I’ve personally always been fascinated by the notion of an *ultraproduct*. Before I came to know of the construction, I guess it could’ve been because it kept popping up and was “unknown territory” – and the cool sounding name, I must admit. However, after actually knowing what the construction is all about, it doesn’t fascinate me any less, which is largely due to its powerful applications. I’ll here try to define the notion of *ultrafilters*, *ultraproducts* and *ultrapowers* as well as showing a particular application, namely a rigorous account of infinitesimals in a branch of mathematics called non-standard analysis. But before getting to that, we need to define a *filter* and an *ultrafilter*, which will be key concepts in the ultraproduct construction.

Definition 1.Let be a nonempty set. Then is called afilterover if it satisfies that

This somehow cryptic definition can make intuitive sense if one replaces the notion of being an element of as being “nearly everything”. The first three conditions thus say that is not nearly everything, is nearly everything and if is nearly everything, and is bigger than , then is also nearly everything. The last condition states that if are both nearly everything, then what they have in common is also nearly everything, which is the only semi-sketchy condition about filters, but nevertheless important.

We now come to the notion of an *ultrafilter*:

Definition 2.A filter over some set is called anultrafilterif for every subset , either or .

An example of an ultrafilter is if , then the *principal* ultrafilter over is defined as . Another example of a filter is the *Fréchet* filter (also called the cofinite filter) over , defined as . It is noted that the Fréchet filter is *not* in fact an ultrafilter, since we can find a subset of omega satisfying that both it and its complement isn’t in the filter; namely the even and odd numbers (check!).

Now, as a last definition before getting started on the ultraproducts, is how a product of sets is even defined:

Definition 3.Let be a sequence of sets. We then define theproductof the ‘s to be the set of functions with and for every . Symbolically:

Now, with all those definitions down, let’s start constructing an ultraproduct. First of all, we take some sequence and define as their product. Now we let be an ultrafilter over . So now we got the product and the ultrafilter , which we want to link together. This is done through a relation on , defined by

It can be showed that this relation is in fact an equivalence relation (check!). Since this is the case, we can form the quotient space

.

Now assume that to each there is some relation . Then we can define a relation by

,

which can be shown to be well-defined (what needs to be checked?). Finally, is then called the *ultraproduct* of the sequence by and usually denoted by

.

If all the ‘s and ‘s happen to be the same, the construction is called an *ultrapower* instead.

**An example: hyperreal construction**

To give an example of all this, as well as to demonstrate that this seemingly odd construction has powerful implications, we will here take the ultrapower of , where is the usual ordering on the real numbers. This ultrapower will then give us what is called the hyperreals . So let’s construct them!

First of all, since all the ‘s are the same, the product is merely the set of all functions from to :

.

Now let be a nonprincipal ultrafilter over . We now define the equivalence relation as before, by for all :

.

We thus form the quotient space and furthermore define the relation by setting

.

Now is the hyperreals. The special thing about this structure is, that it contains the (positive/negative) infinite as a proper number, as well as having *infinitesimals* as members. This can be shown by firstly noting that the reals can be embedded into this structure, by noting that the function (written in lambda notation):

(in regular notation )

is a monomorphism since (check!). So there’s a copy of the reals in the hyperreals. But there’s other elements in the hyperreals as well, for instance and , which satisfies that for every real number it holds that

,

meaning that these two elements correspond to the notion of (positive/negative) infinity. If we furthermore let with , then we have

,

meaning that there are numbers infinitely close to , i.e. that it is strictly greater than and strictly smaller than every real number strictly greater than (if , then we let the function be when ). This whole shibang leads up to a whole new treatment of real analysis, without the use of any epsilons and deltas! Indeed, one can formulate equivalent notions of things like convergence and continuity with infinitesimals instead of working with limits – this interesting area of mathematics is called non-standard analysis.