I × (J × K) and B = {(i, j), k) : (i, (j, k)) ∈ A},
then

A ∈ F n (G n H) ⇐⇒ {i : A[{i}] ∈ G × H} ∈ F
⇐⇒ {i : {j : (A[{i}])[{j}] ∈ H} ∈ G} ∈ F
⇐⇒ {(i, j) : (A[{i}])[{j}] ∈ H} ∈ F n G
⇐⇒ {(i, j) : B[{(i, j)}] ∈ H} ∈ F n G
⇐⇒ B ∈ (F n G) n H. Q
Q

(d) It follows that we can define a product F0 n . . . n Fn of any finite string F0 , . . . , Fn of filters, and under the
natural identifications of the base sets we shall have (F0 n . . . n Fn ) n (Fn+1 n . . . n Fm ) identified with F0 n . . . n Fm
whenever F0 , . . . , Fn , . . . , Fm are filters.
(e) For any filters F and G, F ≤RK F n G and G ≤RK F n G. P P Taking the base sets to be I, J respectively and
f (i, j) = i, g(i, j) = j for i ∈ I and j ∈ J, we have F = f [[F n G]] and G = g[[F n G]]. Q Q
Inducing on n, we see that Fn ≤RK F0 n. . .nFn whenever F0 , . . . , Fn are filters; consequently Fm ≤RK F0 n. . .nFn
whenever F0 , . . . , Fn are filters and m ≤ n.
(f ) If F, F 0 , G and G 0 are filters, with F ≤RK F 0 and G ≤RK G 0 , then F n G ≤RK F 0 n G 0 . P P Let the base sets
of the filters be I, I 0 , J and J 0 , and let f : I 0 → I and g : J 0 → J be such that F = f [[F 0 ]] and G = g[[G 0 ]]. Set
h(i, j) = (f (i), g(j)) for i ∈ I and j ∈ J. If A ⊆ I × J, then

h−1 [A] ∈ F 0 n G 0 ⇐⇒ {i : (h−1 [A])[{i}] ∈ G 0 } ∈ F 0


⇐⇒ {i : g −1 [A[{f (i)}]] ∈ G 0 } ∈ F 0
⇐⇒ {i : A[{f (i)}] ∈ G} ∈ F 0
⇐⇒ {i : A[{i}] ∈ G} ∈ F ⇐⇒ A ∈ F n G.
258 Topologies and Measures III 538Df

So F n G = h[[F 0 n G 0 ]] and F n G ≤RK F 0 n G 0 . Q


Q
Accordingly F0 n . . . n Fn ≤RK G0 n . . . n Gn whenever Fi ≤RK Gi for every i ≤ n.

(g) It follows that if F0 , . . . , Fn are filters and k0 < . . . < km ≤ n, then Fk0 n . . . n Fkm ≤RK F0 n . . . n Fn . P
P
Induce on m to see that Fk0 n . . . n Fkm ≤RK F0 n . . . n Fkm . Q Q

538E There are many variations on the construction here. A fairly elaborate extension will be needed in 538L
below.
Iterated products of filters (a) First, a scrap of notation. Set S ∗ = i∈N N i . If i, j ∈ N, σ ∈ N i and τ ∈ N j , define
S

σ a τ ∈ N i+j by setting

(σ a τ )(k) = σ(k) if k < i,


= τ (k − i) if i ≤ k < i + j.
For k ∈ N write <k> for the member of N 1 with value k.
Fix on a family hθ(ξ, k)i1≤ξ<ω1 ,k∈N such that each hθ(ξ, k)ik∈N is a non-decreasing sequence running over a cofinal
subset of ξ. (You will probably prefer to suppose that when ξ = η + 1 is a successor ordinal, then θ(ξ, k) = η for every
k ∈ N.)

(b) Now suppose that ζ is a non-zero countable ordinal. Let hFξ i1≤ξ≤ζ be a family of free filters on N. For ξ ≤ ζ,
define Gξ ⊆ PS ∗ as follows. Start by taking G0 to be the principal filter generated by {∅}. For 1 ≤ ξ ≤ ζ, set
Gξ = {A : A ⊆ S ∗ , {k : k ∈ N, {τ : <k>a τ ∈ A} ∈ Gθ(ξ,k) } ∈ Fξ }.
It is elementary to check that every Gξ is a filter. Moreover, if every Fξ is an ultrafilter, so is every Gξ .

(c) Continuing from (b), we find that Fξ ≤RK Gξ whenever 1 ≤ ξ ≤ ζ and Gη ≤RK Gξ whenever 0 ≤ η ≤ ξ ≤ ζ. P P
Induce on ξ. Define f : S ∗ → N by setting f (τ ) = τ (0) if τ 6= ∅, f (∅) = 0. (i) If ξ ≥ 1, then for B ⊆ N,

f −1 [B] ∈ Gξ ⇐⇒ {k : {τ : <k>a τ ∈ f −1 [B]} ∈ Gθ(ξ,k) } ∈ Fξ


⇐⇒ B ∈ Fξ ,
so Fξ = f [[Gξ ]] ≤RK Gξ . (ii) If η = ξ ≤ ζ then of course Gη ≤RK Gξ . (iii) If 0 ≤ η < ξ then there is a k0 such
that η ≤ θ(ξ, k) for k ≥ k0 . For k ≥ k0 , Gη ≤RK Gθ(ξ,k) by the inductive hypothesis; let gk : S ∗ → S ∗ be such that
Gη = gk [[Gθ(ξ,k) ]]. Now define g : S ∗ → S ∗ by setting

g(τ ) = gk (σ) if k ≥ k0 and τ = <k>a σ,


= ∅ otherwise.
For B ⊆ S ∗ ,

g −1 [B] ∈ Gξ ⇐⇒ {k : {σ : <k>a σ ∈ g −1 [B]} ∈ Gθ(ξ,k) } ∈ Fξ


⇐⇒ {k : k ≥ k0 , {σ : g(<k>a σ) ∈ B} ∈ Gθ(ξ,k) } ∈ Fξ
(because Fξ is free)
⇐⇒ {k : k ≥ k0 , {σ : gk (σ) ∈ B} ∈ Gθ(ξ,k) } ∈ Fξ
⇐⇒ {k : k ≥ k0 , B ∈ Gη } ∈ Fξ ⇐⇒ B ∈ Gη ,

so Gη = g[[Gξ ]] ≤RK Gξ . Q
Q

(d) It follows that if 1 ≤ ξ0 < . . . < ξn ≤ ζ then Fξn n . . . n Fξ0 ≤RK Gξn . P
P Induce on the pair (ξn , n). If ξn = 1
then n = 0 and we just have F1 ≤RK G1 , as in part (i) of the proof of (c). For the inductive step to ξn = ξ > 1, if
n = 0 then again we need only note that Fξ0 = Fξ ≤RK Gξ . If n > 0, let k0 ≥ 1 be such that ξn−1 ≤ θ(ξ, k) for every
k ≥ k0 . For k ≥ k0 ,
Fξn−1 n . . . n Fξ0 ≤RK Gξn−1 ≤ Gθ(ξ,k)
by the inductive hypothesis, so we have a function gk : S ∗ → N n such that Fξn−1 n . . . n Fξ0 = gk [[Gθ(ξ,k) ]]. Define
g : S ∗ → N n+1 by setting

g(τ ) = <k>a gk (σ) if k ≥ k0 and τ = <k>a σ,


= the constant function with value 0 otherwise.
538F Filters and limits 259

Then, for B ⊆ N n+1 ,

g −1 [B] ∈ Gξ ⇐⇒ {k : {σ : g(<k>a σ) ∈ B} ∈ Gθ(ξ,k) } ∈ Fξ


⇐⇒ {k : k ≥ k0 , {σ : <k>a gk (σ) ∈ B} ∈ Gθ(ξ,k) } ∈ Fξ
⇐⇒ {k : k ≥ k0 , {σ : gk (σ) ∈ Bk } ∈ Gθ(ξ,k) } ∈ Fξ
(writing Bk = {σ : <k>a σ ∈ B} ⊆ N n for k ∈ N)
⇐⇒ {k : k ≥ k0 , Bk ∈ Fξn−1 n . . . n Fξ0 } ∈ Fξ
⇐⇒ {k : k ∈ N, Bk ∈ Fξn−1 n . . . n Fξ0 } ∈ Fξ
⇐⇒ B ∈ Fξn n . . . n Fξ0 .

Thus g witnesses that Fξn n . . . n Fξ0 ≤RK Gξn , and the induction proceeds. Q
Q
Consequently Fξn n . . . n Fξ0 ≤RK Gζ whenever 1 ≤ ξ0 < . . . < ξn ≤ ζ.

(e) The following special remark will be useful in Theorem 538L. Suppose that we are given Aξ ∈ Fξ for each
ξ ∈ [1, ζ]. Define T ⊆ S ∗ and α : T → [0, ζ] as follows. Start by saying that ∅ ∈ T and α(∅) = ζ. Having determined
T ∩ N n and αT ∩ N n , where n ∈ N, then for τ ∈ N n+1 say that τ ∈ T iff τ is of the form σ a <k> where
σ ∈ T ∩ Nn, α(σ) > 0, k ∈ Aα(σ) , σ(i) < k for every i < n,
and in this case set α(τ
T) = θ(α(σ), k). Continue.

= {τ : τ ∈ T ∩ n∈N Dn , α(τ ) = 0} belongs to Gζ . P
S
Suppose that D ∈ 1≤ξ≤ζ Fξ . Then TD P I aim to show by

induction on ξ that if τ ∈ T ∩ n∈N Dn and α(τ ) = ξ then {σ : τ a σ ∈ TD
S
} belongs to Gξ . If ξ = 0 then of course

{σ : τ a σ ∈ TD } = {∅} ∈ G0 . For the inductive step to ξ > 0,


{k : {σ : τ a <k>a σ ∈ TD } ∈ Gθ(ξ,k) }
⊇ {k : k ∈ D, τ a <k> ∈ T, α(τ a <k>) = θ(ξ, k)}
(by the inductive hypothesis)
⊇ {k : k ∈ Aξ ∩ D, τ (i) < k for every i < dom τ }
∈ Fξ ,


so {σ : τ a σ ∈ TD } ∈ Gξ . At the end of the induction, we can apply this to τ = ∅ and ξ = ζ. Q
Q

538F Ramsey filters There is an extensive and fascinating theory of Ramsey filters; see, for instance, Comfort
& Negrepontis 74. Here, however, I will give only those fragments which are directly relevant to the other work of
this section.
Proposition (a) A Ramsey filter on N is a rapid p-point ultrafilter.
(b) If F is a Ramsey ultrafilter on N, G is a non-principal ultrafilter on N, and G ≤RK F, then F and G are isomorphic
and G is a Ramsey ultrafilter.
(c) Let F be a Ramsey filter on N. Suppose that hAn in∈N is any sequence in F. Then there is an A ∈ F such that
n ∈ Am whenever m, n ∈ A and m < n.
(d) Let F be a Ramsey filter on N. Let S ⊆ [N]<ω be such that ∅ ∈ S and {n : I ∪ {n} ∈ S} ∈ F for every I ∈ S.
Then there is an A ∈ F such that [A]<ω ⊆ S.
(e) If F is a countable family of distinct Ramsey filters on N, there is a disjoint family hAF iF ∈F of subsets of N such
that AF ∈ F for every F ∈ F.

(f) Let F be a countable family of non-isomorphic Ramsey ultrafilters T on N, and h : N → [F] a function. Suppose
that we are given an AF ∈ F for each F ∈ F. Then there is an A ∈ F such that whenever i, j ∈ A, F ∈ h(i) and
i < j, there is a k ∈ AF such that i < k < j.
(g) If cov M = c, where M is the ideal of meager subsets of R, there is a Ramsey ultrafilter on N.
proof (a) Let F be a Ramsey filter on N.
P Let A be any subset of N. Define f : [N]2 → {0, 1} by setting f (I) = 1 if #(I ∩ A) = 1,
(i) F is an ultrafilter. P
0 otherwise. Then we have an I ∈ F such that f is constant on [I]2 . As F is free, #(I) ≥ 3 and the constant value of
f cannot be 1. So either I ⊆ A and A ∈ F, or I ∩ A = ∅ and N \ A ∈ F. As A is arbitrary, F is an ultrafilter. Q Q
260 Topologies and Measures III 538F

T
(ii) F is a p-point filter. P
P Let hIn in∈N be a sequence in F. Set Kn = (N \ n) ∩ i<n Ii , Jn = Kn \ Kn+1 for
each n; then hJn in∈N is a partition of N. Define f : [N]2 → {0, 1} by setting f (a) = 0 if there is an n ∈ N such that
a ⊆ Jn , 1 otherwise. Let I ∈ F be such that f is constant on [I]2 .
Since N \ Jn ∈ F for every n, there must be two points in I belonging to different Jn ; so that the constantSvalue of f
must be 1, and no two points of I belong to the same Jn . In particular, I ∩ Jn is always finite, and I \ In ⊆ i≤n I ∩ Ji
is always finite. As hIn in∈N is arbitrary, F is a p-point filter. Q
Q
(iii) F is rapid. PP Let htn in∈N be a sequence converging to 0. For each n, set In = {i : |ti | ≤ 2−n }; as F is
free, In ∈ F. Looking again at the proof of (ii) above, we see that the construction there gives us an I ∈ F such that
#(I \ In ) ≤ n + 1 for every n. We can therefore enumerate I as hkn in∈N in such a way that kn+1 ∈ In for every n. But
this means that
P P∞ P∞ −n+1
i∈I |ti | = n=0 |tkn | ≤ |tk0 | + n=1 2 < ∞.
As htn in∈N is arbitrary, F is rapid. Q
Q
(b) Let f : N → N be such that f [[F]] = G. Set S = {K : K ∈ [N]2 , f K is constant}. Then there is an A ∈ F such
that either [A]2 ⊆ S or [A]2 ∩ S = ∅, that is, f is either constant or injective on A. Since f [A] ∈ G, f [A] is infinite, so
f is injective on A. Let g : N → N be any function extending (f A)−1 ; then gf (n) = n for every n ∈ A, so
(gf )[[F]] = {I : (gf )−1 [I] ∈ F} = {I : A ∩ (gf )−1 [I] ∈ F} = {I : A ∩ I ∈ F} = F.
But this means that g[[G]] = F and F ≤RK G.
By 538Cb, F and G are isomorphic, so G also must be a Ramsey ultrafilter.
(c) Set S = {{m, n} : m < n, n ∈ Am } ⊆ [N]2 . If A ∈ F, take m = min A; then A meets Am \ (m + 1), so [A]2
meets S. There is therefore an A ∈ F such that [A]2 ⊆ S, that is, n ∈ Am whenever m, n ∈ A and m < n.
(d) For n ∈ N, set
An = {i : I ∪ {i} ∈ S whenever I ⊆ n + 1 and I ∈ S} ∈ F.
By (c), there is an A ∈ F such that n ∈ Am whenever m, n ∈ A and m < n; and we can suppose that A ⊆ A0 , so that
{n} ∈ S for every n ∈ A. Now an easy induction on n shows that P(A ∩ n) ⊆ S for every n, so [A]<ω ⊆ S.
(e) Enumerate F as hFn in<#(F) . For distinct m, n < #(F) there is a Bmn ∈ Fm \ Fn . P P We know that there is a
set in Fm 4Fn ; now either this set or its complement will serve for Bmn . Q
Q Because every member of F is a p-point
S n < #(F) a set Cn ∈ Fn such that Cn \ (Bnm \ Bmn ) is finite for every m < #(F)
filter ((a) above), we can find for each
such that m 6= n. Set AFn = Cn \ m<n Cm for n < #(F); then hAF iF ∈F is disjoint. Since
Cm ∩ Cn ⊆ (Cm \ Bmn ) ∪ (Cn ∩ Bmn )
is finite whenever m 6= n, Cn \ AFn is finite, and AFn ∈ Fn for each n < #(F).
S
(f )(i) We can suppose that h(i) ⊆ h(j) whenever i ≤ j, and that F = i∈N h(i) is countable. Let g : N → N
be a strictly increasing function such that g(0) > 0 and whenever i ∈ N and F ∈ h(i), there is a k ∈ AF such that
i < k < g(i). Set lm = g m (0) and Jm = lm+1 \ lm for each m, so that hJm im∈N is a partition of N. Let haξ iξ<ω1 be a
family S of infinite subsets of N, all containing 0, such that aξ ∩ aη is finite for all distinct ξ, η < ω1 (5A1Fa), and set
Mξ = m∈aξ Jm for each ξ; then Mξ ∩ Mη is finite for all distinct ξ, η < ω1 . It follows that each member of F can
T one Mξ , and there is a ξ < ω1 such that Mξ does not belong to any member of F, that is, M = N \ Mξ
contain at most
belongs to F.
(ii) Define f : N → N by setting f (n) = max{m : m ∈ aξ , lm ≤ n} for n ∈ N. For each F ∈ F, f [[F]] is isomorphic
to F, by (b). It follows that if F, F 0 are distinct members of F, f [[F]] 6= f [[F 0 ]]. Because F is countable, there is a
disjoint family hKF iF ∈F of sets such that KF ∈ f [[F]] for every F ∈ F ((e) above). Set LF = f −1 [KF ] ∈ F for each
F ∈ F.
(iii) Set S = {{i, j} : i, j ∈ N, i < j < g(i)}. For each F ∈ F, there is an L0F ∈ F such that L0F ⊆ LF and [L0F ]2
is either included in S or disjoint from S. The former is surely impossible, since L0F is infinite, so [L0F ]2 ∩ S = ∅, that
is, g(i) ≤ j whenever i, j ∈ L0F and i < j.
(iv) Consider A = F ∈F L0F ∩ M . Then A ∈ F. Suppose that i, j ∈ A and i < j; then g(i) ≤ j. P
S T
P Let F,
F 0 ∈ F be such that i ∈ L0F and j ∈ L0F 0 .
case 1 If F = F 0 , then both i and j belong to L0F , so g(i) ≤ j by (iii).
case 2 If F 6= F 0 , then i ∈ LF and j ∈ LF 0 , so f (i) ∈ KF and f (j) ∈ KF 0 and f (i) 6= f (j). Let m, n ∈ N be
such that i ∈ Jm and j ∈ Jn ; since j ∈
/ Mξ , n ∈
/ aξ and f (j) < n. As KF and KF 0 are disjoint, f (i) < f (j). It follows
that m < f (j) < n, so
538G Filters and limits 261

g(i) ≤ g(lm+1 ) ≤ g(lf (j) ) ≤ ln ≤ j


and g(i) ≤ j in this case also. Q
Q
By the choice of g, this means that if F ∈ h(i) there must be a k ∈ AF such that i < k < j, as required.
(g)(i) Suppose that E ⊆ PN is a filter base, containing N \ n for every n ∈ N, and of size less than cov M. Let
f : [N]2 → {0, 1} be a function. Then there is an F ⊆ N such that f is constant on [F ]2 and F meets every member of
E. PP Set
E + = {J : J ⊆ N, J ∩ E 6= ∅ for every E ∈ E},

Sn = {n} ∪ {i : i ∈ N \ {n}, f ({i, n}) = 1},

Sn0 = {n} ∪ {i : i ∈ N \ {n}, f ({i, n}) = 0}


for n ∈ N.
case 1 Suppose that {n : n ∈ J, J ∩ Sn ∈ E + } belongs to E + for every J ∈ E + . Set
I = {I : I ∈ [N]<ω , f (K) = 1 for every K ∈ [I]2 , N ∩ i∈I Si ∈ E + }.
T

If I ∈ I, J = N ∩ i∈I Si and E ∈ E, then J ∈ E + ; because E is a filter base, J ∩ E ∈ E + ; by hypothesis, {n : n ∈ J ∩ E,


T
J ∩ E ∩ Sn ∈ E + } belongs to E + and is not empty. There is therefore some n ∈ J ∩ E such that J ∩ Sn ∈ E + , in which
case I ∪ {n} ∈ I.
In particular, there is some k ∈ N such that {k} ∈ I. Set
C = {α : α ∈ N N , {α(i) : i < m} ∈ I for every m ∈ N}.
Then C is compact, and it is non-empty because the constant function with value k belongs to C. Moreover, if α ∈ C
and m ∈ N and E ∈ E, there is an n ∈ E such that {α(i) : i < m} ∪ {n} ∈ I, so there is a β ∈ C such that β(i) = α(i)
for i < m and β(m) = n. Thus {β : β ∈ C, E ∩ β[N] 6= ∅} is a dense open subset of C. Writing M(C) for the ideal of
meager subsets of C, cov M(C) is either ∞ (if C has an isolated point) or cov M, by 522Vb; in either case, it is greater
than #(E). There is therefore some α ∈ C such that F = α[N] meets every member of E; in this case, f is equal to 1
everywhere in [F ]2 , so we have an appropriate F .
case 2 Otherwise, there is a K ∈ E + such that {n : n ∈ K, K ∩ Sn ∈ E + } does not belong to E + . Let E0 ∈ E
be disjoint from {n : n ∈ K, K ∩ Sn ∈ E + }. Set G = E ∪ {K ∩ E : E ∈ E}, so that G is a filter base and #(G) < cov M.
If n ∈ E0 then there is an En0 ∈ E disjoint from K ∩ Sn . So if J ∈ G + , J ∩ Sn0 ⊇ (J ∩ K ∩ En0 ) \ {n} belongs to G + for
every n ∈ E0 ; accordingly {n : n ∈ J, J ∩ Sn0 ∈ G + } ⊇ J ∩ E0 belongs to G + .
We can therefore apply the argument of case 1 to G and the function 1 − f to see that there is an F ⊆ N, meeting
every member of G ⊇ E, such that f = 0 on [F ]2 . Q Q
(ii) Enumerate the set of functions from [N]2 to {0, 1} as hfξ iξ<c . Choose a non-decreasing family hEξ iξ≤c
inductively, as follows; the inductive hypothesis will be that Eξ ⊆ PN is a filter base of cardinal at most max(ω, #(ξ)).
Start with E0 = {N \ n : n ∈ N}. Given Eξ , where ξ < c = cov M, use (i) to find a set Fξ , meeting every member of Eξ ,
such that fξ is constant
S on [Fξ ]2 ; take Eξ+1 = Eξ ∪ {E ∩ Fξ : E ∈ Eξ }. Given hEη iη<ξ , where ξ ≤ c is a non-zero limit
ordinal, set Eξ = η<ξ Eη .
At the end of the induction, let F be the filter generated by Ec ; then F is a Ramsey filter.

538G Measure-centering filters: Theorem Let F be a free filter on N. Write νω for the usual measure on
{0, 1}N , Tω for its domain and (Bω , ν̄ω ) for its measure algebra. Then the following are equiveridical:
(i) F is measure-centering;
(ii) whenever han in∈N is a sequence in Bω such that inf n∈N ν̄ω an > 0, there is an A ∈ F such that {an : n ∈ A} is
centered; T
(iii) whenever hFn in∈N is a sequence in Tω such that inf n∈N νω Fn > 0, there is an A ∈ F such that T Fn 6= ∅;
n∈A
(iv) whenever (X, Σ, µ) is a perfect totally finite measure space and hFn in∈N is a sequence in Σ, µ∗ ( A∈F n∈A Fn ) ≥
S
lim inf n→F µFn ;
(v) whenever µ is a Radon probability measure on PN, then µ∗ F ≥ lim inf n→F µEn , where En = {a : n ∈ a ⊆ N}
for each n.
proof (i)⇒(ii) is trivial.
not-(iv)⇒not-(ii) Suppose thereS are Ta perfect totally finite measure space (X, Σ, µ) and
S aTsequence hFn in∈N in
Σ such that lim inf n∈N µFn > µ∗ ( A∈F n∈A Fn ). Let F be a measurable envelope of A∈F n∈A Fn . Let T be
the σ-subalgebra of Σ generated by {F } ∪ {Fn : n ∈ N}; then µ T is a compact measure (451F). Let ν be its
262 Topologies and Measures III 538G

1
normalization µ T; then ν is a compact probability measure. We see that lim inf n→F νFn > νF ; take γ such that
µX
νF < γ < lim inf n→F νFn , and set C = {n : νFn > γ}, so that C ∈ F.
Let K be a compact class such that ν is inner regular with respect to K. For n ∈ C, let Kn ∈ K ∩ T be such that
Kn ⊆ Fn \ F and νKn ≥ γ − νF ; for n ∈ N \ C set Kn = X.
The measure algebra (B, ν̄) of ν is a probability algebra with countable Maharam type, so there is a measure-
preserving Boolean homomorphism π : B → Bω (332P or 333D). Set an = πKn• for each n. Then
ν̄ω an = νKn ≥ γ − νF > 0
T T
for every n. On the other hand, if A ∈ F, then A ∩ C ∈ F so n∈A∩C Kn ⊆ n∈A∩C Fn \ T F is empty. As Kn belongs
to the compactTclass K for every n ∈ A ∩ C, there must be a finite set I ⊆ A ∩ C such that n∈I Kn = ∅, in which case
inf n∈I an = π( n∈I Kn )• = 0. This shows that {an : n ∈ A} is not centered. So han in∈N witnesses that (ii) is false.
(iv)⇒(i) Suppose that (iv) is true. Take a totally finite measure algebra (A, µ̄) and a sequence han in∈N in A such
that inf n∈N µ̄an > 0. Let (Z, µ) be the Stone space of (A, µ̄), so that Z is compact and µ is a Radon measure on Z
(411Pe), therefore perfect (416Wa). For n ∈ N let b
an ⊆ Z be the open-and-closed set corresponding to an ∈ A. Then
an ≥ inf n∈N µb
lim inf n→F µb an = inf n∈N µ̄an > 0,

S T T
so µT ( A∈F n∈A b an ) > 0 and there is an A ∈ F such that n∈A b an is non-empty. In particular, (inf n∈I an )b =
Z ∩ n∈I b an is non-empty for every finite I ⊆ A, so {an : n ∈ A} is centered. As (A, µ̄) and han in∈N are arbitrary, F
is a measure-centering filter.
(iv)⇒(v) The point is simply that µ is perfect (416Wa again) and that
S T S
A∈F n∈A En = A∈F {a : A ⊆ a ⊆ N} = F.

(v)⇒(iii) Suppose that (v) is true, and that hFn in∈N is a sequence in Tω such that inf n∈N νω Fn > 0. Define
φ : {0, 1}N → PN by setting φ(x) = {n : x ∈ Fn } for each n. Then φ is almost continuous (418Dd or otherwise), so the
image measure µ = νω φ−1 is a Radon probability measure on PN (418I). Defining En as in (v), we have
µEn = νω φ−1 [En ] = νω Fn
for every n ∈ N, so
0 < inf n∈N ν̄ω an ≤ lim inf n→F µEn ≤ µ∗ F = ν ∗ φ−1 [F]
(451Pc7 ). In particular, there must be an x ∈ φ−1 [F], so that A = {n : x ∈ Fn } belongs to F, and
T
n∈A Fn is
non-empty.
(iii)⇒(ii) Assume (iii). Let han in∈N be a sequence in Bω such that inf n∈N ν̄ω an > 0. Let θ : Bω → Tω be a lifting
(341K),
T and set Fn = θan for each n. ThenTνω Fn = ν̄ω an for every n, so (iii) tells us that there is an A ∈ F such that
n∈A Fn 6= ∅. In this case, θ(inf n∈I an ) = n∈I Fn 6= ∅ for every non-empty finite I ⊆ A, so {an : n ∈ A} is centered.

538H Proposition (a) Any measure-centering filter on N is an ultrafilter.


(b) If F is a measure-centering ultrafilter on N and G is a filter on N such that G ≤RK F, then G is measure-centering.
(c) Every Ramsey ultrafilter on N is measure-centering.
(d) (Shelah 98) Every measure-centering ultrafilter on N is a nowhere dense ultrafilter.
(e) (Benedikt 99) If cov N = c, where N is the Lebesgue null ideal, then there is a measure-centering ultrafilter
on N.
proof (a) Let (A, µ̄) be any totally finite measure algebra such that A has disjoint non-zero elements a, b. Given
I ⊆ N, set an = a if n ∈ I, b if n ∈ N \ I. Then inf n∈N ν̄ω an > 0, so there is a J ∈ F such that {an : n ∈ J} is centered,
in which case either J ⊆ I or J ∩ I = ∅; so that one of I, N \ I must belong to F.
(b) Let f : N → N be such that f [[F]] = G. Let (A, µ̄) be a totally finite measure algebra and han in∈N a sequence
in A with inf n∈N µ̄an > 0. Then haf (n) in∈N has the same property, so there is an A ∈ F such that {af (n) : n ∈ A} is
centered. Now f [A] ∈ G and {am : m ∈ f [A]} is centered.
(c) Let F be a Ramsey ultrafilter, (A, µ̄) a totally finite measure space, and han in∈N a sequence in A such that
γ = inf n∈N µ̄an is greater than 0. Set b = inf A∈F supn∈A an ; then µ̄b ≥ γ. Set S = {I : I ∈ [N]<ω , b ∩ inf n∈I an 6= 0}.
Then ∅ ∈ S. If I ∈ S, set c = b ∩ inf n∈I an and C = {n : c ∩ an = 0}. Then supn∈C an does not meet c so does not
include b, and C ∈ / F. Accordingly
{n : I ∪ {n} ∈ S = N \ C ∈ F.
7 Formerly 451Oc.
538I Filters and limits 263

By 538Fd, there is an A ∈ F such that [A]<ω ⊆ S, in which case {an : n ∈ A} is centered. As (A, µ̄) and han in∈N are
arbitrary, F is measure-centering.
(d) Let F be a measure-centering ultrafilter,
S and htn in∈N a sequence in R. Let F ⊆ [0, 1[ be a nowhere dense set
with non-zero Lebesgue measure, and set H = k∈Z F + k, so that H is nowhere dense in R; let µ be Lebesgue measure
on [0, 1]. For n ∈ N set
S
En = {x : x ∈ [0, 1], x + tn ∈ H} = [0, 1] ∩ k∈Z F − tn + k,
T T
so that µEn = µF > 0. By 538G(iv), there is an A ∈ F such that n∈A En is non-empty; take x ∈ n∈A En , so that
tn ∈ H − x for every n ∈ A, and {tn : n ∈ A} is nowhere dense. As htn in∈N is arbitrary, F is a nowhere dense filter.
(e)(i) Let han in∈N be a sequence in Bω such that inf n∈N ν̄ω an > 0, and C ⊆ PN a filter base such that #(C) < cov N .
Then there is an A ⊆ N such that A meets every member of C and {an : n ∈ A} is centered. P P Set  = inf n∈N ν̄ω an .
For C ∈ C set bC = supn∈C an ; because C 6= ∅, ν̄ω bC ≥ . Set b = inf C∈C bC ; because C is downwards-directed, ν̄ω b ≥ 
(321F) and b 6= 0. S
Let θ : Bω → Tω be a lifting (341K). For C ∈ C, set FC = n∈C θan ; then
FC• = bC ⊇ b,
T
so θb \ FC is negligible. Because b 6= 0, θb is not negligible; because #(C) < cov N , θb ∩ C∈C FC is non-empty (apply
522Va to the subspace measure on θb). Take any x in the intersection, and set A = {n : x ∈ θan }. For every T C ∈ C,
there is an n ∈ C such that x ∈ θan , so A ∩ C 6= ∅. If I ⊆ A is finite and not empty, then θ(inf n∈I an ) = n∈I θan
contains x, so inf n∈I an 6= 0; thus {an : n ∈ A} is centered. QQ
(ii) Since #(Bω ) = c (524Ma), we can enumerate as hhaξn in∈N iξ<c the family of all sequences han in∈N in Bω such
that inf n∈N ν̄ω an > 0. Choose hCξ iξ<c inductively, as follows. The inductive hypothesis will be that Cξ ⊆ PN is a filter
base and #(Cξ ) ≤ max(ω, #(ξ)). Start with C0 = {N \ n : n ∈ N}. Given Cξ , where ξ < c, such that
#(Cξ ) ≤ max(ω, #(ξ)) < c = cov N ,
(i) tells us that there is an Aξ ⊆ N, meeting every member of Cξ , such that {aξn : n ∈ Aξ } is centered; set
Cξ+1 = Cξ ∪ {C ∩ Aξ : C ∈ Cξ }.
S
For a non-zero limit ordinal ξ ≤ c, set Cξ = η<ξ Cη . Let F be the filter generated by Cc ; then F is a free filter satisfying
538G(ii), so is measure-centering.

538I Theorem Suppose that F is a measure-centering ultrafilter on N, and that (X, Σ, µ) is a perfect probability
space. Let A be the family of all sets of the form limn→F En where hEn in∈N is a sequence in Σ. Then there is a unique
complete measure λ on X such that λ is inner regular with respect to A and λ(limn→F En ) = limn→F µEn for every
sequence hEn in∈N in Σ; and λ extends µ.
Remark By ‘limn→F En ’ I mean the limit in the compact Hausdorff space PX, that is,
S T T S
{x : {n : x ∈ En } ∈ F } = A∈F n∈A En = A∈F n∈A En .

proof (a) A is an algebra of subsets of X. P


P If hEn in∈N , hFn in∈N are sequences in Σ, then
limn→F (En ∩ Fn ) = (limn→F En ) ∩ (limn→F Fn ),

limn→F (En 4Fn ) = (limn→F En )4(limn→F Fn )


because F is an ultrafilter. Q
Q Of course Σ ⊆ A, because if En = E for every n then limn→F En = E.
(b) If hEn in∈N and hFn in∈N are sequences in Σ and limn→F En = limn→F Fn , then limn→F µEn = limn→F µFn . P
P

| lim µEn − lim µFn | = lim |µEn − µFn | ≤ lim µ(En 4Fn ) ≤ µ∗ ( lim En 4Fn )
n→F n→F n→F n→F n→F
(538G(iv))
= µ∗ ( lim En 4 lim Fn ) = µ∗ ∅ = 0. Q
Q
n→F n→F

(c) We therefore have a functional φ : A → [0, 1] defined by setting φ(limn→F En ) = limn→F µEn for every sequence
hEn in∈N in Σ. Clearly φ extends µ. Also φ is additive. P
P If hEn in∈N , hFn in∈N are sequences in Σ such that limn→F En
and limn→F Fn are disjoint, then
264 Topologies and Measures III 538I

φ( lim En ∪ lim Fn ) = φ( lim En ∪ Fn ) = lim µ(En ∪ Fn )


n→F n→F n→F n→F
= lim µEn + µFn − µ(En ∩ Fn )
n→F
= lim µEn + lim µFn − lim µ(En ∩ Fn )
n→F n→F n→F
= φ( lim En ) + φ( lim Fn ) − φ( lim En ∩ Fn )
n→F n→F n→F
= φ( lim En ) + φ( lim Fn ). Q
Q
n→F n→F

T Next, if hAm im∈N is a non-increasing sequence in A, and 0 ≤ γ < inf m∈N φAm , there is an A ∈ A such that
(d)
A ⊆ m∈N Am and φA ≥ γ. P P We can suppose that A0 = X. For each m ∈ N, let hE Tmn in∈N be a sequence in Σ such
0
that Am = limn→F Emn , starting with E0n = X for every n. For m ∈ N, set Emn = i≤m Ein for n ∈ N; then
0
T
Am = i≤m Ai = limn→F Emn ;
0 0
T 0
set Im = {n : n ∈ N, µEmn ≥ γ}. Since limn→F µEmn = φAm > γ, Im ∈ F. For n ∈ N, set Fn = {Emn : m ∈ N,
0 0
µEmn ≥ γ}; set A = limn→F Fn . Then µFn ≥ γ for every n, so φA ≥ γ. Also, for m ∈ N, Fn ⊆ Emn whenever n ∈ Im ,
0
so A ⊆ limn→F Emn = Am . Q
Q
(e) In particular, inf m∈N φAm must be 0 whenever hAm im∈N is a non-increasing sequence in A with empty inter-
section. By 413J, there is a complete measure λ on X extending φ and inner regular with respect to Aδ , the set of
intersections of sequences in A. But λC = sup{λA : A ∈ A, A ⊆ C} for every C ∈ Aδ . P P Suppose that 0 ≤ γ < λC.
There is a sequence hAm im∈N in A with intersection C; because A is an algebra of sets, we can suppose that hAm im∈N
is non-increasing. Now
γ < λC = inf m∈N λAm = inf m∈N φAm ,
so (d) tells us that there is an A ∈ A such that A ⊆ C and γ ≤ φA = λA. Q
Q It follows at once that λ is inner regular
with respect to A.
(f ) If E ∈ Σ and we set En = E for every n ∈ N, then E = limn→F En belongs to A and
λE = φE = limn→F µEn = µE.
So λ extends µ. Finally, we see from 412L, as usual, that λ is uniquely defined.

538J Proposition Let F be a measure-centering ultrafilter on N and (X, Σ, µ) a perfect probability space; let λ be
the corresponding extension of µ as defined in 538I.
(a) Let (A, µ̄) be the measure algebra of µ, (B, λ̄) the measure algebra of λ, and (C, ν̄) the probability algebra
reduced power (A, µ̄)N |F (328C8 ). Then we have a measure-preserving isomorphism π : B → C defined by saying that
π((limn→F En )• ) = hEn• i•n∈N
for every sequence hEn in∈N in Σ.
(b) Let (X 0 , Σ0 , µ0 ) be another perfect probability space, and φ : X → X 0 an inverse-measure-preserving function.
Let λ0 be the corresponding F-extension of µ0 . Then φ is inverse-measure-preserving for λ and λ0 .
(c) Let F 0 be a filter on N such that F 0 ≤RK F, and λ0 the F 0 -extension of µ. Then λ extends λ0 .
proof (a)(i) I had better check first that the formula for π defines a function. If hEn in∈N , hFn in∈N are sequences in
Σ such that (limn→F En )• = (limn→F Fn )• in B, then

0 = λ( lim En 4 lim Fn ) = lim µ(En 4Fn )


n→F n→F n→F
= lim µ̄(En• 4 Fn• ) = ν̄(hEn• i•n∈N 4 hFn• i•n∈N ),
n→F

so hEn• i•n∈N = hFn• i•n∈N in C.


(ii) Setting B0 = {E • : E ∈ A}, where A is as in 538I, it is now routine to check that π : B0 → C is a
surjective measure-preserving Boolean homomorphism. (Recall that C is, by definition, the quotient of AN by the ideal
{han in∈N : limn→F µ̄an = 0}.) But of course this means that B0 is isomorphic to C, therefore Dedekind complete.
Since λ is inner regular with respect to A (538I), B0 is order-dense in B, and must be the whole of B.

8 Later editions only.


538K Filters and limits 265

(b) Setting
A = {limn→F En : En ∈ Σ ∀ n ∈ N}, A0 = {limn→F Fn : Fn ∈ Σ0 ∀ n ∈ N}
as in 538I, φ−1 [C] ∈ A and λφ−1 [C] = λ0 C for every C ∈ A0 . P
P Let hFn in∈N be a sequence in Σ0 such that
C = limn→F Fn ; then

λφ−1 [C] = λφ−1 [ lim Fn ] = λ( lim φ−1 [Fn ])


n→F n→F
= lim µφ−1 [Fn ] = lim νFn = λ0 C. Q
Q
n→F n→F
0
By 412K, φ is inverse-measure-preserving for λ and λ .
(c) By 538Hb, F 0 is measure-centering. Let f : N → N be such that F 0 = f [[F]]. Setting
A = {limn→F En : En ∈ Σ ∀ n ∈ N}, A0 = {limn→F 0 En : En ∈ Σ0 ∀ n ∈ N},
A0 ⊆ A and λA = λ0 A for every A ∈ A0 . P
P Let hEn in∈N be a sequence in Σ such that A = limn→F 0 En ; then
A = limn→F Ef (n) , so
λA = limn→F µEf (n) = limn→F 0 µEn = λ0 A. Q
Q
By 412K again, the identity map from X to itself is inverse-measure-preserving for λ and λ0 , that is, λ extends λ0 .

538K Having identified the measure algebra of a measure-centering-ultrafilter extension λ as a probability algebra
reduced product (538Ja), we are in a position to apply the results of §3778 .
Proposition Let (X, Σ, µ) be a perfect probability space, F a measure-centering ultrafilter on N and λ the correspond-
ing extension of µ as constructed in 538I.
(a)(i) Let hfn in∈N be a sequence in L0 (µ) such that {fn• : n ∈ N} is bounded in the linear topological space L0 (µ).
Then
(α) f (x) = limn→F fn (x) is defined in R for λ-almost every x ∈ X;
(β) f ∈ L0 (λ).
(ii) For every f ∈ L0 (λ) there is a sequence hfn in∈N in L0 (µ), bounded in the sense of (i), such that f =
limn→F fn λ-a.e.
(b) Suppose that 1 ≤ p ≤ ∞, and hfn in∈N is a sequence in Lp (µ) such that supn∈N kfn kp is finite. Set f (x) =
limn→F fn (x) whenever this is defined in R.
(i)(α) f ∈ Lp (λ);
(β) kf kp ≤ limn→F kfn kp .
(ii) Let g be a conditional expectation of f on Σ.
(α) If p = 1 and {fn : n ∈ N} is uniformly integrable, then then kf k1 = limn→F kfn k and g • = limn→F fn• for
the weak topology of L1 (µ).
(β) If 1 < p < ∞, then g • = limn→F fn• for the weak topology of Lp (µ).
(c) Suppose that 1 ≤ p ≤ ∞ and f ∈ Lp (λ).
(i) There is a sequence hfn in∈N in Lp (µ) such that f =a.e. limn→F fn and kf kp = supn∈N kfn kp .
(ii) If p = 1, we can arrange that hfn in∈N should be be uniformly integrable.
(d) Let (X 0 , Σ0 , µ0 ) be another perfect measure space, and λ0 the extension of µ0 corresponding to the measure-
centering filter F. Let S : L1 (µ) → L1 (µ0 ) be a bounded linear operator.
(i) There is a unique bounded linear operator Ŝ : L1 (λ) → L1 (λ0 ) such that Ŝf • = g • whenever hfn in∈N , hgn in∈N
are uniformly integrable sequences in L1 (µ), L1 (ν) respectively, f = limn→F fn λ-a.e., g = limn→F gn λ0 -a.e., and
gn• = Sfn• for every n ∈ N.
(ii) The map S 7→ Ŝ : L∼ (L1 (µ); L1 (µ0 )) → L∼ (L1 (λ); L1 (λ0 )) is a norm-preserving Riesz homomorphism.
proof We shall find that most of the work for this result has been done in §377. The only new step is in (a)(i), but
we shall have some checking to do.
(a)(i) Let hf˜n in∈N be a sequence of Σ-measurable functions from X to R such that f˜n = fn µ-a.e. for every n ∈ N.
R 1
α) Let  > 0. Then there is a γ > 0 such that min(1, |fn (x)|)µ(dx) ≤ , so that µEn ≤  for every n ∈ N,

γ
where En = {x : |f˜n (x)| ≥ γ}. Set E = limn→F En , so that λE ≤ . For x ∈ X \ E, {n : |f˜n (x)| ≤ γ} ∈ F, so
limn→F f˜n (x) is defined in R. As  is arbitrary, limn→F f˜n (x) is defined in R for λ-almost every x. Since
{x : x ∈ dom fn and fn (x) = f˜n (x) for every n ∈ N}
is µ-conegligible, therefore λ-conegligible, limn→F fn is defined in R λ-a.e.
266 Topologies and Measures III 538K

β ) For any α ∈ R,

{x : limn→F f˜n (x) > α} = k∈N limn→F {x : fn (x) ≥ α + 2−k } ∈ dom λ.
S

So f =a.e. limn→F f˜n belongs to L0 (λ).


(ii) At this point I seek to import the machinery of §377.
α) Let (A, µ̄) and (B, λ̄) be the measure algebras of µ, λ respectively; recall that we can identify L0 (µ)

and L (λ) with L0 (A) and L0 (B) (364Jc). Write (C, ν̄) for the probability algebra reduced power (A, µ̄)N |F; let
0

φ : AN → C be the canonical surjection, and π : B → C the isomorphism of 538Ja; set ψ = π −1 φ : AN → B. Then


λ̄ψ(han in∈N ) = limn→F µ̄an for every sequence han in∈N in A, and ψ is surjective.
(ββ ) Let W0 ⊆ L0 (A)N be the set of sequences bounded for the topology of convergence in measure, and W0 ⊆
L (µ) the set of sequences hfn in∈N such that hfn• in∈N ∈ W0 . Then we have a Riesz homomorphism T : W 0 → L0 (B)
0 N

defined by saying that T (hfn• in∈N ) = (limn→F fn )• whenever hfn in∈N ∈ W0 . P


P We know from (i) that (limn→F fn )• is
0 ∼
defined in L (λ) = L (B) whenever hfn in∈N ∈ W0 . (I am taking the domain of limn→F fn to be {x : limn→F fn (x) is
0

defined in R}.) Since


limn→F fn =a.e. limn→F gn
whenever fn =a.e. gn for every n, T is well-defined. Since
limn→F fn + gn =a.e. limn→F fn + limn→F gn ,

limn→F αfn =a.e. α limn→F fn , limn→F |fn | =a.e. | limn→F fn |


whenever hfn in∈N , hgn in∈N ∈ W0 and α ∈ R, T is a Riesz homomorphism. Q
Q
P Express each an as En• , where En ∈ Σ,
(γγ ) If han in∈N is any sequence in A, T (hχan in∈N ) = χψ(han in∈N ). P
and set F = limn→F En . In the language of 538Ja,
ψ(han in∈N ) = π −1 φ(han in∈N ) = π −1 (han i•n∈N ) = F • ,
so
T (hχan in∈N ) = (limn→F χEn )• = (χF )• = χ(F • ) = χψ(han in∈N ). Q
Q

(δδ ) This means that we can identify T : W0 → L0 (B) with the Riesz homomorphism described in 377B9 . By
377D(d-i)9 , T [W0 ] = L0 (B), which is what we need to prove the immediate result here.
⊂ L0 (µ) is continuous to see that a k kp -bounded
(b)(i) As in 377D, we need only recall that the embedding Lp (µ) →
sequence in L (µ) will belong to W0 . So we can use 377Db.
p

(ii) Use 377Ec9 .


(c) Use 377Dd.
(d) Use 377F9 .

538L Theorem Suppose that ζ is a non-zero countable ordinal and hFξ i1≤ξ≤ζ is a family of Ramsey ultrafilters on
N, no two isomorphic. Let hGξ iξ≤ζ be the corresponding iterated product system, as described in 538E. Then Gζ is a
measure-centering ultrafilter.
proof (a) Define h(Aξ , µ̄ξ )iξ≤ζ inductively, as follows. (A0 , µ̄0 ) = (Bω , ν̄ω ) is to be the measure algebra of the usual
measure on {0, 1}N . Given h(Aη , µ̄η )iη<ξ , where 0 < ξ ≤ ζ, let (Aξ , µ̄ξ ) be the probability algebra reduced product
9
Q
k∈N (Aθ(ξ,k) , µ̄θ(ξ,k) )|Fξ , as described in 328A-328C . At the end of the induction, write (C, ν̄) for (Aζ , µ̄ζ ).

(b) We have a family hφξη iη≤ξ≤ζ defined by induction on ξ, as follows. The inductive hypothesis will be that φη0 η is
a measure-preserving Boolean homomorphism from Aη to Aη0 , and that φη00 η = φη00 η0 φη0 η whenever η ≤ η 0 ≤ η 00 < ξ.
For the inductive step to ξ, take φξξ to be the identity map on Aξ . If ξ > 0, set φ̃kj = φθ(ξ,k),θ(ξ,j) for j ≤ k in N; then
328D9 tells us that we have measure-preserving Boolean homomorphisms φ̃k : Aθ(ξ,k) → Aξ such that φ̃j = φ̃k φ̃kj for
j ≤ k. If j ≤ k and η ≤ θ(ξ, j), then
φ̃k φθ(ξ,k),η = φ̃k φ̃kj φθ(ξ,j),η = φ̃j φθ(ξ,j),η
whenever k ≥ j; so we can take this common value for φξη . If η ≤ η 0 < ξ, then take k such that η 0 ≤ θ(ξ, k), and see
that
9 Later editions only.
538L Filters and limits 267

φξη0 φη0 η = φ̃k φθ(ξ,k),η0 φη0 η = φ̃k φθ(ξ,k),η = φξη ,


so the induction proceeds.
For each ξ ≤ ζ, write πξ for φζξ : Aξ → C, and Cξ for the subalgebra πξ [Aξ ]. Of course πξ φξη = πη , so that Cη ⊆ Cξ ,
whenever η ≤ ξ ≤ ζ.
Q
(c) For each ξ > 0, we have a canonical map hak ik∈N → hak i•k∈N : Q k∈N Aθ(ξ,k) → Aξ . Since every πξ : Aξ → Cξ is
a measure-preserving isomorphism, we have a corresponding map ψξ : k∈N Cθ(ξ,k) → Cξ . Reading off the basic facts
of 328B and 328D, we see that
Q
—– ν̄ψξ (hck ik∈N ) = limk→Fξ ν̄ck for every sequence
Q hck ik∈N ∈ k∈N Cθ(ξ,k) ,
—– ψξ (hck ik∈N ) ⊆ supk∈A ck whenever hck ik∈N ∈ k∈N Cθ(ξ,k) and A ∈ Fξ
(we can take the suprema in C because Cξ is regularly embedded in C, as noted in 314Ga).
(d) Let haτ iτ ∈S ∗ be a family in A0 = Bω such that γ = inf τ ∈S ∗ µ̄aτ > 0. By 538Fe, we can find a disjoint family
hAξ i1≤ξ≤ζ of subsets of N such that Aξ ∈ Fξ for every ξ. Use these to define T ⊆ S ∗ and α : T → [0, ζ] as in 538Ee.
Set cτ = 0 for τ ∈ S ∗ \ T . For τ ∈ T define cτ ∈ Cα(τ ) by induction on α(τ ), as follows. If α(τ ) = 0, set cτ = π0 aτ . For
the inductive step to α(τ ) = ξ > 0, we know that τ a <k> ∈ T and α(τ a <k>) = θ(ξ, k) whenever k ∈ Aξ and τ (i) < k
for every i < dom τ . So cτ a <k> ∈ Cθ(ξ,k) for every k, and ψ(hcτ a <k> ik∈N ) ∈ Cξ ; take this for cτ . Note that
ν̄cτ = limk→Fξ ν̄cτ a <k> ≥ inf{ν̄cτ a <k> : k ∈ N, τ a <k> ∈ T }.
Inducing on α(τ ), we see that ν̄cτ ≥ γ for every τ ∈ T . In particular, ν̄c∅ ≥ γ.
(e) For I ⊆ N, set TI = T ∩ n∈N I n and eI = inf τ ∈TI cτ ; let S be the family of those finite subsets I of N such that
S
eI 6= ∅. Then ∅ ∈ S. Moreover, if I ∈ S and 1 ≤ ξ ≤ ζ, then {k : I ∪ {k} ∈ S} ∈ Fξ . P P Set k0 = sup I + 1. If k ∈ Aξ
and k ≥ k0 , set
dk = inf{cτ a <k> : τ ∈ TI , α(τ ) = ξ}.
Set B = {k : k ∈ Aξ , k ≥ k0 , dk ∩ eI 6= 0}. If k ∈ B, then
TI∪{k} = TI ∪ {τ a <k> : τ ∈ TI , α(τ ) = ξ},
because every member of T is strictly increasing and τ a <k> can belong to T only when k ∈ Aα(τ ) , that is, α(τ ) = ξ.
So eI∪{k} = dk ∩ eI 6= 0 and I ∪ {k} ∈ S.
/ Fξ , then B 0 = {k : k ∈ Aξ , k ≥ k0 , dk ∩ eI = 0} belongs to Fξ . So
?? If B ∈

eI ⊆ inf{cτ : τ ∈ TI , α(τ ) = ξ}
= inf ψξ (hcτ a <k> ik∈N ) = ψξ (h inf cτ a <k> ik∈N )
τ ∈TI τ ∈TI
α(τ )=ξ α(τ )=ξ

(because ψξ is a Boolean homomorphism and TI is finite)


⊆ sup inf cτ a <k>
τ ∈TI
k∈B 0 α(τ )=ξ

(by (c))
= sup dk .
k∈B 0

But eI ∩ dk = 0 for every k ∈ B 0 and eI 6= 0. X


X
Thus {k : I ∪ {k} ∈ S} ⊇ B ∈ Fξ . Q Q
(f ) For i ∈ N set
Ci = {k : I ∪ {k} ∈ S whenever I ∈ S and I ⊆ i},
so that Ci ∈ Fξ for every ξ ∈ [1, ζ]. At this point, recall that every Fξ is supposed to be a Ramsey ultrafilter. So for
each ξ ∈ [1, ζ] we have an A0ξ ∈ Fξ such that A0ξ ⊆ Aξ ∩ C0 and j ∈ Ci whenever i, j ∈ A0ξ and i < j (538Fc). Next,
T
for i ∈ N set Mi = {α(τ ) : τ ∈ T , τ (j) ≤ i whenever j < dom τ }; then Mi is finite, so there is a D ∈ 1≤ξ≤ζ Fξ such
that whenever i, j ∈ D, i < j and ξ ∈ Mi , there is a k ∈ A0ξ such that i < k < j (538Ff). Of course we can suppose
that D ⊆ 1≤ξ≤ζ A0ξ .
S

(g) I ∈ S for every finite subset I of D. PP Induce on #(I). We know that ∅ ∈ S. If i ∈ D, then {i} ∈ S because
D ⊆ C0 . For the inductive step to #(I) ≥ 2, set j = max I, J = I \ {j} and i = max J. Then J ∈ S, by the inductive
hypothesis; so if TI = TJ , we certainly have I ∈ S. Otherwise, there is a member of TI \ TJ , and this must be of the
form τ a <j> where τ ∈ TJ and j ∈ A0α(τ ) . But this means that α(τ ) ∈ Mi and there is a k ∈ A0α(τ ) such that i < k < j.
In this case, j ∈ Ck and J ⊆ k, so I = J ∪ {k} belongs to S, and the induction proceeds. Q Q
268 Topologies and Measures III 538L

∗ ∗ ∗
(h) Thus {cτ : τ ∈ TD } is centered; setting TD = {τ : τ ∈ TD , α(τ ) = 0}, {cτ : τ ∈ TD } and therefore {aτ : τ ∈ TD }

are centered. But TD belongs to Gζ , by 538Ee.
Since haτ iτ ∈S ∗ was chosen arbitrarily in (d) above, Gζ satisfies the condition of 538G(ii), translated to the countably
infinite set S ∗ , and is measure-centering.

538M Benedikt’s theorem (Benedikt 98) Let (X, Σ, µ) be a perfect probability space. Then there is a measure
λ on X, extending µ, such that λ(limn→F En ) is defined and equal to limn→F µEn for every sequence hEn in∈N in Σ
and every Ramsey filter F on N.
proof (a) If there are no Ramsey filters, we can take λ = µ and stop; so let us suppose that there is at least one
Ramsey filter. Let F be a family of Ramsey filters consisting of just one member of each isomorphism class, so that
every Ramsey filter is isomorphic to some member of F, and no two members of F are isomorphic. Fix a well-ordering
4 of F and a family hθ(ξ, k)i1≤ξ<ω1 ,k∈N such that hθ(ξ, k)ik∈N is always a non-decreasing sequence of ordinals less than
ξ such that {θ(ξ, k) : k ∈ N} is cofinal with ξ.
(b)(i) For any non-empty countable set D ⊆ F, enumerate it in 4-increasing order as hFξ i1≤ξ≤ζ , and let GD be the
measure-centering ultrafilter constructed from hFξ i1≤ξ≤ζ and hθ(ξ, k)i1≤ξ≤ζ,k∈N by the method of 538E-538L; let λD
be the corresponding extension of µ as defined in 538I.
(ii) For any non-empty finite set I ⊆ F, list it in 4-increasing order as F0 , . . . , Fn , and set HI = Fn n . . . n F0 as
defined in 538D. By 538Ed, or otherwise, HI ≤RK GI , so HI is measure-centering (538Hb); let λ0I be the corresponding
extension of µ.
6 I ⊆ J ∈ [F]<ω , then HI ≤RK HJ , by 538Dg, and λ0J extends λ0I , by 538Jc. Thus hλ0I i∅6=I∈[F]<ω is an
(c) If ∅ =
upwards-directed family of probability measures on X.
If I ⊆ [F]<ω \ {∅} is countable, we have a non-empty countable set D ⊆ F including I. Now 538Ed tells us
S
that HI ≤RK GD for every I ∈ I, so that λD extends λ0I for every I ∈ I. Thus for every countable subset of
{λ0I : I ∈ [F]<ω \ {∅}} there is a measure on X extending them all. By 457G, there is a measure λ on X extending
every λ0I .
(d) If F is a Ramsey ultrafilter and hEn in∈N is a sequence in Σ, there is an F 0 ∈ F such that F and F 0 are
isomorphic. In particular, F ≤RK F 0 , so λ̃F 0 extends λ̃F , where λ̃F , λ̃F 0 are the extensions of µ corresponding to F
and F 0 . But λ extends λ0{F 0 } = λ̃F 0 and therefore extends λ̃F . Accordingly λ(limn→F En ) is defined and equal to
λ̃F (limn→F En ) = limn→F µEn , as required.

538N Measure-converging filters: Proposition (a) Let F be a free filter on N. Let νω be the usual measure
on {0, 1}N , and Tω its domain. Then the following are equiveridical:
(i) F is measure-converging; S T
(ii) whenever hFn in∈N is a sequence in Tω and limn→∞ νω Fn = 1, then A∈F n∈A Fn is conegligible;
(iii) whenever (X, Σ, µ) is a measure space with locally determined negligible sets (definition: 213I), and
hfn in∈N is a sequence in L0 (µ) which converges in measure to 0, then limn→F fn = 0 a.e.;
(iv) whenever µ is a Radon measure on PN such that limn→∞ µEn = 1, where En = {a : n ∈ a ⊆ N} for
each n, then µF = 1.
(b) (M.Foreman) Every rapid filter is measure-converging.
(c) (M.Talagrand) If there is a rapid filter, there is a measure-converging filter which is not rapid.
(d) Let F be a measure-converging filter on N and G any filter on N. Then G n F is measure-converging.
(e) If cov M = d, where M is the ideal of meager subsets of R, there is a rapid filter.
proof (a)(i)⇒(iii) Suppose that F is measure-converging, and that (X, Σ, µ) and hfn in∈N are as in (iii). Let H ∈ Σ
be a conegligible set such that H ⊆ dom fn and fn H is measurable for every n ∈ N. Let k ∈ N; set Hk = {x : x ∈ H,
lim supn→F |fn (x)| > 2−k }. Then Hk ∩ F is negligible whenever F ∈ Σ and µF < ∞. P P If µF = 0 this is trivial.
1
Otherwise, let ν = µF be the normalized subspace measure on F . For each n ∈ N, set Fn = {x : x ∈ F ∩ H,
µF
|fn (x)| ≤ 2−k }. Then
2k R
limn→∞ ν(F \ Fn ) ≤ min(|fn |, χF )dµ = 0
limn→∞
µF

because hfn in∈N → 0 in measure. So limn→∞ νFn = 1 and H 0 = A∈F n∈A Fn is ν-conegligible. But H 0 ∩ Hk = ∅,
S T
so µ∗ (Hk ∩ F ) = ν ∗ (Hk ∩ F ) = 0. Q
Q S
is negligible. This is true for every k ∈ N, so H \ k∈N Hk is
Since µ has locally determined negligible sets, Hk S
conegligible; and limn→F fn (x) = 0 for every x ∈ H \ k∈N Hk , so limn→F fn = 0 a.e., as required.
538N Filters and limits 269
R
(iii)⇒(iv) Assuming (iii), let µ and hEn in∈N be as in (iv). Set fn = χ(PN \ En ); then limn→∞ fn dµ = 0, so
hfn in∈N → 0 in measure, and H = {a : limn→F fn (a) = 0} is conegligible. But for any a ∈ H,
1
a = {n : a ∈ En } = {n : fn (x) ≤ }
2
belongs to F, so H ⊆ F and µF = 1.
(iv)⇒(ii) Assume (iv), and let hFn in∈N be as in (ii). Define φ : {0, 1}N → PN by setting φ(x) = {n : x ∈ Fn } for
x ∈ {0, 1}N . Then φ is almost continuous (418Dd or otherwise), so the image measure µ = νω φ−1 on PN is a Radon
measure (418I). Since Fn = φ−1 [En ] for each n, limn→∞ µEn = 1 and 1 = µF = νω φ−1 [F]. But now
−1
S T S
a∈F n∈a Fn = a∈F {x : a ⊆ φ(x)} = φ [F]
is νω -conegligible, as required.
(ii)⇒(i) T (ii), and take a probability space (X, Σ, µ) and a sequence hHn in∈N in Σ such that limn→∞ µHn =
S Assume
1; set G = A∈F n∈A Hn .
Let λ be the c.l.d. product measure on X × {0, 1}N , and set
Wn = Hn × {0, 1}N , Vn = {(x, y) : x ∈ X, y ∈ {0, 1}N , y(n) = 1}
for n ∈ N. Let Λ1 be the σ-algebra of subsets of X × {0, 1}N generated by {Wn : n ∈ N} ∪ {Vn : n ∈ N}, and λ1 the
completion of the restriction λΛ1 . Note that as the identity map from X × {0, 1}N is inverse-measure-preserving for λ
and λΛ1 , it is inverse-measure-preserving for their completions (234Ba10 ); but λ is complete, so this just means that λ
extends λ1 . Then λ1 is a complete atomless probability measure with countable Maharam type. Its measure algebra C
is therefore isomorphic, as measure algebra, to the measure algebra Bω of νω ; let π : Bω → C be a measure-preserving
isomorphism. By 343B, or otherwise, there is a realization φ : X × {0, 1}N → {0, 1}N , inverse-measure-preserving for λ1
and νω , such that φ−1 [F ]• = πF • in C for every F ∈ Tω . Because π is surjective, there is for each n ∈ N an Fn ∈ Tω
such that φ−1 [Fn ]4Wn is λ1 -negligible.
Since
limn→∞ νω Fn = limn→∞ λ1 Wn = limn→∞ λWn = limn→∞ µHn = 1,
−1
[F ] = A∈F n∈A φ−1 [Fn ] is λ1 -conegligible. We have G × {0, 1}N =
S T S T
F = T
S A∈F n∈A Fn is νω -conegligible, and φ
A∈F n∈A Wn , so

(G × {0, 1}N )4φ−1 [F ] ⊆ n∈N Wn 4φ−1 [Fn ]


S

is λ1 -negligible. Thus G × {0, 1}N is λ1 -conegligible, therefore λ-conegligible. But this means that G is µ-conegligible,
by 252D applied to G × {0, 1}N ; and this is what we needed to know.

S (b) TLet F be a rapid filter on N, and hHn in∈N a sequence in Tω such thatPlimn→∞ νω Hn = 1. Set G =
SA∈F Tn∈A Hn . Since limn→∞ (1 − νω Hn ) = 0, there is an A ∈ F such that n∈A 1 − νω Hn < ∞; set H =
m∈N n∈A\m n H ⊆ G. Then
P
νω H ≥ supm∈N 1 − n∈A\m (1 − νω Hn ) = 1,
so G is conegligible. Thus F satisfies (a-ii) and is measure-converging.
(c) Let F be a rapid filter. Let hIn in∈N be a disjoint sequence of non-empty finite subsets of N such that
limn→∞ #(In ) = ∞. Let G be
1
{A : A ⊆ N, limn→F #(A ∩ In ) = 1}.
#(In )
Then G is a filter on N.

S T G is measure-converging. P
(i) P Let hHi ii∈N be a sequence in Tω such that limi→∞ νω Hi = 1, and set G =
A∈G i∈A Hi . Set
1 P
gn = χHi
#(In ) i∈In
for each n; then
R
limn→∞ 1 − gn ≤ limn→∞ supi∈In 1 − νω Hi = 0,
P R P
so there is a B ∈ F such that n∈B 1 − gn < ∞. Let H be the set of those x ∈ {0, 1}N such that n∈B 1 − gn (x) is
finite; then H is conegligible. If x ∈ H, set Ax = {i : x ∈ Hi }. Then
10 Formerly 235Hc.
270 Topologies and Measures III 538N

P 1 P
n∈B #(I ) #(In \ Ax ) = n∈B 1 − gn (x) < ∞,
n

so
1 1
lim supn→F #(In \ Ax ) ≤ inf m∈N supn∈B\m #(In \ Ax ) = 0,
#(In ) #(In )
and
1
limn→F #(In ∩ Ax ) = 1.
#(In )

Thus Ax ∈ G. But this means that H ⊆ G, so G is conegligible. Once again, G satisfies (a-ii), so is measure-converging.
Q
Q
(ii) G is not rapid. P
P Define hti ii∈N by saying that

1
ti = if n ∈ N and i ∈ In ,
#(In )
[
= 0 if i ∈ N \ In .
n∈N

If A ∈ G, then B = {n : #(A ∩ In ) ≥ 21 #(In )} belongs to F, and must be infinite. So


P P 1 1
i∈A ti ≥ n∈B 2 #(In ) · = ∞,
#(In )
and G cannot be rapid. Q
Q
(d) Let hEij ii,j∈N
S be aTfamily in Tω such that hνω Ein jn in∈N → 1 for some, orSany, enumeration
T h(in , jn )in∈N of
N × N. Set G = C∈GnF (i,j)∈C Eij . For each i ∈ N, limj→∞ νω Eij = 1, so Gi = A∈F j∈A Eij is conegligible; set
T
H = i∈N Gi . For x ∈ H, set Ax = {(i, j) : x ∈ Eij }. As x ∈ Gi , Ax [{i}] ∈ F for every i ∈ N; thus Ax ∈ G n F
and x ∈ G. So G includes the conegligible set H, and is itself conegligible. As hEij ii,j∈N is arbitrary, G is measure-
convergina.
(e)(i) Suppose that E ⊆ [N]ω is a family with #(E) < cov M, and that f ∈ N N is non-decreasing. Then
Q there is an
A ⊆ N, meeting every member of E, such that #(A ∩ f (n)) ≤ n for every n ∈ N. P P Consider X = n∈N N \ f (n).
Then X is a closed subset of N N , homeomorphic to N N , so (X, M(X)) ∼
= (R, M), where M(X) is the ideal of meager
subsets of X (522Vb again). For E ∈ E, set
GE = {x : x ∈ X, E ∩ x[N] 6= ∅};
T
then GE is a dense open subset of X. Since #(E) < cov M = cov M(X), there is an x ∈ X ∩ E∈E GE ; set A = x[N].
Q
Q
(ii) Let hfξ iξ<d be a cofinal family in N N ; we may suppose that every fξ is strictly increasing. Choose a non-
decreasing family hEξ iξ≤d inductively, as follows. E0 = {N \ n : n ∈ N}. Given that ξ < d = cov M and that Eξ ⊆ [N]<ω
is a filter base of cardinal at most max(ω, #(ξ)), use (i) to find a set Aξ ⊆ N, meeting every member of Eξ , such that
#(Aξ ∩ fξ (n)) ≤ n for every n; set
Eξ+1 = Eξ ∪ {Aξ ∩ E : E ∈ Eξ }.
S
For non-zero limit ordinals ξ ≤ d set Eξ = η<ξ Eη .
At the end of the induction, let F be the filter on N generated by Ed . Then F is rapid. PP It is free because E0 ⊆ F.
If htn in∈N is a sequence in R converging to 0, let f ∈ N N be such that |ti | ≤ 2−n whenever n ∈ N and i ≥ f (n), and let
ξ < d be such that f ≤ fξ . Then Aξ ∈ F and
P∞ −n P∞
#(Aξ ∩ fξ (n + 1) \ fξ (n)) ≤ n=0 2−n (n + 1)
P
i∈Aξ |ti | ≤ n=0 2

is finite. Q
Q

538O The Fatou property: Proposition (a) Let F be a filter on N. Let νω be the usual measure on {0, 1}N ,
and Tω its domain. Then the following are equiveridical:
(i) F has the Fatou property;
(ii) whenever hFn in∈N is a sequence in Tω and νω∗ ( A∈F n∈A Fn ) = 1, then limn→F νω Fn = 1;
S T

(iii) whenever (X, Σ, µ) is a measure space and hfn in∈N is a sequence of non-negative functions in L0 (µ),
R R
then lim inf n→F fn dµ ≤ lim inf n→F fn dµ;
(iv) whenever µ is a Radon probability measure on PN, then µ∗ F ≤ lim inf n→F µEn , where En = {a :
n ∈ a ⊆ N} for each n ∈ N.
538O Filters and limits 271

(b) If F and G are filters on N, G ≤RK F and F has the Fatou property, then G has the Fatou property.
(c) If F and G are filters on N with the Fatou property, then F n G has the Fatou property.

proof not-(iii)⇒not-(i) Suppose that (X, Σ, µ) is a measure space and hfn in∈N a sequence of non-negative func-
tions in L0 such that lim inf n→F fn dµ > lim inf n→F fn dµ. Changing the fn on negligible sets does not change
R R
R
lim inf n→F fn dµ, so we may assume that every fn is defined everywhere in X and is Σ-measurable. Take α such that
R R R
lim inf n→F fn dµ > α > lim inf n→F fn dµ; set A = {n : fn dµ ≤ α}; then A meets every member of F. Since fn is
integrable for every n ∈ A, the set G = {x : supn∈A fn (x) > 0} is a countable union of sets of finite measure.
T measure on G × R, and consider the ordinate sets Wn = {(x, α) : x ∈ G, 0 ≤ α < fn (x)}
Let λ be the c.l.d.Sproduct
for n ∈ A. Set W = C∈F n∈C∩A Wn ; setting g = lim inf n→F fn ,
{(x, α) : x ∈ G, 0 ≤ α < g(x)} ⊆ W .
Since λ is a product of two σ-finite measures it is σ-finite, and W has a measurable envelope W̃ say. Now λ∗ W > α.
P?? Otherwise, λW̃ ≤ α. Now, writing µL for Lebesgue measure on R,
P

Z
α ≥ λW̃ = µL W̃ [{x}]µ(dx)
G
(252D)
Z
≥ g dµ > α. X
XQQ
G

There is therefore a set V ⊆ W̃ such that α < λV < ∞, and now λ∗ (V ∩ W ) > α. Let ν be the subspace measure
on V ∩ W . Set

Vn = V ∩ W ∩ Wn if n ∈ A,
= V ∩ W if n ∈ N \ A.
Then

lim inf νVn = sup inf νVn ≤ sup νVn


n→F C∈F n∈C n∈A
Z
≤ sup λWn = sup fn dµ ≤ α.
n∈A n∈A

On the other hand,


S T S T
C∈F n∈C Vn = C∈F n∈C∩A V ∩ W ∩ Wn = V ∩ W

and ν(V ∩ W ) = λ (V ∩ W ) > α. Moving to a normalization of ν, we see that (i) is false.
(iii)⇒(iv) If F satisfies (iii) and µ is a Radon probability measure on PN, set g = lim inf n→F χEn . If a ∈ F,
then {n : χEn (a) = 1} = a ∈ F, so g(a) = 1; thus

Z

µ F= χ(F)dµ

(133Je11 )
Z Z
≤ g dµ ≤ lim inf χEn = lim inf µEn ,
n→F n→F

as required.
(iv)⇒(ii) Given (iv), suppose that hFn in∈N is a sequence in Tω and νω∗ ( A∈F n∈A Fn ) = 1. As in the corre-
S T

sponding part of the argument for 538Na, define φ : {0, 1}N → PN by setting φ(x) = {n : x ∈ Fn }, and let µ be the
Radon measure νω φ−1 . Then
µ∗ F = νω∗ ( A∈F n∈A Fn ) = 1
S T

(451Pc), so limn→F νFn = limn→F µEn = 1.


11 Later editions only.
272 Topologies and Measures III 538O

S (ii)⇒(i)
T Assume (ii), and take a probability space (X, Σ, µ) and a sequence hHn in∈N in Σ such that X =
A∈F n∈A n .
H
As in the corresponding part of the argument for 538Na, let λ be the c.l.d. product measure on X × {0, 1}N , and set
Wn = Hn × {0, 1}N , Vn = {(x, y) : x ∈ X, y ∈ {0, 1}N , y(n) = 1}
for n ∈ N. Let Λ1 be the σ-algebra of subsets of X × {0, 1}N generated by {Wn : n ∈ N} ∪ {Vn : n ∈ N}, and λ1
the completion of the restriction λΛ1 . As before, there is a function φ : X × {0, 1}N → {0, 1}N , inverse-measure-
−1
preserving
S T λ1 and νω , such that there is for each n ∈ N an Fn ∈ Tω such that φ [Fn ]4Wn is λ1 -negligible. Set
for
G = A∈F n∈A Fn .
S T S T
Since X = A∈F n∈A Hn , X × {0, 1}N = A∈F n∈A Wn and
(X × {0, 1}N ) \ φ−1 [G] ⊆ n∈N φ−1 [Fn ]4Wn
S

is λ1 -negligible. By 413Eh,
νω∗ G ≥ λ1 φ−1 [G] = 1.
By (ii), limn→F νω Fn = 1. But
νω Fn = λ1 φ−1 [Fn ] = λ1 Wn = λWn = µHn
for each n, so limn→F µHn = 1. As (X, Σ, µ) and hHn in∈N are arbitrary, F has the Fatou property.
(b) Let h : N → N be such that G = h[[F]]. Let (X, Σ, µ) be a probability space and hHn in∈N a sequence in Σ such
that
[ \
X= Hn
A∈G n∈A
[ \ [ \
= Hn = Hh(n) .
A⊆N,h−1 [A]∈F n∈A A∈F n∈A

Then

1 = lim inf µHh(n) = sup inf µHh(n)


n→F A∈F n∈A

= sup inf µHn = lim inf µHn .


A∈G n∈A n→G

As (X, Σ, µ) and hHn in∈N are arbitrary, G has the Fatou property.
S T
(c) Let (X, Σ, µ) be a probability space and hEij ii,j∈N a family in Σ such that X = C∈F nG (i,j)∈C Eij . For each
S T S T
i ∈ N, set Fi = B∈G j∈B Eij , and let Gi ∈ Σ be a measurable envelope of Fi . Then A∈F i∈A Gi = X. P P If
x ∈ X, there is a C ∈ F n G such that x ∈ Eij whenever (i, j) ∈ C. Set A = {i : C[{i}] ∈ G} ∈ F. If i ∈ A, then
T
x ∈ j∈C[{i}] Eij ⊆ Fi ⊆ Gi ,
T
so x ∈ i∈A Gi . QQ
Accordingly limi→F µGi = 1. Take  > 0; then A = {i : µGi ≥ 1 − } belongs to F. For each i ∈ A,

Z Z Z
1 −  ≤ µGi = µ∗ Fi = χFi = lim inf χEij ≤ lim inf χEij
j→G j→G

(by (a) above)


= lim inf µEij ,
j→G

so {j : µEij ≥ 1−2} ∈ G. But this means that {(i, j) : µEij ≥ 1−2} ∈ F nG. As  is arbitrary, lim(i,j)→F nG µEij = 1.
As (X, Σ, µ) and hEij ii,j∈N are arbitrary, F n G has the Fatou property.
R
538P Theorem Let ν : PN → R be a bounded finitely additive functional. Write . . . dν for the associated linear
functional on `∞ (see 363L), and set En = {a : n ∈ a ⊆ N}R for each n ∈ N. Then the followingRare equiveridical:
(i) whenever µ is a Radon probability measure on PN, ν(a)µ(da)RR is defined and equal to µE RRn ν(dn);
(ii) whenever µ is a Radon probability measure on [0, 1]N , x dν µ(dx) is defined and equal to x(n)µ(dx)ν(dn);
(iii) whenever (X, Σ,
RRµ) is a probability space and hf i
n n∈N is a uniformly
RR bounded sequence of measurable real-valued
functions on X, then fn (x)ν(dn)µ(dx) is defined and equal to fn dµ ν(dn);
538P Filters and limits 273
RR
R (iv) whenever hFn in∈N is a sequence of Borel subsets of {0, 1}N , χFn (x)ν(dn)νω (dx) is defined and equal to
νω Fn ν(dn), where νω is the usual measure on {0, 1} .
N

α) For t ∈ [0, 1] define ht : [0, 1]N → PN by setting ht (x) = {n : x(n) ≥ t} for x ∈ [0, 1]N , and let
proof (i)⇒(ii)(α
−1
µt = µht be the image measure on PN. Then µt is a Radon measure for each t. P P Because ht is Borel measurable
and PN is metrizable, ht is almost continuous (418J), so µt is a Radon measure (418I). Q
Q
β ) For m ∈ N define vm ∈ [0, 1]N by setting

P2m
vm (n) = 2−m k=1 µ{x : x(n) ≥ 2−m k}.
Then kvm+1 − vm k∞ ≤ 2−m−1 . P
P For any n ∈ N,
m m+1
2
X 2X
−m −m −m−1
vm (n) − vm+1 (n) = 2 µ{x : x(n) ≥ 2 k} − 2 µ{x : x(n) ≥ 2−m−1 k}
k=1 k=1
2m
X
= 2−m−1 (2µ{x : x(n) ≥ 2−m k} − µ{x : x(n) ≥ 2−m k}
k=1
− µ{x : x(n) ≥ 2−m−1 (2k + 1)})
m
2
X
−m−1
=2 µ{x : 2−m k ≤ x(n) < 2−m−1 (2k + 1)} ≤ 2−m−1 . Q
Q
k=1

R R R
So
RR v = limm→∞ vm isR defined in ` and v dν = limm→∞ vm dν. Also v(n) = x(n)µ(dx) for every n ∈ N, so
x(n)µ(dx)ν(dn) = v dν.
(γγ ) Set
R R
f (t) = µt En ν(dn) = ν(a)µt (da)
for each t ∈ [0, 1] (using (i)). Then, for any m ∈ N,

m
Z 2 Z
X
vm dν = 2−m µ{x : x(n) ≥ 2−m k}ν(dn)
k=1
m
2 Z
X
−m
=2 µ{x : h2−m k (x) ∈ En }ν(dn)
k=1
m m
2 Z
X 2
X
−m −m
=2 µ2−m k En ν(dn) = 2 f (2−m k).
k=1 k=1

P2m
(δδ ) Next, for m ∈ N and x ∈ [0, 1]N , set qm (x) = 2−m k=1 χh2−m k (x), so that hqm (x)im∈N is non-decreasing and
kx − qm (x)k∞ ≤ 2−m for each m, while qm : [0, 1]N → [0, 1]N is Borel measurable. Now
m
ZZ 2 Z
X
−m
qm (x)dν µ(dx) = 2 ν(h2−m k (x))µ(dx)
k=1
m m
2 Z
X 2
X
−m −m
=2 ν(a)µ2−m k (da) = 2 f (2−m k).
k=1 k=1
R R RR
Also h qm (x)dνim∈N → x dν uniformly for x ∈ [0, 1] , so N
x dν µ(dx) is defined and equal to
m
ZZ 2
X Z
−m −m
lim qm (x)dν µ(dx) = lim 2 f (2 k) = lim vm dν
m→∞ m→∞ m→∞
k=1
Z ZZ
= v dν = x(n)µ(dx)ν(dn).

As µ is arbitrary, (ii) is true.


(ii)⇒(iii) Assume (ii), and let (X, Σ, µ) be a probability space and hfn in∈N a Runiformly bounded sequence of
measurable real-valued functions on X. As completing µ does not affect the integral . . . dµ, we may suppose that µ
274 Topologies and Measures III 538P

1
is complete. Let γ > 0 be such that |fn (x)| ≤ γ for every n ∈ N and x ∈ X, and set q(x)(n) = (γ + fn (x)) for all n

and x. Then q : X → [0, 1] is measurable, so there is a Radon probability measure λ on [0, 1] such that q is inverse-
N N

measure-preserving for µ and λ. P P Taking λ0 E = µq −1 [E] for Borel sets E ⊆ [0, 1]N , q is inverse-measure-preserving
for µ and λ0 ; taking λ to be the completion of λ0 , q is inverse-measure-preserving for µ and λ, by 234Ba; and λ is a
Radon measure by 433Cb. Q Q Now

ZZ ZZ
fn dµ ν(dn) = 2γ q(x)(n)µ(dx)ν(dn) − γ
ZZ ZZ
= 2γ z(n)λ(dz)ν(dn) − γ = 2γ z(n)ν(dn)λ(dz) − γ

(by (ii))
ZZ ZZ
= 2γ q(x)(n)ν(dn)µ(dx) − γ = fn (x)ν(dn)µ(dx).

As µ and hfn in∈N are arbitrary, (iii) is true.


(iii)⇒(iv) is elementary, taking fn = χFn and µ = νω .
(iv)⇒(i) If (iv) is true and µ is a Radon probability measure on PN, there is an inverse-measure-preserving function
φ from ({0, 1}N , νω ) to (PN, µ) (343Cd12 ). Set Fn = φ−1 [En ] for each n. Then
Z ZZ ZZ
ν(a) µ(da) = χa(n)ν(dn)µ(da) = χEn (a)ν(dn)µ(da)
ZZ ZZ
= χEn (φ(x))ν(dn)νω (dx) = χFn (x)ν(dn)νω (dx)

is defined and equal to


R R
νω Fn ν(dn) = µEn ν(dn).

538Q Definition I will say that a bounded additive functional ν satisfying (i)-(iv) of 538P is a medial functional;
if, in addition, ν is non-negative, νa = 0 for every finite set a ⊆ N and νN = 1, I will call νR a medial limit. I should
remark that the term ‘medial limit’ is normally used for the associated linear functional . . . dν on `∞ , rather than
the additive functionalR ν on PN; thus h ∈ (`∞ )∗ is a medial limit if h R≥ 0, h(w) = limn→∞ w(n) for every convergent
sequence w ∈ `∞ and h(hfn (x)in∈N )µ(dx) is defined and equal to h(h fn dµin∈N ) whenever (X, Σ, µ) is a probability
space and hfn in∈N is a uniformly bounded sequence of measurable real-valued functions on X.

538R Proposition Let M be the L-space of bounded additive functionals on PN, and Mmed ⊆ M the set of medial
functionals.
(a) Mmed is a band in M , and if T ∈ L× (`∞ ; `∞ ) (definition: 355G) and T 0 : M → M is its adjoint, then T 0 ν ∈ Mmed
for every ν ∈ Mmed .
(b) Taking Mτ to be the band of completely additive functionals on PN and Mm the band of measurable functionals,
as described in §464, Mτ ⊆ Mmed ⊆ Mm . R
(c) Suppose that hνk ik∈N is a norm-bounded sequence in Mmed , and that ν ∈ Mmed . Set ν̃(a) = νk (a)ν(dk) for
a ⊆ N. Then ν̃ ∈ Mmed .
(d) Suppose that ν ∈ M is a medial limit, and set F = {a : a ⊆ N, ν(a) = 1}. Then F is a measure-converging filter
with the Fatou property.
(e) Let (X, Σ, µ) and (Y, T, λ) be probability spaces, and T ∈ L× (L∞ (µ); L∞ (λ)). Let hfn in∈N , hgn in∈N be sequences
in L∞ (µ), L∞ (ν) respectively such that • • • ∞
R T fn = gn for every n Rand hfn in∈N is norm-bounded in L (µ). Let ν ∈ M
be a medial functional. Then f (x) = fn (x)ν(dn) and g(y) = gn (y)ν(dn) are defined for almost every x ∈ X and
y ∈ Y ; moreover, f ∈ L∞ (µ), g ∈ L∞ (λ) and T f • = g • .
proof (a)(i) Any of the four conditions of 538P makes it clear that Mmed is a linear subspace of M .
We see also that Mmed is norm-closed in M . P P Let hνn in∈NR be a sequence
R in Mmed which is norm-convergent to
ν ∈ M . If µ is a Radon probability measure on [0, 1]N , then h x dνn in∈N → x dν uniformly for x ∈ [0, 1]N , so

12 Later editions only.


538R Filters and limits 275

ZZ ZZ
x dν µ(dx) = lim x dνn µ(dx)
n→∞
ZZ ZZ
= lim x(i)µ(dx)νn (di) = x(i) µ(dx)ν(di).
n→∞

As µ is arbitrary, ν ∈ Mmed . Q
Q
(ii) Before completing the proof that Mmed is a band, I deal with the second clause of (a). Recall from §355 that
L× (`∞ ; `∞ ) is the set of differences of order-continuous positive linear operators from `∞ to itself. Since RM can be
identified with (`∞ )∗ , any T ∈ L× (`∞ ; `∞ ) has an adjoint T 0 : M → M defined by saying that (T 0 ν)(a) = T (χa)dν
for every a ⊆ N.
If T : `∞ → `∞ is an order-continuous positive linear operator, it is a norm-bounded linear operator (355C), and all
the functionals x 7→ (T x)(n) are order-continuous, therefore represented by members of `1 ; that is, we have a family
hαni in,i∈N in [0, ∞[ such that
P∞
(T x)(n) = i=0 αni x(i) whenever x ∈ `∞ and n ∈ N,
P∞
supn∈N i=0 αni = kT k is finite.
In this case, if ν ∈ M and ν 0 = T 0 ν in M ,
R R R P∞
x dν 0 = (T x)(n)ν(dn) = i=0 αni x(i)ν(dn)

for every x ∈ ` .
(iii) Continuing from (ii), suppose that T is positive, with associated matrix hαni in,i∈N , and that kT k ≤ 1, so
P ∞
that i=0 αni ≤ 1 for every n. Consider the function φ = T [0, 1]N . This is a function from [0, 1]N to itself, and it is
continuous for the product topology on N.
Take any ν ∈ M and Radon probability R measure µ onR [0, 1]N ; then the image measure µ1 = µφ−1 on [0, 1]N is a
Radon probability
R measure (418I), and f (φ(x))µ(dx) = f (x)µ1 (dx) for any µ1 -integrable function f . In particular,
setting f (x) = x dν,
RR RR RR
φ(x) dν µ(dx) = x dν µ1 (dx) = x(n)µ1 (dx)ν(dn)
because ν ∈ Mmed .
Set ν 0 = T 0 ν. Then we can calculate

ZZ ∞
Z X Z ∞
ZZ X
x(n)µ(dx)ν 0 (dn) = αni x(i)µ(dx)ν(dn) = αni x(i)µ(dx)ν(dn)
i=0 i=0
(the inner integral is with respect to a genuine σ-additive measure, so we have B.Levi’s theorem)
ZZ ZZ
= φ(x)(n)µ(dx)ν(dn) = x(n)µ1 (dx)ν(dn)
ZZ ZZ ZZ
= φ(x) dν µ(dx) = T x dν µ(dx) = x dν 0 µ(dx).

As µ is arbitrary, ν 0 satisfies 538P(i), and is a medial functional.


(iv) Thus T 0 ν ∈ Mmed whenever ν ∈ Mmed and T : `∞ → `∞ is positive, order-continuous and of norm at most 1.
As Mmed is a linear subspace of M , the same is true for every positive order-continuous T and for differences of such
operators, that is, for every T ∈ L× (`∞ ; `∞ ), as claimed.
(v) I now return to the question of showing that Mmed is a band. The point is that if ν is a medial functional
P Define T : `∞ → `∞ by setting
and b ⊆ N, then νb is a medial functional, where νb (a) = ν(a ∩ b) for every a ⊆ N. P
∞ 0
T x = x × χb for x ∈ ` . Then T is a positive order-continuous operator, and T ν ∈ Mmed , by (iii) above. But
R R
(T 0 ν)(a) = T (χa)dν = χ(a ∩ b)dν = ν(a ∩ b) = νb (a)
for every a ⊆ N, so νb = T 0 ν is a medial functional. Q
Q
By 436M13 , this is enough to ensure that Mmed is a band in M .
(b)(i) Recall that an additive functional on PN is completely additive iff it corresponds to an element of `1 , that
is, belongs to the band generated by the elementary functionals δk where δk (a) = χa(k) for k ∈ N and a ⊆ N. To see
13 Formerly 436Xr.
276 Topologies and Measures III 538R

that δk belongs to Mmed , all we have to do is to note that δk = χEk where Ek is defined as in 538P; so if µ is a Radon
probability measure on PN, we shall have
R R
δk dµ = µEk = µEn δk (dn).
Since Mmed is a band, it must include Mτ .
(ii) On the other side, 538P(i) tells us that every member of Mmed is universally measurable, and therefore belongs
to Mm , which is just the set of bounded additive functionals which are Σ-measurable, where Σ is the domain of the
usual measure on PN.
(c)(i) Because hνk ik∈N is norm-bounded, ν̃ is well-defined and additive; also it is bounded. P
P If γ is such that
kνk k ≤ γ for every k and kνk ≤ γ, then
|ν̃(a)| ≤ γ supk∈N |νk (a)| ≤ γ 2
for every a ⊆ N. Q
Q
Note that
R R RR
χa dν̃ = ν̃(a) = νk (a)dν(k) = χa dνk ν(dk)
for every a ⊆ N, so that
R RR
x dν̃ = x dνk ν(dk)
whenever x ∈ `∞ is a linear combination of characteristic functions, and therefore for every x ∈ `∞ .
(ii) Now suppose that (X, Σ, µ) is a probability space and that hfn in∈N is a uniformly bounded sequence of
Rmeasurable real-valued functions on X. Let (X, Σ̂, µ̂) be the completion
R RR Σ, µ). For k ∈ N, x ∈ X set gk (x) =
of (X,
fn (x)νk (dn); because νk is a medial functional, we know that gk dµ = fn (x)µ(dx)νk (dn) is defined, so gk is
RR RR
Σ̂-measurable. Consequently gk (x)ν(dk)µ̂(dx) is defined and equal to gk (x)µ̂(dx)ν(dk). It follows that
ZZ ZZZ
fn (x)µ(dx)ν̃(dn) = fn (x)µ(dx)νk (dn)ν(dk)
ZZ ZZ
= fn (x)νk (dn)µ(dx)ν(dk) = gk (x)µ̂(dx)ν(dk)
ZZ ZZZ
= gk (x)ν(dk)µ̂(dx) = fn (x)νk (dn)ν(dk)µ̂(dx)
ZZ ZZ
= fn (x)ν̃(dn)µ̂(dx) = fn (x)ν̃(dn)µ(dx).

(Recall that µ and µ̂ give rise to the same integrals, by 212Fb.) As (X, Σ, µ) and hfn in∈N are arbitrary, ν̃ ∈ Mmed .
(d) Of course F = {N \ a : ν(a) = 0} is a filter.
(i) If (X, Σ, µ) is a probability space, hEn in∈N is a sequence in Σ, and limn→∞ µEn = 1, then
RR RR R
χEn (x)ν(dn)µ(dx) = χEn dµ ν(dn) = µEn ν(dn) = 1.
R R
So E = {x : χEn (x)ν(dn)
T = 1} is µ-conegligible.
S T But if x ∈ E and a = {n : x ∈ En }, then νa = χEn (x)ν(dn) = 1
and a ∈ F and x ∈ n∈a En . Thus a∈F n∈a En ⊇ E is conegligible. As (X, Σ, µ) and hEn in∈N are arbitrary, F is
measure-converging.
S T
(ii) If (X, Σ, µ) is a probability space, hEn in∈N is a sequence in Σ, and X = A∈F n∈A En , then {n : x ∈ En } ∈ F
for every x ∈ X, and
R RR R
µEn ν(dn) = χEn (x)ν(dn)µ(dx) = ν{n : x ∈ En }µ(dx) = 1.
So for any  > 0, ν{n : µEn ≤ 1 − } = 0 and {n : µEn ≥ 1 − } ∈ F; accordingly limn→F µEn = 1. As (X, Σ, µ) and
hEn in∈N are arbitrary, F has the Fatou property.
(e)(i) For each n ∈ N, we can find a Σ-measurable function fn0 : X → R, equal almost 0
R 0 everywhere to fn , and such
0 0 0
that supx∈X |fn (x)| = ess sup |fn |. Now hfn in∈N is uniformly bounded, so f (x) = fn (x)ν(dn) is defined for every
x ∈ X; and f (x) is defined and equal to f 0 (x) for µ-almost every x. Since f 0 is integrable, f 0 and f are µ-virtually
measurable and essentially bounded, and f ∈ L∞ (µ). Similarly, g ∈ L∞ (λ).
(ii) If h ∈ L1 (µ), then f ×h dµ =
R RR
fn ×h
R dµ ν(dn). PP (α) If h is defined everywhere, measurable and bounded,
then, taking fn0 and f 0 as in (i), (f 0 × h)(x) = fn0 (x)h(x)ν(dn) for every x ∈ X, so
538S Filters and limits 277

Z Z ZZ
0
f × h dµ = f × h dµ = (fn0 × h)(x)ν(dn)µ(dx)
ZZ ZZ
= fn0 × h dµ ν(dn) = fn × h dµ ν(dn).

(β) In general, set γ = supn∈N ess sup fn . Given  > 0, there is a simple function h0 such that kh − h0 k ≤ , and now
Z ZZ
| f × h dµ − fn × h dµ ν(dn)|
Z Z Z ZZ
0 0
≤ | f × h dµ − f × h dµ| + | f × h dµ − fn × h0 dµ ν(dn)|
ZZ ZZ
+| fn × h0 dµ ν(dn) − fn × h dµ ν(dn)|
Z Z
≤ kf k∞ kh − h0 k1 + sup | fn × h0 dµ − fn × h dµ| ≤ 2γ.
n∈N
R RR
As  is arbitrary,
R f × h dµ
RR = fn × h dµ ν(dn). Q
Q
Similarly, g × h dλ = gn × h dλ ν(dn) for every λ-integrable h.
(iii) If h ∈ L1 (λ) there is an h̃ ∈ L1 (µ) such that h̃• × v = h• × T v for every v ∈ L∞ (µ). P
R R
P Recall
1 1 ∞ × ∞ ×
that L (µ), L (λ) can be identified with L (µ) and L (ν) (365Mb); perhaps I should remark that the
R formulae
h̃ × v, h• × T v represent abstract integrals taken in L1 (µ), L1 (λ) respectively (242B). Setting φ(w) = h• × w for
R • R

w ∈ L∞ (λ), φ ∈ L∞ (λ)× , so φT ∈ L∞ (µ)× (355G) and there is an h̃ ∈ L1 (µ) such that


R R
h̃• × v = φ(T v) = h• × T v
for every v ∈ L∞ (µ). Q
Q
(iv) Take h and h̃ as in (iii), and consider

Z Z ZZ
h• × g • = h × g dλ = h × gn dλ ν(dn)

(by (ii))
Z Z Z Z
= ( h• × gn• )ν(dn) = ( h• × T fn• )ν(dn)
Z Z ZZ Z
• •
= ( h̃ × fn )ν(dn) = h̃ × fn dµ ν(dn) = h̃ × f dµ

(by (ii) again)


Z Z
• •
= h̃ × f = h• × T f • .

As h is arbitrary, and the duality between L∞ (µ) and L1 (λ) is separating, T f • = g • , as required.

538S Theorem If cov M = c, where M is the ideal of meager subsets of R, there is a medial limit.
proof (a) Let M be the L-space of bounded additive functionals on PN. Let us say that a subset C of M is rationally
convex if αν + (1 − α)ν 0 ∈ C whenever ν, ν 0 ∈ C and α ∈ [0, 1] ∩ Q; for A ⊆ M , write ΓQ (A) for the smallest rationally
convex set including A. Set Q = ΓQ ({δn : n ∈ N}) R where Rδn (a) = χa(n) for a ⊆ N and n ∈ N. In the language of
538Rb, Q ⊆ Mτ ⊆ Mmed , so 538P(i) tells us that ν dµ = µEn ν(dn) for every ν ∈ Q, where En = {a : n ∈ a ⊆ N}
as usual.
(b) Suppose that F is a filter base on Q, consisting of rationally convex sets, with cardinal less than cov M. Let µ
be a Radon probability measure on PN. Then there is a sequence hνk ik∈N in Q such that
P∞ R
k=0 |νk+1 (a) − νk (a)|µ(da) < ∞,
{k : k ∈ N, νk ∈ F } is infinite for every F ∈ F.
PP Each ν ∈ Q is a Borel measurable real-valued function on PN; let u ∈ L2 = L2 (µ) be a Ts (L2 , L2 )-cluster point of
hν • iν∈Q along the filter generated by F. For any F ∈ F, the k k2 -closure of the rationally convex set {ν • : ν ∈ F } ⊆ L2
is convex, so includes the weak closure of {ν • : ν ∈ F } and therefore contains u. So {ν • : ν ∈ F } meets {v : v ∈ L2 ,
kv − uk2 ≤ } for every  > 0.
278 Topologies and Measures III 538S

Set Hk = {ν : ν ∈ Q, kν • − uk2 ≤ 2−k } for each k ∈ Q


N; then every Hk meets every member of F. If we give each
Hk its discrete topology, and take H to be the product k∈N Hk , then H is homeomorphic to N N . Taking M(H) to
be the ideal of meager subsets of H, cov M(H) = cov M > #(F), while
S
k≥n {α : α ∈ H, α(k) ∈ F }

is a dense open subset of H for every F ∈ F and n ∈ N. There is therefore an α ∈ H such that {k : α(k) ∈ F } is
infinite for every F ∈ F; take νk = α(k) for each k. Since µ is a probability measure,

Z

|νk+1 − νk |dµ ≤ kνk+1 − νk• k2

(see 244Xd)
≤ 2−k−1 + 2−k
P∞ R
for every k, and k=0 |νk+1 − νk |dµ is finite. Q
Q
(c) Because a Radon probability measure on PN is defined by its values on the countable algebra B of open-
and-closed sets, the number of such measures is at most #(R B ) = c. Enumerate them as hµξ iξ<c . Choose a non-
decreasing family hFξ iξ≤c of filter bases on Q, as follows. The inductive hypothesis will be that Fξ has cardinal at
most max(ω, #(ξ)) and consists of rationally convex sets. Start with F0 = {Fn : n ∈ N} where Fn = ΓQ ({δi : i ≥ n})
R Fξ where ξ < c, apply (b) with µ = µξ to see that there is a sequence hνξk ik∈N in Q such that
for each n. Given
P
k∈N |νξ,k+1 − νξk |dµξ < ∞,
{k : νξk ∈ F } is infinite for every F ∈ Fξ .
Let Fξ+1 be
Fξ ∪ {F ∩ ΓQ ({νξk : k ≥ l}) : F ∈ Fξ , l ∈ N}.
S
For non-zero limit ordinals ξ ≤ c, set Fξ = η<ξ Fη .
(d) At the end of the induction, let F be the filter on M ∼= (`∞ )∗ generated by Fc , and let θ be a cluster point of
∞ ∗
F for the weak* topology of (` ) . Then θ is a medial limit. PP If µ is a Radon
R probability measure onR PN, take ξ < c
such that µ = µξ . Because ΓQ ({νξk : k ≥ l}) belongs to F for every l ∈ N, u(n)θ(dn) = limk→∞ u(n)νξk (dn) for
every u ∈ `∞ for which
P theR limit is defined. In particular, θ(a) = limk→∞ νξk (a) whenever a ⊆ N is such that the limit
is defined. Because k∈N |νξ,k+1 − νξk |dµ is finite, this is the case for µ-almost every a, so
R R R
θ(a)µ(da) = limk→∞ νξk (a)µ(da) = limk→∞ µEn νξk (dn);
R
and because the latter limit is defined it is equal to µEn θ(dn). As µ is arbitrary, θ satisfies condition (i) of 538P, and
is a medial functional; because Q ∈ F, θN = 1; and because F0 ⊆ F, θ(a) = 0 for every finite a ⊆ N, so θ is a medial
limit. Q
Q
Remark It is possible to have medial limits when cov M  c; see 553N.

538X Basic exercises (a) Let F be a filter on N, and I an infinite subset of N such that N \ I ∈ / F; write FdI for
the filter {A ∩ I : A ∈ F}. Let A be a Boolean algebra. Show that if F is free, or a p-point filter, or Ramsey, or rapid,
or nowhere dense, or measure-centering, or measure-converging, or with the Fatou property, then so is FdI.
(b) For A ∈ [N]ω let fA : N → A be the increasing enumeration of A. Let F be a free filter on N. Show that F is
rapid iff {fA : A ∈ F} is cofinal with N N .
(c) Let FFr be the Fréchet filter, the filter of cofinite subsets of N, and Fd the asymptotic density filter, the filter of
subsets of N with asymptotic density 1. (i) Show that FFr and Fd are p-point filters. (ii) Show that FFr ≤RK Fd but
that FFr n FFr 6≤RK Fd .
(d)(i) Let hFn in∈N be a sequence of filters on N, and F a filter on N. Write limn→F Fn for the filter {A : A ⊆ N,
{n : n ∈ N, A ∈ Fn } ∈ F }. Show that if every Fn is rapid, then limn→F Fn is rapid. (ii) Let F be a rapid filter, and
G any filter on N. Show that G n F is rapid. (iii) In 538E, suppose that F1 is rapid. Show that Gξ is rapid for every
ξ ≥ 1.
(e) Let F be a nowhere dense filter, and G a filter on N such that G ≤RK F. Show that G is nowhere dense.
>(f ) Let F be a free filter on N. Show that the following are equiveridical: (i) F is a Ramsey filter; (ii) whenever
K is finite, k ∈ N and f : [N]k → K is a function, there is an F ∈ F such that f is constant on [F ]k ; (iii) F is a p-point
filter and whenever hEn in∈N is a disjoint sequence in [N]<ω , there is an F ∈ F such that #(F ∩ En ) ≤ 1 for every n;
(iv) whenever hEn in∈N is a disjoint sequence in PN \ F, there is an F ∈ F such that #(F ∩ En ) ≤ 1 for every n.
538Yc Filters and limits 279

(g) Let F be a countable family of distinct p-point ultrafilters on N. Show that there is a disjoint family hAF iF ∈F
of subsets of N such that AF ∈ F for every F ∈ F.

(h) Let F be a measure-centering ultrafilter on N, A a Boolean algebra, ν : A → [0, 1] an additive functional, and
han in∈N a sequence in A such that inf n∈N νan > 0. Show that there is an A ∈ F such that {an : n ∈ A} is centered.

(i) Let h(Ai , µ̄i )iQ


i∈I be a family of probability algebras, F an ultrafilter on I, and (A, µ̄) Q
the probability algebra
reduced product of i∈I (Ai , µ̄i )|F. For each i ∈ I, let ⊆ i be the order relation on Ai ; set P = i∈I Ai and let P |F be
the partial order reduced product of h(Ai , ⊆ i )ii∈I modulo F as defined in 5A2A. Describe a canonical order-preserving
map from P |F to A.

(j) Let (A, µ̄) be a homogeneous probability algebra with Maharam type κ, I a non-empty set, F an ultrafilter on
I and (C, ν̄) the probability algebra reduced power (A, µ̄)I |F. Show that C is homogeneous, with Maharam type the
transversal number TrI (I; κ) (definition: 5A1L), where I = {I \ A : A ∈ F}.

(k) Let (X, Σ, µ) be a perfect probability space and µ0 an indefinite-integral measure over µ which is also a probability
measure. Let F be a measure-centering ultrafilter on N and λ, λ0 the F-extensions of µ and µ0 , as defined in 538I.
Show that λ0 is an indefinite-integral measure over λ.

> (l) (Benedikt 98) (i) Let F be any free filter on N. Show that F n F is not measure-centering. (Hint: let
hen in∈N be the standard generating family in Bω , and consider amn = em \ en if m < n, 1 otherwise.) (ii) Let F be
a measure-centering ultrafilter on N. Show that if f , g ∈ N N and {n : f (n) 6= g(n)} ∈ F, then f [[F]] 6= g[[F]]. (Hint:
consider an = ef (n) \ eg(n) if f (n) 6= g(n).)

(m)(i) Let hFn in∈N be a sequence of measure-converging filters, and F any filter on N. Show that limn→F Fn (538Xd)
is measure-converging. (ii) In 538E, suppose that F1 is measure-converging. Show that Gξ is measure-converging for
every ξ ∈ [1, ζ].

(n) Show that a non-principal ultrafilter on N cannot have the Fatou property. (Hint: 464Ca.)

(o) Show that the asymptotic density filter (538Xc) has the Fatou property.

(p)(i) Let hFn in∈N be a sequence of filters with the Fatou property, and F a filter with the Fatou property. Show
that limn→F Fn (538Xd) has the Fatou property. (ii) In 538E, suppose that Fξ has the Fatou property for every
ξ ∈ [1, ζ]. Show that Gξ has the Fatou property for every ξ ≤ ζ.
R
(q) Let ν : PN → R Rbe a bounded additive functional. Show that ν is a medial functional iff ν{n : x ∈ En }µ(dx)
is defined and equal to µEn ν(dn) whenever (X, Σ, µ) is a probability space and hEn in∈N is a sequence in Σ.

(r) Let ν be a medial limit, and h : N → N a function such that limn→∞ h(n) = ∞. Set ν 0 a = ν(h−1 [a]) for a ⊆ N.
Show that ν 0 is a medial limit.

> (s) Let (X, Σ, µ) be a probability space, and T a σ-subalgebra of Σ. Let hfn in∈N be a sequence in L∞ (µ) such
that supn∈N ess sup |fn | is finite, and for each
R n ∈ N let gn be a conditional
R expectation of fn on T. Suppose that ν
is a medial functional. Show that f (x) = fn (x)ν(dn) and g(x) = gn (x)ν(dn) are defined for almost every x, that
f ∈ L∞ (µ), and that g is a conditional expectation of f on T.

(t)(i) Show that if F and G are p-point filters on N, then F n G is a p-point filter. (ii) In 538E, show that if every
Fξ is a p-point filter than Gζ is a p-point filter.

(u) (V.Bergelson) Show that there are a probability algebra (A, µ̄) and a sequence han in∈N in A such that inf n∈N µ̄an
> 0 but am ∩ an ∩ am+n = 0 whenever m, n > 0. (Hint: for n ≥ 1, set En = {x : x ∈ [0, 1], b3nxc ≡ 1 mod 3}.)

538Y Further exercises (a) Let F be a free ultrafilter on N, and suppose that whenever G is a free filter on N
and G ≤RK F, then F ≤RK G. Show that F is a Ramsey ultrafilter.

(b) Show that if p = c then there are 2c Ramsey ultrafilters on N, and therefore 2c isomorphism classes of Ramsey
ultrafilters.

(c)(i) Let F, G be free filters on N such that F n G is measure-centering. Show that there is no free filter H such
that H ≤RK F and H ≤RK G. (ii) Show that if there are two non-isomorphic Ramsey ultrafilters on N, then there are
two non-isomorphic measure-centering ultrafilters F, G on N such that F n G is not measure-centering.
280 Topologies and Measures III 538Yd

(d) For an uncountable set I, let us say that a filter F on I is uniform and measure-centering if #(A) = #(I)
for every A ∈ F and whenever (A, µ̄) is a totally finite measure algebra and hai ii∈I is a family in A with inf i∈I µ̄ai > 0,
there is an A ∈ F such that {ai : i ∈ A} is centered. (i) State and prove a result corresponding to 538G for such filters.
(Hint: in the part corresponding to 538G(iv), use ‘compact’ measures rather than ‘perfect’ measures.) (ii) State and
prove a result corresponding to 538H. (Hint: set κ = #(I). In the part corresponding to 538Hc, suppose that you have
a κ-complete ultrafilter on I, rather than a Ramsey ultrafilter; see 4A1L. In the part corresponding to 538He, suppose
that κ is regular and that cov Nκ = 2κ , where Nκ is the null ideal of the usual measure on {0, 1}κ .) (iii) State and
prove results corresponding to 538I-538K. (iv) State and prove results corresponding to 538L-538M, but with ‘normal
ultrafilters’ in place of ‘Ramsey ultrafilters’.

(e) Give an example of filters F, G on N such that F has the Fatou property, G ⊆ F and G does not have the Fatou
property.

(f )(i) Let F be a nowhere dense filter on N, and I the ideal {N \ A : A ∈ F}. Show that PN/I is finite. (ii) Show
that a free filter with the Fatou property cannot be nowhere dense.
R
(g) (Meyer 73) Let ν be a medial limit.R Write U for theR set of sequences u ∈ R N such that sup{ v dν :
v ∈ `∞ , v ≤ |u|} is finite; for u ∈ U , write u dν for limm→∞ med(−m, u(n), m)ν(dn) (see 364Xw14 ). Suppose
R (X, Σ, µ) is a probability space and hfn in∈N a sequence of µ-integrable real-valued functions on X such that
that
h |fn |dµin∈N ∈ RR U . (i) Show that hfnRR
(x)in∈N ∈ U for µ-almost every x ∈ X. (ii) Show that if every fn is non-
negative
RR then f n (x)ν(dn)µ(dx)
RR ≤ fn dµ ν(dn). (iii) Show that if {fn : n ∈ N} is uniformly integrable then
fn (x)ν(dn)µ(dx) = fn dµ ν(dn).

(h) Let F be an ultrafilter on N. Show that F is measure-centering iff whenever A is a Boolean algebra, D ⊆ A \ {0}
has intersection number greater than 0 (definition: 391H) and han in∈N is a sequence in D, then there is an A ∈ F such
that {an : n ∈ A} is centered.

(i)(i) Show that if cov N = c, there is a measure-centering ultrafilter on N including the asymptotic density filter
(538Xc). (ii) Show that an ultrafilter on N including the asymptotic density filter cannot be a p-point filter. (iii) Show
that a filter on N including the asymptotic density filter cannot be a rapid filter.

(j)(i) Show that there is a semigroup operation +̇ on the set βN of ultrafilters on N defined by saying that F +̇G =
+[[F n G]] for all F, G ∈ βN, where + : N × N → N is addition. (ii) Show that if we identify βN with the Stone-Čech
compactification of N (4A2I(b-i)14 ), then +̇ is continuous in the first variable. (iii) Show that there is a non-principal
ultrafilter F on N which is idempotent, that is, F +̇F = F. (Hint: consider a minimal P closed sub-semigroup of the
set of non-principal ultrafilters.) (iv) For any function f ∈ N N , write FS(f ) for { n∈K f (n) : K ∈ [N]<ω }; say a
finite sum set is a set of the form FS(f ) for some strictly increasing function f ∈ N N . Show that if F is a non-
principal idempotent ultrafilter on N and I ∈ F, then I includes a finite sum set. (This is a version of Hindman’s
theorem.) (v) Show that if I ⊆ N is a finite sum set there is an idempotent ultrafilter containing I. (vi) Show that
if F is an idempotent ultrafilter on N, (A, µ̄) is a probability algebra, and π : A → A is a measure-preserving Boolean
homomorphism, then (α) limn→F µ(a ∩ π n a) ≥ (µa)2 for every a ∈ A (β) there is a finite sum set I ⊆ N such that
{π n a : n ∈ I} is centered. (vii) Show that no idempotent ultrafilter is measure-centering. (Hint: 538Xu.) (viii) Show
that if F is a Ramsey ultrafilter then F +̇F is not measure-centering. (ix) Repeat, as far as possible, for semigroups
other than (N, +).

(k) (V.Bergelson-M.Talagrand) Show that there are a probability algebra (A, µ̄) and a sequence han in∈N in A such
that µ̄an = 21 for every n ∈ N but inf m,n∈I µ̄(am ∩ an ) = 0 whenever I ⊆ N does not have asymptotic density 0.

538Z Problem Show that it is relatively consistent with ZFC to suppose that there are no measure-converging
filters on N. (Note that in this case there are no medial limits, by 538Rd.)

538 Notes and comments This is a long section, and rather a lot of ideas are crowded into it, starting with the list
in 538A. If you have looked at ultrafilters on N at all, you are likely to have encountered ‘p-point’, ‘rapid’ and ‘Ramsey’
ultrafilters, and most of 538B-538D and 538F will probably be familiar. The ‘iterated products’ of 538E will also be a
matter of adapting known concepts to my particular formulation.
Some of the slightly contorted language of 538Fe and 538Ff (with references to ‘#(F)’) is there because we do not
know how many isomorphism classes of Ramsey filters there are. If there are none (as in random real models, see
553H), or one (Shelah 82, §VI.5), then things are very simple. If there are infinitely many then we could rephrase
14 Later editions only.
538 Notes Filters and limits 281

538Ff in terms of sequences of non-isomorphic filters. But as far as I know it is possible that there should be two, or
seventeen.
In 538H-538M I try to set out, and expand, some of the principal ideas of Benedikt 98. The starting point is
the observation that a Ramsey ultrafilter gives us an extension of Lebesgue measure on [0, 1], indeed of any perfect
probability measure. Observing that this property is preserved by iterations, we are led to ‘measure-centering’ ultra-
filters. Once we have the idea of measure-centering-ultrafilter extension of a perfect probability measure, we can set
out to look at its properties in terms of the (by now very extensive) general theory of this treatise. The first step
has to be the identification of its measure algebra (538Ja, 538Xj), followed, if possible, by the identification of the
corresponding Banach function spaces. It turns out that these can be reached by an alternative route not involving
special properties of the ultrafilter or the probability space, which I have expressed in general forms in the new §§328
and 377, to appear in future editions of Volume 3. This gives a long list of facts, which I have written out in 538Ja and
538K. Minor variations of the measure and the filter are straightforward (538Jb, 538Jc, 538Xk). For iterated products
of filters we have more work to do (538L), especially if we are to express them in a form adequate for the objective,
the universal-extension result of 538M. S T
You will have noticed that in the statement of 538G I speak of ‘ A∈F n∈A Fn ’ and ‘lim inf n→F µFn ’. Something
of the sort is necessary since in that theorem I do not insist from the outset that F S shouldTbe an ultrafilter. Of course
only ultrafilters are of interest in this context, by 538Ha, and for these we have A∈F n∈A Fn = limn→F Fn and
lim inf n→F µFn = limn→F µFn , as in 538I.
For most of this section I have kept firmly to the study of filters on N. For measure-centering filters, at least,
there are interesting extensions to filters on uncountable sets, which I mention in 538Yd. We can do a good deal with
the ideas of 538G-538K on cardinals less than c in the presence of (for instance) Martin’s axiom; but for anything
corresponding to 538L-538M it seems that we must use a two-valued-measurable cardinal (541M below).
Measure-converging filters (538N) and filters with the Fatou property (538O) form an oddly complementary pair. I
have tried to emphasize the correspondence in the characterizations 538Na and 538Oa (compare 538G(v), 538Na(iv) and
538Oa(iv)), but after this they seem to diverge. The phrase ‘Fatou property’ comes from 538O(a-iii); if you like, Fatou’s
Lemma says that the Fréchet filter has the Fatou property. Note that any filter larger than a measure-converging filter
is again measure-converging, so that if there is a measure-converging filter there is a measure-converging ultrafilter;
but that no non-principal ultrafilter can have the Fatou property (538Xn). On the other hand, there are many free
filters with the Fatou property, but it is not known for sure whether there have to be measure-converging filters. It is
possible for a measure-converging filter to have the Fatou property (538Rd).
In the last part of the section I look at a different kind of limit. A ‘Banach limit’ is an extension to `∞ of the ordinary
limit regarded as a linear functional on the closed subspace of convergent sequences; a ‘medial limit’ is a Banach limit
which commutes with integration in appropriate settings. To study these I use the R formulae of repeated integration to do
some surprising things. In 363L I tried to explain what I meant by the formula ‘ . . . dν’ for a finitelyRRadditive functional
ν. This defines linear functionals which are positive R R for non-negative
 ν. In ‘repeated integrals’ like fn (x)µ(dx)ν(dn)
(538P(iii)), we must interpret the formula as fn (x)µ(dx) ν(dn); the ‘inner integral’ is an ordinary integral with
respect
R to the countably additive measure µ, and the ‘outer integral’ is a name for a linear functional.
R In the integral
. . . dν we have no problem with measurability,R though we must RR check that the integrand
RR n →
7 f n dµ is bounded; but
when we look at the other repeated integrals, ν(a)µ(da) or x dν µ(dx) or fn (x)ν(dn)µ(dx), the conditions of
538P must explicitly assert that the outer integrals are defined.
Because we don’t need to considerR measurability, the ‘finitely additive integrals’ here are in some ways easy to deal
with; ‘disintegrations’ like ν̃ = νk ν(dk) (538Rc) slide past all the usual questions. However we must always be
vigilant against the temptations of limiting processes. As with the Riemann integral, of course, we can integrate the
limit of a uniformly P∞ convergent sequence of functions. But see the manoeuvres of part (a-iii) of the proof of 538R,
where the sums i=0 αni ... demand different treatments at different points. And Fubini’s theorem nearly disappears;
the point of ‘medial functionals’ is that something extraordinary has to happen before we can expect to change the
order of integration.
I have used the language of Volume 3 to express 538Re in a general form. Of course by far the most important
example is when the operator T is a conditional expectation operator (538Xs). For more examples of operators in
L× (L∞ ; L∞ ), see §§373-374.
For most of the classes of filter here, there is a question concerning their existence. Subject to the continuum
hypothesis, there are many Ramsey ultrafilters, and refining the argument we find that the same is true if p = c
(538Yb). There are many ways of forcing non-existence of Ramsey ultrafilters, of which one of the simplest is in
553H below. With more difficulty, we can eliminate p-point ultrafilters (Wimmers 82) or rapid filters (Miller 80) or
nowhere dense filters and therefore measure-centering ultrafilters (538Hd, Shelah 98). It is not known for sure that
we can eliminate medial limits or measure-converging filters (538Z).
282 Topologies and measures III §539 intro.

539 Maharam submeasures


Continuing the work of §§392-394 and 49615 , I return to Maharam submeasures and the forms taken by the ideas
of the present volume in this context. At least for countably generated algebras, and in some cases more generally,
many of the methods of Chapter 52 can be applied (539B-539J). In 539K-539M I give the main result of Balcar
Jech & Pazak 05 and Veličković 05: it is consistent to suppose that every Dedekind complete ccc weakly (σ, ∞)-
distributive Boolean algebra is a Maharam algebra. In 539Q-539T I introduce the idea of ‘exhaustivity rank’ of an
exhaustive submeasure.

539A The story so far As submeasures have hardly appeared before in this volume, I begin by repeating some of
the essential ideas.

(a) If A is a Boolean algebra, a submeasure on A is a functional ν : A → [0, ∞] such that ν0 = 0, νa ≤ νb whenever


a ⊆ b, and ν(a ∪ b) ≤ νa + νb for all a, b ∈ B (392A16 ); it is totally finite if µ1 < ∞. If µ is a submeasure defined
on an algebra of subsets of a set X, I say that the null ideal of µ is the ideal N (µ) of subsets of X generated by
{E : µE = 0} (496Bc17 ). As elsewhere, I will write simple N for the Lebesgue null ideal. A submeasure ν on a Boolean
algebra A is exhaustive if limn→∞ νan = 0 for every disjoint sequence han in∈N in A; it is uniformly exhaustive
if for every  > 0 there is an n ∈ N such that there is no disjoint family a0 , . . . , an with νai ≥  for every i ≤ n
(392B). A Maharam submeasure is a totally finite sequentially order-continuous submeasure (393A18 ); a Maharam
submeasure on a Dedekind σ-complete Boolean algebra is exhaustive (393Bc19 ).

(b) A Maharam algebra is a Dedekind σ-complete Boolean algebra with a strictly positive Maharam submeasure.
Any Maharam algebra is ccc and weakly (σ, ∞)-distributive (393Eb20 ). A Maharam algebra is measurable iff it carries a
strictly positive uniformly exhaustive submeasure (393D21 ). If µ is any Maharam submeasure on a Dedekind σ-complete
Boolean algebra A, its Maharam algebra is the quotient A/{a : µa = 0} (496Ba17 ).

(c) If ν is any strictly positive totally finite submeasure on a Boolean algebra A, there is an associated metric
(a, b) 7→ ν(a 4 b); the completion Ab of A under this metric is a Boolean algebra (392H22 ). If ν is exhaustive, then A
b
23
is a Maharam algebra (393H ). If µ and ν are both strictly positive Maharam submeasures on the same Maharam
algebra A, µ is absolutely continuous with respect to µ (393F24 ). Consequently the associated metrics are uniformly
equivalent, and A has a canonical topology and uniformity, its Maharam-algebra topology and Maharam-algebra
uniformity (393G17 ).

(d) In any Boolean algebra A, a sequence han in∈N order*-converges to a if there is a partition B of unity in A such
that {n : b ∩ (an 4 a) 6= 0} is finite for every b ∈ B (393Ma25 ). The order-sequential topology on A is the topology for
which the closed sets are just the sets closed under order*-convergence (393L26 ). If A is ccc and Dedekind σ-complete, a
subalgebra of A is order-closed iff it is closed for the order-sequential topology (393O17 ). If A is ccc and weakly (σ, ∞)-
distributive, then the closure of a set A ⊆ A for the order-sequential topology is the set of order*-limits of sequences in A
(393Pb27 ). If A is a Maharam algebra, then its Maharam-algebra topology is its order-sequential topology (393N17 ). If
A is a Dedekind σ-complete ccc weakly (σ, ∞)-distributive Boolean algebra, and {0} is a Gδ set for the order-sequential
topology, then A is a Maharam algebra (393Q28 ).

(e) It was a long-outstanding problem (the ‘Control Measure Problem’) whether every Maharam algebra is in fact
a measurable algebra; this was solved by a counterexample in Talagrand 08?, described in §39417 .

(f ) If X is a Hausdorff space, a Radon submeasure on X is a totally finite submeasure µ defined on a σ-algebra


Σ of subsets of X such that (i) if E ⊆ F ∈ Σ and µF = 0 then E ∈ Σ (ii) every open set belongs to Σ (iii) if
E ∈ Σ and  > 0 there is a compact set K ⊆ E such that µ(E \ K) ≤  (496C17 ). Every Radon submeasure is a
Maharam submeasure (496Da17 ). If X is a Hausdorff space and µ is a Radon submeasure on X, a set E ∈ dom µ is
self-supporting if µ(E ∩ G) > 0 whenever G ⊆ X is an open set meeting E. If E ∈ dom µ and  > 0, there is a
compact self-supporting K ⊆ E such that µ(E \ K) ≤  (496Dd17 ).
Let µ be a strictly positive Maharam submeasure on a Dedekind σ-complete Boolean algebra A. Let Z be the Stone
space of A, and write b a for the open-and-closed subset of Z corresponding to each a ∈ A. Then there is a unique
Radon submeasure ν on Z of A such that νb a = µa for every a ∈ A; the null ideal of ν is the nowhere dense ideal of Z
(496G17 ).
15 All four of these sections have been rewritten since the last printed editions of Volumes 3 and 4, so there will be repeated footnotes
‘Later editions only’ and ‘Formerly. . . ’.
16 Early editions did not allow ∞ as a value of a submeasure; the change is nearly trivial.
17 Later editions only.
18 Formerly 392G. 19 Formerly 392Hc. 20 Formerly 392I. 21 Formerly 392J. 22 Formerly 393B. 23 Formerly 393B. 24 Formerly 393E. 25 Formerly

392L. 26 Formerly 392K. 27 Formerly 392Mb. 28 Formerly 392O.


539C Maharam submeasures 283

539B Proposition Let A be a Maharam algebra, τ (A) its Maharam type and dT (A) its topological density for its
Maharam-algebra topology. Then τ (A) ≤ dT (A) ≤ max(ω, τ (A)).
proof Recall that the Maharam-algebra topology is the order-sequential topology (539Ad). A is ccc and weakly
(σ, ∞)-distributive (539Ab), so if D ⊆ A is topologically dense, then every element of A is expressible as the order*-
limit inf n∈N supm≥n am of some sequence han in∈N in D (539Ad). In this case D τ -generates A and τ (A) ≤ #(D);
accordingly τ (A) ≤ dT (A). If D ⊆ A τ -generates A, let B be the subalgebra of A generated by D and B its topological
closure. Then B is order-closed (because A is ccc), so is the whole of A (539Ad), and dT (A) ≤ #(B) ≤ max(ω, #(D));
accordingly dT (A) ≤ max(ω, τ (A)).

539C Theorem (a) Let A be a Maharam algebra. Then


(A+ , ⊇ 0 , [A+ ]≤max(ω,τ (A)) ) 4GT (Pou(A), v∗ , Pou(A)),
where (A+ , ⊇ 0 , [A+ ]≤κ ) is defined as in 512F, and (Pou(A), v∗ ) as in 512Ee.
(b) Let A be a Maharam algebra. Then Pou(A) 4T Nτ (A) , where Nκ is the null ideal of the usual measure on
{0, 1}κ .
proof (a) If A = {0} this is trivial; suppose otherwise. Fix a strictly positive Maharam submeasure µ on A such that
µ1 = 1. Let B be a subalgebra of A which is dense in A for the metric (a, b) 7→ µ(a 4 b) and has cardinal at most
κ = max(ω, τ (A)) (539B).
(i) For a ∈ A+ choose φ(a) ∈ Pou(A) as follows. Start by taking dn ∈ B, for n ∈ N, such that µ(dn 4 (1 \ a)) ≤
−n−2
2 µa for each n; set bn = dn \ supi<n bi for n ∈ N, a0 = 1 \ supn∈N bn = 1 \ supn∈N dn ; then every bn belongs to B,
µ(a0 \ a) ≤ inf n∈N µ((1 \ dn ) \ a) ≤ inf n∈N µ(dn 4 (1 \ a)) = 0,
P∞
µ(a \ a0 ) ≤ n=0 µ(a ∩ dn ) < µa,
so 0 6= a0 ⊆ a. Now set φ(a) = {a0 } ∪ {bn : n ∈ N}.
(ii) For C ∈ Pou(A), set
ψ(C) = {c ∩ b : c ∈ C, b ∈ B} \ {0} ∈ [A+ ]≤κ .

(iii) Suppose that a ∈ A+ , C ∈ Pou(A) and φ(a) v∗ C. Then there is a b ∈ ψ(C) such that b ⊆ a. P P Let c ∈ C
be such that c ∩ a0 6= 0, where a0 is defined as in (i) above. Then B = {b : b ∈ φ(a) \ {a0 }, c ∩ b 6= 0} is a finite subset
of B, so sup B ∈ B and c \ sup B ∈ ψ(C). But c \ sup B = c ∩ a0 ⊆ a. Q Q Thus a ⊇ 0 ψ(C).
As a is arbitrary, (φ, ψ) is a Galois-Tukey connection from (A , ⊇ , [A+ ]≤κ ) to (Pou(A), v∗ , Pou(A), and (A+ , ⊇ 0 ,
+ 0

[A ] ) 4GT (Pou(A), v∗ , Pou(A).


+ ≤κ

(b)(i) Set κ = τ (A). If κ is finite, then A is purely atomic and Pou(A) has an upper bound in itself, as does Nκ ; so
the result is trivial. Accordingly we may suppose henceforth that κ is infinite.
(ii) Fix a strictly positive Maharam submeasure µ on A and a topologically dense subalgebra B ⊆ A of size
κ (539B). If C ∈ Pou(A), there is a sequence hbn in∈N in B such that µbn ≤ 4−n for every n ∈ N and {c : c ∈ C,
P If C is finite this is trivial. Otherwise, set n = 4−n /(n + 2) for each n ∈ N,
c 6⊆ supi≥n bi } is finite for every n ∈ N. P
and enumerate C as hcn in∈N . Let hk(n)in∈N be a strictly increasing sequence such that µc0n ≤ n for every n, where
c0n = supi≥k(n) ci ; choose hbn in∈N in B inductively so that
µ(bn 4 supj≤n (c0j \ supj≤i<n bi )) ≤ n+1
for each n ∈ N. Then we see by induction on n that
µ(c0j \ supj≤i<n bi ) ≤ n
whenever j ≤ n in N, and therefore that
µbn ≤ n+1 + (n + 1)n ≤ 4−n
for each n; while c0j ⊆ supi≥j bi for every j, so
1 \ supi≥n bi ⊆ 1 \ c0n = supi<k(n) ci
meets only finitely many members of C, for every n. Q
Q
(iii) Now fix on an enumeration hbξ iξ<κ of B. Consider the κ-localization relation (κN , ⊆∗ , Sκ ) (522K). We see
from (ii) that we can find a function φ : Pou(A) → κN such that
µbφ(C)(n) ≤ 4−n for every n ∈ N,
284 Topologies and measures III 539C

1 \ supi≥n bφ(C)(i) meets only finitely many members of C, for every n ∈ N.


Next, define ψ : Sκ → Pou(A) as follows. Given S ∈ Sκ , set a0 (S) = 1,
an+1 (S) = supm≥n sup{bξ : (m, ξ) ∈ S, µbξ ≤ 4−m }
P∞
for each n; then µan+1 (S) ≤ m=n 2−m = 2−n+1 for every n, so ψ(S) = {an (S) \ an+1 (S) : n ∈ N} is a partition of
unity in A.
(iv) Suppose that C ∈ Pou(A) and S ∈ Sκ are such that φ(C) ⊆∗ S. In this case there is an m ∈ N such that
(n, φ(C)(n)) ∈ S for every n ≥ m. Since µbφ(C)(n) ≤ 4−n for every n, supi≥n bφ(C)(i) ⊆ an+1 (S) and 1 \ an+1 (S) meets
only finitely many members of C, for every n ≥ m. Thus every member of ψ(S) meets only finitely many members of
C, and C v∗ ψ(S).
This shows that (φ, ψ) is a Galois-Tukey connection from (Pou(A), v∗ , Pou(A)) to (κN , ⊆∗ , Sκ ), and (Pou(A), v∗
, Pou(A)) 4GT (κN , ⊆∗ , Sκ ). On the other side, we know already that (κN , ⊆∗ , Sκ ) 4GT (Nκ , ⊆, Nκ ) (524G); so
(Pou(A), v∗ , Pou(A)) 4GT (Nκ , ⊆, Nκ ), that is, Pou(A) 4T Nκ .

539D Corollary Let A be a Maharam algebra.


(a) π(A) ≤ max(cf[τ (A)]≤ω , cf N ).
(b) If τ (A) ≤ ω, then wdistr(A) ≥ add N .
proof (a) Set κ = τ (A). If π(A) is countable, or π(A) ≤ cf[κ]≤ω , we can stop. Otherwise,

max(ω, κ) ≤ max(ω, cf[κ]≤ω ) < π(A)


= cov(A+ , ⊇, A+ ) ≤ max(ω, κ, cov(A+ , ⊇ 0 , [A+ ]≤κ ))
(512Gf), so

π(A) ≤ cov(A+ , ⊇ 0 , [A+ ]≤κ ) ≤ cov(Pou(A), v∗ , Pou(A))


(539Ca, 512Da)
= cf Pou(A) ≤ cf Nκ
(539Cb)
= max(cf[κ]≤ω , cf N ).

(b) In this case,


wdistr(A) = add Pou(A) ≥ add N
by 539Cb.

539E Proposition (Veličković 05, Balcar Jech & Pazák 05) If A is an atomless Maharam algebra, there is
a sequence han in∈N in A such that supn∈I an = 1 and inf n∈I an = 0 for every infinite I ⊆ N.
proof (a) Fix a strictly positive Maharam submeasure µ on A. If han in∈N is a sequence in A such that δ = inf n∈N µan
is greater than 0, there are a non-zero d ∈ A and an infinite I ⊆ N such that d ⊆ supi∈J ai for every infinite J ⊆ I.
PP?? Otherwise, set bJ = supi∈J ai for J ⊆ N. Choose hIξ iξ<ω1 , hcξ iξ<ω1 and hdξ iξ<ω1 inductively, as follows. I0 = N.
The inductive hypothesis will be that Iξ is an infinite subset of N, Iξ \ Iη is finite whenever η ≤ ξ, and cξ ∩ bIξ+1 = 0 for
every ξ < ω1 . Given hIη iη≤ξ where ξ < ω1 , set dξ = inf n∈N bIξ \n . Since µbJ ≥ δ for every non-empty J ⊆ N, µdξ ≥ δ
and dξ 6= 0. By hypothesis, there is an infinite Iξ+1 ⊆ Iξ such that cξ = dξ \ bIξ+1 is non-zero. Given hIη iη<ξ where
ξ < ω1 is a non-zero limit ordinal, let Iξ be an infinite set such that Iξ \ Iη is finite for every η < ξ, and continue.
Now observe that if η < ξ < ω1 , Iξ \ Iη is finite, so that there is an n ∈ N such that Iξ \ n ⊆ Iη+1 , and
cξ ⊆ dξ ⊆ bIξ \n ⊆ bIη+1
is disjoint from cη . But this means that hcξ iξ<ω1 is disjoint, which is impossible, because A is ccc. X
XQQ
(b) Let us say that a Boolean algebra A splits reals if there is a sequence han in∈N in A such that supn∈I an = 1
and inf n∈I an = 0 for every infinite I ⊆ N. Now if A is a Maharam algebra, the set of those d ∈ A such that the
P Let a ∈ A+ .
principal ideal Ad generated by d splits reals is order-dense in A. P
case 1 If µ Aa is uniformly exhaustive, then Aa is measurable (539Ab). Let ν̄ be a probability measure on Aa ;
because Aa , like A, is atomless, there is a stochastically independent family han in∈N in Aa with ν̄an = 21 for every n,
and now han in∈N witnesses that Aa splits reals.
539G Maharam submeasures 285

case 2 If µ Aa is not uniformly exhaustive, let hbni ii≤n∈N be a family of elements ofQAa such that hbni ii≤n is
disjoint for each n and  = inf i≤n∈N µbni is greater than 0. There is a family hfξ iξ<ω1 in n∈N {0, . . . , n} such that
{n : fξ (n) = fη (n)} is finite whenever η < ξ < ω1 . (For each ξ < ω1 let θξ : ξ → N be injective. Now define hfξ iξ<ω1
inductively by saying that
fξ (n) = min(N \ {fη (n) : η < ξ, θξ (η) < n})
for every ξ < ω1 and n ∈ N.)
?? If for every ξ < ω1 and I ∈ [N]ω there is a J ∈ [I]ω such that inf i∈J bi,fξ (i) 6= 0, choose hIξ iξ<ω1 inductively so
that Iξ ∈ [N]ω , Iξ \ Iη is finite for every η < ξ, and cξ = inf i∈Iξ bi,fξ (i) is non-zero for every ξ < ω1 . Then whenever
η < ξ the set Iξ ∩ Iη is infinite, so there is an i ∈ Iξ ∩ Iη such that fξ (i) 6= fη (i); now cξ ∩ cη ⊆ bi,fξ (i) ∩ bi,fη (i) = 0. But
this means that we have an uncountable disjoint family in Aa , which is impossible, because A is ccc. X X
Thus we have a ξ < ω1 and an infinite I ⊆ N such that inf i∈J di = 0 for every infinite J ⊆ I, where di = bi,fξ (i) for
i ∈ I. Next, applying (a) to hdi ii∈I , we have an infinite K ⊆ I and a d 6= 0 such that d = supi∈J di for every infinite
J ⊆ K. But this means that hd ∩ di ii∈K witnesses that Ad splits reals; while d ⊆ a.
As a is arbitrary, we have the result. Q Q
(c) By 313K, there is a partition D of unity in A such that Ad splits reals for every d ∈ D; choose a sequence
hadn in∈N in Ad witnessing this for each d ∈ D. Set an = supd∈D adn for each n. If I ⊆ N is infinite, then
supn∈I an = supd∈D supn∈I adn = sup D = 1,
while
d ∩ inf n∈I an = inf n∈I adn = 0
for every d ∈ D, so inf n∈I an = 0. Thus han in∈N witnesses that A splits reals, as claimed.

539F Definition For the next result I need a name for one more cardinal between ω1 and c. The splitting number
s is the least cardinal of any family A ⊆ PN such that for every infinite I ⊆ N there is an A ∈ A such that I ∩ A and
I \ A are both infinite.

539G Proposition Let X be a set, Σ a σ-algebra of subsets of X, and µ an atomless Maharam submeasure on Σ.
Let M be the ideal of meager subsets of R.
(a) non N (µ) ≥ max(s, cov M).
(b) cov N (µ) ≤ non M.
proof If µX = 0, these are both trivial; suppose otherwise.
(a)(i) Suppose that D ⊆ X and #(D) < cov M. For any  > 0, there is an F ∈ B(X) such that D ⊆ F and µF ≤ .
P By 393I29 , there is for each n ∈ N a finite partition En of X into members
P Q of Σ such that µE ≤ 2−n−1  for each
E ∈ En . Express each En as {Eni : i < k(n)}. For x ∈ D, let fx ∈ n∈N k(n) be such that x ∈ En,fx (n) for every
n. Because #(D) < cov M, there S is an f ∈ N N such that f ∩ fx 6= ∅ for every x ∈ D (522Rb); we may suppose that
f (n) < k(n) for every n. Set F = n∈N En,f (n) ; this works. Q
Q
Applying
T this repeatedly, we get a sequence hF i
n n∈N in B(X) such that D ⊆ Fn and µFn ≤ 2−n for every n; now
F = n∈N Fn includes D and belongs to N (µ). As D is arbitrary, non N (µ) ≥ cov M.
(ii) Set A = B(X)/B(X) ∩ N (µ), and define µ̄ : A → [0, ∞[ by setting µ̄E • = µE for every E ∈ B(X). Then
µ̄ is a strictly positive atomless Maharam submeasure on A. By 539E, there is a sequence han in∈N in A such that
supn∈I an = 1 and inf n∈I an = 0 for every infinite I ⊆ N. For each n ∈ N, let En ∈ B(X) be such that En• = an .
Suppose that D ⊆ X and #(D) < s. For x ∈ D, set Ax = {n : x ∈ En }. Because #(D) < s, there is an infinite
I ⊆ N such that one of I ∩ Ax , I \ Ax is finite for every x ∈ D. Set
S S T 
F = m∈N (X \ n∈I\m En ) ∪ ( n∈I\m En ) ;
then

F • = supm∈N (1 \ supn∈I\m an ) ∪ (inf n∈I\m an ) = 0,
so F ∈ N (µ), while D ⊆ F . As D is arbitrary, non N (µ) ≥ s.
Q
(b) Let hk(n)in∈N , hEni ii<k(n) and hfx ix∈X be as in (a-i) above, with  = 1. Give Z = n∈N k(n) its compact
metrizable product topology. By 522Vb, there is a family hgξ iξ<non M in Z such that {gξ : ξ < non M} is non-meager.
For each f ∈ Z, the set
29 Later editions only.
286 Topologies and measures III 539G

T S
H(f ) = m∈N n≥m {g
: g ∈ Z, g(n) = f (n)}
S
is comeager in Z, so contains some gξ ; turning this round, Z = ξ<non M H(gξ ). Consider the sets Fξ = {x : x ∈ X,
S
fx ∈ H(gξ )}; then X = ξ<non M Fξ , while
P∞
µFξ ≤ inf m∈N n=m µEn,gξ (n) = 0
for every ξ. So cov N (µ) ≤ non M.

539H Corollary Let A be an atomless Maharam algebra, not {0}. Then d(A) ≥ max(s, cov M).

proof Let Z be the Stone space of A and ν the Radon submeasure on Z corresponding to a strictly positive Maharam
submeasure µ on A (539Af), so that N (ν) is the ideal of meager subsets of Z. Note that the meager sets of Z are all
nowhere dense, because A is weakly (σ, ∞)-distributive (316I). Because A is atomless, so are µ and ν. As every meager
subset of Z is nowhere dense (and Z 6= ∅), no dense set can be meager, and
d(A) = d(Z) ≥ non N (ν) ≥ max(s, cov M)
by 539Ga.

539I Theorem (a) Let µ be a Radon submeasure on a Hausdorff space X (539Af) and A its Maharam algebra.
Let (Pou(A), v∗ ) the pre-ordered set of partitions of unity in A under refinement (512Ee). Then N (µ) 4T Pou(A).
(b) Let µ be a Radon submeasure on a Hausdorff space X and A its Maharam algebra.
(i) wdistr(A) ≤ add N (µ).
(ii) τ (A) ≤ w(X).
(iii) cf N (µ) ≤ max(cf[τ (A)]≤ω , cf N ).
(iv) If τ (A) ≤ ω (e.g., because X is second-countable), then add N (µ) ≥ add N and cf N (µ) ≤ cf N .

proof (a) For E ∈ N (µ), let KE be a maximal disjoint family of compact sets of non-zero submeasure disjoint from
E, and set CE = {K • : K ∈ KE }. Because µ is inner regular with respect to the compact sets, CE ∈ Pou(A). Now
E 7→ CE : N (µ) → Pou(A) is a Tukey function. P P Suppose that E ⊆ N (µ) and D ∈ Pou(A) are such that CE v∗ D
for every E ∈ E; take any  > 0. Because D is countable, we have a countable partition H of X into measurable sets
such that D = {H • : H ∈ H}. Because µ is inner regular with respect to the self-supporting compact sets (539Af), we
can find a self-supporting compact set K ⊆ X such that µ(X \ K) ≤  and K is covered by finitely many members of
H; consequently K • meets only finitely many members of D.
0
S 0only finitely many members of CE , so there is a finite set KE ⊆ KE such that K \ KE is
If E ∈ E, then K • meets
negligible, where KE = KE . But KE is compact and K is self-supporting, so K ⊆ KE and K ∩ E = ∅.
S
S This means that E ⊆ X \ K is included in an open set of submeasure at most . This is true for every  > 0, so
E is included in a negligible Gδ set and belongs to N (µ); that is, E is bounded above in N (µ). As E is arbitrary,
E 7→ CE is a Tukey function. Q Q

(b)(i) Putting (a) and 513E(e-ii) together,


wdistr(A) = add Pou(A) ≤ add N (µ).

(ii) If U is a base for the topology of X with #(U) = w(X), consider D = {U • : U ∈ U } and the order-closed
subalgebra B of A generated by D; note that B is closed for the order-sequential (or Maharam-algebra) topology of
A (539Ad). Let E be the algebra of sets generated by U. If F ∈ dom µ and  > 0, there are compact sets K ⊆ F ,
L ⊆ X \ F such that µ(X \ (K ∪ L)) ≤ . There is an E ∈ E such that K ⊆ E ⊆ X \ L, so µ(E4F ) ≤ . Now E • ∈ B
and µ̄(F • 4 E • ) ≤ ; as  is arbitrary, F • ∈ B; as F is arbitrary, B = A and A is τ -generated by D. This means that
τ (A) ≤ #(D) ≤ w(X), as required.

(iii) Setting κ = τ (A), (a) and 539Cb tell us that N (µ) 4T Nκ , where Nκ is the null ideal of the usual measure
on {0, 1}κ . So add N (µ) ≥ add Nκ and
cf N (µ) ≤ cf Nκ ≤ max(cf[κ]≤ω , cf N )
(513Ee, 523N).

(iv) If κ ≤ ω then Nκ 4T N so add N (µ) ≥ add N and cf N (µ) ≤ cf N .

539J We can approach precalibers by some of the same combinatorial methods as before.
539K Maharam submeasures 287

Proposition Let A be a Boolean algebra and ν an exhaustive submeasure on A.


(a) Let hai ii∈N be a sequence in A such that inf i∈N νai > 0.
(i) There is an infinite I ⊆ N such that {ai : i ∈ I} is centered.
(ii) For every k ∈ N there are an S ∈ [N]ω and a δ > 0 such that ν(inf i∈J ai ) ≥ δ for every J ∈ [S]k .
(b) Suppose that haξ iξ<κ is a family in A such that inf ξ<κ νaξ > 0, where κ is a regular uncountable cardinal. Then
for every k ∈ N there are a stationary set S ⊆ κ and a δ > 0 such that ν(inf i∈J ai ) ≥ δ for every J ∈ [S]k .
(c) If ν is strictly positive, then (κ, κ, n) is a precaliber triple of A for every regular uncountable cardinal κ and every
n ∈ N; in particular, A satisfies Knaster’s condition.
proof (a)(i) This is 392J30 .
(ii) Induce on k. The cases k = 0, k = 1 are trivial. For the inductive step to k + 1, let M ∈ [N]ω and δ > 0
be such that ν(inf i∈J ai ) ≥ δ for every J ∈ [M ]k . ?? Suppose, if possible, that for every S ∈ [M ]ω and γ > 0 there
is a J ∈ [S]k+1 such that ν(inf i∈J ai ) < γ. Using Ramsey’s theorem (4A1G) repeatedly, we can find hIn in∈N such
/ In+1 and ν(inf i∈J ai ) ≤ 2−n−2 δ for every n ∈ N and J ∈ [In ]k+1 . Set
that I0 ∈ [M ]ω , In+1 ∈ [In ]ω , rn = min In ∈
S = {rn : n ∈ N}. If J ∈ [S] and min J = rn , then J ∪ {rm } ∈ [Im ]k+1 , so ν(inf i∈J ai ∩ arm ) ≤ 2−m−2 δ, for every
k

m < n. It follows that ν(inf i∈J ai ∩ supm<n arm ) ≤ 12 δ and ν(inf i∈J ai \ supm<n arm ) ≥ 21 δ. But this means that
νcn ≥ 12 δ where cn = arn \ supm<n arm for each n. As hcn in∈N is disjoint, this is impossible. X
X
Thus we can find γ > 0 and S ∈ [M ]ω such that ν(inf i∈J ai ) ≥ γ for every J ∈ [S]k+1 , and the induction continues.
(b) Again induce on k. The cases k = 0, k = 1 are trivial. For the inductive step to k + 1 ≥ 2, write cJ = inf i∈J ai
for J ∈ [κ]<ω . We know from the inductive hypothesis that there are a stationary set S ⊆ κ and a δ > 0 such that
νcJ ≥ 3δ for every J ∈ [S]k . For each ξ ∈ S, choose m(ξ) ∈ N and hJξi ii<m(ξ) as follows. Given hJξi ii<j , where j ∈ N,
choose, if possible, Jξj ∈ [S ∩ ξ]k such that ν(cJξj ∩ cJξi ) ≤ 2−i δ for every i < j and ν(aξ ∩ cJξj ) ≤ 2−j δ; if this is not
possible, set m(ξ) = j and stop. Now the point is that we always do have to stop. P P?? Otherwise, set di = cJξi for each
i ∈ N. Because Jξi ∈ [S]k , νdi ≥ 3δ for each i; also ν(di ∩ dj ) ≤ 2−i δ for i < j; so νd0j ≥ δ, where d0j = dj \ supi<j di
for each j. But now hd0j ij∈N is disjoint and ν is not exhaustive. X XQ Q
At the end of the process, we have m(ξ) and hJξi ii<m(ξ) for each ξ ∈ S. By the Pressing-Down Lemma (4A1Cc),
there are m̃ and hJ˜i ii<m̃ such that S 0 = {ξ : ξ ∈ S, m(ξ) = m̃, Jξi = J˜i for every i < m̃} is stationary in κ. ?? Suppose,
if possible, that I ∈ [S 0 ]k+1 and νcI ≤ 2−m̃ δ. Set ξ = max I, J = I \ {ξ}, η = min I ∈ J. Then J ∈ [S ∩ ξ]k . For each
i < m̃ = m(ξ),
ν(cJ ∩ cJξi ) ≤ ν(aη ∩ cJξi ) = ν(aη ∩ cJηi ) ≤ 2−i δ,
while
ν(aξ ∩ cJ ) = νcI ≤ 2−m̃ δ.
But this means that we could have extended the sequence hJξi ii<m̃ by setting Jξm̃ = J. X
X
So S 0 and 2−m̃ δ provide the next step in the induction.
(c) This is now immediate from (b).

539K I come now to the work of Balcar Jech & Pazák 05, based on the characterizations of Maharam algebras
set out in §39331 .
Lemma (Quickert 02) Let A be a Boolean algebra, and I the family of countable subsets I of A for which there is
a partition C of unity such that {a : a ∈ I, a ∩ c 6= 0} is finite for every c ∈ C.
(a) I is an ideal of PA including [A]<ω .
(b) If A ⊆ A+ is such that A ∩ I is finite for every I ∈ I, and B = {b : b ⊇ a for some a ∈ A}, then B ∩ I is finite
for every I ∈ I.
(c) If A is ccc, then there is no uncountable B ⊆ A such that [B]≤ω ⊆ I.
(d) If A is ccc and weakly (σ, ∞)-distributive, I is a p-ideal (definition: 5A1V).
proof (a) Of course every finite subset of A belongs to I. If I0 , I1 ∈ I and J ⊆ I0 ∪ I1 , then J ∈ [A]≤ω . For each j, we
have a partition Cj of unity in A such that {a : a ∈ Ij , a ∩ c 6= 0} is finite for every c ∈ Cj . Set C = {c0 ∩ c1 : c0 ∈ C0 ,
c1 ∈ C1 }; then C is a partition of unity in A and {a : a ∈ J, a ∩ c 6= 0} is finite for every c ∈ C.
(b) Set J = B ∩ I. For each b ∈ J, let ab ∈ A be such that ab ⊆ b. Let C be a partition of unity such that {b : b ∈ I,
b ∩ c 6= 0} is finite for every c ∈ C; then {ab : b ∈ J, ab ∩ c 6= 0} is finite for every c ∈ C, so {ab : b ∈ J} belongs to I
and must be finite. ?? If J is infinite, there is an a ∈ A such that K = {b : b ∈ J, a = ab } is infinite; but in this case
there is a c ∈ C such that a ∩ c 6= 0 and b ∩ c 6= 0 for every b ∈ K. X X So J is finite, as claimed.
30 Later editions only.
31 Formerly §392.
288 Topologies and measures III 539K

(c) Let Ab be the Dedekind completion of A (314U). Let B ⊆ A be an uncountable set, and hbξ iξ<ω a family of
1

distinct elements of B. Set d = inf ξ<ω1 supξ≤η<ω1 bη , taken in A.


b Then (because A b is ccc, by 514Ee) d = sup
ξ≤η<ω1 bη
for some ξ (316E); in particular, d 6= 0. Next, we can find a strictly increasing sequence hξn in∈N in ω1 such that
d ⊆ supξn ≤η<ξn+1 bη for every n ∈ N. Set I = {bη : η < supn∈N ξn } ∈ [B]≤ω . If C is any partition of unity in A, there
must be some c ∈ C such that c ∩ d 6= 0, and now {a : a ∈ I, a ∩ c 6= 0} is infinite. So I ∈/ I.
(d) For each n ∈ N, let Cn be a partition of unity such that {a : a ∈ In , a ∩ c 6= 0} is finite for every c ∈ Cn . Let D
be a partition of unity such that {c : c ∈ Cn , c ∩ d 6= 0} is finite for every d ∈ D and n ∈ N. Then
S
{a : a ∈ In , a ∩ d 6= 0} ⊆ c∈Cn ,c ∩ d6=0 {a : a ∈ In , a ∩ c 6= 0}
S
is finite for every d ∈ D and n ∈ N. Let hdn in∈N be a sequence running over D ∪ {∅} and set I = n∈N {a : a ∈ In ,
a ∩ di = 0 for every i ≤ n}. Then
S
In \ I ⊆ i≤n {a : a ∈ In , a ∩ di 6= ∅}
is finite for each n. Also
S
{a : a ∈ I, a ∩ dn 6= 0} ⊆ i<n {a : a ∈ Ii , a ∩ dn 6= 0}
is finite for each n, so I ∈ I.
Remark In this context, I is called Quickert’s ideal.

539L Lemma Let S A be a weakly (σ, ∞)-distributive ccc Dedekind σ-complete Boolean algebra, and suppose that
A+ is expressible as k∈N Dk where no infinite subset of any Dk belongs to Quickert’s ideal I. Then A is a Maharam
algebra.
proof The point is that if han in∈N is a sequence in A which order*-converges to 0, then {an : n ∈ N} ∈ I. So no
sequence in any Dk can order*-converge to 0. Because A is weakly (σ, ∞)-distributive and ccc, 0 does not belong to
the closure Dk of Dk for the order-sequential topology on A (539Ad). So A+ = k∈N Dk is Fσ and {0} is Gδ for the
S
order-sequential topology. It follows that A is a Maharam algebra (539Ad).

539M Theorem (Balcar Jech & Pazák 05, Veličković 05) Suppose that Todorčević’s p-ideal dichotomy
(5A1V) is true. Then every Dedekind σ-complete ccc weakly (σ, ∞)-distributive Boolean algebra is a Maharam algebra.
proof Let A be a Dedekind σ-complete ccc weakly (σ, ∞)-distributive Boolean algebra. Let I be Quickert’s ideal on A;
[A]ω1 such that [B]≤ω ⊆ I. We are assuming that Todorčević’s
then I is a p-ideal (539Kd). By 539Kc, there is no B ∈ S
p-ideal dichotomy is true; so A must be expressible as n∈N Dn where no infinite subset of any Dn belongs to I. By
539L, A is a Maharam algebra.

539N Corollary Suppose that Todorčević’s p-ideal dichotomy is true. Let A be a Dedekind complete Boolean
algebra such that every countably generated order-closed subalgebra of A is a measurable algebra. Then A is a
measurable algebra.
proof (a) A is ccc. P P?? Otherwise, let haξ iξ<ω1 be a disjoint family of non-zero elements of A. Let f : ω1 → {0, 1}N
be an injective function, and set bn = sup{aξ : ξ < ω1 , fξ (n) = 1} for each n; let B be the order-closed subalgebra of
A generated by {bn : n ∈ N} ∪ {supξ<ω1 aξ }. Then aξ ∈ B for every ξ < ω1 , so B is not ccc; but B is supposed to be
measurable. XXQ Q
(b) A is weakly (σ, ∞)-distributive. PP Let hCn in∈N be a sequence of partitions
S of unity in A. As A is ccc, every
Cn is countable; let B be the order-closed subalgebra of A generated by n∈N Cn . Then B is measurable, therefore
weakly (σ, ∞)-distributive, and there is a partition D of unity in B such that {c : c ∈ Cn , c ∩ d 6= 0} is finite for every
n ∈ N and d ∈ D. As B is order-closed, D is still a partition of unity in A. As hCn in∈N is arbitrary, A is weakly (σ, ∞)-
distributive. Q
Q
(c) By 539M, A is a Maharam algebra; let µ be a strictly positive Maharam submeasure on A. Now µ is uniformly
exhaustive. PP?? Otherwise, there are  > 0 and a family hani ii≤n∈N in A such that hani ii≤n is disjoint for every n ∈ N
and µani ≥  whenever i ≤ n ∈ N. Let B be the order-closed subalgebra of A generated by {ani : i ≤ n ∈ N}. Then B
is a measurable algebra; let ν̄ be a functional such that (B, ν̄) is a totally finite measure algebra. Since ν̄ and µB are
both strictly positive Maharam submeasures on B, µ is absolutely continuous with respect to ν (539Ac). But µani ≥ 
for every n and i, while inf i≤n∈N ν̄ani must be zero. X
XQQ
(d) So A is a Dedekind σ-complete Boolean algebra with a strictly positive uniformly exhaustive Maharam submea-
sure, and is a measurable algebra (539Ab).
539Pc Maharam submeasures 289

539O I should say at once that 539M-539N really do need some special axiom. In fact the following example was
found at the very beginning of the study of Maharam algebras.
Souslin algebras: Proposition Suppose that T is a well-pruned Souslin tree (5A1Dd), and set A = RO↑ (T ).
(a) A is Dedekind complete, ccc and weakly (σ, ∞)-distributive.
(b) If B is an order-closed subalgebra of A and τ (B) ≤ ω, then B ∼
= PI for some countable set I; in particular, B
is a measurable algebra.
(c) (Maharam 47) The only Maharam submeasure on A is identically zero.
proof (a)(i) A is Dedekind complete just because it is a regular open algebra.
(ii) T is upwards-ccc, so A is ccc, by 514Nc.
(iii) For t ∈ T , set b t = int [t, ∞[ ∈ A; then {b t : t ∈ T } is order-dense in A. Let r be the rank function of T
(5A1Da). For each ξ < ω1 , Aξ {b t : t ∈ T , r(t) = ξ} is a partition of unity in A. P P If r(t) = r(t0 ) and t 6= t0 then
0
[t, ∞[ ∩ [t , ∞[ = ∅ so bt ∩ tb0 = 0 in A; thus Aξ is disjoint. If a ∈ A \ {0}, there is an s ∈ T such that sb ⊆ a; if r(s) ≥ ξ,
there is a t ≤ s such that r(t) = ξ, and a ∩ b t 6= 0; if r(s) < ξ, there is a t ≥ s such that r(t) = ξ (because T is
well-pruned), and b t ⊆ a. QQ
If A ⊆ A is a partition of unity, there is a ξ < ω1 such that Aξ refines A in the sense of 311Ge32 . P P B = {bt : t ∈ T,
t ⊆ a for some a ∈ A} is order-dense in A, so there is a partition C of unity included in B; C is countable; let D ⊆ T
b
be a countable set such that C = {b t : t ∈ D}; set ξ = supt∈D r(t). QQ
Of course Aη refines Aξ whenever ξ ≤ η < ω1 . So if hCn in∈N is a sequence of partitions of unity in A, there is a
ξ < ω1 such that Aξ refines Cn for every n ∈ N, and then {c : c ∈ Cn , a ∩ c 6= 0} is finite for every a ∈ Aξ and n ∈ N.
As hCn in∈N is arbitrary, A is weakly (σ, ∞)-distributive.
(b) If B ⊆ A is a countable set τ -generating B, there is a countable set D ⊆ T such that b = sup{b t : t ∈ D, b
t ⊆ b}
for every b ∈ B. Now ξ = sup{r(t) : t ∈ D} is countable, and b = sup{a : a ∈ Aξ , a ⊆ b} for every b ∈ B, so B is
included in the order-closed subalgebra C of A generated by Aξ . Of course Aξ is order-dense in C. For a ∈ Aξ , set
ba = inf{b : b ∈ B, b ⊇ a}; then every ba is an atom in B and {ba : a ∈ Aξ } is order-dense in B, so B is purely atomic.
As B is ccc, the set I of its atoms is countable; being Dedekind complete, B is isomophic to PI.
(c) Let µ be a Maharam submeasure on A. Then for every  > 0 there is a ξ < ω1 such that νa ≤  for every a ∈ Aξ .
P
P Set
T 0 = {t : ν b
t ≥ }.
Then T 0 is a subtree of T and {t : t ∈ T 0 , r(t) = ξ} is finite for every ξ < ω1 , because ν is exhaustive. Also T 0 , like
T , can have no uncountable branches. It follows that the height of T 0 is countable (5A1Db), that is, that there is a
ξ < ω1 such that r(t) < ξ for every t ∈ T 0 and νa ≤  for every a ∈ Aξ . Q Q
As this is true for every  > 0, there is actually a ξ < ω1 such that νa = 0 for every a ∈ Aξ . But as Aξ is a countable
partition of unity and ν is a Maharam submeasure, ν1 = 0 and ν is identically zero.

539P Reflection principles In 539N, we have a theorem of the type ‘if every small subalgebra of A is . . . , then A
is . . . ’. There was a similar result in 518I, and we shall have another in 545G. Here I collect some simple facts which
are relevant to the present discussion.
(a) If A is a Boolean algebra and every subset of A of cardinal ω1 is included in a ccc subalgebra of A, then A is
ccc. (For there can be no disjoint set of cardinal ω1 .)

(b) If A is ccc and every countable subset of A is included in a weakly (σ, ∞)-distributive subalgebra of A, then A
is weakly (σ, ∞)-distributive. P
P If Cn is a partition of unity in A for every n, set
D = {d : {c : c ∈ Cn , c ∩ d 6= 0} is finite for every n ∈ N}.
?? If D is not order-dense in A, Stake a ∈ A+ such that d 6⊆ a for every d ∈ D. Let B be a weakly (σ, ∞)-distributive
subalgebra of A including {a} ∪ n∈N Cn . Then every Cn is a partition of unity in B, so there is a partition B of unity
in B such that B ⊆ D. But now a ∈ B+ so there is a b ∈ B such that a ∩ b 6= 0 and a ∩ b ∈ D. X X
So D is order-dense in A and includes a partition of unity in A. As hCn in∈N is arbitrary, A is weakly (σ, ∞)-
distributive. Q
Q

(c) If A is ccc and every countable subset of A is included in a Dedekind σ-complete subalgebra of A, then A is
Dedekind complete. PP Suppose that A ⊆ A is non-empty; let B be the set of upper bounds of A. By 316E, there are
32 Formerly 311Gd.
290 Topologies and measures III 539Pc

a countable A0 ⊆ A with the same upper bounds as A, and a countable B 0 ⊆ B with the same lower bounds as B.
Let B be a Dedekind σ-complete subalgebra of A including A0 ∪ B 0 ; as B is ccc, it is Dedekind complete; let c be the
supremum of A0 in B. Since a ⊆ c ⊆ b for all a ∈ A0 and b ∈ B 0 , a ⊆ c ⊆ b for all a ∈ A and b ∈ B, that is, c is the
supremum of A in A. Q
Q

(d) If A is a Maharam algebra and every countably generated closed subalgebra of A is a measurable algebra, then
A is measurable. (This is part (c) of the proof of 539N.)

(e) Suppose that Todorčević’s p-ideal dichotomy is true. Let A be a Boolean algebra such that every subset of A of
cardinal at most ω1 is included in a subalgebra of A which is a Maharam algebra. Then A is a Maharam algebra. P P
By (a), A is ccc; by (c), A is Dedekind complete; by (b), A is weakly (σ, ∞)-distributive; by 539M, A is a Maharam
algebra. Q
Q

(f ) Suppose that Todorčević’s p-ideal dichotomy is true. Let A be a Boolean algebra such that every subset of A of
cardinal at most c is included in a subalgebra of A which is a measurable algebra. Then A is measurable. P P By (a),
A is ccc. So if B is a countably generated order-closed subalgebra, it has cardinal c, and is included in a measurable
subalgebra C of A. Now B is order-closed in C, so is itself a measurable algebra. By 539N, A also is measurable. Q Q

(g) On the other hand, Farah & Veličković 06 show that if κ is an infinite cardinal such that 2κ = κ+ , κ
(5A1S) is true and the cardinal power κω is equal to κ, then there is a Dedekind complete Boolean algebra A, of
cardinal κ+ , such that every order-closed subalgebra of A of cardinal at most κ is a measurable algebra, but A is not a
measurable algebra (and therefore is not a Maharam algebra, by (d) above). In particular, this can easily be the case
with κ = c.

539Q Exhaustivity rank While we now know that there are non-measurable Maharam algebras, we know prac-
tically nothing about their structure. I introduce the following idea as a possible tool for investigation.
Definitions Suppose that A is a Boolean algebra and ν an exhaustive submeasure on A. For  > 0, say that a 4 b
if either a = b or a ⊆ b and ν(b \ a) > . Then 4 is a well-founded partial order on A (use 5A1Cc; if han in∈N were
strictly decreasing for 4 , then han \ an+1 in∈N would be disjoint, with ν(an \ an+1 ) ≥  for every n). Let r : A → On
be the corresponding rank function, so that
r (a) = sup{r (b) + 1 : b ⊆ a, ν(a \ b) > }
for every a ∈ A (5A1Cb). Now the exhaustivity rank of ν is sup>0 r (1).

539R Elementary facts Let A be a Boolean algebra with an exhaustive submeasure ν and associated rank functions
r for  > 0.

(a) rδ (a) ≤ r (b) whenever ν(a \ b) ≤ δ − . PP Induce on r (b). If r (b) = 0, then νb ≤  so νa ≤ δ and rδ (a) = 0.
For the inductive step to r (b) = ξ, if c ⊆ a and ν(a \ c) > δ then ν(b \ c) >  and r (b ∩ c) < ξ. Also ν(c \ b) ≤ δ − 
so, by the inductive hypothesis, rδ (c) ≤ rδ (b ∩ c) < ξ; as c is arbitrary, rδ (a) ≤ ξ and the induction continues. Q
Q In
particular,
r (a) ≤ r (b) if a ⊆ b, rδ (a) ≤ r (a) if  ≤ δ.

(b) If a, b ∈ A are disjoint and  > 0, then r (a ∪ b) is at least the ordinal sum r (a) + r (b). P
P Induce on r (b). If
r (b) = 0, the result is immediate from (a) above. For the inductive step to r (b) = ξ, we have for any η < ξ a c ⊆ b such
that ν(b \ c) >  and η ≤ r (c) < ξ. Now r (a ∪ c) ≥ r (a) + η, by the inductive hypothesis, and ν((a ∪ b) \ (a ∪ c)) > ,
so r (a ∪ b) > r (a) + η; as η is arbitrary, r (a ∪ b) ≥ r (a) + ξ and the induction continues. Q
Q

539S The rank of a Maharam algebra Note that the rank function r associated with an exhaustive submeasure
ν depends only on the set {a : νa > }. In particular, if µ and ν are exhaustive submeasures on a Boolean algebra
(µ) (ν)
A and µa ≤  whenever νa ≤ δ, then r (a) ≤ rδ (a) for every a ∈ A. If A is a Maharam algebra, then any two
Maharam submeasures on A are mutually absolutely continuous (539Ac), so have the same exhaustivity rank; I will
call this the Maharam submeasure rank of A, Mhsr(A). Note that if a ∈ A then Mhsr(Aa ) ≤ Mhsr(A).
(µ)
If A is a measurable algebra, Mhsr(A) ≤ ω, because if µ is an additive functional and  > 0, then µa > r (a) for
(ν)
every a ∈ A. More generally, for any uniformly exhaustive submeasure ν and  > 0, r (a) is finite, being the maximal
size of any disjoint set consisting of elements, included in a, of submeasure greater than .
539Xe Maharam submeasures 291

539T Theorem Suppose that A is a non-measurable Maharam algebra. Then Mhsr(A) is at least the ordinal power
ωω .
proof Let ν be a strictly positive Maharam submeasure on A.
(a) For the time being (down to the end of (d) below), assume that A is nowhere measurable (definition: 391Bc33 ).
For a ∈ A, set
ν̌a = inf n∈N sup{mini≤n νai : a0 , . . . , an ⊆ a are disjoint}.
Then ν̌ is a Maharam submeasure. P P Of course ν̌0 = 0 and ν̌a ≤ ν̌b whenever a ⊆ b. If a, b ∈ A and  > 0, then
there are n0 , n1 ∈ N such that whenever hci ii∈I is a disjoint family in A, then #({i : ν(ci ∩ a) ≥ ν̌a + }) ≤ n0 and
#({i : ν(ci ∩ b) ≥ ν̌b + }) ≤ n1 . So
#({i : ν(ci ∩ (a ∪ b)) ≥ ν̌a + ν̌b + 2}) ≤ n0 + n1 .
It follows that ν̌(a ∪ b) ≤ ν̌a + ν̌b + 2; as , a and b are arbitrary, ν̌ is a submeasure. Because ν̌ ≤ ν, ν̌ is a Maharam
submeasure. Q Q
(b) Because A is nowhere measurable, ν̌ is strictly positive. P P If a ∈ A \ {0}, the principal ideal Aa is not
measurable, so the Maharam submeasure ν Aa cannot be uniformly exhaustive; that is, there is an  > 0 such that
there are arbitrarily long disjoint strings hai ii≤n in Aa with νai ≥  for every i ≤ n. But this means that ν̌a ≥  > 0.
Q
Q
(c) Let r , ř be the rank functions associated with ν and ν̌. Then r (a) is at least the ordinal product ω · ř (a)
whenever a ∈ A and  > 0. P P Induce on ř (a). If ř (a) = 0, the result is trivial. For the inductive step to ř (a) = ξ + 1,
take b ⊆ a such that ν̌b >  and ř (a \ b) = ξ. Then for every n ∈ N there are disjoint b0 , . . . , bn ⊆ b such that νbi > 
for every i, and r (b) ≥ ω; by the inductive hypothesis, r (a \ b) ≥ ω · ξ; by 539Rb, r (a) ≥ ω · ξ + ω = ω · (ξ + 1), and
the induction proceeds. The inductive step to non-zero limit ξ is elementary. Q Q
(d) Now

Mhsr(A) = sup r (1) ≥ sup ω · ř (1) = ω · sup ř (1)


>0 >0 >0
(5A1Bb)
= ω · Mhsr(A);

as Mhsr(A) > 0, Mhsr(A) ≥ ω ω (5A1Bc).


(e) For the general case, let a ∈ A+ be such that the principal ideal Aa is nowhere measurable. Then Mhsr(A) ≥
Mhsr(Aa ) ≥ ω ω .

539X Basic exercises (a) Let A be a Maharam algebra. Show that linkn (A) ≤ max(ω, τ (A)) for every n ≥ 2.

(b) Show that, in the language of §522, p ≤ s ≤ min(non N , non M, d).

(c) Let A be a Maharam algebra. (i) Show that if


(α) cf[λ]≤ω ≤ λ+ for every cardinal λ ≤ τ (A),
(β) λ is true for every uncountable cardinal λ ≤ τ (A) of countable cofinality,
then FN(A) ≤ FN(PN), with equality unless A is finite. (Hint: 518D, 518I.) (ii) Show that if #(A) ≤ ω2 and
FN(PN) = ω1 , then A is tightly ω1 -filtered. (Hint: 518M.)

(d) Let A be a Boolean algebra, ν an exhaustive submeasure on A, and hai ii∈N a sequence in A such that inf i∈N νai >
0. Let F be a Ramsey ultrafilter on N. (i) Show that there is an I ∈ F such inf i,j∈I ν(ai ∩ aj ) > 0. (ii) Show that for
every k ∈ N there is an I ∈ F such that inf{ν(inf i∈K ai ) : K ∈ [I]k } > 0. (iii) Show that there is an I ∈ F such that
{ai : i ∈ I} is centered. (Hint: 538Hc.)

(e) Let X be a set, Σ a σ-ideal of subsets of X, and I C PX a σ-ideal; suppose that Σ/Σ ∩ I is ccc. Let Y be a
set, T a σ-algebra of subsets of Y , and ν : T → [0, ∞[ a Maharam submeasure; set J = N (ν), and let I n J be the
skew product as defined in §527. Show that (Σ⊗T)/(Σ
b ⊗T)
b ∩ (I n J ) is ccc. (Hint: 527L.)

33 Later editions only.


292 Topologies and measures III 539Y

539Y Further exercises (a) Let A be a Dedekind σ-complete Boolean algebra with a countable σ-generating set
(331E), and µ a Maharam submeasure on A. Set I = {a : µa = 0}. Show that I 4T N . (Hint: apply 539Ia to an
appropriate Radon submeasure on PN.)

(b) Let X be a set, Σ a σ-algebra of subsets of X, and I a σ-ideal of subsets of X generated by Σ ∩ I; let ΣL be
the algebra of Lebesgue measurable subsets of R. Write L = (Σ⊗Σ b L ) ∩ (I n N ) (527B), C = Σ⊗Σ
b L /L. Show that C
is ccc, or weakly (σ, ∞)-distributive, or Maharam, or measurable iff Σ/Σ ∩ I is.

(c) Let A be a Boolean algebra with a strictly positive Maharam submeasure ν̂, and B a subalgebra of A which
is dense for the associated metric (539Ac); set ν = ν̂ B, so that ν is an exhaustive submeasure on B. For  > 0 let
r : B → ω1 and r̂ : A → ω1 be the rank functions associated with ν and ν̂ respectively. Show that
rδ (a) ≤ r̂δ (a) ≤ r (a)
whenever a ∈ B and 0 <  < δ.

(d) Let A be an infinite Maharam algebra. Show that Mhsr(A) < τ (A)+ .

(e) (J.Kupka) Let ν be a totally finite submeasure on a Boolean algebra A, and set
ν̌a = inf n∈N sup{mini≤n νai : a0 , . . . , an ⊆ a are disjoint}.
for a ∈ A, as in the proof of 539T. Show that either ν̌ ≥ 31 ν or there is a non-zero additive µ : A → [0, ∞[ such that
µa ≤ νa for every a ∈ A. (Hint: 392D.)

(f ) Show that the exhaustive submeasures constructed by Talagrand’s method, as described in §39434 , have exhaus-
2
tivity rank at most the ordinal power ω ω .

539Z Problems (a) Let µ be a non-zero Radon submeasure on a Hausdorff space X. Must there be a lifting for
µ? that is, writing Σ for the domain of µ, must there be a Boolean homomorphism φ : Σ → Σ such that µ(E4φE) = 0
for every E ∈ Σ and φE = ∅ whenever µE = 0?
2
(b) Can a non-measurable Maharam algebra A have Maharam submeasure rank different from ω ω ?

539 Notes and comments During the growth of this treatise, the sections on Maharam submeasures have twice been
transformed by new discoveries, and I hope that the work I have just presented will be similarly rapidly outdated. In
the pages above I have tried in the first place to show how the cardinal functions of chapters 51 and 52 can be applied
in this more general context. With minor refinements of technique, we can go a fair way. Because we know we have at
least two non-trivial atomless Maharam algebras of countable type, we are led to a more detailed analysis, as in 539Ca
and 539I.
Equally instructive are the apparent limits to what the methods can achieve, which mostly point to remaining areas
of obscurity. I say ‘remaining’; but what is most conspicuous about the present situation is our nearly total ignorance
concerning the structure of non-measurable Maharam algebras. Talagrand’s construction, as described in §394, gives
us a family of such algebras, but so far we can answer hardly any of the most elementary questions about them (539Yf,
394Z).
The message of Balcar Jech & Pazák 05 is that a Dedekind complete, ccc, weakly (σ, ∞)-distributive Boolean
algebra is ‘nearly’ a Maharam algebra. Any further condition (e.g., the σ-finite chain condition, as in 393S34 ) is likely
to render it a Maharam algebra; and with a little help from an extra axiom of set theory, it is already necessarily a
Maharam algebra (539M). Similarly, much of the work of the last sixty years on submeasures suggests that exhaustive
submeasures are ‘nearly’ uniformly exhaustive, and that an extra condition (e.g., sub- or super-modularity) is enough
to tip the balance (413Yf34 ). At both boundaries, there are few examples to limit conjectures about further conditions
on which such results might be based. Besides 539O and Talagrand’s examples, we have another important possibility
of a not-quite-Maharam algebra in 555M below.

34 Later editions only.

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