Ordinal analysis

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Short description: Mathematical technique used in proof theory

In proof theory, ordinal analysis assigns ordinals (often large countable ordinals) to mathematical theories as a measure of their strength. If theories have the same proof-theoretic ordinal they are often equiconsistent, and if one theory has a larger proof-theoretic ordinal than another it can often prove the consistency of the second theory.

In addition to obtaining the proof-theoretic ordinal of a theory, in practice ordinal analysis usually also yields various other pieces of information about the theory being analyzed, for example characterizations of the classes of provably recursive, hyperarithmetical, or Δ21 functions of the theory.[1]

History

The field of ordinal analysis was formed when Gerhard Gentzen in 1934 used cut elimination to prove, in modern terms, that the proof-theoretic ordinal of Peano arithmetic is ε0. See Gentzen's consistency proof.

Definition

Ordinal analysis concerns true, effective (recursive) theories that can interpret a sufficient portion of arithmetic to make statements about ordinal notations.

The proof-theoretic ordinal of such a theory T is the supremum of the order types of all ordinal notations (necessarily recursive, see next section) that the theory can prove are well founded—the supremum of all ordinals α for which there exists a notation o in Kleene's sense such that T proves that o is an ordinal notation. Equivalently, it is the supremum of all ordinals α such that there exists a recursive relation R on ω (the set of natural numbers) that well-orders it with ordinal α and such that T proves transfinite induction of arithmetical statements for R.

Ordinal notations

Some theories, such as subsystems of second-order arithmetic, have no conceptualization of or way to make arguments about transfinite ordinals. For example, to formalize what it means for a subsystem of Z2 T to "prove α well-ordered", we instead construct an ordinal notation (A,<~) with order type α. T can now work with various transfinite induction principles along (A,<~), which substitute for reasoning about set-theoretic ordinals.

However, some pathological notation systems exist that are unexpectedly difficult to work with. For example, Rathjen gives a primitive recursive notation system (,<T) that is well-founded iff PA is consistent,[2] despite having order type ω - including such a notation in the ordinal analysis of PA would result in the false equality PTO(PA)=ω.

Upper bound

For any theory that's both Σ11-axiomatizable and Π11-sound, the existence of a recursive ordering that the theory fails to prove is well-ordered follows from the Σ11 bounding theorem, and said provably well-founded ordinal notations are in fact well-founded by Π11-soundness. Thus the proof-theoretic ordinal of a Π11-sound theory that has a Σ11 axiomatization will always be a (countable) recursive ordinal, that is, less than the Church–Kleene ordinal ω1CK. [3]

Examples

Theories with proof-theoretic ordinal ω

  • Q, Robinson arithmetic (although the definition of the proof-theoretic ordinal for such weak theories has to be tweaked)[citation needed].
  • PA, the first-order theory of the nonnegative part of a discretely ordered ring.

Theories with proof-theoretic ordinal ω2

  • RFA, rudimentary function arithmetic.[4]
  • 0, arithmetic with induction on Δ0-predicates without any axiom asserting that exponentiation is total.

Theories with proof-theoretic ordinal ω3

Friedman's grand conjecture suggests that much "ordinary" mathematics can be proved in weak systems having this as their proof-theoretic ordinal.

Theories with proof-theoretic ordinal ωn (for n = 2, 3, ... ω)

  • 0 or EFA augmented by an axiom ensuring that each element of the n-th level n of the Grzegorczyk hierarchy is total.

Theories with proof-theoretic ordinal ωω

Theories with proof-theoretic ordinal ε0

  • PA, Peano arithmetic (shown by Gentzen using cut elimination).
  • ACA0, arithmetical comprehension.

Theories with proof-theoretic ordinal the Feferman–Schütte ordinal Γ0

  • ATR0, arithmetical transfinite recursion.
  • Martin-Löf type theory with arbitrarily many finite level universes.

This ordinal is sometimes considered to be the upper limit for "predicative" theories.

Theories with proof-theoretic ordinal the Bachmann–Howard ordinal

The Kripke-Platek or CZF set theories are weak set theories without axioms for the full powerset given as set of all subsets. Instead, they tend to either have axioms of restricted separation and formation of new sets, or they grant existence of certain function spaces (exponentiation) instead of carving them out from bigger relations.

Theories with larger proof-theoretic ordinals

Unsolved problem in mathematics:
What is the proof-theoretic ordinal of full second-order arithmetic?[5]
(more unsolved problems in mathematics)
  • Π11-CA0, Π11 comprehension has a rather large proof-theoretic ordinal, which was described by Takeuti in terms of "ordinal diagrams",[citation needed] and which is bounded by ψ0ω) in Buchholz's notation. It is also the ordinal of ID<ω, the theory of finitely iterated inductive definitions. And also the ordinal of MLW, Martin-Löf type theory with indexed W-Types (Setzer 2004).
  • IDω, the theory of ω-iterated inductive definitions. Its proof-theoretic ordinal is equal to the Takeuti-Feferman-Buchholz ordinal.
  • T0, Feferman's constructive system of explicit mathematics has a larger proof-theoretic ordinal, which is also the proof-theoretic ordinal of the KPi, Kripke–Platek set theory with iterated admissibles and Σ21-AC+BI.
  • KPi, an extension of Kripke–Platek set theory based on a recursively inaccessible ordinal, has a very large proof-theoretic ordinal ψ(εI+1) described in a 1983 paper of Jäger and Pohlers, where I is the smallest inaccessible.[6] This ordinal is also the proof-theoretic ordinal of Δ21-CA+BI.
  • KPM, an extension of Kripke–Platek set theory based on a recursively Mahlo ordinal, has a very large proof-theoretic ordinal θ, which was described by (Rathjen 1990).
  • MLM, an extension of Martin-Löf type theory by one Mahlo-universe, has an even larger proof-theoretic ordinal ψΩ1M + ω).
  • KP+Π3Ref has a proof-theoretic ordinal equal to Ψ(εK+1), where K refers to the first weakly compact, due to (Rathjen 1993)
  • KP+ΠωRef has a proof-theoretic ordinal equal to ΨXεΞ+1, where Ξ refers to the first Π02-indescribable and 𝕏=(ω+;P0;ϵ,ϵ,0), due to (Stegert 2010).
  • Stability has a proof-theoretic ordinal equal to Ψ𝕏εΥ+1 where Υ is a cardinal analogue of the least ordinal α which is α+β-stable for all β<α and 𝕏=(ω+;P0;ϵ,ϵ,0), due to (Stegert 2010).

Most theories capable of describing the power set of the natural numbers have proof-theoretic ordinals that are so large that no explicit combinatorial description has yet been given. This includes Π21CA0, full second-order arithmetic (Π1CA0) and set theories with powersets including ZF and ZFC. The strength of intuitionistic ZF (IZF) equals that of ZF.

Table of ordinal analyses

Table of proof-theoretic ordinals
Ordinal First-order arithmetic Second-order arithmetic Kripke-Platek set theory Type theory Constructive set theory Explicit mathematics
ω Q, PA
ω2 RFA, IΔ0
ω3 EFA, IΔ0+ RCA0*, WKL0*
ωn[1] EFAn, IΔ0n+
ωω PRA, IΣ1 RCA0, WKL0 CPRC
ωωωω RCA0+(Π20)IND[7]p.40
ε0 PA ACA0, Δ11CA0, Σ11AC0 EM0
εω ACA0+iRT,[8] RCA0+YnX(TJ(n,X,Y))[9]p.8
εε0 ACA
ζ0 ACA0+XY(TJ(ω,X,Y)),[10][9] p1(ACA0)[11]p.7
φ(2,ε0) RFN, ACA+XY(TJ(ω,X,Y))[10]
φ(ω,0) ID1# Δ11CR EM0+JR
φ(ε0,0) ID^1 Δ11CA, Σ11AC ML1 EM0+J
φ(<Ω,0)[2] Aut(ID#)
Γ0 ID^<ω, U(PA) ATR0, Δ11CA+BR KPi0 ML<ω, MLU
Γε0 ID^ω ATR KPI0+FIω
φ(1,ω,0) ID^<ωω ATR0+(Σ11DC)[11]p.7 KPi0+Σ1Iω
φ(1,ε0,0) ID^<ε0 ATR+(Σ11DC)[11]p.7 KPi0+FIω
φ(1,Γ0,0) ID^<Γ0 MLS
φ(2,0,0) Aut(ID^) KPh0 Aut(ML)
φ(2,0,ε0) FTR[12]
φ(2,ε0,0) KPh0+(FIω)[12]p.11
φ(ω,0,0) KPM0
φ(ε0,0,0) Σ11TDC[11]
φ(1,0,0,0) p1(Σ11TDC0)[11]p.7p.7
ψΩ1(ΩΩω) RCA0*+Π11CA,[13] p3(ACA0)[11]p.7
ϑ(ΩΩ) p1(p3(ACA0))[11]p.7
ψ0(εΩ+1)[3] ID1 KP, KPω ML1V CZF EON
ψ0(ΓΩ+1)[4] U(ID1)
ψ0(φ(<Ω,0,Ω+1)) Aut(U(ID))
ψ0(Ωω) ID<ω Π11CA0, Δ21CA0 MLW
ψ0(Ωωωω) Π11CA0+Π21IND[14]
ψ0(Ωωε0) WIDω Π11CA WKPI
ψ0(ΩωΩ) Π11CA+BR[15]
ψ0(Ωωω) Π11CA0+Π21BI[14]
ψ0(Ωωωω) Π11CA0+Π21BI+Π31IND[14]
ψ0(εΩω+1)[5] IDω Π11CA+BI KPI
ψ0(Ωωω) ID<ωω Δ21CR
ψ0(Ωε0) ID<ε0 Δ21CA, Σ21AC WKPi
ψ0(ΩΩ) Aut(ID)[6]
ψΩ1(εΩΩ+1) ID*, BID2*, ID2*+BI[16] KPl*, KPlΩr
ψ0(Φ1(0)) Π11TR0, Π11TR0+Δ21CA0, Δ21CA+BI(implΣ21),Δ21CA+BR(implΣ21), 𝐀𝐔𝐓𝐈𝐃0pos, 𝐀𝐔𝐓𝐈𝐃0mon[16]p.72 KPiw+FOUNDR(impl)Σ)[16]p.72, KPiw+FOUND(impl)Σ)[16]p.72 𝐀𝐔𝐓𝐊𝐏𝐥r, 𝐀𝐔𝐓𝐊𝐏𝐥r+𝐊𝐏𝐢r[16]p.72
ψ0(Φ1(0)ε0) Π11TR, 𝐀𝐔𝐓𝐈𝐃pos, 𝐀𝐔𝐓𝐈𝐃mon[16]p.72 𝐀𝐔𝐓𝐊𝐏𝐥w[16]p.72
ψ0(εΦ1(0)+1) (Π11TR+(BI), 𝐀𝐔𝐓𝐈𝐃2pos, 𝐀𝐔𝐓𝐈𝐃2mon[16]p.72 𝐀𝐔𝐓𝐊𝐏𝐥[16]p.72
ψ0(Φ1(ε0)) Π11TR+Δ21CA, Π11TR+Σ21AC, 𝐀𝐔𝐓𝐊𝐏𝐥w+𝐊𝐏𝐢w[16]p.72
ψ0(Φω(0)) Δ21TR0, Σ21TRDC0, Δ21CA0+(Σ21BI)[16]p.72 𝐊𝐏𝐢r+(ΣFOUND), 𝐊𝐏𝐢r+(ΣREC)[16]p.72
ψ0(Φε0(0)) Δ21TR, Σ21TRDC, Δ21CA+(Σ21BI)[16]p.72 𝐊𝐏𝐢w+(ΣFOUND), 𝐊𝐏𝐢w+(ΣREC)[16]p.72
ψ(εI+1)[7] Δ21CA+BI, Σ21AC+BI KPi CZF+REA T0
ψ(ΩI+ω) ML1W[17]p.38
ψ(ΩL)[8] KPh ML<ωW
ψ(ΩL*)[9] Aut(MLW)
ψΩ(χεM+1(0))[10] Δ21CA+BI+(M) KPM CZFM
ψ(ΩM+ω)[11] KPM+ MLM
ΨΩ0(εK+1)[12] KP+Π3Ref[18]
Ψ(ω+;P0,ϵ,ϵ,0)εΞ+1[13] KP+ΠωRef
Ψ(ω+;P0,ϵ,ϵ,0)εΥ+1[14] Stability
ψω1CK(ε𝕀+1)[19] Σ31DC+BI KP+Π1collection

Key

This is a list of symbols used in this table:

  • ψ represents various ordinal collapsing functions as defined in their respective citations.
  • Ψ represents either Rathjen's or Stegert's Psi.
  • φ represents Veblen's function.
  • ω represents the first transfinite ordinal.
  • εα represents the epsilon numbers.
  • Γα represents the gamma numbers (Γ0 is the Feferman–Schütte ordinal)
  • Ωα represent the uncountable ordinals (Ω1, abbreviated Ω, is ω1). Countability is considered necessary for an ordinal to be regarded as proof theoretic.

This is a list of the abbreviations used in this table:

  • First-order arithmetic
    • Q is Robinson arithmetic
    • PA is the first-order theory of the nonnegative part of a discretely ordered ring.
    • RFA is rudimentary function arithmetic.
    • IΔ0 is arithmetic with induction restricted to Δ0-predicates without any axiom asserting that exponentiation is total.
    • EFA is elementary function arithmetic.
    • IΔ0+ is arithmetic with induction restricted to Δ0-predicates augmented by an axiom asserting that exponentiation is total.
    • EFAn is elementary function arithmetic augmented by an axiom ensuring that each element of the n-th level n of the Grzegorczyk hierarchy is total.
    • IΔ0n+ is IΔ0+ augmented by an axiom ensuring that each element of the n-th level n of the Grzegorczyk hierarchy is total.
    • PRA is primitive recursive arithmetic.
    • IΣ1 is arithmetic with induction restricted to Σ1-predicates.
    • PA is Peano arithmetic.
    • IDν# is ID^ν but with induction only for positive formulas.
    • ID^ν extends PA by ν iterated fixed points of monotone operators.
    • U(PA) is not exactly a first-order arithmetic system, but captures what one can get by predicative reasoning based on the natural numbers.
    • Aut(ID^) is an automorphism on ID^ν.
    • IDν extends PA by ν iterated least fixed points of monotone operators.
    • U(IDν) is not exactly a first-order arithmetic system, but captures what one can get by predicative reasoning based on ν-times iterated generalized inductive definitions.
    • Aut(U(ID)) is an automorphism on U(IDν).
    • WIDν is a weakened version of IDν based on W-types.
  • Second-order arithmetic
  • Kripke-Platek set theory
    • KP is Kripke-Platek set theory with the axiom of infinity.
    • KPω is Kripke-Platek set theory, whose universe is an admissible set containing ω.
    • WKPI is a weakened version of KPI based on W-types.
    • KPI asserts that the universe is a limit of admissible sets.
    • WKPi is a weakened version of KPi based on W-types.
    • KPi asserts that the universe is inaccessible sets.
    • KPh asserts that the universe is hyperinaccessible: an inaccessible set and a limit of inaccessible sets.
    • KPM asserts that the universe is a Mahlo set.
    • KP+ΠnRef is KP augmented by a certain first-order reflection scheme.
    • Stability is KPi augmented by the axiom ακα(Lκ1Lκ+α).
    • KPM+ is KPI augmented by the assertion "at least one recursively Mahlo ordinal exists".

A superscript zero indicates that -induction is removed (making the theory significantly weaker).

  • Type theory
    • CPRC is the Herbelin-Patey Calculus of Primitive Recursive Constructions.
    • MLn is type theory without W-types and with n universes.
    • ML<ω is type theory without W-types and with finitely many universes.
    • MLU is type theory with a next universe operator.
    • MLS is type theory without W-types and with a superuniverse.
    • Aut(ML) is an automorphism on type theory without W-types.
    • ML1V is type theory with one universe and Aczel's type of iterative sets.
    • MLW is type theory with indexed W-Types.
    • ML1W is type theory with W-types and one universe.
    • ML<ωW is type theory with W-types and finitely many universes.
    • Aut(MLW) is an automorphism on type theory with W-types.
    • MLM is type theory with a Mahlo universe.
  • Constructive set theory
    • CZF is Aczel's constructive set theory.
    • CZF+REA is CZF plus the regular extension axiom.
    • CZF+REA+FZ2 is CZF+REA plus the full-second order induction scheme.
    • CZFM is CZF with a Mahlo universe.
  • Explicit mathematics
    • EM0 is basic explicit mathematics plus elementary comprehension
    • EM0+JR is EM0 plus join rule
    • EM0+J is EM0 plus join axioms
    • EON is a weak variant of the Feferman's T0.
    • T0 is EM0+J+IG, where IG is inductive generation.
    • T is EM0+J+IG+FZ2, where FZ2 is the full second-order induction scheme.

See also

Notes

1.^ For 1<nω
2.^ The Veblen function φ with countably infinitely iterated least fixed points.[clarification needed]
3.^ Can also be commonly written as ψ(εΩ+1) in Madore's ψ.
4.^ Uses Madore's ψ rather than Buchholz's ψ.
5.^ Can also be commonly written as ψ(εΩω+1) in Madore's ψ.
6.^ K represents the first recursively weakly compact ordinal. Uses Arai's ψ rather than Buchholz's ψ.
7.^ Also the proof-theoretic ordinal of Aut(WID), as the amount of weakening given by the W-types is not enough.
8.^ I represents the first inaccessible cardinal. Uses Jäger's ψ rather than Buchholz's ψ.
9.^ L represents the limit of the ω-inaccessible cardinals. Uses (presumably) Jäger's ψ.
10.^ L*represents the limit of the Ω-inaccessible cardinals. Uses (presumably) Jäger's ψ.
11.^ M represents the first Mahlo cardinal. Uses Rathjen's ψ rather than Buchholz's ψ.
12.^ K represents the first weakly compact cardinal. Uses Rathjen's Ψ rather than Buchholz's ψ.
13.^ Ξ represents the first Π02-indescribable cardinal. Uses Stegert's Ψ rather than Buchholz's ψ.
14.^ Y is the smallest α such that θ<Yκ<Y('κ is θ-indescribable') and θ<Yκ<Y('κ is θ-indescribable θ<κ'). Uses Stegert's Ψ rather than Buchholz's ψ.
15.^ M represents the first Mahlo cardinal. Uses (presumably) Rathjen's ψ.

Citations

  1. M. Rathjen, "Admissible Proof Theory and Beyond". In Studies in Logic and the Foundations of Mathematics vol. 134 (1995), pp.123--147.
  2. Rathjen, The Realm of Ordinal Analysis (p.3). Accessed 2021 September 29.
  3. M. Rathjen, The Realm of Ordinal Analysis (theorem 2.21). Accessed 3 October 2022.
  4. Krajicek, Jan (1995). Bounded Arithmetic, Propositional Logic and Complexity Theory. Cambridge University Press. pp. 18–20. ISBN 9780521452052. https://archive.org/details/boundedarithmeti0000kraj/page/18.  defines the rudimentary sets and rudimentary functions, and proves them equivalent to the Δ0-predicates on the naturals. An ordinal analysis of the system can be found in Rose, H. E. (1984). Subrecursion: functions and hierarchies. University of Michigan: Clarendon Press. ISBN 9780198531890. 
  5. M. Rathjen, Proof Theory: From Arithmetic to Set Theory (p.28). Accessed 14 August 2022.
  6. D. Madore, A Zoo of Ordinals (2017, p.2). Accessed 12 August 2022.
  7. Jeroen Van der Meeren; Rathjen, Michael; Weiermann, Andreas (2014). "An order-theoretic characterization of the Howard-Bachmann-hierarchy". arXiv:1411.4481 [math.LO].
  8. B. Afshari, M. Rathjen, "Ordinal Analysis and the Infinite Ramsey Theorem" (2012)
  9. 9.0 9.1 Marcone, Alberto; Montalbán, Antonio (2011). "The Veblen functions for computability theorists". The Journal of Symbolic Logic 76 (2): 575–602. doi:10.2178/jsl/1305810765. 
  10. 10.0 10.1 M. Heissenbüttel, "Theories of ordinal strength φ20 and φ2ε0" (2001)
  11. 11.0 11.1 11.2 11.3 11.4 11.5 11.6 D. Probst, "A modular ordinal analysis of metapredicative subsystems of second-order arithmetic" (2017)
  12. 12.0 12.1 T. Strahm, "Autonomous fixed point progressions and fixed point transfinite recursion" (2000)
  13. F. Ranzi, T. Strahm, "A flexible type system for the small Veblen ordinal" (2019). Archive for Mathematical Logic 58: 711–751.
  14. 14.0 14.1 14.2 Krombholz, Martin; Rathjen, Michael (2019). "Upper bounds on the graph minor theorem". arXiv:1907.00412 [math.LO].
  15. W. Buchholz, Proof Theory of Impredicative Subsystems of Analysis (Studies in Proof Theory, Monographs, Vol 2 (1988)
  16. 16.00 16.01 16.02 16.03 16.04 16.05 16.06 16.07 16.08 16.09 16.10 16.11 16.12 16.13 M. Rathjen, "Investigations of Subsystems of Second Order Arithmetic and Set Theory in Strength between Π11CA and Δ21CA+BI: Part I". Accessed 21 September 2023.
  17. M. Rathjen, "The Strength of Some Martin-Löf Type Theories"
  18. M. Rathjen, "Proof Theory of Reflection". Annals of Pure and Applied Logic vol. 68, iss. 2 (1994), pp.181--224.
  19. Arai, Toshiyasu (2022-01-10). "An ordinal analysis of $\Pi_{1}$-Collection". arXiv:2112.09871 [math.LO].

References