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Abstract. This paper introduces a different approach to the study of the existence of
numerical representations of totally ordered sets (chains). We pay attention to the
properties of non-representable chains showing that, under certain conditions, those
chains must have a sort of lexicographic behaviour similar to that of the lexicographic
plane. We prove that a countably bounded connected chain
Z; admits a
lexicographic decomposition as a subset of the lexicographic product R Z. Then we
apply our approach to state both a sufficient and a necessary condition for the lack of
utility functions. The concept of planar chain is also introduced.
An idea related to our work is that of embedding an ordered set into another one. In
relation to lexicographic orderings several authors have studied the question of embedding a
chain into a lexicographic product (see for instance, Cuesta-Dutari [7, 8], Sierpinski [13],
Fleischer [11] or Fishburn [10]). The main result in this context is:
Let
Z; be a chain and let a be the first ordinal whose cardinality equals that of Z. Then
Z; is isotonic to a subset of
f0; 1ga ; L where L stands for the lexicographic ordering.
Nevertheless no conclusion is obtained about the representability of the chain embedded
into a lexicographic structure.
The paper is organized as follows. Section 2 contains definitions and notations. The
fundamental result on lexicographic decomposition of a countably bounded and connected
chain is established in Section 3. Our approach is then applied to provide both a sufficient
condition and a necessary one for the lack of representability. We conclude in Section 4 by
discussing the concept of planar chain.
2. Definitions and notations. Throughout the paper we suppose that
Z; is a chain
(totally ordered set), that is, a set Z endowed with a binary relation which is transitive,
asymmetric and total (i.e., if x j y then x y or y x).
y we shall understand :
y x. Notice that if
Z; is a chain then the binary
For x
relation is transitive, antisymmetric and complete. For every x 2 Z; L
x (respectively
G
x) will be the set fy 2 Z : y x (respectively: x yg.
Given x; y 2 Z such that x y, we will denote by
x; y the subset
x; y L
y \ G
x fz 2 Z : x z yg, and by x; y the subset x; y
x; y [ fx; yg.
(Observe that
x; y could be the empty set).
On the chain
Z; we shall consider the order topology. A subbasis for this topology is
S
given by the family fL
x : x 2 Zg fG
y : y 2 Zg.
The chain
Z; is said to be without gaps if
x; y is non-empty, for every x; y 2 Z such
that x y. If x; y are such that x y and
x; y is empty, we say that fx; yg defines a gap, or
equivalently that y is consecutive to x.
A subset X 7 Z is said to be:
coinitial in Z if, for every z 2 Z, there exists some x 2 X such that x z,
cofinal in Z if, for every z 2 Z, there exists some x 2 X such that z x,
totally order connected if it is coinitial and cofinal in Z and the subchain
X; is without
gaps.
The chain
Z; is said to be:
countably bounded if there exists a countable subset X 7 Z which is coinitial and cofinal
in Z,
Dedekind complete if any non-empty bounded above subset of Z has a supremum (i.e., the
least upper bound) in Z.
It is well known that a chain
Z; is connected with respect to the order topology iff it is
Dedekind complete and has no gaps.
The order is called perfectly separable if there exists a countable subset D 7 Z such that
for every x; y 2 Z with x y, it holds that D \ x; y is non-empty.
Two chains
Z; and
Z0 ; 0 are said to be isotonic (order isomorphic) if there is an
order preserving (bijective) function f : Z ! Z0 , i.e., z1 z2 () f
z1 0 f
z2 .
Vol. 72, 1999 Lexicographic behaviour of chains 147
A utility function for the chain
Z; is a real-valued function u : Z ! R such that for any
x; y 2 Z, it holds that x y () u
x < u
y. If there exists a utility function defined on
Z; , the chain is said to be representable (equivalently,
Z; is isotonic to a subset of the
real line).
Given two chains
Z; and
Z0 ; 0 we define their lexicographic product as the
Cartesian product Z Z0 endowed with the following order L (called lexicographic):
z1 ; z2 L
y1 ; y2 if and only if z1 y1 or z1 y1 and z2 0 y2 .
A chain
Z; is said to be planar if it contains a subchain that is isotonic to a non-
representable subset of the lexicographic plane
R2 ; . Given a subset X 7 Z, Card X will
denote the cardinality of X.
3. Lexicographic decomposition of chains. In this section we prove the main result of the
paper, namely: a countably bounded connected chain admits a lexicographic decomposition.
Theorem 1. Let
Z; be a countably bounded connected chain with no largest and no
smallest element. Then there exist a subchain X 7 Z, and an equivalence relation r on Z, with
equivalence classes z fy 2 Z : yrzg, such that:
(a) X is isotonic to the real line R,
S
(b) Z is order isomorphic to the lexicographically ordered set fxg x.
x2X
P r o o f. Let D
dn n2N be a countable set that bounds Z. In other words,
S
Z
dm ; dn . Between each pair x; y 2 D such that fx; yg is a gap in
D; we add
m;n2N
to D an element w from Z with x w y. (The existence of such w is guaranteed by
connectedness of Z.) Then we also add elements u and v, from Z with x u w v y,
and continue with this process indefinitely. This gives a countable extension D0 of D with the
properties:
(i) D0 has no gaps,
(ii) D0 has no largest and no smallest element.
It is known (see e.g., Birkhoff [1], p. 200) that such a set D0 is order isomorphic to the set
of rationals in
0; 1, so that by connectedness of
Z; , there is an extension X of D0 in Z
which is order isomorphic to
0; 1 and hence to R. Because the chain X is isotonic to R, it is
Dedekind complete and has no gaps. Moreover, it is not bounded above or below in Z. For
each x 2 X, let
T T
x L
b \ G
a ;
xb; b2X ax; a2X
and note that x \ X fxg because if x y then x 7 L
y so that y 2j x, and similarly if
y x.
We shall now show that the sets x; x 2 X, define a partition of Z, so that each z 2 Z lies
in some set xz , where xz 2 X is uniquely determined by z. We shall also see that each x is a
closed interval in Z and this means that the collection fx : x 2 Xg inherits in a natural way
an order from Z. It follows that the map z 7!
xz ; z is an order preserving map of Z into the
lexicographically ordered product X Z and this will prove Theorem 1. All these
statements follow from the next result. h
148 J. C. CANDEAL and E. INDURAÂIN ARCH. MATH.
exist in Z. In particular, x 7 zi ; zs 7
a; b. We show that zs 2 x: If zs 2j x, then, by
definition, there is an X-interval
a; b that contains x but not zs . As a x zs we see by
zs . Now x and b are in X, that has no gaps, so that there is some g in X with
part (iii) that b
x g b. Thus x 7
a; g and this means that g is an upper bound of x such that
g zs sup x. Contradiction. Therefore zs 2 x. A similar argument proves that zi 2 x,
so that by part (iii) again, zi ; zs 7 x. Since x 7 zi ; zs by definition, we conclude
x zi ; zs . h
P r o o f. Assume by way of contradiction that f is a utility function for
Z; . Then, for
every x 2 X we define the real set S
x ff
y : y 2 xg and consider the real interval
Jx
inf fS
xg ; sup fS
xg. Notice that by hypothesis, fx 2 X; Jx j ff
xgg is uncoun-
table. Moreover we have that if x1 ; x2 2 X, with x1 j x2 2 X then Jx1 \ Jx2 is empty. So we
could associate to each x 2 A a rational number q
x in such a way that q
x1 j q
x2
whenever x1 j x2 . But this leads to a contradiction since A is uncountable. h
Let us now state, based on the lexicographic decomposition given by Theorem 1, a
necessary condition for the lack of representability.
L; does not contain copies of non-representable subchains of the lexicographic plane
R2 ; L . So,
L; does not satisfy the hypothesis of Theorem 3. Nevertheless by
considering the chain Z L [ fWg, with the obvious ordering also denoted by , we obtain
an example of a countably bounded, connected and non-representable chain which does not
contain copies of non-representable subchains of the lexicographic plane. This implies that
Z; does not satisfy the hypothesis of Theorem 3 either. Thus, since by Theorem 1 the
lexicographic decomposition of Z does exist, there must be at least one class x that is not
representable. This is indeed the case and there is just one non-representable class; namely, W.
A simple rephrasal of Theorem 3 states a necessary condition for a chain to be non-
representable.
E x a m p l e 3 . Let Z fc0;r a cfrg : a; r 2 0; 1g (cB stands for characteristic function
of B). Consider on Z the usual lexicographic ordering of functions L and observe that
Z; L ) is a countably bounded, connected chain. However
Z; L is not representable
because from the above construction, setting X fc0;r : r 2 0; 1g 7 Z, it follows that X is
isotonic to 0; 1, hence representable, and the set A fx 2 X : Card x > 1g is exactly X
which is uncountable.
Let us explain which facts can be obtained and which difficulties appear. Suppose that
Z; is a countably bounded and connected chain. Assume in addition that
Z; is first
countable. Then
Z; can be embedded into another connected and first countable chain
having both a largest and a smallest element. Thus without loss of generality we start with a
connected, first countable and non-representable chain of the form Z a; b. Consider the
family of all non-representable closed intervals in Z:
D fz1 ; z2 7 Z : z1 ; z2 is non-representableg:
undecidable in ZFC, i.e., it is consistent with the axioms of Zermelo-Fraenkel set theory, plus
Choice axiom, that SH be either true or false (see Todorcevic [15], p. 272). On the other
hand it is not difficult to prove that if a chain satisfies c.c.c. then it is first countable. So, at
least from the point of view of set theory and assuming that SH does not hold, there is a
countably bounded connected first countable and non-representable chain which is not
planar, and the conjecture is false.
We leave as an open problem to find a whole characterization of planar chains.
A c k n o w l e d g e m e n t s. Thanks are given to Professors Alan F. Beardon (Cambridge,
U.K.), Gerhard Herden (Essen, Germany) , Ghanshyam B. Mehta (Brisbane, Australia) and
Jose Carlos RodrgÂuez-Alcantud (Salamanca, Spain) for helpful comments and valuable
suggestions.
This work has been partially supported by the Government of Navarre, Spain, through the
research project ªAnaÂlisis MatemaÂtico de la Preferenciaº. (Dec. 1996).
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