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The surreal field $\newcommand\No{№}\No$ is definable in ZFC, and it is easy to see that the surreal order is $\kappa$-saturated for every cardinal $\kappa$, precisely because we fill any specified gap in the order as soon as the points defining the gap are defined. (See my elementary introduction to the surreal numbers.)

Thus, the surreal field is a proper-class size order-saturated real-closed field, and in this sense, the surreals are a proper-class species of the hyperreal field. Every order-saturated real-closed field is fully saturated, since the theory admits elimination of quantifiers and so the types of elements amount to the types in the order structure alone. This also works for proper class structures, and so the surreal field is a fully saturated real-closed field.

Every set-sized saturated real-closed field $\newcommand\R{\mathbb{R}}\R^*$ enjoys the transfer principle from the real field, which means that for any desired additional structure placed on $\R$, we may find an elementary extension with analogous structure on $\R^*$. $$\langle\R,+,\cdot,0,1,<,\sin,\cos,\exp,\log,\mathbb{Z},R,f,\ldots\rangle\prec\langle\R^*,+,\cdot,0,1,<,\sin^*,\cos^*,\exp^*,\log^*,\mathbb{Z}^*,R^*,f^*,\ldots\rangle$$

The proof is simply that we take the elementary diagram of the real field $\R$ with any desired extra structure, and then add constant symbols for every real number and also to realize all the relevant types to build a saturated model of the same size as $\R^*$. Since saturated models of a given size are unique when they exist, it follows that the model we build will be isomorphic, as a field, to $\R^*$, fixing every real number, and so we are done.

One can achieve similar results without full saturation, when $\R^*$ arises as an ultrapower, since one can just extend the ultrapower process to the expansion with the desired extra structure.

My question here is whether we can achieve the analogous result in ZFC for the surreal field.

Main Question. In ZFC, do we have the transfer principle from $\R$ to the surreal field $\No$?

We certainly can prove this result in Gödel-Bernays set theory and Kelley-Morse set theory by appealing to the global choice principle, which will enable the analogous transfinite saturation constructions just as in the set case. So we have an affirmative answer to the question in ZFC+V=HOD, and also even in ZFC plus a parametrically definable global well-order.

But without any global well order, however, I don't know how to implement the saturation process or the back-and-forth method. I do not know how to prove without global choice that saturated proper-class models of the same theory are isomorphic.

For a slightly more focused version of the question:

Focused version. In ZFC, is it true that for every relation $R$ on the real numbers $\R$ there is a definable proper class $R^*$, definable from parameters, for which we achieve the following elementary extension? $$\langle\R,+,\cdot,0,1,<,R\rangle\prec\langle\No,+,\cdot,0,1,<,R^*\rangle$$

I take the elementarity here as a scheme, asserting absoluteness separately for each formulas in the language of the base structure.

A related background question is:

Saturation Question. In ZFC, is it true that any two saturated proper class models of the same theory are isomorphic?

In general, the question whether a given definable proper class model satisfies a given theory is not expressible in ZFC, since this would be a non-set-like recursion (although expressible in ETR). And similarly we cannot in general express that a given model is saturated. But in many cases it is expressible in ZFC, in particular in the case of real-closed fields since this admits quantifier-elimination, and so let me put forth the question in the case where it is expressible that a given proper class model is indeed a saturated model of the theory.

In the case of set models, one would prove that saturated models of the same theory and size are isomorphic by using the back-and-forth method. But without global choice, there doesn't seem to be any direct analogue of the back-and-forth method, unless the choices can be made constructively. For this reason, I am inclined against all the questions. I think it will be consistent with ZFC to have negative answers to all the questions.

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    $\begingroup$ Wouldn't an easy case of the saturation question be to consider just the theory of an infinite set? $V$ and $\mathrm{Ord}$ are both saturated models of this theory but they're definably isomorphic if and only if global choice holds. $\endgroup$ Commented Nov 25 at 3:51
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    $\begingroup$ @JamesEHanson Yes, I think that works! Please post this as an answer. (But it doesn't seem to touch the main issues with the surreal numbers, and so I shall wait for further progress before accepting an answer.) $\endgroup$ Commented Nov 25 at 3:54
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    $\begingroup$ I was thinking about related issues a couple of years ago and I remember suspecting that this kind of problem might be more tractable in the special case of o-minimal expansions of $\mathbb{R}$, since o-minimality gives you a lot more ability to definably build saturated extensions in a controlled way. $\endgroup$ Commented Nov 25 at 4:03
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    $\begingroup$ I'll post an answer if I can come up with something concrete. $\endgroup$ Commented Nov 25 at 4:12
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    $\begingroup$ For historical background, it should probably be mentioned that Erhlich's 2013 article has a theorem 20 asserting an isomorphism between maximal (class-size) surreal and hyperreal fields (in Gödel-Bernays). So if the hyperreals have transfer then so do the surreals (of course this does not answer your question because you want to do without global choice). $\endgroup$ Commented Nov 25 at 13:37

2 Answers 2

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In $\mathsf{ZFC}$ if any two proper class models of the theory of an infinite set are isomorphic, then global choice holds. This is because $V$ and $\mathrm{Ord}$ are both models of this theory and an isomorphism between them gives a global well-ordering of $V$.


Edit: As I mentioned in the comments, Elliot had an idea for resolving a more general version of the saturation question. Specifically we have the following.

Proposition 1. There are formula $\varphi_0(x,m,\ell)$ and $\psi(x,m,F)$ in the language of set theory (with $F$ a second-order class function variable but such that $\psi$ has only first-order quantifiers) such that for any language $L$ and any infinite $L$-structure $M$,

  • $\varphi_0(x,M,L)$ defines a saturated proper class elementary extension $\mathbb{M}_0$ of $M$ (with a definable satisfaction relation defined by a formula that I'm not going to give an explicit name) and
  • if $F$ is any definable injection from $\mathrm{Ord}$ to $\mathbb{M}_0$, then $\psi(x,M,L,F)$ defines a global choice function.

Proposition 2. There is a formula $\varphi_1(x,m,\ell,u)$ in the language of set theory such that for any language $L$, any infinite $L$-structure $M$, and any non-principal ultrafilter $U$ on $M$, $\varphi_1(x,M,L,U)$ defines a saturated proper class elementary extension $\mathbb{M}_1$ of $M$ (again with a definable satisfaction relation) such that there is a definable injection from $\mathrm{Ord}$ into $\mathbb{M}_1$.

Combining these we obviously get that any definable injection from $\mathbb{M}_1$ into $\mathbb{M}_0$ gives global choice. I haven't tracked the complexity of the formula $\psi$, but Elliot's comment suggests that it should be doable with only two quantifiers.

Both of these constructions are going to be modifications of Kanovei and Shelah's construction of proper class monster models in A Definable Nonstandard Model of the Reals. Elliot's original idea was to use the basic Kanovei-Shelah construction for $\mathbb{M}_0$. I think that probably does work, but I found it easier to verify that the modified construction I'm going to sketch out works.

Recall that an $L$-structure $M$ has Skolem functions if for every for every $L$-formula $\varphi(\bar{x},y)$, there is a function symbol $f(\bar{x})$ such that $M \models \forall\bar{x}(\exists y \varphi (\bar{x},y) \to \varphi(\bar{x},f(\bar{x}))$. Recall that $M$ has quantifier elimination if for every $L$-formula $\varphi(\bar{x})$, there is an atomic predicate $P(\bar{x})$ such that $M \models \forall\bar{x}(\varphi(\bar{x}) \leftrightarrow P(\bar{x})$.

Lemma 1. There is a definable map that takes a language $L$ and an $L$-structure $M$ and produces an expanded language $L' \supseteq L$ and an expansion $M'$ such that $M'$ has Skolem functions and quantifier elimination.

Proof. It is sufficient to take the complete expansion of $M$ (i.e., add all subsets of $M^n$ as atomic predicates and all functions $f:M^n \to M$ as function symbols). $\square$

Using Lemma 1, we can assume without loss of generality that the structure $M$ we start from has Skolem functions and quantifier elimination. (In particular, this makes it easy to verify that the resulting class structure has a definable satisfaction relation.)


Iterated ultrapowers

Kanovei and Shelah use the idea of a iterated ultrapower (iterated along an arbitrary linear order). Given a structure $M$, a linear order $(I,<)$, and a family $(U_i)_{i \in I}$ of ultrafilters, the iterated ultrapower of $M$ with regards to the family $(U_i)_{i \in I}$ is the directed colimit of the diagram of ultrapowers of $M$ by finite products of the $U_i$'s. In other words, for any finite set $\{i_1 < i_2 < \dots < i_n\}= I_0 \subseteq I$, we have the ultrapower $M_{I_0} := M^{U_{i_1} \otimes U_{i_2}\otimes \dots \otimes U_{i_n}}$. Given any two finite sets $I_0,I_1 \subseteq I$ with $I_0 \subseteq I_1$, there's a canonical inclusion map from $M_{I_0}$ into $M_{I_1}$ and these inclusion maps give a functor from the poset of finite subsets of $I$ to the category of $L$-structures with embeddings. The iterated ultrapower is the colimit of this diagram (which will be an elementary extension of $M$ by a standard model-theoretic argument). We'll write $M^{\bigotimes_{i \in I} U_I}$ for the iterated ultrapower (even though this is a mild abuse of notation).

Since we want to do everything definably (and our goal is also to ultimately hide some extra data in this construction), we should spell out how we're specifically coding this. We'll need the following fact which is not too hard to prove but becomes a little bit of a notational hassle to spell out.

Lemma 2. For every $a \in M^{\bigotimes_{i \in I} U_i}$, there is a unique smallest finite set $I_0 \subseteq I$ such that $a \in f(M_{I_0})$ (where $f : M_{I_0} \to M^{\bigotimes_{i \in I} U_i}$ is the canonical inclusion map). $\square$

We'll call this $I_0$ the support of $a$.

With this fact in hand, we'll officially define the literal set-codings of elements of $M^{\bigotimes_{i \in I} U_i}$ in a cut-and-paste manner:

  • The canonical inclusion map from $M$ to $M^{\bigotimes_{i \in I} U_i}$ is the identity map (so that the underlying set of $M^{\bigotimes_{i \in I} U_i}$ is a literal superset of the underlying set of $M$).
  • Elements of $M^{\bigotimes_{i \in I} U_i}$ that are not in $M$ are represented as tuples $(a,M,M_{I_0},i_1,i_2,\dots,i_n)$ where $I_0 = \{i_1 < \dots < i_n\}$, $a \in M_{I_0}$, and the support of $a$ is $I_0$ (and $M_{I_0}$ is defined in the standard way in terms of equivalence classes in the product).

(The extra $M$ is in that tuple just out of paranoia, but it's probably unnecessary.)


Realizing one coheir

Given an $L$-structure $M$ with Skolem functions and an ultrafilter $U$ on $M$, there's a canonical elementary extension $M[U]$ of $M$ that realizes the type over $M$ that is specified by the ultrafilter $U$. (In model-theoretic terminology, this type is called the coheir corresponding to $U$.) There's a lot of ways of building this but the easiest is to just take the ultrapower $M^U$ and then consider the Skolem hull of $M$ together with the $U$-equivalence class $[\mathrm{id}]_U$ of the identity function on $M$. (Historical note: This is essentially the technique of Skolem's original construction of a non-standard model of arithmetic.) Just like before I want to define this to be a literal superset of $M$, but also to make my life a little bit easier later on I want to include an extra bit of data. Given an ordinal $\alpha$ and a non-principal ultrafilter $U$ on $M$, we'll let $M[U,\alpha]$ be the elementary extension of $M$ whose elements are

  • the elements of $M$,
  • $([f]_U,M)$ for elements $[f]_U$ of $M^U$ that are in the Skolem hull of $M$ and $[\mathrm{id}]_U$ but are not equal to $[\mathrm{id}]_U$ or to $[c]_U$ for any constant function $c : M \to M$, and
  • $([\mathrm{id}]_U,M,\alpha)$ (which is playing the role of $[\mathrm{id}]_U$).

This is of course leading up to the definable injection of $\mathrm{Ord}$ into $\mathbb{M}_1$.

Again the $M$ is there to avoid collision. Also note that none of these new elements can ever be equal to the new elements in the iterated ultrapower construction as literal sets (since they're tuples of different length).


Construction of $\mathbb{M}_0$ and proof of Proposition 1

The Kanovei-Shelah construction relies on the following fact.

Lemma 3. There is a definable map that takes a cardinal $\kappa$ and produces a linear order $(I_\kappa, <)$ and a family $(U_{\kappa,i})_{i \in I_\kappa}$ of non-principal ultrafilters on $\kappa$ such that for every non-principal ultrafilter $F$ on $\kappa$, there is an $i \in I_\kappa$ such that $F = U_{\kappa,i}$.

Proof. Let $\lambda = |2^\kappa|$. There's a canonical lexicographic ordering on the power set $2^{\kappa \cdot \lambda}$ of $\kappa\cdot \lambda$ (where $\kappa \cdot \lambda$ is the ordinal product of $\kappa$ and $\lambda$). We can take $I$ to be the set of elements of $2^{\kappa\cdot \lambda}$ that code $\lambda$-enumerations of ultrafilters on $\kappa$. $\square$

Now we need to modify this linear order a little bit in order to sneak in more data. Similarly to the previous proof, for any cardinal $\kappa$, let $(J_\kappa,<)$ be the set of elements of $2^{\kappa \cdot \lambda}$ that are $\lambda$-enumerations of the full power set of $\kappa$ with the same canonical lexicographic order. Let $K_\kappa$ be the product order $I_\kappa \times J_\kappa$ (with the lex order on pairs). Finally, let $(U^\ast_{\kappa,(i,j)})_{(i,j) \in K_\kappa}$ be the family of ultrafilters defined by $U^\ast_{\kappa,(i,j)} = U_{\kappa,i}$.

Now finally we can define $\mathbb{M}_0$ by transfinite recursion:

  • Let $\mathbb{M}_0(0) = M$.
  • Given $\mathbb{M}_0(\alpha)$, let $\mathbb{M}_0(\alpha+1) = \mathbb{M}_0(\alpha)^{\bigotimes_{k \in K_{\aleph_\alpha}} U^\ast_{\aleph_\alpha,k}}$.
  • For limit $\lambda$, let $\mathbb{M}_0(\lambda) = \bigcup_{\alpha < \lambda} \mathbb{M}_0(\alpha)$.

Finally $\mathbb{M}_0$ is $\bigcup_{\alpha \in \mathbb{Ord}}\mathbb{M}_0(\alpha)$. It's relatively straightforward to now show that $\mathbb{M}_0$ is a saturated elementary extension of $M$ (and that its satisfaction class is definable by our use of Lemma 1).

Proposition 1. There is a uniform way to define a global choice function from any definable injection $F : \mathrm{Ord} \to \mathbb{M}_0$.

Proof. For any $\kappa$, we can definably find a well-ordering of $2^\kappa$. Find the smallest $\alpha$ such that $F(\alpha)$ is of the form $(\_,\_,\_,k_1,k_2,\dots,k_n)$ where $k_1 = (i,j)$ and $j$ codes a well-ordering of $2^\mu$ for some $\mu \geq \kappa$. (This must exist by the proper class pigeonhole principle.) We can then restrict this to a well-ordering of $2^\kappa$. By a standard argument we can now use these to inductively define well-orderings of $V_\alpha$ for every $\alpha$. $\square$


Construction of $\mathbb{M}_1$ and proof of Proposition 2

Given all the machinery we've built up to this point, this is now fairly straightforward. Fix an ultrafilter $F$ on $M$. Define $\mathbb{M}_1$ by transfinite recursion:

  • $\mathbb{M}_1(0) = M$.
  • $\mathbb{M}_1(\alpha +1) = (\mathbb{M}_1(\alpha)[F_\alpha,\alpha])^{\bigotimes_{i \in I_{\aleph_\alpha}}U_{\aleph_\alpha,i}}$, where $F_\alpha$ is the canonical extension of $F$ to an ultrafilter on $\mathbb{M}_1(\alpha) \supseteq M$.
  • $\mathbb{M}_1(\lambda) = \bigcup_{\alpha < \lambda} \mathbb{M}_1(\alpha)$ for limit $\lambda$.

Then $\mathbb{M}_1 = \bigcup_{\alpha \in \mathrm{Ord}}\mathbb{M}_1(\alpha)$. Just like before it is straightforward to show that this is a saturated proper class elementary extension of $M$ with a definable satisfaction relation.

Proposition 2. There is a definable injection from $\mathrm{Ord}$ into $\mathbb{M}_1$.

Proof. By construction there is exactly one element of $\mathbb{M}_1$ of the form $(\_,\_,\alpha)$ for each sufficiently large ordinal $\alpha$ (or every $\alpha$ if we arrange so that no element of $M$ is of this form). This gives the required injection. $\square$

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  • $\begingroup$ Perhaps it is attractive to express the result as: Theorem. The following are equivalent over ZFC: (1) there is a definable global choice function, (2) any two proper class saturated models of the same theory with a definable satisfaction relation are isomorphic. In GBc, one gets the same equivalence, but the satisfaction relation needs only to exist as a class rather than be definable. $\endgroup$ Commented Nov 25 at 4:06
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    $\begingroup$ It is interesting to me that this seems to be relying on how special the theory of an infinite set is. I don't see how to get global choice from a more restrictive form of the statement such as the directly relevant one: "any two proper class saturated algebraically real-closed fields are isomorphic". $\endgroup$ Commented Nov 25 at 4:24
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    $\begingroup$ @JoelDavidHamkins Agreed, my original assertion was imprecise. For any complete $T$ with an infinite model, any $p = (p', T),$ TFAE: (1) $V=\mathrm{HOD}_p,$ (2) the schema "any two $\Sigma_n(q)$-definable PCS models of $T$ with satisfaction predicate admit a $\Sigma_{n+2}(p,q)$-definable isomorphism," (3) two particular PCS models having some $OD_p$ bijection. $\endgroup$ Commented Nov 25 at 15:57
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    $\begingroup$ @JoelDavidHamkins I have added the details of Elliot's argument. $\endgroup$ Commented Nov 27 at 2:08
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    $\begingroup$ I appreciate you calling it "my argument" but I definitely don't have the model theory chops to have ironed out the details here in any reasonable amount of time. Thank you so much for completing this! I came up with the idea trying to answer this mathoverflow.net/questions/127041/…. I might as well go answer that now that we have a precise result. $\endgroup$ Commented Nov 27 at 4:44
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A partial answer to the focused question: it's not provable in ZFC that there is an OD class $\mathbb{Z}^*$ such that $(\mathbb{R}, +, \cdot, \mathbb{Z}) \equiv (\mathrm{No}, +, \cdot, \mathbb{Z}^*).$ Notice that I'm only demanding elementary equivalence. In fact, we only need that $(\mathrm{No}, +, \cdot, \mathbb{Z}^*)$ satisfies second-order arithmetic.

We will show that there is a non-measurable set of reals X which is OD from $\mathbb{Z}^*,$ so an OD $\mathbb{Z}^*$ implies there is an OD non-measurable set of reals. In particular, $L^{\mathrm{Col}(\omega, \omega_1)}$ has no OD $\mathbb{Z}^*$ (see [1]).

We define $X.$ For all $\alpha,$ let $$n_{\alpha} = \left \lfloor \{\mathbb{N} | S_{\omega \alpha} \setminus \bigcup_{n \in \mathbb{N}} (-\infty, n)\}\right \rfloor,$$

where $S_{\alpha}$ is the surreals of birthday less than $\alpha,$ and the floor is being taken with respect to $\mathbb{Z}^*$ (in fact, we have all functions definable in second-order arithmetic). Then $\langle n_{\alpha} \rangle_{\text{Ord}}$ is a cofinal descending sequence in the nonstandard natural numbers. Let $X_{\alpha}=\{r \in \mathbb{R}: \text{``the }n_{\alpha}\text{th bit of } r \text{ is } 1 \text{"}\}.$ Each of these is invariant under addition by a dyadic rational, and for each $r \in [0,1] \setminus \mathbb{Q},$ for all sufficiently large $\alpha,$ we have $|\{r, 1-r\} \cap X_{\alpha}|=1.$ There is a least $\alpha$ which has this property for all $r.$ Then $X_{\alpha}$ is nonmeasurable. (Note that if we demanded $(\mathbb{R}, +, \cdot, \mathbb{Z}) \prec (\mathrm{No}, +, \cdot, \mathbb{Z}^*),$ then every $X_{\alpha}$ would be a nonprincipal ultrafilter).

Conjecture: Let $C$ be the class of regular cardinals which are not the successor of a regular cardinal, and let $\mathbb{P}=\prod_{\kappa \in C} \prod_{n<\omega} Col(\kappa^{+2n}, \kappa^{+(2n+1)}).$ In $L^{\mathbb{P}},$ there is no class $\mathbb{Z}^*$ which is OD from any parameter such that $(\mathbb{R}, +, \cdot, \mathbb{Z}) \equiv (\mathrm{No}, +, \cdot, \mathbb{Z}^*).$

[1] Krivine, J.-L., Modeles die ZF + AC dans lesquels tout ensemble de reels definissable en termes d’ordinaux est mesurable-Lebesgue, C. R. Acad. Sci., Paris, Sér. A 269, 549-552 (1969). ZBL0182.32802. https://www.irif.fr/~krivine/articles/Modeles_de_ZF_CRAS.pdf

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  • $\begingroup$ In the definition of $X_\alpha$, you do not refer to $\alpha$, and you do refer to $n$, and so I am unsure exactly what you mean. Also, you refer to translation by standard dyadic rationals, but since it is a set of reals, standard is all that is available. I have a feeling you may intend to define $X_\alpha$ in No using $n_\alpha$. Is that right? $\endgroup$ Commented Nov 25 at 18:15
  • $\begingroup$ Yes, $n_{\alpha}$ is what I meant. And the redundant "standard" was just there as signposting, but I removed it since it might have just been confusing. $\endgroup$ Commented Nov 25 at 18:20
  • $\begingroup$ OK, I see now. You are regarding every $r\in\mathbb{R}$ as it sits in No, and so has nonstandard $n_\alpha$th digit. $\endgroup$ Commented Nov 25 at 18:28

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