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Intersection of < 2

0
ultralters may have
measure zero
Tomek Bartoszynski

Boise State University

Boise, Idaho
and
Hebrew University
Jerusalem
Saharon Shelah

Hebrew University
Jerusalem
October 6, 2003
Abstract
We show that it is consistent with ZFC that the intersection of some
family of less than 2

0
ultralters can have measure zero. This answers a
question of D. Fremlin.
The goal of this paper is to prove the theorem in the title. The solution is due
to the second author.
Throughout the paper we use standard notation. All the lters are as-
sumed to be non-principal lters on , i.e., they contain the Frechet lter
T
0
= X : [ X[ <
0
. We identify lters with subsets of 2

. In this
way the question about measurability and the Baire property of lters on
makes sense. Let denote the standard measure on 2

and

and

the outer
and inner measure respectively.
We would like to thank the referee for many helpful remarks which improved
the quality of this paper.
1 Introduction
In this section we present several results concerning intresections of lters on .
The following classical result is a starting point for all subsequent theorems.

The author thanks the Lady Davis Fellowship Trust for full support

Partially supported by Basic Research Fund, Israel Academy of Sciences, publication 436
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Theorem 1.1 (Sierpinski) Suppose that T is a lter on . Then T has mea-
sure zero or is nonmeasurable. Similarly, it either is meager or does not have
the Baire property. If T is an ultralter then T is nonmeasurable and does not
have the Baire property.
In particular if T is a lter then

(T) = 0 and if T is an ultralter then

(T) = 1.
First consider the lters which do not have the Baire property.
Theorem 1.2 (Talagrand [T])
1. The intersection of countably many lters without the Baire property is a
lter without the Baire property.
2. Assume MA. Then the intersection of < 2
0
lters without the Baire
property is a lter without the Baire property.
For ultralters we have a much stronger result.
Theorem 1.3 (Plewik [P]) The intersection of < 2
0
ultralters is a lter
which does not have the Baire property.
For Lebesgue measure the situation is more complicated.
Theorem 1.4 (Talagrand [T]) Let T
n
: n be a family of nonmeasur-
able lters. Then T =

n
T
n
is nonmeasurable.
If we consider uncountable families of lters the analog of 1.2 is no longer
true.
Theorem 1.5 (Fremlin [F]) Assume Martins Axiom.
Then there exists a family
_
T

: < 2
0
_
of nonmeasurable lters such
that

I
T

is a measurable lter for every uncountable set I 2

0
. In par-
ticular there exists a family of
1
nonmeasurable lters with measurable inter-
section.
The next theorem shows that the above pathology cannot happen if we
assume stronger measurability properties.
Let p = p
n
: n ) be a sequence of reals such that p
n
(0,
1
2
] for all
n .
Dene
p
to be the product measure on 2

such that for all n,

p
(x 2

: x(n) = 1) = p
n
and

p
(x 2

: x(n) = 0) = 1 p
n
.
Notice that if p
n
=
1
2
for all n then
p
is the usual measure on 2

.
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Theorem 1.6 (Bartoszynski [Ba]) Assume MA. Let
p
be a measure such
that lim
n
p
n
= 0 and let T

: < < 2

be a family of
p
-nonmeasurable
lters. Then

<
T

is a Lebesgue nonmeasurable lter.

Finally notice that the additional assumptions in 1.2 and 1.5 are necessary.
Namely, we have the following result.
Theorem 1.7 It is consistent with ZFC that there exists a family of lters /
of size 2
0
such that
1. / consists of lters which do not have the Baire property and the inter-
section of any uncountable subfamily of / is equal to T
0
,
2. / consists of non-measurable lters and the intersection of any uncount-
able subfamily of / is equal to T
0
.
Proof 1) Let V be a model of ZFC satisfying CH. Let c

: <
1
, < )
be a generic sequence of Cohen reals over V. Let T

be the lter generated by

_
c

: <
1
_
for < .
One easily checks that this family of lters has the required properties.
2) Use a sequence of random instead of Cohen reals. .
2 Intersection of ultralters
In this section we show that the analog of 1.3 is not true.
Theorem 2.1 It is consistent with ZFC that the intersection of some family of
< 2
0
ultralters has measure zero.
Proof We start with the following observation.
Lemma 2.2 Suppose that T

: < is a family of lters on such that

<
T

) > 0 . Then
(

<
T

) = 0 .
Moreover, if T

s are ultralters,

<
T

has measure zero i

<
T

has
measure 1.
Proof Suppose that

<
T

) > 0. Since all lters are assumed to be

non-principal we know that

<
T

) = 1. Let A 2

be a measure 1 set
contained in

<
T

. Dene A

= X : X A. Clearly (A

) = 1.
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We claim that
A

<
T

= .
Suppose that X A

. Then X A and hence X T

for some < .

It follows that X ,

<
T

.
Conversely, suppose that

<
T

has measure zero. Let A 2

be a set of
measure 1 which is disjoint with

<
T

. If T

s are ultralters then it follows

that A

<
T

.
Let I
n
: n be a partition of into nite sets such that [I
n
[ 2
n
for
n . Dene
A =
_
X : a > 1

n
[X I
n
[
[I
n
[
>
a
3
_
.
It is not hard to see that (A) = 1.
Let T be an ultralter on . Dene a notion of forcing Q
F
as follows.
Q
F
=
_
q [A]
<
: a > 1
_
n :
[I
n

q[
[I
n
[
>
a
3
|q|
_
T
_
.
Elements of Q
F
are ordered by inclusion.
Lemma 2.3 Q
F
is powerfully ccc.
Proof We have to show that Q
n
F
satises countable chain condition for
every natural number n.
Lets start with the case when n = 1.
Suppose that / Q
F
is an uncountable subset. Find k , a > 1 and an
uncountable set /

/ such that [q[ = k and

_
n :
[I
n

q[
[I
n
[

a
3
k
_
T
for all q /

.
We show that any suciently big subset of /

contains two compatible con-

ditions. We will use the following general observation.
Lemma 2.4 Let (X, ) be a measure space with probability measure . Suppose
that 1 < b < a and > 0. There exists a number l such that if A
1
, . . . , A
l
are
subsets of X of measure a then there are i ,= j such that
(A
i
A
j
) b
2

2
.
Proof Let A
1
, . . . , A
l
be sets of measure a . Consider random variables
X
i
given by characteristic function of A
i
for i l. Note that X
2
i
= X
i
for i l.
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Suppose that (A
i
A
j
) < b
2

2
for i ,= j. In particular E(X
i
X
j
) < b
2

2
for i ,= j. Recall that E(X
2
)
_
E(X)
_
2
for every random variable X.
We compute
0 E
_
_
(
l

i=1
X
i
) la
_
2
_
= E
_
l

i=1
X
2
i
+

i=j
X
i
X
j
2la
l

i=1
X
i
+ (la)
2
_
la + l(l 1)b
2

2
2(la)
2
+ (la)
2
= l
_
a b
2

2
+ l(b
2
a
2
)
2
_
.
As b < a, the last line here is negative for large l, a contradiction.
Let
n
be the uniform measure on I
n
i.e. (A) = [A[ [I
n
[
1
for A I
n
. Fix
1 < b < a and let l be a number from the above lemma chosen for = 3
k
.
Let q
1
, . . . , q
l
/

. Find Y T such that for all i l and n Y

[I
n

q
i
[
[I
n
[

a
3
k
.
By the lemma for every n Y there exist i ,= j such that
[I
n

(q
i
q
j
)[
[I
n
[

b
9
k
.
Since T is an ultralter there exist i ,= j such that
_
n :
[I
n

(q
i
q
j
)[
[I
n
[

b
9
k
_
T .
It follows that q
i
q
j
Q
F
.
Note that in fact we proved that for every m there exists l such that for
every subset X /

of size l there are q

1
, . . . , q
m
X such that q
i
q
j
Q
F
for i, j m.
Suppose that n > 1. For simplicity assume that n = 2, the general case is
similar.
Let / be an uncountable subset of Q
2
F
. Without loss of generality we can
assume there are numbers k
1
, k
2
and a such that for every q
1
, q
2
) /, [q
1
[ = k
1
,
[q
2
[ = k
2
and
_
n :
[I
n

q
i
[
[I
n
[

a
3
ki
_
T for i = 0, 1.
To get two elements of / which are compatible rst apply the above remark to
get a large subset X / with rst coordinates being pairwise compatible and
then apply the case n = 1 to the second coordinates of conditions in X.
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Notice that if G is a Q
F
-generic lter over V then the set
_

q : q G
_
T
0
generates a non-principal lter on .
Let T
F
= lim
n
Q
n
F
be a nite support product of countably many copies
of Q
F
. By 2.3, T
F
satises the countable chain condition.
Lemma 2.5 |
PF
A V is the union of countably many lters.
Proof Let G be a T
F
-generic lter over V.
For n , let G
n
= p(n) : dom(p) = n , p G. Since G
n
is a Q
F
-generic
lter let T
n
be a lter on generated by G
n
as above.
We show that V[G] [= A V

n
T
n
.
Suppose that p T
F
and X A. Find n such that n , dom( p). Let
q = p n, X). It is clear that q | X T
n
.
Now we can nish the proof of 2.1.
Let V [= 2
0
>
1
. Let T

,

Q

: <
1
) be a nite support iteration such
that
|

T
F

for some ultralter T

.
Let T
1
= lim
<1
T

.
Let G be a T
1
-generic lter over V. We will show that V[G] is the model
we are looking for.
Let
_
T

n
: <
1
, n
_
be the family of lters added by G. Without loss
of generality we can assume that they are ultralters. To nish the proof it is
enough to show that
A
_
<1
_
n
T

n
.
Suppose that X A. There exists <
1
such that X V[G T

]. By 2.5
there exists n such that X F
+1
n
.
References
[Ba] T. Bartoszynski On the structure of measurable lters on a countable
set, Real Analysis Exchange vol.17
[F] D. Fremlin Note of Aug. 16, 1982
[P] Sz. Plewik Intersections and unions of ultralters without Baire prop-
erty, Bull. of Polish Acad. of Sciences vol.35, 1987
[T] M. Talagrand Compacts de fonctions mesurables et ltres non-
mesurables, Studia Mathematica, T.LXVII, 1980.
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