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The Axiom of Choice

Preliminary: set basics

The axiom of choice is a somewhat controversial axiom of set theory which is frequently utilized but not well known by most non-math folks. In this brief post, I'll demystify the axiom of choice and explain some of the issues that arise from its use.

Statement of the Axiom

The axiom of choice (or "AC" for short) states that, given a collection of non-empty sets, there exists a way to choose one element from each of them.

In order to state the axiom more precisely, we first need to define a choice function. Given a collection $X$ of non-empty sets, a choice function is a function which assigns to each set in the collection one of its own elements. In symbols, it is a function $$
f: X \rightarrow \bigcup_{A \in X}{A}
$$ with the property that for all $A \in X$, $f(A) \in A$.

Take a second to read through that again as it can be a bit confusing: $X$ is a set whose elements are sets. If $A$ is a set in this collection/set of sets (i.e. an element of $X$), then $A$ is assumed to be non-empty and thus has at least one element. A choice function takes sets like $A$ as inputs, and assigns to them an output from the set $\bigcup_{A \in X}{A}$ of all elements of sets (like $A$) in the collection. This output must be an element of $A$ itself (the input "value") every time in order for $f$ to be a choice function. Put differently, $f$ cannot assign to any set $A$ an output value $b$, where $b \in B$ for some other set $B \in X$ with $B \neq A$.

With that out of the way, the axiom of choice states that for any collection $X$ of non-empty sets, a choice function exists. This is the rigorous expression of the plain-English version above: given a collection of non-empty sets, there exists a way to choose one element from each of them.

"Sounds pretty obvious. What's the big controversy?"

As a practical example, suppose we have a bunch of buckets with items inside. The AC just tells us that we can pick one item from each. For a finite number of buckets, this really is obvious and actually can be proven by induction from other basic axioms of set theory.

However, suppose we have a countably infinite number of buckets, i.e. we have numbered buckets labeled $1, 2, 3, 4, \dotsc$ going on forever. You can go to the first bucket and reach in to choose an item, then the second, then the third, etc. For any finite number of buckets, this sequence of events will obviously terminate. But since the buckets go on forever, at no point will you ever have chosen an item from every bucket; a choice function needs to specify an item for every bucket. It's even worse if you have uncountably many buckets, e.g. if you have one bucket for every real number instead of just the numbers $1,2,3, \dotsc$.

Now, if you have a formulaic way to specify which item should be chosen from each bucket, then there's actually still no issue in defining a choice function. For example, suppose each of the infinitely many buckets contains several slips of paper, each with a single number $1,2,3, \dotsc$ on it and with no repeats within any buckets. Then each bucket would contain a slip with the smallest label. Thus, there exists a choice function for these buckets: choose the smallest label from each bucket. This is a precise specification for a selection of one item from every bucket.

The issue arises when there is no formulaic way to make a choice for all the buckets. For example, suppose $X$ is the set of all non-empty subsets of the real number line. This $X$ is uncountably infinite and contains some subsets such as $\{3, 123412, \pi, \text{all numbers greater than a million} \}$ for which we can still say, "choose the smallest element" (in this case, $3$). But $X$  also contains sets such as $(0,1) = \{x \in {\Bbb R} \ | \ 0 < x < 1 \}$ which have no smallest element. There is no formulaic way to specify how one would choose one element from every non-empty subset of the real numbers.

"Fine, I admit it can be a little dicey: clearly, you can't always write some kind of computer algorithm every time to create a choice function in practice. But does assuming the AC really cause any harm?"

Sort of, but it depends on your point of view.

One way to prove something exists is to specify an algorithm to construct it; this is called a constructive proof. On the other hand, when a proof of something's existence relies on the axiom of choice, it doesn't tell you how to actually construct the "something".

This may not be a problem if we don't care about constructing the thing in practice. But the AC also allows one to prove some bizarre results such as the Banach-Tarski paradox, which states that it is possible to reassemble pieces of a ball into two copies of the same ball just by moving and rotating (without stretching/shrinking). It contradicts basic geometric intuition that this could be the case, since the volumes of the two new balls would be the same as that of the original one. The role of the axiom of choice here is that it allows for the construction of sets of points for which "volume" is not defined (non-measurable sets). Of course, it doesn't actually tell us how to do this, only that it can be done.

To conclude, even though the AC seems obvious, it amounts to assuming the theoretical existence of objects which can never be built in practice. As a result, these objects (such as non-measurable sets) are basically impossible to picture or understand. These never arise in practical applications since you can't actually construct them without the AC, but they lead to some counterintuitive, seemingly paradoxical results.

In applications such as the stochastic calculus used in financial math, you will see the analysis restricted to measurable sets, as everything you can think up (without invoking the AC) will correspond to one of these anyway. I hope this post helps explain why authors need to go through all the trouble of making these restrictions, and also that it helps you recognize instances in which the AC has been invoked in your future forays into pure math.


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