Definition 1.4.1. A relation \(<\) on a set \(A\) is an order on \(A\) if:
- (Irreflexivity) \(\forall x\in A \ \neg(x<x),\)
- (Asymmetry) \(\forall x,y \in A\ (x<y\Rightarrow \neg(y<x)),\)
- (Transitivity) \(\forall x,y,z\in A\ ((x<y \land y<z) \Rightarrow x<z).\)
The ordered pair \((A,<)\) is called an ordered set.
Example 1.4.2. Suppose that \(A\) and \(B\) are two sets with orders \(<_A\) and \(<_B\) respectively. A relation \(<_{\text{lex}}\) on \(A\times B\) is the lexicographic order on \(A\times B\) if:
\[(a,b)<_{\mathrm{lex}}(a',b') \quad\Longleftrightarrow\quad a<_A a' \lor (a=a' \land b<_B b').\]Definition 1.4.3. An order \(<\) on a set \(A\) is a total order on \(A\) if it has comparability:
\[\forall x,y\in A\ (x\neq y\Rightarrow ((x<y)\lor (y<x))).\]Definition 1.4.4. Let \((A,<)\) be an ordered set.
\(a\in A\) is a least element of \(A\) if
\(a\in A\) is a minimal element of \(A\) if
\[\forall x\in A\ (x\le a \Rightarrow x=a).\]So ‘least’ means ‘smaller than everything else’, while ‘minimal’ means ‘nothing else is smaller’.
Proposition 1.4.5. Let \((A,<)\) be an ordered set.
- If there exists a least element of \(A,\) then it is minimal and it is unique.
- If \(<\) is a total order, then any minimal element is the least element.
Proof.
(1) Let \(a\) be a least element if \(A.\) Then, for all \(x,\) we have \(a\le x.\) If \(x\le a,\) then \(x=a,\) since \(<\) is asymmetric. Hence \(a\) is minimal.
Suppose that \(a'\in A\) is a least element. Then we have \(a\le a'\) and \(a'\le a,\) so that \(a=a'.\) Thus \(a\) is the unique element.
(2) Let \(a\) be a minimal element. Then we have \(a<x\) if \(x\ne a.\) Also, for all \(x\in A,\) if \(x\ne a\) then \(x<a\) or \(a<x,\) since \(<\) is comparable. Consequently, for all \(x\in A,\) we have \(a\le x.\) Therefore \(a\) is the least element. \(\square\)
Definition 1.4.6. An element \(a\) of the ordered set \((A,<)\) is greatest if \(x\le a\) for all \(x\in A;\) and \(a\) is maximal if \(a\le x\) implies \(x=a.\)
Definition 1.4.7. Let \((A,<)\) be an ordered set. If \(a_1,a_2\in A\) and \(a_1<a_2,\) an open interval \((a_1,a_2)\) is the set defined by
\[(a_1,a_2) = \lbrace x\in A : a_1<x<a_2 \rbrace.\]If this set is empty, \(a_1\) is called the immediate predecessor of \(a_2,\) and \(a_2\) is called the immediate successor of \(a_1.\)
Definition 1.4.8. Let \(A\) and \(B\) are two sets with order relations \(<_A\) and \(<_B\) respectively. \(A\) and \(B\) have the same order type if there exists a bijective function \(f:A\to B\) such that
\[a_1<_Aa_2 \Longrightarrow f(a_1)<_B f(a_2).\]Definition 1.4.9. Let \((A,<)\) be an ordered set, and \(A_0\subseteq A.\) If there is an element \(a\in A\) such that \(x\leq a\) for all \(x\in A_0,\) \(A_0\) is bounded above and \(a\) is an upper bound for \(A_0.\) If \(a\in A_0,\) then \(a\) is the greatest element of \(A_0.\)
Similarly, if there is an element \(a\in A\) such that \(a\leq x\) for all \(x\in A_0,\) \(A_0\) is bounded below and \(a\) is a lower bound for \(A_0.\) If \(a\in A_0,\) then \(a\) is the least element of \(A_0.\)
Definition 1.4.10. Let \((A,<)\) be an ordered set and \(A_0\subseteq A.\)
Suppose that \(A_0\) is bounded above and \(a\) is an upper bound for \(A_0.\) If \(a'<a\) implies that \(a'\) is not an upper bound for \(A_0,\) then \(a\) is the least upper bound or the supremum for \(A_0.\) In this case we write
We now suppose that \(A_0\) is bounded below and \(a\) is a lower bound for \(A_0.\) If \(a<a'\) implies that \(a'\) is not a lower bound for \(A_0,\) then \(a\) is the greatest lower bound or the infimum for \(A_0.\) In this case we write
\[a = \inf {A_0}.\]Lemma 1.4.11. Let \((A,<)\) be an ordered set and \(A_0\subseteq A.\) Suppose that \(A_0\) is bounded above and \(a=\sup A_0.\) Then for all \(\varepsilon>0,\)
\[\exists x \in A_0\ (a-\varepsilon<x).\]Proof. If there are no elements in the interval \((a-\varepsilon, a],\) then \(a-\varepsilon\) is an upper bound for \(A_0,\) which is a contradiction of the premise that \(a\) is the supremum. Therefore, there exists \(x\in A_0\) such that \(a-\varepsilon<x.\)\(\square\)
Definition 1.4.12. An ordered set \((A,<)\) has the least-upper-bound property if, for every nonempty subset \(A_0\) that is bounded above, there exists \(a\in A\) such that \(a = \sup {A_0}.\)
Similarly, \((A,<)\) has the greatest-lower-bound property if, for every nonempty subset \(A_0\) that is bounded below, there exists \(a\in A\) such that \(a = \inf {A_0}.\)
Theorem 1.4.13. Suppose that \((A,<)\) is an ordered set with the least-upper-bound property, \(A_0\) is a nonempty subset of \(A,\) and \(A_0\) is bounded below. Let \(L\) be the set of all lower bounds for \(A_0.\) Then
\[\exists a\in A \ (a = \sup L) \qquad \text{and} \qquad a = \inf A_0 .\]Proof. Since \(A_0\) is bounded below, \(L\) is not empty. Since every \(y\in A_0\) is an upper bound for \(L,\) \(L\) is bounded above. Given that \(A\) has the least-upper-bound property, there exists \(x\in L\) such that \(x=\sup L;\) we let \(a = \sup L.\)
Since every \(y\in A_0\) is an upper bound for \(L\) and \(a\) is the least upper bound for \(L,\) \(a\) is a lower bound for \(A_0.\)
Let \(x\) be any lower bound of \(A_0.\) By the definition of \(L,\) \(x\in L.\) Since \(a=\sup L,\) \(x\le a.\) Consequently, \(a\) is the greatest lower bound for \(A_0.\) \(\square\)
Exercises
Exercise 1. Prove that the lexicographic order is an order relation.
Proof. Assume that \(<_A\) is an order relation on \(A,\) \(<_B\) is an order relation on \(B,\) and \(<_{\mathrm{lex}}\) is the lexicographic order on \(A\times B.\) Firstly, to check whether the lexicographic order is irreflexive, we determine the truth value of the statement \((a,b)<_{\mathrm{lex}}(a,b).\) It is equivalent to
Since \(<_A\) and \(<_B\) are irreflexive, both alternatives are false so that \(<_{\mathrm{lex}}\) is irreflexive.
We now check the comparability of \(<_{\mathrm{lex}}.\) If \((a,b)\neq (a',b')\) then \(a\neq a',\) or \(a=a'\) and \(b\neq b'.\) We first suppose that \(a\neq a'.\) Since \(<_A\) is comparable, \(a<_Aa'\) or \(a'<_Aa.\) If \(a<_Aa'\) then \((a,b)<_{\mathrm{lex}}(a',b').\) Similarly, if \(a'<_Aa\) then \((a',b')<_{\mathrm{lex}}(a,b).\) We now suppose that \(a=a'\) and \(b\neq b'.\) Since \(<_B\) is comparable, \(b<_Bb'\) or \(b'<_Bb.\) If \(b<_Bb'\) then \((a,b)<_{\mathrm{lex}}(a',b').\) If \(b'<_Bb\) then \((a',b')<_{\mathrm{lex}}(a,b).\) Therefore \(<_{\mathrm{lex}}\) is comparable.
Finally we check the transitivity. We suppose that \((a,b)<_{\mathrm{lex}} (a',b')\) and \((a',b')<_{\mathrm{lex}} (a'',b'').\) It splits into four cases. Firstly, if \(a<_A a'\) and \(a' <_A a''\) then \(a<_Aa''.\) SecondIy, if \(a=a'\) and \(a' <_A a''\) then \(a<_Aa''.\) Thirdly, if \(a' = a''\) then \(a<_Aa''.\) Lastly, if \(a=a'\) and \(b<_B b',\) and \(a'=a''\) and \(b'<_B b'',\) then \(a=a''\) and \(b<_B b''.\) Therefore \(<_{\mathrm{lex}}\) is transitive.
Since \(<_{\mathrm{lex}}\) is irreflexive, comparable, and transitive, \(<_{\mathrm{lex}}\) itself is an order relation on \(A\times B.\)
Exercise 2. Define a relation on \(\mathbb R^2\) by setting
\(\left(x_0, y_0\right)<\left(x_1, y_1\right)\)
if either \(y_0-x_0^2<y_1-x_1^2,\) or \(y_0-x_0^2=y_1-x_1^2\) and \(x_0<x_1.\) Show that this is an order relation on \(\mathbb R^2,\) and describe it geometrically.
Proof. Define \(F:\mathbb R^2\to \mathbb R^2\) by
Then, by the definition of the given relation,
\[(x_0,y_0)<(x_1,y_1) \quad\Longleftrightarrow\quad F(x_0,y_0)<_{\mathrm{lex}}F(x_1,y_1).\]Thus the relation \(<\) on \(\mathbb R^2\) is the relation obtained by pulling back the lexicographic order through \(F\). We first observe that \(F\) is injective. Suppose \(F(x_0,y_0)=F(x_1,y_1).\) Then
\((y_0-x_0^2,x_0)=(y_1-x_1^2,x_1).\) Hence \(x_0=x_1\), and therefore \(y_0-x_0^2=y_1-x_1^2\) implies \(y_0=y_1\). Thus \((x_0,y_0)=(x_1,y_1)\), so \(F\) is injective.
We now prove that \(<\) is an order relation. First, \(<\) is irreflexive. For any \((x,y)\in\mathbb R^2\), \(F(x,y)=F(x,y),\) so \(F(x,y)<_{\mathrm{lex}}F(x,y)\) is false because \(<_{\mathrm{lex}}\) is irreflexive. Therefore \((x,y)<(x,y)\) is false, and \(<\) is irreflexive.
Next, \(<\) is transitive. Suppose \((x_0,y_0)<(x_1,y_1)\) and \((x_1,y_1)<(x_2,y_2).\) Then \(F(x_0,y_0)<_{\mathrm{lex}}F(x_1,y_1)\) and \(F(x_1,y_1)<_{\mathrm{lex}}F(x_2,y_2).\)
Since \(<_{\mathrm{lex}}\) is transitive, \(F(x_0,y_0)<_{\mathrm{lex}}F(x_2,y_2).\) Therefore \((x_0,y_0)<(x_2,y_2).\) Thus \(<\) is transitive.
It remains to check comparability. Let \((x_0,y_0)\) and \((x_1,y_1)\) be distinct points of \(\mathbb R^2\). Since \(F\) is injective, \(F(x_0,y_0)\neq F(x_1,y_1).\) Since \(<_{\mathrm{lex}}\) is a strict total order on \(\mathbb R^2\), \(F(x_0,y_0)<_{\mathrm{lex}}F(x_1,y_1)\) or \(F(x_1,y_1)<_{\mathrm{lex}}F(x_0,y_0).\) Therefore \((x_0,y_0)<(x_1,y_1)\) or \((x_1,y_1)<(x_0,y_0).\) Hence \(<\) is a strict total order on \(\mathbb R^2\).
Geometrically, the ordered pairs correspond to the points on a plane with Cartesian coordinates system. The order first compares the value of \(y-x^2\). Given that the point \((x_0,y_0)\) is on the parabola \(y=x^2+c,\) where \(c=y_0-x_0^2,\) the order is understood to have points on lower parabola \(y=x^2+c_0\) first, and points on higher parabola \(y=x^2+c_1\) next, when \(c_0<c_1.\) In the next step, the points that lie on the same parabola are ordered by their \(x\)-coordinates from left to right.
References
- Munkres, J. R. (2000). Topology (2nd ed.). Pearson.
- Rudin, W. (1976). Principles of mathematical analysis (3rd ed.). McGraw-Hill Education.
- Cameron, P. J. (1998). Sets, logic and categories. Springer. https://doi.org/10.1007/978-1-4471-0589-3