Definable subsets over (nonstandard) finite fields, and almost quantifier elimination

Much as group theory is the study of groups, or graph theory is the study of graphs, model theory is the study of models (also known as structures) of some language (which, in this post, will always be a single-sorted, first-order language). A structure is a set , equipped with one or more operations, constants, and relations. This is of course an extremely general type of mathematical object, but (quite remarkably) one can still say a substantial number of interesting things about very broad classes of structures.

We will observe the common abuse of notation of using the set as a metonym for the entire structure, much as we usually refer to a group simply as , a vector space simply as , and so forth. Following another common bending of the rules, we also allow some operations on structures (such as the multiplicative inverse operation on a group or field) to only be partially defined, and we allow use of the usual simplifying conventions for mathematical formulas (e.g. writing instead of or , in cases where associativity is known). We will also deviate slightly from the usual practice in logic by emphasising individual structures, rather than the theory of general classes of structures; for instance, we will talk about the theory of a single field such as or , rather than the theory of all fields of a certain type (e.g. real closed fields or algebraically closed fields).

Once one has a structure , one can introduce the notion of a definable subset of , or more generally of a Cartesian power of , defined as a set of the form

for some formula in the language with free variables and any number of constants from (that is, is a well-formed formula built up from a finite number of constants in , the relations and operations on , logical connectives such as , , , and the quantifiers ). Thus, for instance, in the theory of the arithmetic of the natural numbers , the set of primes is a definable set, since we have

In the theory of the field of reals , the unit circle is an example of a definable set,

but so is the the complement of the circle,

and the interval :

Due to the unlimited use of constants, any finite subset of a power of any structure is, by our conventions, definable in that structure. (One can of course also consider definability without parameters (also known as -definability), in which arbitrary constants are not permitted, but we will not do so here.)

We can isolate some special subclasses of definable sets:

• An atomic definable set is a set of the form (1) in which is an atomic formula (i.e. it does not contain any logical connectives or quantifiers).
• A quantifier-free definable set is a set of the form (1) in which is quantifier-free (i.e. it can contain logical connectives, but does not contain the quantifiers ).

Example 1 In the theory of a field such as , an atomic definable set is the same thing as an affine algebraic set (also known as an affine algebraic variety, with the understanding that varieties are not necessarily assumed to be irreducible), and a quantifier-free definable set is known as a constructible set; thus we see that algebraic geometry can be viewed in some sense as a special case of model theory. (Conversely, it can in fact be quite profitable to think of model theory as an abstraction of algebraic geometry; for instance, the concepts of Morley rank and Morley degree in model theory (discussed in this previous blog post) directly generalises the concepts of dimension and degree in algebraic geometry.) Over , the interval is a definable set, but not a quantifier-free definable set (and certainly not an atomic definable set); and similarly for the primes over .

A quantifier-free definable set in is nothing more than a finite boolean combination of atomic definable sets; in other words, the class of quantifier-free definable sets over is the smallest class that contains the atomic definable sets and is closed under boolean operations such as complementation and union (which generate all the other boolean operations). Similarly, the class of definable sets over is the smallest class that contains the quantifier-free definable sets, and is also closed under the operation of projection from to for every natural number , where is the map .

Some structures have the property of enjoying quantifier elimination, which means that every definable set is in fact a quantifier-free definable set, or equivalently that the projection of a quantifier-free definable set is again quantifier-free. For instance, an algebraically closed field (with the field operations) has quantifier elimination (i.e. the projection of a constructible set is again constructible); this fact can be proven by the classical tool of resultants, and among other things can be used to give a proof of Hilbert’s nullstellensatz. (Note though that projection does not necessary preserve the property of being atomic; for instance, the projection of the atomic set is the non-atomic, but still quantifier-free definable, set .) In the converse direction, it is not difficult to use the nullstellensatz to deduce quantifier elimination. For theory of the real field , which is not algebraically closed, one does not have quantifier elimination, as one can see from the example of the unit circle (which is a quantifier-free definable set) projecting down to the interval (which is definable, but not quantifer-free definable). However, if one adds the additional operation of order to the reals, giving it the language of an ordered field rather than just a field, then quantifier elimination is recovered (the class of quantifier-free definable sets now enlarges to match the class of definable sets, which in this case is also the class of semi-algebraic sets); this is the famous Tarski-Seidenberg theorem.

On the other hand, many important structures do not have quantifier elimination; typically, the projection of a quantifier-free definable set is not, in general, quantifier-free definable. This failure of the projection property also shows up in many contexts outside of model theory; for instance, Lebesgue famously made the error of thinking that the projection of a Borel measurable set remained Borel measurable (it is merely an analytic set instead). Turing’s halting theorem can be viewed as an assertion that the projection of a decidable set (also known as a computable or recursive set) is not necessarily decidable (it is merely semi-decidable (or recursively enumerable) instead). The notorious P=NP problem can also be essentially viewed in this spirit; roughly speaking (and glossing over the placement of some quantifiers), it asks whether the projection of a polynomial-time decidable set is again polynomial-time decidable. And so forth. (See this blog post of Dick Lipton for further discussion of the subtleties of projections.)

Now we consider the status of quantifier elimination for the theory of a finite field . If interpreted naively, quantifier elimination is trivial for a finite field , since every subset of is finite and thus quantifier-free definable. However, we can recover an interesting question in one of two (essentially equivalent) ways. One is to work in the asymptotic regime in which the field is large, but the length of the formulae used to construct one’s definable sets stays bounded uniformly in the size of (where we view any constant in as contributing a unit amount to the length of a formula, no matter how large is). A simple counting argument then shows that only a small number of subsets of become definable in the asymptotic limit , since the number of definable sets clearly grows at most polynomially in for any fixed bound on the formula length, while the number of all subsets of grows exponentially in .

Another way to proceed is to work not with a single finite field , or even with a sequence of finite fields, but with the ultraproduct of a sequence of finite fields, and to study the properties of definable sets over this ultraproduct. (We will be using the notation of ultraproducts and nonstandard analysis from this previous blog post.) This approach is equivalent to the more finitary approach mentioned in the previous paragraph, at least if one does not care to track of the exact bounds on the length of the formulae involved. Indeed, thanks to Los’s theorem, a definable subset of is nothing more than the ultraproduct of definable subsets of for all sufficiently close to , with the length of the formulae used to define uniformly bounded in . In the language of nonstandard analysis, one can view as a nonstandard finite field.

The ultraproduct of finite fields is an important example of a pseudo-finite field – a field that obeys all the sentences in the languages of fields that finite fields do, but is not necessarily itself a finite field. The model theory of pseudo-finite fields was first studied systematically by Ax (in the same paper where the Ax-Grothendieck theorem, discussed previously on this blog, was established), with important further contributions by Kiefe, by Fried-Sacerdote, by two papers of Chatzidakis-van den Dries-Macintyre, and many other authors.

As mentioned before, quantifier elimination trivially holds for finite fields. But for infinite pseudo-finite fields, such as the ultraproduct of finite fields with going to infinity, quantifier elimination fails. For instance, in a finite field , the set of quadratic residues is a definable set, with a bounded formula length, and so in the ultraproduct , the set of nonstandard quadratic residues is also a definable set. However, in one dimension, we see from the factor theorem that the only atomic definable sets are either finite or the whole field , and so the only constructible sets (i.e. the only quantifier-free definable sets) are either finite or cofinite in . Since the quadratic residues have asymptotic density in a large finite field, they cannot form a quantifier-free definable set, despite being definable.

Nevertheless, there is a very nice almost quantifier elimination result for these fields, in characteristic zero at least, which we phrase here as follows:

Theorem 1 (Almost quantifier elimination) Let be a nonstandard finite field of characteristic zero, and let be a definable set over . Then is the union of finitely many sets of the form

where is an atomic definable subset of (i.e. the -points of an algebraic variety defined over in ) and is a polynomial.

Results of this type were first obtained essentially due to Catarina Kiefe, although the formulation here is closer to that of Cherlin-van den Dries-Macintyre.

Informally, this theorem says that while we cannot quite eliminate all quantifiers from a definable set over a nonstandard finite field, we can eliminate all but one existential quantifier. Note that negation has also been eliminated in this theorem; for instance, the definable set uses a negation, but can also be described using a single existential quantifier as .) I believe that there are more complicated analogues of this result in positive characteristic, but I have not studied this case in detail (Kiefe’s result does not assume characteristic zero, but her conclusion is slightly different from the one given here). In the one-dimensional case , the only varieties are the affine line and finite sets, and we can simplify the above statement, namely that any definable subset of takes the form for some polynomial (i.e. definable sets in are nothing more than the projections of the -points of a plane curve).

There is an equivalent formulation of this theorem for standard finite fields, namely that if is a finite field and is definable using a formula of length at most , then can be expressed in the form (2) with the degree of bounded by some quantity depending on and , assuming that the characteristic of is sufficiently large depending on .

The theorem gives quite a satisfactory description of definable sets in either standard or nonstandard finite fields (at least if one does not care about effective bounds in some of the constants, and if one is willing to exclude the small characteristic case); for instance, in conjunction with the Lang-Weil bound discussed in this recent blog post, it shows that any non-empty definable subset of a nonstandard finite field has a nonstandard cardinality of for some positive standard rational and integer . Equivalently, any non-empty definable subset of for some standard finite field using a formula of length at most has a standard cardinality of for some positive rational of height and some natural number between and . (For instance, in the example of the quadratic residues given above, is equal to and equal to .) There is a more precise statement to this effect, namely that the Poincaré series of a definable set is rational; see Kiefe’s paper for details.

Below the fold I give a proof of Theorem 1, which relies primarily on the Lang-Weil bound mentioned above.

Epistemic logic, temporal epistemic logic, and the blue-eyed islander puzzle lower bound

I recently reposted my favourite logic puzzle, namely the blue-eyed islander puzzle. I am fond of this puzzle because in order to properly understand the correct solution (and to properly understand why the alternative solution is incorrect), one has to think very clearly (but unintuitively) about the nature of knowledge.

There is however an additional subtlety to the puzzle that was pointed out in comments, in that the correct solution to the puzzle has two components, a (necessary) upper bound and a (possible) lower bound (I’ll explain this further below the fold, in order to avoid blatantly spoiling the puzzle here). Only the upper bound is correctly explained in the puzzle (and even then, there are some slight inaccuracies, as will be discussed below). The lower bound, however, is substantially more difficult to establish, in part because the bound is merely possible and not necessary. Ultimately, this is because to demonstrate the upper bound, one merely has to show that a certain statement is logically deducible from an islander’s state of knowledge, which can be done by presenting an appropriate chain of logical deductions. But to demonstrate the lower bound, one needs to show that certain statements are not logically deducible from an islander’s state of knowledge, which is much harder, as one has to rule out all possible chains of deductive reasoning from arriving at this particular conclusion. In fact, to rigorously establish such impossiblity statements, one ends up having to leave the “syntactic” side of logic (deductive reasoning), and move instead to the dual “semantic” side of logic (creation of models). As we shall see, semantics requires substantially more mathematical setup than syntax, and the demonstration of the lower bound will therefore be much lengthier than that of the upper bound.

To complicate things further, the particular logic that is used in the blue-eyed islander puzzle is not the same as the logics that are commonly used in mathematics, namely propositional logic and first-order logic. Because the logical reasoning here depends so crucially on the concept of knowledge, one must work instead with an epistemic logic (or more precisely, an epistemic modal logic) which can properly work with, and model, the knowledge of various agents. To add even more complication, the role of time is also important (an islander may not know a certain fact on one day, but learn it on the next day), so one also needs to incorporate the language of temporal logic in order to fully model the situation. This makes both the syntax and semantics of the logic quite intricate; to see this, one only needs to contemplate the task of programming a computer with enough epistemic and temporal deductive reasoning powers that it would be able to solve the islander puzzle (or even a smaller version thereof, say with just three or four islanders) without being deliberately “fed” the solution. (The fact, therefore, that humans can grasp the correct solution without any formal logical training is therefore quite remarkable.)

As difficult as the syntax of temporal epistemic modal logic is, though, the semantics is more intricate still. For instance, it turns out that in order to completely model the epistemic state of a finite number of agents (such as 1000 islanders), one requires an infinite model, due to the existence of arbitrarily long nested chains of knowledge (e.g. “ knows that knows that knows that has blue eyes”), which cannot be automatically reduced to shorter chains of knowledge. Furthermore, because each agent has only an incomplete knowledge of the world, one must take into account multiple hypothetical worlds, which differ from the real world but which are considered to be possible worlds by one or more agents, thus introducing modality into the logic. More subtly, one must also consider worlds which each agent knows to be impossible, but are not commonly known to be impossible, so that (for instance) one agent is willing to admit the possibility that another agent considers that world to be possible; it is the consideration of such worlds which is crucial to the resolution of the blue-eyed islander puzzle. And this is even before one adds the temporal aspect (e.g. “On Tuesday, knows that on Monday, knew that by Wednesday, will know that has blue eyes”).

Despite all this fearsome complexity, it is still possible to set up both the syntax and semantics of temporal epistemic modal logic in such a way that one can formulate the blue-eyed islander problem rigorously, and in such a way that one has both an upper and a lower bound in the solution. The purpose of this post is to construct such a setup and to explain the lower bound in particular. The same logic is also useful for analysing another well-known paradox, the unexpected hanging paradox, and I will do so at the end of the post. Note though that there is more than one way to set up epistemic logics, and they are not all equivalent to each other.

(On the other hand, for puzzles such as the islander puzzle in which there are only a finite number of atomic propositions and no free variables, one at least can avoid the need to admit predicate logic, in which one has to discuss quantifiers such as and . A fully formed predicate temporal epistemic modal logic would indeed be of terrifying complexity.)

Our approach here will be a little different from the approach commonly found in the epistemic logic literature, in which one jumps straight to “arbitrary-order epistemic logic” in which arbitrarily long nested chains of knowledge (“ knows that knows that knows that \ldots”) are allowed. Instead, we will adopt a hierarchical approach, recursively defining for a “-order epistemic logic” in which knowledge chains of depth up to , but no greater, are permitted. The arbitrarily order epistemic logic is then obtained as a limit (a direct limit on the syntactic side, and an inverse limit on the semantic side, which is dual to the syntactic side) of the finite order epistemic logics.

I should warn that this is going to be a rather formal and mathematical post. Readers who simply want to know the answer to the islander puzzle would probably be better off reading the discussion at the puzzle’s own blog post instead.

Non-commutative Freiman theorems, and model theory

This is an adaptation of a talk I gave recently for a program at IPAM. In this talk, I gave a (very informal and non-rigorous) overview of Hrushovski’s use of model-theoretic techniques to establish new Freiman-type theorems in non-commutative groups, and some recent work in progress of Ben Green, Tom Sanders and myself to establish combinatorial proofs of some of Hrushovski’s results.

Infinite fields, finite fields, and the Ax-Grothendieck theorem

Jean-Pierre Serre (whose papers are, of course, always worth reading) recently posted a lovely lecture on the arXiv entitled “How to use finite fields for problems concerning infinite fields”. In it, he describes several ways in which algebraic statements over fields of zero characteristic, such as , can be deduced from their positive characteristic counterparts such as , despite the fact that there is no non-trivial field homomorphism between the two types of fields. In particular finitary tools, including such basic concepts as cardinality, can now be deployed to establish infinitary results. This leads to some simple and elegant proofs of non-trivial algebraic results which are not easy to establish by other means.

One deduction of this type is based on the idea that positive characteristic fields can partially model zero characteristic fields, and proceeds like this: if a certain algebraic statement failed over (say) , then there should be a “finitary algebraic” obstruction that “witnesses” this failure over . Because this obstruction is both finitary and algebraic, it must also be definable in some (large) finite characteristic, thus leading to a comparable failure over a finite characteristic field. Taking contrapositives, one obtains the claim.

Algebra is definitely not my own field of expertise, but it is interesting to note that similar themes have also come up in my own area of additive combinatorics (and more generally arithmetic combinatorics), because the combinatorics of addition and multiplication on finite sets is definitely of a “finitary algebraic” nature. For instance, a recent paper of Vu, Wood, and Wood establishes a finitary “Freiman-type” homomorphism from (finite subsets of) the complex numbers to large finite fields that allows them to pull back many results in arithmetic combinatorics in finite fields (e.g. the sum-product theorem) to the complex plane. (Van Vu and I also used a similar trick to control the singularity property of random sign matrices by first mapping them into finite fields in which cardinality arguments became available.) And I have a particular fondness for correspondences between finitary and infinitary mathematics; the correspondence Serre discusses is slightly different from the one I discuss for instance in here or here, although there seems to be a common theme of “compactness” (or of model theory) tying these correspondences together.

As one of his examples, Serre cites one of my own favourite results in algebra, discovered independently by Ax and by Grothendieck (and then rediscovered many times since). Here is a special case of that theorem:

Theorem 1 (Ax-Grothendieck theorem, special case) Let be a polynomial map from a complex vector space to itself. If is injective, then is bijective.

The full version of the theorem allows one to replace by an algebraic variety over any algebraically closed field, and for to be an morphism from the algebraic variety to itself, but for simplicity I will just discuss the above special case. This theorem is not at all obvious; it is not too difficult (see Lemma 4 below) to show that the Jacobian of is non-degenerate, but this does not come close to solving the problem since one would then be faced with the notorious Jacobian conjecture. Also, the claim fails if “polynomial” is replaced by “holomorphic”, due to the existence of Fatou-Bieberbach domains.

In this post I would like to give the proof of Theorem 1 based on finite fields as mentioned by Serre, as well as another elegant proof of Rudin that combines algebra with some elementary complex variable methods. (There are several other proofs of this theorem and its generalisations, for instance a topological proof by Borel, which I will not discuss here.)

Update, March 8: Some corrections to the finite field proof. Thanks to Matthias Aschenbrenner also for clarifying the relationship with Tarski’s theorem and some further references.