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The well-ordering theorem

Statement

Assume the Axiom of Choice (The Axiom of Choice). Then every set XX can be well ordered: there is a relation on XX making it a well-ordered set (Well-order and well-ordered set).

The Axiom of Choice is used only inside Zorn's lemma, and nowhere else in the argument below.

Facts & Assumptions

Given: A set XX, the axioms of ZF, and the Axiom of Choice. Write (B,R)(B,R)(B, R) \preceq (B', R') for end extension: BBB \subseteq B', the relation RR' restricted to BB is RR, and BB is an initial segment of (B,R)(B', R').

[A1]

Every family of nonempty sets has a choice function (The Axiom of Choice).

[L1]

Zorn's lemma: a nonempty poset in which every chain has an upper bound has a maximal element (Zorn's lemma).

[L2]

A partial order is reflexive, antisymmetric and transitive, and its strict part is x<yx < y meaning xyx \le y with xyx \ne y (Partial order and partially ordered set).

[L3]

A chain is a subset any two of whose elements are comparable, and the empty set is a chain (Chain in a poset).

[L4]

An upper bound of a subset is an element weakly above every member of it (Upper bound, least upper bound, and strict upper bound).

[L5]

A maximal element has nothing strictly above it (Maximal element and greatest element).

[L6]

A well-order is given in two interchangeable presentations, and the two determine each other (Well-order and well-ordered set): weakly, as a total order \le in which every nonempty subset has a least element; strictly, as a relation << that is irreflexive, transitive and trichotomous and in which every nonempty subset SS has an element \ell with no sSs \in S satisfying s<s < \ell. This proof uses the strict presentation throughout, as does Initial segment of a well-order; the end-extension order \preceq on PP below is a separate relation and is weak, since Zorn's lemma is about partial orders.

[L7]

An initial segment is a downward closed subset (Initial segment of a well-order).

Proof

technique · direct
1.1

Let PP be the collection of pairs (B,R)(B, R) with BXB \subseteq X and RB×BR \subseteq B \times B a strict well-order of BB; this is a set by Power Set and Separation applied to P(X)×P(X×X)\mathcal{P}(X) \times \mathcal{P}(X \times X), and it is nonempty because (,)P(\emptyset, \emptyset) \in P.

L6construct
2.1

Order PP by end extension; this relation is reflexive, transitive, and antisymmetric, since mutual end extension forces the underlying sets and relations to coincide, so (P,)(P, \preceq) is a poset.

step 1.1L2L7construct
3.1

The empty chain has an upper bound in PP, namely (,)(\emptyset, \emptyset), so the hypothesis of Zorn's lemma is not vacuous at the bottom.

step 1.1step 2.1L3L4
3.2

Let CP\mathcal{C} \subseteq P be a nonempty chain and put B={B:(B,R)C}B^{*} = \bigcup \{B : (B, R) \in \mathcal{C}\} and R={R:(B,R)C}R^{*} = \bigcup \{R : (B, R) \in \mathcal{C}\}.

step 2.1L3construct
4.1

RR^{*} is a strict total order on BB^{*}: any two elements of BB^{*} lie in members of C\mathcal{C} one of which end extends the other, hence lie together in the larger member and are comparable there, and the comparisons made in different members agree, because along the chain each relation is the restriction of every larger one.

step 3.2step 2.1L2L3
5.1

RR^{*} well-orders BB^{*}: given SB\emptyset \ne S \subseteq B^{*}, choose a member (B,R)(B, R) of C\mathcal{C} meeting SS and let \ell be the RR-least element of SBS \cap B; if some tSt \in S satisfied tRt \mathbin{R^{*}} \ell then tt and \ell would lie in a common member (B,R)(B', R') of C\mathcal{C}, and either (B,R)(B,R)(B', R') \preceq (B, R), giving tBBt \in B' \subseteq B, or (B,R)(B,R)(B, R) \preceq (B', R'), in which case BB is an initial segment of (B,R)(B', R') and tRBt \mathbin{R'} \ell \in B again gives tBt \in B; either way tSBt \in S \cap B with tRt \mathbin{R} \ell, contradicting minimality of \ell.

step 4.1step 3.2step 2.1L6L7
6.1

Hence (B,R)P(B^{*}, R^{*}) \in P, and it end extends every member of C\mathcal{C}: the inclusions and restrictions are immediate, and BB is an initial segment of (B,R)(B^{*}, R^{*}) by the case analysis of step 5.1; so every nonempty chain has an upper bound.

step 5.1step 4.1step 2.1L4L7
7.1

Zorn's lemma applies to the nonempty poset (P,)(P, \preceq), in which every chain has an upper bound, and yields a maximal element (M,RM)(M, R_M); this is the one and only place the Axiom of Choice is spent, and it is spent inside Zorn's lemma.

step 6.1step 3.1step 1.1L1L5A1
8.1

M=XM = X: otherwise there is xXMx \in X \setminus M, and putting M=M{x}M' = M \cup \{x\} with R=RM{(m,x):mM}R' = R_M \cup \{(m, x) : m \in M\} gives a well-order of MM', because a nonempty SMS \subseteq M' has as least element the RMR_M-least element of SMS \cap M when that is nonempty and xx otherwise, while (M,RM)(M,R)(M, R_M) \preceq (M', R') with MMM \ne M' contradicts the maximality of (M,RM)(M, R_M).

step 7.1L5L6L7
9.1

Therefore RMR_M is a well-order of M=XM = X, and XX can be well ordered.

step 8.1step 7.1

Remarks

Where the Axiom of Choice is. Only in step 7.1, and only through Zorn's lemma, whose proof spends it exactly once. Everything else here is plain ZF: forming PP is Power Set and Separation, and the chain bound is a union. The word "choose" in step 5.1 names one object whose existence has just been asserted, which is ordinary existential instantiation and not a choice principle; a choice principle is needed only when infinitely many such namings must be made at once. This bookkeeping is the reason Zorn is proved as a separate item rather than inlined.

End extension is doing real work. Ordering PP merely by "RR is the restriction of RR'" is not enough. Without the requirement that BB be an initial segment of BB', a union of a chain of well-orders can fail to be a well-order, because a set SS could keep acquiring smaller elements as one moves up the chain and end with no least element. Step 5.1 is exactly the point where initial segments rule that out.

Maximal, not greatest. Zorn's lemma concludes that a maximal element exists, never that a greatest one does, and maximal does not imply greatest (FALSE: every maximal element is a greatest element). The argument is arranged so that maximality suffices: step 8.1 shows a maximal well-ordered piece cannot omit a point, because a point could always be appended on top.

The converse holds. Every set being well orderable implies the Axiom of Choice (The well-ordering theorem implies the Axiom of Choice), so the two are equivalent over ZF, as is Zorn's lemma (Choice, Zorn and well-ordering are equivalent). That the well-ordering theorem is not a theorem of ZF alone is recorded, conditionally on the consistency of ZF, in FALSE: the well-ordering theorem is a theorem of ZF; the external result that item quotes is Cohen's independence theorem (Cohen 1963: ZF does not prove the Axiom of Choice ), which this library records with references and does not prove.

Zermelo 1904. The original proof does not go through Zorn's lemma; it uses a choice function on P(X){}\mathcal{P}(X) \setminus \{\emptyset\} directly and builds the well-order by transfinite recursion (Transfinite recursion), taking at each stage the chosen element of the set of points not yet used. That route is available here too, and it makes the use of choice even more visible: one choice function, consulted at every stage.

Depends on

Used by

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Sources