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I do not understand if the Axiom of Choice is needed in a certain kind of reasoning.

Example 1. Let $X,Y$ be two sets and $f:X\to Y$ be a function. Let $A,B$ be two subsets of $X$ such that $A\subset B$. Statement: $f(A)\subset f(B)$. Proof: consider arbitrary element $y\in f(A)$. Choose $x\in A$ such that $y=f(x)$. Since $A\subset B$, we conclude that $x\in B$. Then $y=f(x)\in f(B)$. Thus every element of the set $f(A)$ belongs to the set $f(B)$ and consequently $f(A)\subset f(B)$.

Question 1: do we need in these arguments a function $f(A)\ni y\mapsto x\in A$ such that $y=f(x)$?

If such a function is needed here, then it turns out that these innocent arguments require the Axiom of Choice in full generality...

Example 2. Let $V$ and $W$ be vector spaces and $A:V\to W$ be a linear operator. Statement: the range of $A$, $Ran(A)$, is a subspace of $W$. Proof: first we will show that for every $y_1$ and $y_2$ from $Ran(A)$ their sum $y_1+y_2$ also belongs to $Ran(A)$. Consider arbitrary $y_1,y_2\in Ran(A)$. Choose $x_1\in V$ such that $y_1=Ax_1$. Choose $x_2\in V$ such that $y_2=Ax_2$. Then $y_1+y_2=Ax_1+Ax_2=A(x_1+x_2)\in Ran(A)$. Now we will show that for every scalar $\alpha$ and every $y\in Ran(A)$ the element $\alpha y$ also belongs to $Ran(A)$. Consider arbitrary scalar $\alpha$ and arbitrary $y\in Ran(A)$. Choose $x\in V$ such that $y=Ax$. Then $\alpha y=\alpha Ax=A(\alpha x)\in Ran(A)$. Therefore $Ran(A)$ is a subspace of $W$.

Question 2: Do we need in these arguments a function $Ran(A)\ni y\mapsto x\in V$ such that $y=Ax$?

If such a function is needed here, then it turns out that these innocent arguments require the Axiom of Choice in full generality...

Example 3. In one of my papers I have to prove that a certain set $S$ in a Hilbert space $H$ is closed. My proof: we will show that every limit point of the set $S$ in $H$ belongs to $S$. Consider arbitrary limit point of the set $S$ in $H$, denote it by $x_0$. Using the Axiom of Countable Choice we can choose a sequence $x_k\in S$, $k\geqslant 1$, such that $x_k\to x_0$ as $k\to\infty$. After this I use some arguments (without the Axiom of Choice) and show that $x_0\in S$. Therefore every limit point of the set $S$ in $H$ belongs to $S$ and consequently $S$ is closed in $H$.

Question 3: Do we need in these arguments a function $Lim(S)\ni x_0\mapsto \{x_k\,|\,k\geqslant 1\}$ such that $x_k\in S$, $k\geqslant 1$, and $x_k\to x_0$ as $k\to\infty$?

If such a function is needed here, then it turns out that these innocent arguments require the Axiom of Choice in full generality...

Please help me to understand if a choice function (as above) is needed in the arguments of this kind, or we simply need a few existential instantiations. Please do not write just "yes" or "no", but provide reasons for your answer.

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    The answers are: no, no, yes (although if $H$ is "reasonable" even this appeal to choice can be avoided). Basically, choice only becomes relevant once you start making many choices at once. Always start by thinking about existential instantiation: part of the apparatus of first-order logic is an inference rule which lets us deduce, from a formula of the form $\exists x\varphi(x)$, a formula $\varphi(c)$ for $c$ a "new" term. This happens just at the level of first-order logic itself, before we get to any specific axiom system (and in particular before we start thinking about choice). – Noah Schweber Oct 15 '21 at 18:09
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    With that in mind, I recommend actually getting familiar with some specific formal proof system to the point of being able to write fully-formal proofs of the first two examples. Incidentally this basic question has been asked several times on this site; see e.g. this explanation of Henning Makolm. – Noah Schweber Oct 15 '21 at 18:12
  • The brief answer is: these look to me like applications of the ${\exists}E$ (existential elimination) proof rule, not applications of the axiom of choice; and ${\exists}E$ is a completely standard part of first-order logic. (Just that in the third instance, the intermediate result you're applying does require a choice function $\mathbb{N} \to S$ such that for each $n$, $\lVert f(n) - x_0 \rVert < \frac{1}{n}$, and so as you mention this intermediate result does use the axiom of countable choice.) – Daniel Schepler Oct 15 '21 at 18:15
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    @NoahSchweber Dear Noah, why the answer to Question 3 is yes? I understand that to choose a sequence ${x_k,|,k\geqslant 1}$ for a given $x_0$ we need the Axiom of Countable Choice. But Question 3 is about the other thing --- do we need in the arguments of Example 3 a choice function $Lim(S)\ni x_0\mapsto {x_k,|,k\geqslant 1}$ such that $x_k\in S$, $k\geqslant 1$, and $x_k\to x_0$ as $k\to\infty$? – Ivan Feshchenko Oct 15 '21 at 19:47
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    @IvanFeshchenko Terribly sorry, I misread the question. The answer to 3 is negative as well. – Noah Schweber Oct 15 '21 at 19:52
  • @NoahSchweber I should say that I feel that the answers to Questions 1,2, and 3 are no, no, and no. But one thing is confusing for me. Consider Example 1. In this Example we consider arbitrary $y\in f(A)$. Then $\exists x\in A:y=f(x)$ and we apply existential instantiation to get $x\in A$ such that $y=f(x)$ and further we work with this $x$. So we have the existential instantiation corresponding to every $y\in f(A)$. If $f(A)$ is infinite, then we have infinitely many existential instantiations, and, if I understand things right, this is impossible because a proof must be finite. – Ivan Feshchenko Oct 16 '21 at 16:25
  • @NoahSchweber Similar things are confusing for me in Examples 2 and 3. Please help me to clarify these things. – Ivan Feshchenko Oct 16 '21 at 19:19
  • @IvanFeshchenko only when we have to choose elements from infinite number of sets all at once to prove something we need AC, here in your example 1 the function $f$ is given so it has nothing to with AC. Also your above comment "we apply existential instantiation to get x∈A such that y=f(x)" seems wrong understanding, for this existence of x∈A from y∈f(A) is not due to ∃ instantiation but due to the given function $f$ (your $f(A)$ is really the image of $A$ under $f$). Finally you don't need infinitely many ∃instantiations because you start from ∀y∈f(A), so even f(A) is infinite you're done... – cinch Oct 18 '21 at 23:47

1 Answers1

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There is no need for the full axiom of choice in any of these arguments. These are all existential instantiations.

Note that I'm trying to provide formal justification for what you're doing. Your informal arguments are perfectly rigorous and acceptable, since it is clear that they can be translated to a formal argument using the methods I am about to describe.

The key rule here is that the statements

$$\forall x . (P(x) \to Q)$$

and $$(\exists x . P(x)) \to Q$$

are logically equivalent. This is just a basic part of first-order logic.

Now let's consider example 1. Here, we know that $A \subseteq B \subseteq X$ and that $f : X \to Y$. We wish to prove that $Im(A) \subseteq Im(B)$. So formally, we wish to prove that $\forall y \in Im(A) . (y \in Im(B))$. To prove this, we suppose that we have some $y$, and we wish to prove that $y \in Im(A) \to y \in Im(B)$.

Now $y \in Im(C)$ is, by the definition of $Im$, equivalent to $\exists x \in C . f(x) = y$. So what we wish to prove is $(\exists x \in A . f(x) = y) \to (\exists x \in B . f(x) = y)$.

Now by using the above equivalence, we can instead prove that $\forall x \in A . (f(x) = y \to \exists x' \in B . f(x') = y)$. We prove this by supposing we have some $x \in A$ such that $f(x) = y$. Then we see that $x \in B$ and $f(x) = y$.

Moving on to example 2, we see that we simply imply the existential instantiation rule twice. The first time, we use it to go from

$$(\exists x \in V . Ax = y_1) \to ((\exists x \in V . Ax = y_2) \to \exists x \in V . Ax = y_1 + y_2)$$

to

$$\forall x \in V . (Ax = y_1 \to ((\exists x \in V . Ax = y_2) \to \exists x \in V . Ax = y_1 + y_2))$$

We then suppose we have some $x_1 \in V$ such that $Ax_1 = y_1$, and seek to prove that $(\exists x \in V . Ax = y_2) \to \exists x \in V . Ax = y_1 + y_2$. To prove this claim, we again apply the rule to convert the claim to the statement

$$\forall x \in V . (Ax = y_2 \to \exists x \in V . Ax = y_1 + y_2)$$

We then suppose we have some $x_2 \in V$ such that $Ax_2 = y_2$, and seek to prove $\exists x \in V . Ax = y_1 + y_2$. We then write $x = x_1 + x_2$, and we verify that $Ax = y_1 + y_2$ and that $x \in V$.

For example 3, you need the axiom of countable choice to go from the statement

$$\forall n \in \mathbb{N} . \exists x \in S . ||x - x_0|| < 2^{-n}$$

to the statement

$$\exists \{x_n \in S\}_{n \in \mathbb{N}} . \forall n \in \mathbb{N} . ||x - x_n|| < 2^{-n}$$

From here, you use the rule to translate the claim

$$[\exists \{x_n \in S\}_{n \in \mathbb{N}} . \forall n \in \mathbb{N} . ||x - x_n|| < 2^{-n}] \to x \in S$$

to the equivalent claim

$$\forall \{x_n \in S\}_{n \in \mathbb{N}} . [(\forall n \in \mathbb{N} . ||x - x_n|| < 2^{-n}) \to x \in S]$$

which we then prove.

As a rule of thumb, if you're only making a finite, known number of choices, you're not using the axiom of choice.

If you are making a finite number of choices but don't know how many choices you're making, you're also not using the axiom of choice. This is because you can prove by induction that for all $n \in \mathbb{N}$, for all sets $S$ of cardinality $n$, if for all $s \in S$ there exists some $x$ such that $P(s, x)$, then there is some $\{x_s\}_{s \in S}$ such that for all $s \in S$, $P(s, x_s)$.

If you're making a countably infinite number of choices, none of which depends on the others, you will often require the axiom of countable choice (unless you can come up with some way to pick a specific thing for each $n$). Countable choice is usually all that is required for analysis.

If you're making a countably infinite number of choices and future choices depend on previous choices, you will often require the axiom of dependent choice (unless you can come up with some way to pick a specific thing for each $n$, which depends on the previously chosen things in a deterministic manner).

If you're making a choice of $x_s$ for all $s \in S$ with no idea of what $S$ is, you will usually require the full strength of the axiom of choice.

Mark Saving
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  • Technically, even CC is not needed for almost all applied real analysis. But proofs are sometimes simpler with CC or DC even if the results can be obtained without. – user21820 Oct 15 '21 at 18:29
  • @user21820 For most applied stuff, pretty much all variants of the axiom of choice are theoretically irrelevant. This is because most applied statements boil down to some first-order statement about the first-order arithmetic of the natural numbers (generally in very complicated ways). And the first-order arithmetic of the natural numbers is unaffected by the axiom of choice, as can be shown by the fact that for any model $V$, the model $L$, which satisfies choice, models exactly the same statements about arithmetic. – Mark Saving Oct 15 '21 at 18:31
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    That's right! But there are many theorems where it's really simple to use CC or DC to get a proof, but one has to work harder to get a proof using less. And of course, we don't want to just stick on the proof of Shoenfield absoluteness, as that uses even more assumptions! For example, equivalence of continuity at a point and the sequential criterion require CC, but most texts use DC without even noticing... For another, see this post that was in answer to an unintended interpretation of the vague original question! – user21820 Oct 15 '21 at 18:36
  • @user21820 Definitely. In fact, I recently learned that one can actually prove that a Dedekind infinite set has a subset in bijection with $\mathbb{N}$ using only countable choice. That was quite surprising to me, since the dependent choice method is the most obvious one. In the context of intuitionist analysis, many theorems which seem at first to require the axiom of dependent choice only require the principle seen here, which follows from classical logic: https://mathoverflow.net/q/385805/175409 – Mark Saving Oct 15 '21 at 18:42
  • Dedekind-infiniteness of $S$ yields a self-injection $f$. Then by induction we can show that $S,f(S),f(f(S)),\cdots$ is a countable strictly decreasing sequence of subsets of $S$, since if $x∈T∖f(T)$ then $f(x)∈f(T)∖f(f(T))$ otherwise $f(x) = f(f(y))$ for some $y∈T$ and hence $x = f(y)$, contradiction. Pick one from each term minus the next. Strange that it's the first proof I found; can't see what's the DC one lol... =) – user21820 Oct 15 '21 at 18:54
  • @user21820 Oops, I got mixed up. I meant that any set which does not have cardinality $n$ for any $n \in \mathbb{N}$ has a subset which is in bijection with $\mathbb{N}$. Or equivalently, a set $S$ for which any finite subset $A \subseteq S$ is a proper subset. The dependent choice proof is to start with $\emptyset$ and add an element one at a time, which seems like the obvious tactic. You're right that Dedekind infiniteness makes this trivial. – Mark Saving Oct 15 '21 at 18:57
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    Ah okay that one is new to me. Though after a while of doing logic these kind of things become obvious. The trick is to use CC on higher-order things. Let $f(k)$ be the $k$-th injection from $[1..k]$ and pick a well-ordering of the range of each $f(k)$. Then we can at one go define each term in the desired sequence uniquely. Anyway thanks for these little puzzles. =) – user21820 Oct 15 '21 at 19:01