Different Systems of Set Theory

Michael Potter
Later in this entry the words 'set' and 'class' will take on precise meanings, so to begin with we shall use the word 'collection' quite broadly to mean anything whose identity is solely a matter of what its members are. Which collections exist? Two extreme positions are initially appealing. The first is to say that all do. Unfortunately this is inconsistent because of Russell's paradox (see PARADOXES OF SET AND PROPERTY). The second is to say that none do hut to talk as if they do when such talk can be shown to he eliminable and therefore harmless. This is consistent but far too weak to be of much use. We need a n intermediate theory. Various theories of collections have been proposed since the 1900s. What they all share is the axiom of extensionality, which asserts that if x and y are collections then

The fact that they share this is just a matter of definition: objects which do not satisfy extensionality are not collections. Beyond extensionality, however, theories differ. The most popular among mathematicians is Zermelo-Fraenkel set theory or ZF (see $ 3). A common alternative is von Neumann-Bernays-Gdel class theory or NBG (see $ 41, which allows for the same sets as ZF but also has proper classes, i.e. collections (such as the class of all sets or the class of all ordinals) whose members are sets but which are not themselves sets. Two general principles have been used to motivate the axioms of ZF and its relatives. The f i s t is the iterative conception, according to which sets occur cumulatively in layers, each layer containing all the members and subsets of all previous layers. The second is the doctrine of limitation of size, according to which the 'paradoxical sets' (i.e. the proper classes of NBG) fail to be sets because they are in some sense too big. Neither principle is altogether satisfactory as a justification for the whole of ZF: for example, the replacement schema (see $3)is motivated only by limitation of size; and foundation (see $3)is motivated only by the iterative conception. Among the other systems of set theory to have been proposed the one that has received widespread attention is Quine's N F (see $ 7), which seeks to avoid paradox by means of a syntactic restriction but which has not been provided with an intuitive justification on the basis of any conception of set. It is known that if N F is consistent then ZF is consistent, but the converse result has still not been proved.

1 Virtual collections
Sometimes when we speak of collections it is just a manner of speaking and no more: if we say that Sarah belongs to the collection of all linguists, we might just as well say straight away that she is a linguist; nothing seems to be lost in the translation. This way of regarding collections is quite old: it is how Peano conceived of them in the 1880s. If we already have before us some formal theory which does not have collectiontalk in it, then we can add it straightforwardly. If @(z)is a formula of the theory in question, we introduce a new term {z : a($)}(called a collection term) into the language. Collection terms are suhject to the following two rules: (1) If @(z)is a formula then x E

{ u : @(y)}is an abbreviation for @(z)

(2) If @ ( x ) and Q ( z )are both formulae of the theory then { x an abbreviation for V x ( @ ( z ) t ,Q ( z ) ) .

:@ ( x ) }

={ x :Q ( z ) } is

We permit the use of collection terms only in contexts from which these two rules allow them to he eliminated. Collections used harmlessly in this way have been called virtual by Quine and we shall follow this terminology here. Let us introduce the convention that lower case Greek letters stand schematically for collection terms. So the second re-writing rule allows us to assert, for instance, the following extensionality schema:

By this schematic device we generate a considerable amount of the naive theory of collections. We can, for instance, introduce the usual Boolean operations as follows:

And so on. The theory thus generated is elegant enough in itself, but it is difficult to be satisfied with it for long. (We have to remember, for instance, that in this theory } are merely notational devices and do not, despite the appearexpressions such as {x,y ance to the contrary that their 'explicit' definitions might suggest, have any meaning on their own.) Collection terms stand in sentences in some of the places where the grammar leads us to expect proper names; schematic letters stand where we might expect variables. There is a drive to objectify a t work here, to suppose that collection terms can stand in all the places where names can occur. It is of course this step which, if carelessly done, leads straight to contradiction. How to do it without contradiction will be the subject of the rest of this entry.

2 Real collections
In the virtual theory just discussed the relation of membership is defined contextually. In the real theory with collections regarded as objects in their own right membership is taken by almost all authors as primitive. (Lewis (1991) is a rare exception.) Formally, this means that the language in which the theory is couched contains, in addition to the usual logical constants, a binary predicate symbol 'E'. I t will be convenient to introduce ) . . . and (3% E a) .. . as a few notational conventions straight away. We write (Vs E a abbreviations for Vx(x E a + . . . ) and 3x(x E a A . . . ) respectively. Upper case Greek letters such as @ and Q will stand for formulae. The notation @ ( x ) stands for a formula in which the variable zoccurs free: it does not indicate that there are no other variables occurring free in the formula. If @ is a formula, we write @(a) for the relatiuization of @ to a,i.e. the formula obtained from @ by replacing each quantifier Vx or 3x by (Vx E a) or (3x E a) as the case may be. We write z C y as a n abbreviation for Vz(z E z + z E y ) . We introduce ordered pairs hy means of the device

In the virtual theory whether there are any objects which are not collections is scarcely an issue: since there are not really any collections, if there is nothing else then there is nothing a t all; the theory therefore collapses into vacuity. In any non-trivial real theory things are different: there are plenty of collections to talk ahout whether or not there are any non-collections. Since this issue arises uniformly for all the real theories

we shall be discussing, it is best to address it now. The objects of a theory which are not collections are called atoms, individuals or (even in non-German texts) Urelemente. If we are to allow for their presence, we need a primitive unary predicate atom(x) to represent that z is an atom. We then introduce as an axiom the following: (2.1) Axiom of extensionality (applied form). VxVy(atom(z) Vatom(y) VVZ(ZE z tt Z E v) + x = y ) . This asserts no more than that objects which are not atoms are collections, since (as we have already observed) i t is part of what we mean by a collection that it is completely determined by its members. We shall also, if the atoms are to play any role in the theory a t all, need the following: Collection axiom. 3:/Vz(x E y
tt

atom(x)).

In words: the atoms form a collection. If, on the other hand it is pure collections that interest us, then the beginnings of the theory are a little more concise. We do not need the predicate atom(%)or the collection axiom, and the axiom of extensionality takes the following simpler form: Axiom of extensionality (pure form). VxVy(Vr(z E x
tt

z E y)

x = y)

Throughout what follows we shall state theories in their pure form and adopt the convention that if T is a pure theory (i.e. one which includes the pure form of the axiom of extensionality) then TU is the corresponding applied theory (i.e. the one obtained from T by deleting the pure form of extensionality and substituting the applied form together with the collection axiom). In the virtual theory we had collection terms defined contextually, provided that they occurred in certain positions (on the right of the 'E' symbol or on either side of the '=' symbol). Now that we are regarding collections as real we cannot be so indiscriminate. Let us say that a formula @(z) is collectiuizing in x for a theory T if

Suppose now that T includes extensionality among its axioms. If @(z) is collectivizing in z for T then by extensionality

it is therefore legitimate to introduce a term {y : @(y)}with the property that

We thereby retrieve the virtual theory of l but limited to collectivizing formulae. What remains is to specie which formulae are collectivizing; it is this that is dealt with differently in the various competing theories.

3 Zermelo-Fraenkelset theory
We start by listing the axioms of a fragment of Zermelo-Fraenkel set theory called Z-: Axiom of extensionality. As before. Axiom schema of separation. If @(x) is a formula in which y does not occur free, then this is a n axiom:

Empty set axiom. 3xVy 2/ 2/ z.

Pairing axiom. VxVy3z(x

E z A y E z)

Union set axiom. Va3xVyVz((z E y A y E a) Power set axiom. Vx3yVz(z 2 x + z E y).

z E 2).

Axiom of infinity. 3x(0 E z A VyVz((y E x A z E x)

These are the axioms of Z-. To get Z we add:

+y

U {z} E x).

Axiom of foundation. Vx(z # 0 + (3y E x)x n y = 0),

To get Z F we add:

Axiom schema of replacement. If @(x,y) is a formula in which z does not occur free then this is a n axiom:
Va((Vz E a)3!y@(z,y)

+(Vx E a)(Vy E z)@(x,y)).

To get Z F C we add:

Axiom of choice. Va3b(Vx E a)(x # 0 + 3!y(y E x n b)).

Many other variants are possible. For example: (1) In the presence of the replacement schema the exact form of the axiom of infinity is not critical: any axiom asserting the existence of a set which can be proved to be infinite will do. Two popular choices are the following:

Axiom of infinity (weak form). 3x(0

E z A Vy(y E z + y U {y} E x).

+ {y}

Axiom of infinity (Zermelo's form). 3 4 0 E x A Vy(y E x

E x).

(2) In ZF- and stronger theories the pairing axiom is redundant.

(3) The separation and replacement schemata and the union set axiom can be amalgamated into the following single schema:

Axiom schema of selection and union. If @(x,y) is a formula in which a and b do not occur free, then this is an axiom:
V@aVz(@(z,y)
+

x E a)

Vb3zVa(a E z ti (3y E b)@(x,y)).

The history of these axioms for set theory is as follows. In 1908 Zermelo gave the first published axiomatization of set theory. His axioms were those of Z C U - (i.e. the applied form of Z- plus the axiom of choice) except that the axiom of infinity was replace by Zermelo's form as given above. Zermelo's choice of axioms seems to have been driven largely by his desire to ground a proof of the well-ordering theorem (see AXIOM OF CHOICE) which he published in the same year. Although Zermelo's system is strong enough for many mathematical purposes, it is weaker than Z C U - in one important respect: it is impossible to develop a satisfactory theory of ordinal numbers (see SET THEORY) in Zermelo's system. During the 1920s this problem was solved in two ways: ingenious methods were found, principally by Kuratowski, of achieving without ordinals what is most naturally done with them; and Zermelo's system was strengthened, principally by Fraenkel and Skolem, so as to permit the theory of ordinals to be embedded in it.

4 Von Neumann-Bernays-Godelclass theory

Zermelo-Fraenkel set theory is adequate for almost all mathematical purposes. However, its restrictions can sometimes be inconvenient. Mathematicians who use Z F and its variants are therefore accustomed to using the device of virtual sets as described in 31, except that in order to distinguish virtual sets from the real thing they are called virtual classes. If we stop there, we have a good compromise: the technical simplicity of Z F and the convenience of virtual classes when we need them. However, the urge to treat virtual objects as real is strong, and there is a popular alternative which allows us to say the same things non-schematically, i.e. with classes treated as real. It is called von Neumann-Bernays-Godel class theory and denoted NBG. Before we state the axioms we need to express what it is for a relation to be functional: we do this by writing func(r) as a n abbreviation for the formula VxVyVz(((z, y) E r A ( z ,z ) E T ) + y = z ) .

Axiom of extensionality. As before. Axiom of classes. 3xVy((3z y E z ) + y E x ) Empty set axiom. 3z(Vy y $ z A 3 z x E z). Pairing axiom. (Vx E V ) ( V yE V ) ( 3 z E V ) V u ( uE z

Axiom schema of class existence. If is any formula with free variables u l , v z , . . . .21, then this is a n axiom:

u = x V u = 9).

Union set axiom. (Vx E V ) ( 3 yE V)Vu,(uE y Power set axiom. (Vx 3: V ) ( 3 E V ) V u ( uE y

ti

3u(u E u A u E x ) ) . u 2 x).

Axiom of infinity. ( 3 x E V ) ( 0 E x A (Vu E x)(Vu E x ) ( u U {?I}E z ) ) Axiom of replacement. (Vx E V ) V r ( f u n c ( r )+ ( 3 y E V ) V u ( u E y Axiom of foundation. As before.
Most of these axioms are unexciting transcriptions of the axioms of Z F . However, there is one striking difference: the axiom scheme of replacement has turned into a single axiom. Even more surprisingly, the axiom schema of class existence can also be replaced by a finite list of axioms, such as the following:
tt

( 3 E x)(u,u) E

VaVb3cVx(z E c tt ( x E a A s E b))

y) , E a)). Va3b(Vx E V ) ( x E b tt ( 3 y E V ) ( ( z

y, ,z ) E b ci ( y ,z , x ) E a ) Va3b(Vz,y, z E V ) ( ( Z , z) E b Va3b(Vz,y , z E V ) ( ( x y, ( x ,z , :I) E a )

So NBG is finitely axiomatizable. This is quite striking since by contrast Z F cannot be finitely axiomatized (if it is consistent). And yet NBG and Z F are of equal strength, in the sense that if @ is any formula in the language of set theory then
Z F i-

if and only if NBG i- d V ) .

Moreover, NBG is consistent if and only if Z F is consistent. Once we have taken the step of regarding classes as objects, it is puzzling why we should constrain the class existence schema by insisting that the formula defining a class can mention only sets, not proper classes. So if we are serious about the reification of proper classes, we should replace the class existence schema with the following:

Morse-Kelley schema. If @ ( z )is any formula in which y does not occur free then this is a n axiom:

The system thus obtained is known as Morse-Kelley class theory and denoted MK. It is (if consistent) a genuine extension of NBG, even with respect to sets. In other words, ~ NBG 1 Y dV). However, the diMiculty there are formulae such that MK k ~ ( but now is to know why we should stop: if classes are sufficiently real to occur legitimately in the definitions of sets, there seems no good reason why they should not he members of still more collections. As long as we refrain from calling the new collections thus countenanced 'sets' or 'classes', there is no fresh danger of inconsistency. Theories arranged in this way are not popular, though, despite their practical convenience.

5 Other axiomatizations
So far we have said little about the motivation for the axioms. Two principles have guided traditional accounts of this question: one is the iterative conception; the other is the doctrine of limitation of size. However, it is not easy to justify all the axioms of Z F on the basis of either principle on its own. Other axiomatizations have been given which are closer in spirit to these principles. Here we shall describe two. The first is Scott's way of axiomatizing the iterative conception of set, according to which sets are divided up into levels. The set of all levels belonging to a given level is called its history. The formal details are as follows. First define

acc(a) = { z : ( 3 E a)(zE bV z

C b)]

if this set exists. (In words, the accumulation of a set is the set of all the elements and subsets of its members.) Next define hist,ory(a)to be an abbreviation for

(Vb E a ) b = acc(b n a ) .
Then define level(b) to be an abbreviation for

Now adopt the convention that the variables V,V ' ,V" are restricted to range over levels, so that for instance W . . . is an abbreviation for W ( l e v e l ( V ) t .. . ). Then the axioms of Z' are as follows:

Axiom of extensionality. As before. Axiom schema of separation. As before. Axiom of creation. V z W x E V .

Axiom of infinity. 3 V ( W t t V)(3Vt' E V)(V1 E V").

The axioms of ZF' are as follows:

Axiom of extensionality. As before. Axiom schema of separation. As before Axiom schema of reflection. If @(z) is any formula then this is a n axiom:

Then Z' is equivalent to Z and ZF' is equivalent to ZF. The second theory we shall describe is due to Ackermann. It takes V as a primitive constant. The axioms of the system A are as follows:

Axiom of extensionality. As before. Axiom schema of separation. As before Axiom of transitivity. VxVy(x E y A y E V Axiom of subsets. VxVy(x C y A y E V
+s
i

x E V).

V).
7~1,712,. ..

Aekermam's schema. If is a formula in which the free variables are and in which V does not occur, then this is a n axiom:

, un

The motivation for A is not that of the iterative conception; rather is it based on the idea that anything formed solely from sets is itself a set. The system A* is something of a hybrid: it grafts onto A the following axiom, which is derived from the iterative conception and cannot be justified by the motivating idea of A:

Axiom of foundation. (Vx E V)(z#

If

0 + (37~ E x)(y n x = 0).

is a formula in which the constant V does not occur then: (1) if Z-

t then A k dV);

(2) A* t a(")if and only if Z F t

a.

6 Anti-foundation axioms
We have already mentioned that not all the axioms of Z F can be motivated by any one account of the notion of sethood. In particular, the axiom of foundation cannot be sustained solely on the basis of the doctrine of limitation of size. But without it where do sets get their individuation? To tell whether two sets are equal we compare their members; if necessary, we compare their members; and so on. In the presence of the axiom of foundation, this process cannot go on indefinitely; in its absence, it can. Now if the pattern of membership exhibited by the two sets is the same, then it seems reasonable to say that they are equal: they have done all that can be expected of them, as sets, to be regarded as identical. We are therefore led to the following principle:

Axiom of extensionality (strong form). If two sets have isomorphic -graphs, then they are equal.

(The -graph of a set is the membership relation restricted to the set, its members, their members, etc.) As we have already noted, this assertion is provable in ZF, but in ZF- (ZF without foundation) we need to add it as an axiom. It ensures, for instance, l such that Cl = {Cl} (since any two such sets would have that there is a t most one set i to have isomorphic -graphs). However, it does not guarantee that there is such a set Cl. Aczel and others have studied the consequences of adding to ZF- not only the strong extensionality axiom just mentioned (which is essentially limitative) but also a permissive axiom generating non-well-founded sets (which can be thought of as limit points in much the same way that irrational numbers are limits of rational numbers). The most natural of the axioms that have been studied is the following:

Anti-foundation axiom. Every graph is the -graph of some set.

7 Quine's systems
Another, more radical strand in attempts to resolve the set-theoretic paradoxes is represented by the various forms of the theory of types (see THEORY OF TYPES). We cannot, in any of the systems we have been describing so far, collect together all the objects to form another object, but we can certainly quantify over them; in the theory of types we cannot. Objects are stratified into types, which are not cumulative but otherwise resemble the levels of Scott's theory; variables are labelled with superscripts to indicate the type they range over. The formula z m E yn is taken to be well-formed only if n = m + 1. Now type theory is not, according to the strict definition adopted here, a form of set theory, because it does not have the axiom of extensionality. What it has instead is a schema of axioms, one for each type:

This may seem a pedantic cavil, particularly if the device of typical ambiguity is introduced, whereby formulae are written with superscripts omitted and taken to stand schematically for any way of adding superscripts which produces a grammatical result. Thus the extensionality schema above is usually represented

Nevertheless, we maintain, this is not the axiom of extensionality. Typical ambiguity is not true generality. To see the difference consider the formula 3yVz z E y : taken as typically ambiguous this stands schematically for such formulae as 3yn+lVzn z n E gn+l and is therefore true; taken as a formula in its own right it is false. The restrictions on what can be said in the theory of types have struck many writers as too severe. However, the means by which the theory avoids paradox are as secure as those of iterative set theories. Quine has proposed a system which uses type theory's method of paradox avoidance but abandons its grammatical restrictions. Specifically, he regards formulae as genuine, not typically ambiguous, but calls a formula stratified if it is possible to decorate it with superscripts so as to make it well-formed according to the theory of types. The system, which is known as N F because it was proposed in an article called Wew foundations for mathematical logic', has the following axioms:

Axiom of extensionality. As before. Axiom schema of stratified comprehension. If @ ( z ) is any stratified formula in which y does not occur free then this is a n axiom:

N F is very different from ZF. For one thing N F is finitely axiomatizable. Moreover, since the formula z = z is stratified, it follows a t once that there is a set of all sets: if

we denote it V then V E V. The axiom of choice is provably false in NF. When we come to arithmetic, it is possible in a natural way to define zero and the successor operation in NF, and then to define the set of natural numbers to be the intersection of all sets containing zero and closed under successors. This works well up to a point, but gives us mathematical induction only for stratified formulae. Unfortunately some useful formulae are not stratified. For example, we cannot prove in NF, and are therefore forced to add as an axiom, the following:

Axiom of counting. If n is a natural number then it has exactly n predecessors.

In an effort to overcome this inconvenience Quine has proposed a second system called ML which stands to N F in somewhat the same relation that NBG stands to ZF. The second system takes V as a primitive constant and has the following axioms:

Axiom of extensionality. As before. Axiom schema of class existence. If @(x) is a formula in which y does not occurfree then this is a n axiom:

Axiom schema of set existence. If a($,vl, u z , ... , v,) is a stratified formula in which no variables other than those listed occurfree, then this is a n axiom:

In contrast to NF, ML is not finitely axiomatizable if it is consistent. If is any formula in which V does not occur then N F t if and only if ML t Thus ML is consistent if and only N F is consistent. However it is still not known whether ML and N F are consistent if ZF is consistent. If we define the natural numbers in super& cially the same way as in NF, we get mathematical induction even for non-stratifiable formulae, obviating the need for an axiom of counting. However, this time we cannot prove that the class of natural numbers is a set (if ML is consistent). So now we have to add this as an axiom. Thus neither N F nor ML suffices without supplementation as a basis for mathematics.

References and further reading

Ackermann (1956) 'Zur Axiomatik der Mengenlehre', Math. Ann., 131: 33&45. (The source for the system A mentioned in 55.) * Aczel, P. (1988) Non-well-foundedsets, Stanford, Ca.: Center for the Study of Language and Information. (An account of anti-foundation axioms aimed a t the mathematically aware.) Boolos, G. (1989) 'Iteration again', Philosophical topics, 17 (2): 5-21. (An interesting but reasonably technical discussion of the iterative and limitation-of-size conceptions of set.) Bourbaki, N. (1968) Theory of sets, New York: Addison-Wesley. (A development of set theory in a system equivalent to ZF- together with a strong form of the axiom of choice. The system is notable for its employment of the axiom schema of selection and union referred to in 53.) Forster, T.E. (1992) Set Theory with a Universal Set, Oxford: Oxford University Press. (A survey of work on NF, well written but aimed a t logicians.) Fraenkel, A.A. (1922) 'Zu den Grundlagen der Cantor-Zermeloschen Mengenlehre', Math. Ann. 86: 230-7. English translation in van Heijenoort (1967). (This paper is the reason Fraenkel's name is associated with the standard formulation of set theory.)

Fraenkel, A.A., Bar-Hillel, Y., and Levy, A. (1973) Foundations of set theory, 2nd edition, Amsterdam: North-Holland. (Detailed discussions of most of the systems of set theory mentioned here and a wealth of historical information and references.) G d e l , K. (1940) The consistency of the continuum hypothesis, Princeton, N.J.: Princeton University Press. (The definitive formulation of NBG.) Hallet, M. (1984) Cantorian set theory and limitation of size, Oxford: Clarendon Press. (A detailed study of the early history of set theory.) van Heijenoort, J. (ed.) (1967) From Frege to Godel: A source book in mathematical logic, 1879-1931, Cambridge, Mass.: Harvard University Press. (It is possible to trace the historical development of ZF and NBG through the papers reprinted here.) Kelley, J.L. (1955) General topology, Princeton, N.J.: Van Nostrand. (The appendix contains the first published version of MK.) * Kuratowski, K. (1921) 'Sur la notion d'ordre dans la theorie des ensembles', Fundam. Math. 2: 161-71. (Mentioned in $3.) * Lewis, D. (1991) Parts of classes, Oxford: Basil Blackwell. Morse, A. (1965)A theory of sets, New York: Academic Press. (A treatment of the theory of classes based on a version of MK.) von Neumann, J. (1925) 'Eine axiomatisierung der Mengenlehre', J. reine angew. Math. 154: 21940. English translation in van Heijenoort (1967). (The first formulation of an axiomatization similar to what is now called NBG.) Potter, M.D. (1990) Sets: An introduction, Oxford: Oxford University Press. (An account of set theory based on a Scott-type axiomatization and intended for the mathematically minded.) * Quine, W.V.O. (1937) 'New foundation for mathematical logic', Amer. Math. Monthly 44: 70-80. (Principally of historical interest. For up-to-date information about N F consult Forster.) -(1969) Set theory and its logic, revised edition, Cambridge, Mass.: Harvard University Press. (Rather idiosyncratic but extremely clear and well written.) * -(1951) Mathematical logic, revised edition, Cambridge, Mass.: Harvard University Press. (Very technical, but includes a wealth of information.) Scott, D. (1974) 'Axiomatizing set theory' in Axiomatic set theory, Proc. Symp. Pure Math. 13, Part 11, pp.207-14, Providence, R.I.: Am. Math. Soc. (The primary source for Scott's axiomatization of ZF' described in $5.) Skolem, T. (1922) 'Einige Bemerkungen zur axiomatischen Begrundung der Mengenlehre', Wiss. Vortrage gehalten zuf dem 5 Kongress der Skandinau. Mathematiken in Helsingfors, pp.217-32. English translation in van Heijenoort (1967). (The first precise formulation of the axiom schema of replacement and of Zermelo's notion of 'definite property'.) * Zermelo, E. (1908) Untersuchungen iiber die Grundlagen der Mengenlehre 1', Math. Ann., 65: 261-81. English translation in van Heijenoort (1967). (The first published axiomatization of set theory, referred to in $3.)