Mathematical Spaces

Michael Betancourt

April 2023

Table of contents

1 Spaces 2
1.1 Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.1 Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.2 Subsets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.2.1 Ordering Structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.2.2 Algebraic Structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.2.3 Metric Structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.2.4 Topological Structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.3 Structure-Informed Subsets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25

2 Prototypical Spaces 26
2.1 Power Set . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.2 Integers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2.3 Real Lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.4 Extended Real Lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

3 Relating Spaces 31
3.1 Relating Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
3.1.1 Classifying Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
3.1.2 Function Inverses . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.1.3 Function Composition . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
3.2 Relating Structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
3.2.1 Pushforward and Pullback Relations . . . . . . . . . . . . . . . . . . . . 39
3.2.2 Bijective Pushforwards and Pullbacks Relations . . . . . . . . . . . . . . 43
3.2.3 Structure-Preserving Relations . . . . . . . . . . . . . . . . . . . . . . . 44
3.2.4 Reparameterizations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48

4 Conclusion 50

1
Acknowledgements 51

References 52

License 52
In Chapter One I introduced probability theory on finite sets; this simple setting allowed us to
focus on the basic concepts without too much mathematical distraction. Unfortunately finite
sets have only limited use in practical applications. Instead these applications typically require
probability theory on not only more sophisticated sets but also sets that are equipped with
additional structure. These combinations of sets and structure are also known as spaces.
In this chapter we will discuss the basic conceptual features of general spaces before reviewing
some of prototypical spaces that are particularly common in practical applications. This
presentation will include not only the properties of sets with an arbitrary number of elements
but also a survey of some of the most fundamental structures that we can endow onto those
sets.

1 Spaces

In both more applied and more pure mathematics the term “space” is omnipresent but subject
to ambiguous and sometimes inconsistent interpretation. Some, for example, use the term to
refer to any set of interest while some reserve it for sets endowed with additional mathematical
structure. Still others use the term to denote sets endowed with not just any structure but
particular, and often only implied, structure. Consequently we have to be careful when seeing
the term to make sure we understand the exact intent of the author.
Throughout this book I will use the term space to describe any set equipped with any structure.
When the particular structure is relevant I will be careful to specify exactly what structure
has been endowed to the set. In this section we will review the properties shared by all sets
and then some of the most common structures that we can introduce to enhance a set with
additional complexity.

1.1 Sets

A finite set is a collection of a finite number of abstract elements. More generally a set is a
collection of an arbitrary number of elements. The elements that compromise a set are also
referred to as points, although this is often used only when the set is part of a space.
In general a set can contain not only a finite number of elements but also an infinite number of
elements. An infinite set whose elements can be indexed by integers is referred as a countably
infinite set. Finite and countably infinite sets are together denoted countable sets. When
a set contains so many elements that they cannot be indexed by the integers then we refer

2
to it as an uncountably infinite set or simply an uncountable set. If we want to imply
additional structure then we might also say countable space and uncountable space.
To work with a set in practice we will need to be able to reference the elements it contains
and organize those elements into subsets.

1.1.1 Variables

Working with sets that contain more than a few elements is easier when we can refer to an
abstract element without explicitly enumerating all of the elements. A variable element,
or simply variable, is a symbol that can represent any element in a given set. In this book
I maintain a convention where capital letters refer to sets and the corresponding lower case
letters refer to variables. For example 𝑥 denotes a variable taking values in the set 𝑋 or, more
compactly, 𝑥 ∈ 𝑋.
To represent multiple, possibly distinct elements of a set we need to employ multiple variables.
For example we might use ticks so that 𝑥, 𝑥′ , 𝑥″ ∈ 𝑋 all denote distinct variables that can
correspond to common or different elements in 𝑋. We can also use integer indices to distinguish
between these variables when helpful; in this case 𝑥1 , 𝑥2 , 𝑥3 ∈ 𝑋 would denote three distinct
variables that can correspond to common or different values in 𝑋. At the same time non-
numerical labels such as 𝑥𝑎 , 𝑥𝑏 , 𝑥𝑐 ∈ 𝑋 or even 𝑥input , 𝑥output ∈ 𝑋 can be more useful in some
circumstances.
When two variables 𝑥1 and 𝑥2 represent the same element we say that they are equal. We can
specify equality by writing 𝑥1 = 𝑥2 .
In many circumstances we will need to distinguish between variables that refer to arbitrary ele-
ments and variables that refer to particular but unspecified elements. Following the computer
science canon I will refer to these as unbound variables and bound variables, respectively.
To distinguish between the two I will decorate bound variables with a tilde; in words 𝑥 denotes
any element of the space 𝑋 while 𝑥̃ denotes a fixed but unspecified element.

1.1.2 Subsets

As with finite spaces any selection of elements from a general set defines a subset.
Selecting elements from a subset x ⊂ 𝑋 defines another subset x′ ⊂ 𝑋. If x contains all of the
elements of x′ and more then we write x′ ⊂ x; if it might contain only the elements in x′ then
we write x′ ⊆ x. In the latter case we can also say that x′ is smaller than x.
Following the treatment of finite spaces in the previous chapter I will refer to the collection
of all subsets that can be selected from a set 𝑋 as the corresponding power set and denote
it 2𝑋 . In general the power set 2𝑋 will contain more elements than the originating set 𝑋; the
power sets derived from uncountable sets are so massive that they are typically contaminated

3
with all kinds of misbehaving subsets. We’ll see one consequence of this contamination in the
next chapter.
When a set contains only a small number of elements we can readily define each subset by
explicitly specifying the elements it contains. For larger sets this quickly becomes impractical,
if not outright impossible. In these cases subsets are more easily defined implicitly as the
elements satisfying a certain condition. These implicit definitions are neatly encapsulated in
the set-builder notation,
x = {𝑥 ∈ 𝑋 ∣ condition(x) }
which we can read as “the elements of 𝑋 such that the element-wise condition is satisfied”.
For example if the function 𝑓 ∶ 𝑋 → ℝ assigns to each element 𝑥 a value 𝑓(𝑥) then we
could define a subset as the collection of elements that are assigned the particular value 0. In
set-builder notation this would become

x = {𝑥 ∈ 𝑋 ∣ 𝑓(𝑥) = 0}.

The power set derived from any set always contains the empty set consisting of no elements,
atomic sets or singleton sets each consisting of a single element, and a full set consisting of
the entire set (Figure 1). Most subsets, however, contain an intermediate number of elements.
One of the key features of uncountable spaces is that most subsets also contain an uncount-
able number of elements. To visually represent subsets containing an uncountable number of
elements I will used filled shapes to contrast against individual points.
All of the set operations we introduced for finite sets generalize to any set. For example for
any set 𝑋 with power set 2𝑋 we can define a unary operation that maps each subset into a
complementary subset, or just complement, consisting of every other element (Figure 2),

⋅𝑐 ∶ 2 𝑋 → 2 𝑋
x ↦ x𝑐 .

For any set the complement of the empty set is the full set and vice versa,

∅𝑐 = 𝑋
𝑋 𝑐 = ∅.

The binary union and intersection operations also generalize to general sets (Figure 3). A
union of two input subsets is the subset containing all of the elements contained in either
input subset,

⋅ ∪ ⋅ ∶ 2𝑋 × 2 𝑋 → 2 𝑋
x1 , x2 ↦ x1 ∪ x2 ,

4
 ∅⊂X {x} ⊂ X

(a) (b)

x⊂X X⊆X

(c) (d)

Figure 1: On a general set we can construct (a) an empty set containing no elements, (b)
atomic sets containing only a single element, and even (d) a full set containing all
elements in the set. (c) Most subsets are more intermediate, containing multiple
elements but not all of them. Here filled shapes represent a potentially uncountable
number of individual elements.

5
 xc ⊂ X

x⊂X

X X

(a) (b)

Figure 2: Every (a) subset defines a (b) complement subset consisting of all elements in the
set that are not contained in that initial subset.

and the intersection is the subset containing all of the elements in both input subsets,

⋅ ∩ ⋅ ∶ 2𝑋 × 2 𝑋 → 2 𝑋
x1 , x2 ↦ x1 ∩ x2 ,

Venn diagrams visualize unions and intersections as overlapping shapes.

Two subsets are said to be disjoint when they don’t overlap and hence don’t share any
elements. More formally two subsets are disjoint when their intersection is the empty set,

x1 ∩ x2 = ∅.

All of the properties of these binary operations that we discussed for finite sets also generalize
to arbitrary sets. For example the union and intersection of a subset with itself always returns
that subset,
x ∪ x = x ∩ x = x.
Similarly the union of the empty set with any subset returns back that subset,

x ∪ ∅ = ∅ ∪ x = x,

and intersection of the empty set with any subset returns back the empty set,

x ∩ ∅ = ∅ ∩ x = ∅.

The union of any subset with the full set returns the full set,

x ∪ 𝑋 = 𝑋 ∪ x = 𝑋,

6
 x2 ⊂ X
x1 ⊂ X

X X

(a)

x1 ∪ x2 x1 ∩ x2

X X

(b) (c)

Figure 3: The union and intersection operations transform two input subsets into a single
output subset. (a) A union consists of all elements in either input subset while (b)
an intersection consists of all elements in both input subsets.

7
and the intersection of any subset with the full set returns back the subset,

x ∩ 𝑋 = 𝑋 ∩ x = x.

The union and intersection operations also interact nicely with the complement operation. For
example by construction the union of a subset and its complement is the full set,

x ∪ x𝑐 = 𝑋.

On the other hand the two subsets share no elements so their intersection is empty,

x ∩ x𝑐 = ∅.

Consequently a subset and its complement are always disjoint.

1.2 Structures

A collection of elements alone is only so interesting mathematically and only so useful in

practice. The sets of theoretical and practical interest are equipped with additional structures
that endow them with more rigidity and interpretability.
Earlier I defined a space as any set equipped with any structure. When that structure is explicit
we often denote the space by specifying the underlying set and the additional structure together.
For example if we denote the set 𝑋 and the structure 𝔰 then we would denote the space (𝑋, 𝔰).
Unfortunately these additional structures are often implicit and taken for granted. In this case
𝑋 is, frustratingly, typically used to denote both the underlying set and the resulting space.
In this section we will review just a few of the structures that play important roles in practical
applications. Specifically we will focus on the structures that define the most common spaces
that arise in mathematical modeling. We will introduce probabilistic structures in the next
chapter.

1.2.1 Ordering Structures

One way to enhance a set is to distinguish a special organization of its elements.

An strict ordering, complete ordering, or total ordering establishes a particular sequen-
tial arrangement of the elements in a set. Mathematically we can encode an ordering as local
relations between elements, writing 𝑥1 < 𝑥2 if the element 𝑥1 appears earlier in the ordering
than 𝑥2 . We also say that 𝑥1 is smaller than 𝑥2 , and 𝑥2 is larger than 𝑥1 , if 𝑥1 < 𝑥2 .
The ordering relation can also be interpreted as a binary operation that takes two distinct
elements as inputs and returns < if the first input element appears earlier in the ordering than
the second input element and > otherwise. This relation can also be relaxed to allow for the

8
comparison of an element to itself with the introduction of a third equality output = when
the two input elements are equal.
A consistent ordering of the elements in a set strongly constrains the behavior of these relations.
For example if 𝑥1 < 𝑥2 and 𝑥2 < 𝑥3 then we must have 𝑥1 < 𝑥3 . This property is formally
known as transitivity of the individual relations.
A partial ordering defines a less rigid arrangement of a set that doesn’t require every pair
of elements to be comparable; in this case multiple elements can occupy the same position
along the sequential arrangement at the same time. To represent a partial ordering we use the
relation ≤ and write 𝑥1 ≤ 𝑥2 if the element appears earlier in the order or at the same place
in the order as the distinct element 𝑥2 . As with a strict ordering relation any partial ordering
relation is transitive: if 𝑥1 ≤ 𝑥2 and 𝑥2 ≤ 𝑥3 then 𝑥1 ≤ 𝑥3 .
Intuitively we can interpret a strict ordering as a geometric arrangement of the elements
along a one-dimensional line. Partial orderings are more general and can often be interpreted
as a geometrical arrangement of the elements along a higher-dimensional plane. Critically
neither geometric interpretation relies on any notion of distance between the elements; any
arrangement still leaves the individual elements quite fluid.
A set equipped with a particular ordering is referred to as an ordered space. Likewise a set
equipped with a particular partial ordering is referred to as a partially-ordered space.

1.2.2 Algebraic Structures

The term algebra is introduced so early in our mathematical education that it can be espe-
cially easy to take for granted. Typically it refers to equipping a set with one or more binary
operations that manipulate any two input elements into a single output element. Some alge-
braic structures also introduce unary operations that transform a single input element into a
single output element.
Just about every possible algebraic structure has been studied and categorized by mathemati-
cians. Unfortunately the resulting spaces are, with one exception, not referred to as “algebraic
spaces”. In most cases they are not even referred to as “spaces”! Instead each algebraic struc-
ture is given a special name, such as “magma” and “group” and “field”, that is not obviously
related to the others.
Because of this barrage of terminology it can be difficult to compare and contrast various
algebraic structures. Fortunately understanding them all is absolutely not necessary for this
book. For those readers who are interested in digger a little bit deeper into the technical
vocabulary Wikipedia provides two nice reviews here and here.
In this section we will consider only a few particularly common algebraic structures.

9
1.2.2.1 Single Algebraic Operation
A common convention when working with a single, binary algebraic operation is to denote
that operation as

⋅∶𝑋×𝑋 →𝑋
𝑥1 , 𝑥2 ↦ 𝑥1 ⋅ 𝑥2 ,

where 𝑥1 denotes the first input element and 𝑥2 denotes the second input element and 𝑥1 ⋅ 𝑥2
denotes the output element. When working with multiple algebraic operations at the same
time we will have to use multiple symbols to denote each operation.
Binary algebraic operations are characterized by a few key properties. For example a binary
operation that is symmetric with respect to the input elements,

𝑥1 ⋅ 𝑥2 = 𝑥2 ⋅ 𝑥1 ,

is referred to as a commutative operation.

A binary operation can be applied to more than two input elements by chaining multiple
evaluations. For example we can apply a binary operation to the three elements 𝑥1 , 𝑥2 , and
𝑥3 by first taking 𝑥1 as 𝑥2 inputs and then taking the resulting output as an input along with
𝑥3 ,
(𝑥1 ⋅ 𝑥2 ) ⋅ 𝑥3 .
Alternatively we can first take 𝑥2 and 𝑥3 as inputs and then take 𝑥1 and the resulting output
as inputs,
𝑥1 ⋅ (𝑥2 ⋅ 𝑥3 ).
In general these two groupings will yield different outputs. Operations that always give the
same output for both groupings are referred to as associative operations.
Some binary operations also distinguish special elements. For example inputting a particular
element might reduce the operation to carrying forward the other input element to the output
no matter what it might be. More formally a binary operation might admit an element 𝑥Id
such that
𝑥 ⋅ 𝑥Id = 𝑥Id ⋅ 𝑥 = 𝑥.
for all 𝑥 ∈ 𝑋. In this case 𝑥Id is denoted a unit element or identity element and the binary
operation itself is referred to as a unital operation.
Similarly an operation might allow a particular element to determine the output no matter
what the other input element is. Formally there might exist an element 𝑥Null such that

𝑥 ⋅ 𝑥Null = 𝑥Null ⋅ 𝑥 = 𝑥Null

for all 𝑥 ∈ 𝑋. If so then 𝑥Null can be denoted an absorbing element, null element, or zero
element with the binary operation sometimes referred to as a null operation.

10
The existence of an identity element can also induce a special pairing between the other
elements in the set. In particular some elements 𝑥 ∈ 𝑋 might be paired with another element
𝑥−1 ∈ 𝑋 such that the binary operation returns the identity element,
𝑥 ⋅ 𝑥−1 = 𝑥−1 ⋅ 𝑥 = 𝑥Id .
If so then we say that 𝑥−1 is the inverse element of 𝑥. By construction 𝑥 is also the
inverse element of 𝑥−1 . By construction the identity element is always its own inverse element.
Conversely, because null elements cannot result in an identity element output, they will never
have inverse elements.
Perhaps the most prominent binary algebraic operation is addition over the integers and real
numbers. Addition is commutative, associative, and unital with the identity element 𝑥Id = 0.
Every element 𝑥 also features a unique additive inverse element known as its negation and
written as −𝑥. A corresponding subtraction operation can be defined as addition by additive
inverses,
𝑥1 − 𝑥2 ≡ 𝑥1 + (𝑥2 )−1 = 𝑥1 + (−𝑥2 ).

A natural complement to addition is multiplication. Multiplication is commutative, associa-

tive, and unital with the identity element 𝑥Id = 1. It is also null with the absorbing element
𝑥Null = 0.
When working with the integers no element admits a multiplicative inverse except for the
identity element. On the other hand every real number 𝑥 except for 𝑥Null = 0 features a
multiplicative inverse element known as its reciprocal and written as 1/𝑥. We can define a
division operation as multiplication by multiplicative inverses,
1
𝑥1 /𝑥2 ≡ 𝑥1 ⋅ (𝑥2 )−1 = 𝑥1 ⋅ .
𝑥2
Because 𝑥Null = 0 doesn’t have a multiplicative inverse, however, we cannot divide by zero.

1.2.2.2 Multiple Algebraic Operations

If one algebraic operation is good then two should be better, right? Multiple algebraic opera-
tions that are compatible with each other define particularly rich algebraic structures.
In the context of two binary algebraic operation a common convention is to write the first
operator as
+∶𝑋×𝑋 →𝑋
𝑥1 , 𝑥2 ↦ 𝑥1 + 𝑥2
and the second as
⋅∶𝑋×𝑋 →𝑋
𝑥1 , 𝑥2 ↦ 𝑥1 ⋅ 𝑥2

11
in analogy with addition and multiplication. This notation might be used even if the operators
do not actually correspond to the usual addition and multiplication operations.
The binary operation ⋅ is said to distribute across the binary operation + if

𝑥3 ⋅ (𝑥1 + 𝑥2 ) = (𝑥3 ⋅ 𝑥1 ) + (𝑥3 ⋅ 𝑥2 ).

Note that this property is asymmetric – it does not imply that + distributes across ⋅,

𝑥3 + (𝑥1 ⋅ 𝑥2 ) ≠ (𝑥3 + 𝑥1 ) ⋅ (𝑥3 + 𝑥2 ).

A common example of compatible algebraic operations is addition and multiplication over

the integer and real numbers where multiplication distributes across addition. An algebraic
structure compromised of these two compatible operations is also sometimes known as arith-
metic.
One of the most infamous algebraic structures considers a slightly different combination of
operations. Instead of a binary operator that takes two elements as inputs we can define a
binary operator that takes as inputs one element and one real number,

⋅∶ℝ×𝑋 →𝑋
𝛼, 𝑥 ↦ 𝛼 ⋅ 𝑥.

This is sometimes referred to as a scalar multiplication operator.

A linear algebra over the real numbers combines this scalar multiplication operation with
an associative, commutative, and unital binary operator

+∶𝑋×𝑋 →𝑋
𝑥1 , 𝑥2 ↦ 𝑥1 + 𝑥2

such that ⋅ distributes over +,

𝛼 ⋅ (𝑥1 + 𝑥2 ) = 𝛼 ⋅ 𝑥1 + 𝛼 ⋅ 𝑥2 .

A set equipped with these operators is also known as a vector space with the individual
elements denoted vectors.

1.2.3 Metric Structures

Another way to add structure to a set is to introduce an explicit notion of distance between
individual elements. Mathematically this is done with a binary operation that takes two
elements as inputs and returns a positive real number as output,

𝑑 ∶ 𝑋 × 𝑋 → ℝ+
𝑥1 , 𝑥2 ↦ 𝑑(𝑥1 , 𝑥2 ).

12
In order for this operation to conform with out intuitive notions of distance we need it to satisfy
a few key properties. For example the output should vanish when comparing an element to
itself,
𝑑(𝑥1 , 𝑥2 ) = 0
when 𝑥1 = 𝑥2 . At the same time the output should be non-zero when comparing two distinct
inputs,
𝑑(𝑥1 , 𝑥2 ) > 0
when 𝑥1 ≠ 𝑥2 . The operation should also be symmetric in its inputs,

𝑑(𝑥1 , 𝑥2 ) = 𝑑(𝑥2 , 𝑥1 ),

and for any three elements satisfy a triangle inequality,

𝑑(𝑥1 , 𝑥3 ) ≤ 𝑑(𝑥1 , 𝑥2 ) + 𝑑(𝑥2 , 𝑥3 ).

If the operation satisfies all of these properties then we can consistently say that the larger
𝑑(𝑥1 , 𝑥2 ) is the most distant 𝑥1 is from 𝑥2 .
Any operation satisfying these criteria is known as a distance function or metric. A set
equipped with a metric is denoted a metric space.
Because a metric is symmetric in its inputs it is insensitive to any ordering of the elements.
In fact the distances defined by a metric complement the arrangement defined by an ordering:
while an ordering defines how elements are arranged but not how far apart they are, a metric
defines how far apart the elements are but not their arrangement. Together an ordering and
metric define a rigid arrangement of the elements.
One of the most important applications of a metric is formalizing notions of convergence and
limits in a set. Consider for example a countably infinite sequence of elements

{𝑥1 , 𝑥2 , … , 𝑥𝑖 , …}.

A metric quantifies how far these elements are from any other element 𝑥 ∈ 𝑋,

{𝑟1 , 𝑟2 , … , 𝑟𝑖 , …} = {𝑑(𝑥1 , 𝑥), 𝑑(𝑥2 , 𝑥), … , 𝑑(𝑥𝑖 , 𝑥)}.

Intuitively if these distances decay towards zero then the sequence of elements will move closer
and closer to 𝑥.
More formally a sequence of elements converges to the limit 𝑥 if for any distance 𝜖 > 0 we
can go deep enough into the sequence that the distances between the tail elements

{𝑥𝑖′ , 𝑥𝑖′ +1 , … , 𝑥𝑖′ +𝑖 , …}

13
and the limiting element 𝑥 are all bounded by 𝜖,

𝑑(𝑥𝑖′ , 𝑥) < 𝜖
𝑑(𝑥𝑖′ +1 , 𝑥) < 𝜖
…
𝑑(𝑥𝑖′ +𝑖 , 𝑥) < 𝜖
…,

no matter how small it might be (Figure 4). In other words the elements of a convergent
sequence will become arbitrarily close to 𝑥, at least eventually.
Convergent sequences can then be used to formally implement limits. In particular the notation
𝑥′ → 𝑥 corresponds to any sequence of elements that converges to 𝑥. Limiting behavior is
determined by how all of these convergent sequences behave.

1.2.4 Topological Structures

The distances defined by a metric endow a set with a rich diversity of useful features. Many
of these features, however, can also be defined by distinguishing certain subsets, avoiding the
need for a metric entirely.

1.2.4.1 Open Balls

A metric can be used to construct special subsets. The collection of all elements within a
distance 𝑟 from the element 𝑥 ∈ 𝑋 defines a subset

b𝑟 (𝑥) = {𝑥′ ∈ 𝑋 ∣ 𝑑(𝑥, 𝑥′ ) < 𝑟} ⊆ 2𝑋

known as an open ball centered at 𝑥 with radius 𝑟. Any open ball with zero radius reduces
to the central element 𝑥.
Including the elements exactly at a distance 𝑟 from 𝑥 defines a slightly larger subset

b𝑟̄ (𝑥) = {𝑥′ ∈ 𝑋 ∣ 𝑑(𝑥, 𝑥′ ) ≤ 𝑟} ∈ 2𝑋

known as a closed ball centered at 𝑥 with radius 𝑟. By themselves the elements exactly a
distance of 𝑟 away from 𝑥 define yet another subset

𝛿b𝑟 (𝑥) = {𝑥′ ∈ 𝑋 ∣ 𝑑(𝑥, 𝑥′ ) = 𝑟} ∈ 2𝑋

that defines the boundary of the open and closed balls. An open ball becomes a closed ball
when we combine it with this boundary,

b𝑟̄ (𝑥) = b𝑟 (𝑥) ∪ 𝛿b𝑟 (𝑥).

14
 1

d(xi , x)
x

X i

x d(xi , x)
2

X i
d(xi , x)

3

X i

Figure 4: Equipping a set with a metric allows us to quantify when a sequence of elements
converges to a limiting element 𝑥 ∈ 𝑋. If the distance between the sequential
elements and the limiting element 𝑥 is eventually bounded by any finite distance 𝜖
then the sequential elements will become arbitrarily close to 𝑥.

15
Open balls quantify which elements are in the proximity of the central element without directly
referencing the metric. More formally every open ball centered at 𝑥 ∈ 𝑋 with finite but
potentially arbitrarily small radius defines a metric neighborhood of 𝑥. The smaller a
metric neighborhood is the closer the elements it contains will be to the central element 𝑥. To
emphasize the possibility of arbitrarily small metric neighborhoods I will use 𝜖 instead of 𝑟
when referring to the open ball radii that define metric neighborhoods.

Figure 5: Open balls centered at 𝑥 ∈ 𝑋 define neighborhoods of elements that are close to 𝑥.
The smaller the neighborhood the closer the elements are to 𝑥.

The interaction of these neighborhoods reveals quite a bit about the relationships between
individual elements in a metric space. For example because any pair of distinct elements are
separated by a finite distance they can always be contained in non-overlapping metric neigh-
borhoods (Figure 6). In other words metric neighborhoods are able to distinguish individual
elements from each other.
Moreover we can use metric neighborhoods to define convergent sequences. Recall that, by
definition, we can always go deep enough into a convergent sequence that the tail elements

{𝑥𝑖′ , 𝑥𝑖′ +1 , … , 𝑥𝑖′ +𝑖 , …}

will be closer to the limiting element 𝑥 than any distance 𝜖 > 0,

𝑑(𝑥𝑖′ , 𝑥) < 𝜖
𝑑(𝑥𝑖′ +1 , 𝑥) < 𝜖
…
𝑑(𝑥𝑖′ +𝑖 , 𝑥) < 𝜖
…,

16
 x2

x1
b2 (x2 )

b1 (x1 )

Figure 6: For any two elements 𝑥1 , 𝑥2 ∈ 𝑋 in a metric space we can always find radii 𝜖1 + 𝜖2 <
𝑑(𝑥1 , 𝑥2 ) such that the open balls b𝜖1 (𝑥1 ) and b𝜖2 (𝑥2 ) containing the two elements
will not overlap. Consequently metric neighborhoods are always able to separate
individual elements.

This, however, is equivalent to requiring that those tail elements are contained in the open
ball b𝜖 (𝑥) centered at the limiting element,

{𝑥𝑖′ , 𝑥𝑖′ +1 , … , 𝑥𝑖′ +𝑖 , …} ∈ b𝜖 (𝑥).

In other words a sequence will converge to the limit 𝑥 if and only if the elements in the sequence
are eventually contained in any metric neighborhood of 𝑥 (Figure 7).

b3 (x)
x x x

b2 (x)

b1 (x)

X X X

Figure 7: On a metric space a sequence of elements converges to the limit 𝑥 ∈ 𝑋 if and only if
we can always go deep enough in the sequence that all subsequent elements will be
contained in any metric neighborhood.

Metric neighborhoods can also be used to formalize intuitive notions of “continuous” and
“discrete” metric spaces. For example we can formalize the informal concept of a continuum
by requiring that every element 𝑥 ∈ 𝑋 is surrounded by elements at any arbitrary distance,
at least up to some potentially maximum distance. More succinctly for every element 𝑥 ∈ 𝑋

17
and distance 0 < 𝜖 ≤ 𝜖max we should be able to find another element 𝑥′ ∈ 𝑋 satisfying

𝑑(𝑥, 𝑥′ ) = 𝜖.

This requirement, however, is equivalent to every metric neighborhood with radius less than
𝜖max defining a distinct subset of 𝑋 because increasing the radius will always introduce new
elements. This then implies that every metric neighborhood of 𝑥, no matter how small, must
contain more elements than just 𝑥. In other words no metric neighborhood in a continuum
will reduce to an atomic set.
On the other hand the elements in a discrete metric space are not separated by arbitrary
distances. Instead they are separated only by certain distances, specifically distances bounded
below by some minimum distance. In this case many metric neighborhoods are degenerate,
reducing to the same subsets of 𝑋 (Figure 8). Moreover any metric neighborhood with radius
smaller than the minimum distance will reduce to the atomic set containing only the central
element. These smallest neighborhoods isolate the elements from each other.

x x x

Figure 8: The elements in a discrete metric space are separated by some finite minimum dis-
tance, which is equivalent to many metric neighborhoods degenerating into the same
subsets. In particular the smallest metric neighborhoods all degenerate to the atomic
set which contains only the central element.

1.2.4.2 Open Sets

The concept of an open subsets can also be generalized beyond just open balls. Consider for
example a subset x ⊂ 𝑋 and an element 𝑥 ∈ x. If 𝑥 is contained in a metric neighborhood
that is itself contained in the subset,

𝑥 ∈ b𝜖 (𝑥) ⊂ x,

then we can move away from 𝑥 without ever leaving x. When every element in x can be
contained by at least one metric neighborhood that is also contained in x then we can always
move closer to the edge of the subset without leaving it.
A key consequence of this construction is that these subsets, just like the open balls, do not
contain any boundary elements. Consequently they make a natural generalization for open

18
subsets (Figure 9). We can then define closed subsets as the complements of any open subset.
Closed subsets are characterized by their inclusion of elements whose metric neighborhoods
all leak out into the surrounding set (Figure 10).

b3 (x3 )
b2 (x2 ) x3
b1 (x1 ) x2
x1

x x x

Figure 9: In a metric space every element of an open subset can be contained by a metric
neighborhood that is itself fully contained by the open subset. As we move closer
and closer to the boundary of an open subset the metric neighborhood will become
smaller but never vanish, allowing us to make progressively smaller moves towards
the boundary without ever reaching it.

x
b (x)

Figure 10: A closed subset of a metric space contains boundary elements whose metric neigh-
borhoods always leak out of the subset.

Unfortunately this construction does introduce a few subtleties. Unlike the colloquial use of
“open” and “closed” these definitions of open subsets and closed subsets are not exact opposites.
If a subset and its complement are both open then they will, by definition, be both open and
closed at the same time. Because mathematicians have no shame these subsets are referred
to as “clopen” subsets. Moreover open subsets and closed subsets are both exceptional in the
power set; in general only some subsets will be open, closed, or both, and most subsets will
be neither open nor closed.
Unlike open balls these metric-derived open subsets are closed under unions and intersections.
If x1 and x2 are both open subsets then x1 ∪ x2 will also an open subset. In fact the union of

19
any number of open subsets will be open. Likewise if x1 and x2 are both open subsets then
x1 ∩x2 will also be an open subset. Indeed the intersection of any finite number of open subsets
will also be open but, in an unfortunate asymmetry, the intersection of an infinite number of
open subsets might not be open.
Open subsets provide an immediate way to generalize the notion of neighborhood beyond open
balls. If we define a general neighborhood of 𝑥 to be any open subset that contains 𝑥 then
we will be able to derive many of the same properties as metric neighborhoods, and hence the
underlying metric. For example two elements can be separated by metric neighborhoods if
and only if they can be separated by open subsets more generally. Similarly every sequence
that converges to the limit 𝑥 is eventually contained not just by every metric neighborhood of
𝑥 by also by every general neighborhood of 𝑥.
While different metrics define different metric neighborhoods around each element, those dif-
ferent metric neighborhoods can sometimes end up defining the same open subsets (Figure 11).
Because those open subsets completely characterize properties like separation and convergence
the metrics that yield the same open subsets will all share those properties! Working directly
with a collection of open subsets allows us to avoid the idiosyncrasies of any particular metric
and isolate the properties common to all compatible metrics.

b (x)
x x b00 (x) x
b0 (x)

x x x

Figure 11: Different metrics define different metric neighborhoods, but in some cases those
different metric neighborhoods end up defining the same collection of open subsets.
Any property defined by those common open subsets will be shared by all of the
compatible metrics.

1.2.4.3 General Topologies

Once we can define interesting properties directly from open subsets a natural question is
whether or not those open subsets need to derived from any existing structure in the first
place. Indeed we can introduce all kinds of interesting properties to a set by equipping it
directly with a self-contained collection of distinguished subsets.
A topology is any collection of subsets

𝔱 = {∅, x1 , … , x𝑖 , … , 𝑋} ∈ 2𝑋

20
that contains the empty set and the full set and is closed under arbitrary unions and finite
intersections. Any set equipped with a topology is referred to as a topological space.
The distinguished subsets that define a topology are generally referred to as open subsets
even if they are not derived from a metric. If the open subsets in a topology are derived
from a metric, or can be derived from a metric, then we refer to the topology as a metric
topology.
Non-empty subsets in a topology provide the ultimate generalization of neighborhoods. Every
subset in a topology that contains the element 𝑥 ∈ 𝑋 defines a neighborhood of 𝑥, with each
neighborhood providing some quantification of which elements in the set are in the proximity
of 𝑥 (Figure 12). Smaller neighborhoods imply a stronger sense of proximity than larger
neighborhoods.

Figure 12: The subsets in a topology define a general notion of neighborhood. Any subset in
the topology that contains an element 𝑥 ∈ 𝑋 defines a neighborhood of elements in
the proximity of 𝑥.

The overlap of topological neighborhoods around distinct elements determines how well the
topology can distinguish those elements from each other. Larger topologies contain more
neighborhoods that better resolve the individual elements in the underlying set than smaller
topologies. In other words the larger the topology the closer we can zoom into the individual
elements.
For example the smallest topology, known as the trivial topology, contains only the empty
set and the full set,
𝜏 = {∅, 𝑋}.
In this case there is only one neighborhood, and that neighborhood is shared by all of the
elements in 𝑋. Consequently the topology is not able to discriminate any element from any
other element.

21
At the other extreme the discrete topology contains the entire power set,
𝜏 = 2𝑋 .
Because the discrete topology contains every atomic set each element can be contained in a
neighborhood by itself, allowing us to zoom into each element individually and isolate it from
every other element in 𝑋 (Figure 13). This generalizes the behavior of discrete metric spaces
that we encountered in Section 1.2.4.1.

Figure 13: The discrete topology contains all of the atomic sets which define neighborhoods
that completely isolate each element from every other element.

Particularly well-behaved topologies include enough subsets that every pair of elements can
be contained by non-overlapping neighborhoods (Figure 14), mirroring the separation afforded
by open subsets on metric spaces. In other words these Hausdorff topologies are able to
distinguish every element from every other element.
The continuous metric spaces discussed in Section 1.2.4.1 are generalized by topologies that
fall in between the extreme trivial and discrete topologies. They contain enough subsets to
be Hausdorff but not so many to be discrete, allowing us to zoom in arbitrary close to each
element but never isolate them completely from neighboring elements. The precise subsets
included in these intermediate topologies then endow a set a certain notions of “shape”.
For example the half-open line interval
[0, 1) = {𝑥 ∈ ℝ ∣ 0 ≤ 𝑥 < 1}
is a Hausdorff topological space with open subsets defined by the open subintervals
(𝑎, 𝑏) = {𝑥 ∈ ℝ ∣ 0 < 𝑎 < 𝑥 < 𝑏 < 1},
the half-open intervals that contain zero,
[0, 𝑏) = {𝑥 ∈ ℝ ∣ 0 ≤ 𝑥 < 𝑏 < 1},

22
 x2

x1 x2

x1

Figure 14: A Hausdorff topology includes enough subsets that every pair of elements 𝑥1 , 𝑥2 ∈ 𝑋
can be contained by at least one set of neighborhoods that don’t overlap with each
other. More formally 𝑥1 ∈ x1 ⊂ 𝑋 and 𝑥2 ∈ x2 ⊂ 𝑋 with x1 ∩ x2 = ∅.

and their unions. The latter half-open subintervals contain elements near the lower boundary
of zero but not elements near the upper boundary of one, separating the two ends from each
other and giving the line its distinctive shape (Figure 15a). Removing these subintervals
gives another Hausdorff topology, but one where the obstructions between the elements near
the lower boundary and the elements near the upper boundary have been removed. This
effectively connects the two ends together, endowing the set not with the shape of a line but
rather the shape of a circle (Figure 15b)!
Convergence on topological spaces can also be defined in the same way as it is on metric
spaces, replacing the neighborhoods derived from open balls to the neighborhoods defined
by the topology (Figure 16). The generality of topological structure, however, does come
at a cost: if a topology cannot discriminate between individual elements then the limit of
a convergent sequence might not be unique. Instead unique limits are guaranteed by only
Hausdorff topologies.
A subtle benefit of this topological definition of convergence is that because it doesn’t require
a metric is also doesn’t require us to define the positive real numbers. This can be helpful for
avoiding circular logic in more technical mathematical analyses.

1.2.4.4 The Practical Uses of Topology

In general topologies can be used to equip a set with all kinds of complicated structure, defining
sophisticated spaces that far exceed our intuitions. Indeed the construction and classification
of elaborate topological spaces is a major focus of more abstract mathematics. Because most

23
 (a) (b)

Figure 15: The precise subsets included in a topology endow the underlying set with subtle
notions of shape. (a) A line is an uncountably infinite set equipped with a topology
that contains certain subsets that separate the ends from each other, shown here
in light red. (b) Removing those particular subsets yields a smaller topology where
the ends are in closer proximity, giving the same set the shape of a circle instead
of a line.

x3

x x x

x2
x1

X X X

Figure 16: The subsets in a topology can be used to define convergent sequences in the same
way that the open subsets in a metric space can: a sequence of elements converges
to the limit 𝑥 ∈ 𝑋 if and only if we can always go deep enough in the sequence
that all subsequent elements can be contained in any topological neighborhood of
𝑥. For many topologies, however, a sequence can converge to multiple elements at
the same time. Unique limits are a feature of only some topologies.

24
introductions to topology focus on these objectives the subject has developed an imposing
reputation of inaccessibility, if not outright irrelevance, to more applied aspirations.
Topology, however, can be a powerful tool in practice by helping us to better understand the
familiar spaces that appear in more applied mathematics. Specifically a given topology can be
used to quantify which behaviors will be shared by different choices of other structures, such
as orderings and metrics, and which behaviors are particular to those choices.
For example if a topology is not Hausdorff then we won’t be able to distinguish between
individual elements well enough to consistently define a metric that assigns non-zero distances
𝑑(𝑥1 , 𝑥2 ) > 0 to every pair of distinct elements 𝑥1 ≠ 𝑥2 . In other words every well-defined
metric space must also be a Hausdorff topological space. Consequently every metric space
shares the properties that can be derived from Hausdorff topological structure alone, such as
separation of elements by neighborhoods and uniqueness of convergent sequence limits.
Some metric spaces have even more topological similarities. In Section 1.2.4.2 we saw that
different metrics on the same set can define the same open sets, and hence the same metric
topology. Different metric spaces that induce the same metric topology are particularly alike,
sharing every property that can be defined by that common topology. For example on metric
spaces with the same topology convergent sequences will not only enjoy unique limits, they
will share the same limits.
Similarly all spaces equipped with the topology of a line that we explored in Section 1.2.4.3 will
share the same basic linear “shape” regardless of any compatible metric structure we introduce,
while all spaces equipped with the topology of a circle will exhibit the same circular “shape”.
Different metrics can warp how far apart the elements are from each other but they cannot
disrupt those topologically-derived shapes.
In other words working with topological properties allows us to isolate all of the behaviors
shared by spaces equipped with compatible structures and disregard the idiosyncrasies any
particular choice of that structure. Because of this topological structure is often interpreted
as more fundamental than other structures. From this perspective the foundation of a space
is a set equipped with a particular topology. Any additional structure, such as an ordering,
algebra, or metric just builds on top of that foundation.

1.3 Structure-Informed Subsets

Mathematically it is much easier to work with structures that are compatible with each other.
For example if we want to equip a set with both a topology and a metric then the resulting
space will be particularly well-behaved if the we use a metric topology. At the same time
ambient structure can also distinguish certain compatible subsets.
For example is a set is equipped with an ordering then we can define interval subsets that
contain all elements above and below two boundary elements. An open interval excludes

25
both boundary elements,
(𝑥1 , 𝑥2 ) = {𝑥 ∈ 𝑋 ∣ 𝑥1 < 𝑥 < 𝑥2 }
while a closed interval includes them,

[𝑥1 , 𝑥2 ] = {𝑥 ∈ 𝑋 ∣ 𝑥1 ≤ 𝑥 ≤ 𝑥2 }.

We can also define half-open, or equivalently half-closed, intervals that contain only one
boundary,

(𝑥1 , 𝑥2 ] = {𝑥 ∈ 𝑋 ∣ 𝑥1 < 𝑥 ≤ 𝑥2 }
[𝑥1 , 𝑥2 ) = {𝑥 ∈ 𝑋 ∣ 𝑥1 ≤ 𝑥 < 𝑥2 }.

Note that these notions of “open” and “closed” subsets are in general distinct from the open
and closed subsets defined by a topology. Only when an ordering is compatible with a topology
will these the open and closed intervals also be topologically open and closed.
As we saw in Section 1.2.4.1 a metric distinguishes subsets of elements surrounding a given
element. This includes open balls,

b𝑟 (𝑥) = {𝑥′ ∈ 𝑋 ∣ 𝑑(𝑥, 𝑥′ ) < 𝑟}

and closed balls,

b𝑟̄ (𝑥) = {𝑥′ ∈ 𝑋 ∣ 𝑑(𝑥, 𝑥′ ) ≤ 𝑟} ∈ 2𝑋 .
Open and closed balls will not necessarily be topologically open and closed unless the subset
is endowed with a metric topology.
Finally by construction any topology distinguishes open subsets and the complementary closed
subsets. When all of the structures are consistent with each other we can associate these
subsets with intervals and balls, but in general each structure can distinguish different subsets.
Because every topology contains the empty set and the full set these are always of interest.
Moreover when working with discrete topologies the atomic subsets that contain only a single
element are particularly relevant.

2 Prototypical Spaces

The more structure we endow onto a set the richer its properties will be. That richness offers
not only mathematical but also interpretational opportunities: indeed the spaces that are most
common in practice are absolutely spoiled with structure. In section we’ll review the spaces
that arise most often in mathematical modeling.

26
2.1 Power Set

The subsets of any set naturally feature a surprising amount of structure that we can use to
elevate the power set into a space.
For example subsets can be partially ordered by inclusion. A subset x1 ⊂ 𝑋 is smaller than
a subset x2 ⊂ 𝑋 if x1 ⊂ x2 , and larger if x2 ⊂ x1 . Two subsets that only partially overlap are
incomparable, and hence fall into the same place in the sequential ordering. For any set the
empty set will always the smallest subset and the full set will always the largest.
The union and intersection operations introduce algebraic structure, known as a Boolean
algebraic structure, to the power set. They are both commutative,

x1 ∪ x2 = x2 ∪ x1
x1 ∩ x2 = x2 ∩ x1 ,

and associative,

(x1 ∪ x2 ) ∪ x3 = x1 ∪ (x2 ∪ x3 )
(x1 ∩ x2 ) ∩ x3 = x1 ∩ (x2 ∩ x3 ).

Both operations are also unital but with different identity elements. For example the identity
element for the union operation is empty set,

x ∪ ∅ = ∅ ∪ x = x,

while the identity element for the intersection operation is the full set,

x ∩ 𝑋 = 𝑋 ∩ x = x.

Interestingly no elements but these identity elements admit inverse elements; no union can
reduce a non-empty input subset to the empty set and no intersection can elevate a non-full
input subset to the full set.
At the same time the union and intersection are null operators. Because the union of any
subset with the full set returns the full set,

x ∪ 𝑋 = 𝑋 ∪ x = 𝑋,

the full set is an absorbing element. Similarly because the intersection of any subset with the
empty set is the empty set,
x ∩ ∅ = ∅ ∩ x = 𝑋,
the empty set is an absorbing element.
These operations are also compatible with each other – not only do unions distribute across
intersections,
x3 ∪ (x1 ∩ x2 ) = (x3 ∪ x1 ) ∩ (x3 ∪ x2 ),

27
but also intersections distribute across unions,

x3 ∩ (x1 ∪ x2 ) = (x3 ∩ x1 ) ∪ (x3 ∩ x2 ).

We can equip a power set with metrics and topologies, but the power set itself does not motivate
any particular choice of these structures on its own. That said metrics and topologies endowed
on the underlying set can be used to derive compatible metrics and topologies on the power
set.

2.2 Integers

The integers, denoted ℤ, are the prototypical discrete space which makes them particularly
useful for modeling discrete quantities and indexing sequences of objects. That said despite
their ubiquity we often take their defining structures for granted.
Formally the integers are built from a countably infinite set of elements equipped with a
strict ordering, algebra, metric, and topology. The algebraic structure is given by the familiar
arithmetic operations of addition and multiplication that are compatible with the ordering. We
can also define additive inverses, and hence subtraction, but we cannot define division because
the multiplicative inverses don’t exist unless we expand the space to include fractions.
This algebraic structure can also be used to define a metric as

𝑑(𝑥1 , 𝑥2 ) = √(𝑥1 − 𝑥2 ) ⋅ (𝑥1 − 𝑥2 ) = |𝑥1 − 𝑥2 |.

In this case the distance between every sequential pair of integers is the same,

𝑑(𝑥𝑛+1 , 𝑥𝑛 ) = |𝑥𝑛+1 − 𝑥𝑛 |
= |(𝑥𝑛 + 1) − 𝑥𝑛 |
= |1|
= 1,

endowing the space with a particular uniformity.

Because this metric enforces a minimum distance between every pair of elements it is compati-
ble with the discrete topology. In particular the atomic sets in the discrete topology maintain
a strong separation between even neighboring elements.
This characterization of the integers is all well and good until we consider permuting the
elements. Sorting the elements differently changes the ordering and algebraic operations, and
the modified algebraic structure can define a different metric structure. In general only the
discrete topology survives.
Despite all of this chaos, however, the behavior of this new space still conforms with our
intuitions about the integers. In other words we’ve reached a bit of an existential ambiguity.

28
Every countably infinite set equipped with the discrete topology and any choice of compatible
strict ordering, arithmetic operations, and metric defines a space which exhibits all of the
features we expect of the integers!
This leaves us with two possible interpretations of the “integers”. On one hand we can interpret
the integers not as a single space but rather a class of spaces, with each choice of compatible
non-topological structure defining a distinct instance. From this perspective we can’t speak
about the integers so much as which integers we use in any given application.
Alternatively we can think of the integers as a single flexible space with the different choices
of non-topological structure defining different configurations. In this case it does make sense
to talk about the integers, but at the same that doesn’t specify a configuration and hence how
the integers should be used in practice.
Regardless of which interpretation we embrace, “the” integers admit a few particularly useful
subspaces. In particular we can construct the natural numbers,

ℕ = {𝑥 ∈ ℤ ∣ 𝑥 ≥ 0},

by removing the elements smaller than zero, and the strictly positive natural numbers

ℕ+ = {𝑥 ∈ ℤ ∣ 𝑥 > 0}

by removing the zero element as well. More generally we can construct subspaces from any
interval.
These subspaces inherit ordering, metric, and topological structure from the integers but the
algebraic structure will is complicated a bit. For example we can’t consistently define sub-
traction on the natural numbers because the difference between two positive integers can be
negative, which falls outside of ℕ.

2.3 Real Lines

The prototypical model for a continuum that appears to contain endless points no matter how
closely we examine it is the real line, ℝ, which is also known as the real numbers and a
one-dimensional Euclidean space. This space sets the stage for important constructions
like differential and integral calculus, but it also exhibits some subtle properties that can com-
promise our intuitions and require a bit of careful technical detail at times to avoid inconsistent
behavior.
Formally the real line is built from an uncountably infinite set of elements that, like the
integers, is equipped with a strict ordering, algebra, metric, and topology. The algebraic
structure includes addition and multiplication operators which can also be be used to define
corresponding subtraction and division operators.

29
At the same time the binary multiplication operator also satisfies the criteria for a scalar
multiplication operator, making the real line a vector space as well. From a linear algebraic
perspective we can interpret a real line not as a collection of points but rather a collection of
arrows stretching from the zero to each point.
As with the integers the algebraic structure on the real line can be used to construct a metric,

𝑑(𝑥1 , 𝑥2 ) = √(𝑥1 − 𝑥2 ) ⋅ (𝑥1 − 𝑥2 ),

which then defines a compatible metric topology.

Unfortunately this construction is not unique, and the real line suffers from the same inter-
pretational ambiguity as the integers. Every uncountably infinite set equipped with a certain
non-discrete, Hausdorff topology and any choice of compatible ordering, algebra, and metric
defines a space that behaves like a real line. Consequently we have to accept that ℝ does not
completely specify a space.
On one hand we can take ℝ to denote a class of real lines, with infinitely many distinct
realizations defined by different choices of ordering, algebra, and metric. I will refer to this as
the rigid real line interpretation.
On the other hand we can interpret ℝ as a single, flexible space that can be configured in an
infinite number of different ways by choosing different auxiliary structures. I will refer to this
as the flexible real line interpreation. In this latter perspective the different configurations
are also known as different parameterizations of the real line.
The power set of a real line contains a wealth of subsets that we can use to construct useful
subspaces. For example the integers are a subset of the real line, ℤ ⊂ ℝ. We can also define
the positive real line as
ℝ+ = {𝑥 ∈ ℝ ∣ 𝑥 ≥ 0};
more generally any interval of a real line defines a subspace. All of these subspaces inherit
topological, ordering, and metric structure from the initial real line, but they may not inherit
all of the algebraic structure.
Regardless of the interpretation we can use the metric structure of a real line to construct a
useful visualization of the space. In particular any partition of the real line into equally long
intervals,
… , 𝑥−𝑖 , … , 𝑥−1 , 𝑥0 , 𝑥1 , … , 𝑥𝑖 , …
with
𝑑(𝑥𝑖+1 , 𝑥𝑖 ) = 𝛿,
defines a grid that can be used to communicate its basic structure (Figure 17).

30
 δ

Figure 17: A grid of equally distant elements in a real line partitions the space into equally
long intervals that communicates the metric structure.

2.4 Extended Real Lines

One limitation of a real line is that it does not contains points that approach either negative or
positive infinity, but not points that represent those limits directly. An extended real line
resolves introduces two new elements, one smaller than all elements in the initial real line to
represent negative infinity and one larger than all of the elements to represent positive infinity.
In other words we can interpret an extended real line as the closed interval [−∞, ∞] while a
real line is the corresponding open interval (−∞, ∞).
The inclusion of these two points does introduce some slight technical challenges. For example
the algebraic structure is complicated by the fact that neither −∞ nor +∞ have well-defined
additive or multiplicative inverses, unlike most other points. To avoid any inconsistencies we
have to slightly tweak any structure derived from these operations, such as the metric and the
corresponding metric topology.
Appending positive infinite to a positive real line defines an extended positive real line
[0, +∞]. We have already been sneakily introduced to the extended positive real line in
Chapter One. There we used it to model the potentially infinite reservoir that we want to
allocate across a finite set. In the next chapter we will use it model a potentially infinite
reservoir to be allocated across any set.

3 Relating Spaces

One we have defined spaces a natural question is how we can relate different spaces to each
other. This requires relating not only the elements in the set but also any structure we have
endowed onto that set.

31
3.1 Relating Sets

A function, also known as a map or transformation, is a relation between the elements of

some input set and the elements of some output set (Figure 18). Mathematically we specify
functions as 𝑓 ∶ 𝑋 → 𝑌 where 𝑋 denotes the input set and 𝑌 denotes the output set. If we
want to be more detailed then we can also write

𝑓 ∶𝑋→𝑌
𝑥 ↦ 𝑦 = 𝑓(𝑥),

where 𝑥 ∈ 𝑋 is a variable taking values in the input set and 𝑦 ∈ 𝑌 is a variable taking values
in the output set. This allows us to, for example, detail how exactly the function transforms
𝑥 into 𝑦.

y = f (x)

X f :X→Y Y

Figure 18: A function relates elements of an input set 𝑋 to elements of an output set 𝑌 .

One potential source of confusion when working with functions is mistaking a function 𝑓 ∶
𝑋 → 𝑌 with the evaluation of a function on a given input variable, 𝑦 = 𝑓(𝑥)̃ ∈ 𝑌 .

3.1.1 Classifying Functions

There are many ways to relate the elements from a given input set to the elements of a given
output set. Some relations, however, are more useful than others. In order to understand
the potential utility of different functions it helps to categorize them based on some basic
properties.
For example if each input element maps to one, and only one, output element then equal
function outputs will always imply equal function inputs and vice versa. More formally when
𝑓(𝑥1 ) = 𝑓(𝑥2 ) if and only if 𝑥1 = 𝑥2 we say that the function 𝑓 is injective (Figure 19).
Non-injective functions are also known as many-to-one functions.
Similarly if each element of 𝑌 is the output of evaluating 𝑓 on some input element in 𝑋 then
the function is said to be surjective (Figure 20).

32
 x1

y1 = f (x1 )
x2 y2 = f (x2 )

X f :X→Y Y

(a)

x1

x2 y = f (x1 ) = f (x2 )

X f :X→Y Y

(b)

Figure 19: An (a) injective function maps each distinct input element to a distinct output
element. A (b) non-injective function maps two or more input elements to the
same output element.

33
 X f :X→Y Y

(a)

X f :X→Y Y

(b)

Figure 20: A (a) surjective function maps input elements to every element in the output set.
A (b) non-surjective function maps input elements to only a subset of the output
set.

34
When a function is both injective and surjective then every output element is uniquely paired
with a single input element. In other words the input set and the output set are in perfect
correspondence. These functions are known as bijective functions.
To demonstrate these behaviors let’s consider four different functions that map the elements
in a real interval 𝑋 = [0, 1] into the elements of another real interval 𝑌 = [0, 1].

1 1

y y

0 0
0 x 1 0 x 1

(a) (b)

1 1

y y

0 0
0 x 1 0 x 1

(c) (d)

Figure 21: Injective functions map distinct input elements to distinct output elements while
surjective functions map into every output element at least once. Here (a) is neither
injective nor surjective, (b) is injective but not surjective, (c) is not injective but is
surjective, and (d) is both injective and surjective.

The function (Figure 21a)

𝑓1 ∶ [0, 1] → [0, 1]
1
𝑥 ↦
1 + 4 ⋅ 𝑥 ⋅ (1 − 𝑥)
is not injective because both 𝑥 and 1 − 𝑥 map to the same output element. Moreover it is not
surjective because no input element will ever yield an output less than 𝑦 = 12 .

35
Like 𝑓1 the function (Figure 21b)

𝑓2 ∶ [0, 1] → [0, 1]
1
𝑥 ↦
1+𝑥
outputs only values larger than or equal to 𝑦 = 12 and hence is not surjective. On the other
hand each distinct input element maps to a distinct output element so unlike the function 𝑓1
the function 𝑓2 is injective.
This function (Figure 21c)

𝑓3 ∶ [0, 1] → [0, 1]
𝑥 ↦ 𝑥 ⋅ (1 − 𝑥)

shares the same symmetry as 𝑓1 – because both 𝑥 and 1 − 𝑥 map to the same output element
neither function is injective. Unlike 𝑓1 the output elements of 𝑓3 completely fill up the output
set, making 𝑓3 a surjective function.
Finally the function (Figure 21d)

𝑓4 ∶ [0, 1] → [0, 1]
𝑥 ↦ 𝑥⋅𝑥

is both injective and surjective, and hence bijective.

Functions that map the input set into itself, 𝑓 ∶ 𝑋 → 𝑋, are known as automorphisms.
In other words a bijective automorphism doesn’t change 𝑋 but may permute the elements
around. This permutation can in turn warp any structure endowed on 𝑋.
The identity function is the unique bijective automorphism that maps every element 𝑥 ∈ 𝑋
back to itself,

Id ∶ 𝑋 → 𝑋
𝑥 ↦𝑥,

leaving the set completely unchanged. When working with algebraic spaces we have to be
careful to distinguish between the identity function that maps an input set into itself and the
identity element of that set.

3.1.2 Function Inverses

Bijective functions are particularly special because we can always undo their action and recover
the input set. Formally if 𝑓 ∶ 𝑋 → 𝑌 is a bijection then we can define an inverse function
𝑓 −1 ∶ 𝑌 → 𝑋 such that
𝑓 −1 (𝑓(𝑥)) = 𝑥

36
 f −1 : Y → X

y = f (x)
f :X→Y

X Y

Figure 22: A bijective function 𝑓 identifies every output element with one and only input
element. Consequently we can construct an inverse function that takes each output
element back to the corresponding input element.

for all 𝑥 ∈ 𝑋. In other words no information is lost when we map from 𝑋 to 𝑌 allowing us to
completely recover 𝑋 again if needed (Figure 22).
As with the term “identity” we have to be careful when using the term “inverse” in the context
of algebraic spaces. In particular we have to take care to distinguish between inverse functions
between two sets and inverse elements in either of those two sets.
Without bijectivity we cannot define inverse functions that map distinct output elements to
distinct input elements. If a function is not surjective then some output elements might not
be related to any input elements. On the other hand if a function is not injective then some
output elements may be related to multiple input elements.
Even if a function is not bijective, however, we can still define a generalized notion of inversion.
Although we cannot generally relate elements 𝑦 ∈ 𝑌 to unique elements of 𝑋 we can relate
them to subsets of 𝑋 that contain all of the elements that map into 𝑦,

𝑓 −1 ∶ 𝑌 → 2𝑋
𝑦 ↦ 𝑓 −1 (𝑦).

The subset 𝑓 −1 (𝑦) ⊂ 𝑋 corresponding to a particular output element 𝑦 ∈ 𝑌 is referred to

as a level set or fiber of 𝑦 (Figure 23). Intuitively we can reconstruct the entire input set by
“weaving” these fibers together,
𝑋 = ∪𝑦∈𝑌 𝑓 −1 (𝑦).

When 𝑓 is not surjective then some level sets may be empty, but if 𝑓 is surjective then all
level sets will be non-empty. At the same time if a function is not injective then level sets will
generally contain multiple elements, but if it is injective then all of the level sets will contain
either a single element or no elements. The level sets of bijective functions contain one and
only one element: the result of evaluating the inverse function.

37
 f −1 (y3 ) = ∅
f −1 (y2 ) y2

f −1 (y1 ) y3

y1

X Y

Figure 23: Even if a function is not bijective we can define a generalized inverse that maps
each output element 𝑦 ∈ 𝑌 to a level set, or fiber, of input elements 𝑓 −1 (𝑦) ⊂ 𝑋
that all map into 𝑦. In general these level sets can be empty, consist of a single
input element, or consist of multiple input elements.

3.1.3 Function Composition

When defining a function inverse we had to take the output of a function 𝑦 = 𝑓(𝑥) and used it
as input to a second function, 𝑓 −1 (𝑦) = 𝑓 −1 (𝑓(𝑥)). This chaining of functions with compatible
input and output sets together can be applied much more generally and is known as function
composition or just composition for short.
More formally given the functions 𝑓 ∶ 𝑋 → 𝑌 and 𝑔 ∶ 𝑌 → 𝑍 we can construct the composition
of 𝑓 with 𝑔 as the function

𝑔∘𝑓 ∶𝑋 →𝑍
𝑥 ↦ 𝑧 = 𝑔(𝑓(𝑥)).

g◦f :X →Z
x

f :X→Y z = g(y) = g(f (x))

y = f (x) g:Y →Z

X Y Z

Figure 24: The functions 𝑓 ∶ 𝑋 → 𝑌 and 𝑔 ∶ 𝑌 → 𝑍 can be chained together to map an input
element 𝑥 ∈ 𝑋 to an output element 𝑧 ∈ 𝑍. This combined mapping defines the
composite function 𝑔 ∘ 𝑓.

Using this notation we can define an inverse function a bit more compactly as

Id = 𝑓 −1 ∘ 𝑓.

38
In words the composition of a bijective function with its inverse function is the identify func-
tion.

3.2 Relating Structures

Functions define how the elements of an input set transform into the elements of an output set.
If we want to relate entire spaces, however, then we also need to specify how the additional
structures that define those spaces transform along with the underlying elements.
To be more precise let 𝔵 denote whatever structure we endow on the set 𝑋 so that our input
space is fully described as (𝑋, 𝔵). In order to fully define an output space we need to map
input elements in 𝑋 to output elements in 𝑌 and equip that output space with some structure
𝔶. We can choose that structure ourselves, or we can try to derive it from the input structure
𝔵.
Fortunately maps between sets often induce natural maps between structures, allowing us
to fully transform spaces without having to make additional assumptions about how struc-
tures transform. Unfortunately these induced maps don’t always give the structure we might
expect.

3.2.1 Pushforward and Pullback Relations

Consider a function 𝑓 ∶ 𝑋 → 𝑌 that maps input elements into output elements and a subset
of the input space x ⊂ 𝑋. Applying 𝑓 to each element of x defines a subset of the output space
y ⊂ 𝑌,
y = {𝑦 ∈ 𝑌 ∣ 𝑦 = 𝑓(𝑥) for some 𝑥 ∈ x}
In other words the element-wise evaluation of 𝑓 implicitly defines a map from input subsets
to output subsets (Figure 25a)

𝑓∗ ∶ 2 𝑋 → 2 𝑌
x ↦ y = 𝑓∗ (x).

These output subsets are often referred to as the image of the corresponding input subset.
If 𝑓 is not bijective then we cannot map output elements to unique input elements. We can,
however, always map every output element to a, possibly empty, collection of input elements
𝑓 −1 (𝑦) ⊂ 𝑋. The union of the level sets from all elements in an output subset y ⊂ 𝑌 defines
a subset of all of the input elements that map into y,

x = ∪𝑦∈y 𝑓 −1 (𝑦) ⊂ 𝑋,

or equivalently
x = {𝑥 ∈ 𝑋 ∣ 𝑓(𝑥) ∈ y}.

39
Weaving together these level sets implicitly defines a map from output subsets to input subsets
(Figure 25b)

𝑓 ∗ ∶ 2𝑌 → 2𝑋
y ↦ x = 𝑓 ∗ (y).

These input subsets are often referred to as the inverse image or preimage of the corre-
sponding output subset.

x
y = f∗ (x)

X f :X→Y Y

(a)

x = f ∗ (y)
y

X f :X→Y Y

(b)

Figure 25: The action of a function 𝑓 on individual elements induces an action on entire subsets.
In particular we can construct (a) a map from input subsets to output subsets and
(b) a map from output subsets to input subsets.

Conveniently this pattern is not exceptional. Sufficiently well-behaved functions that map an
input set into an output set often induce mappings from objects defined over that input set to
objects defined over that output set or vice versa. This includes not only subsets but also all
of the structures that elevate a set into a space that we introduced in Section 1.2.
To be a bit more formal let 𝑋 be the set defining an input space and 𝔵 the particular structure,
or structures, that elevates that set to a space so that we can completely specify our space as

40
(𝑋, 𝔵). Moreover denote the set of all structures that we can endow onto the input space 𝑋
as 𝔛 and the set of all structures that we can endow onto the output space 𝑌 as 𝔜.
The subset map 𝑓∗ ∶ 2𝑋 → 2𝑌 that we constructed above pushes inputs subsets forward along
the action of the function 𝑓. Analogously any relation between input structures and output
structures induced by 𝑓 ∶ 𝑋 → 𝑌 that pushes forward input structures into compatible output
structures,

𝑓∗ ∶ 𝔛 → 𝔜
𝔵 ↦𝔶,

is denoted a pushforward function along 𝑓. When the underlying function 𝑓 is unambigu-

ous then we also sometimes refer to 𝑓∗ as a pushforward function.
As with functions that act on sets we have to be careful to distinguish between pushforward
functions 𝑓∗ ∶ 𝔛 → 𝔜 and the particular pushforward structure defined by evaluating the
pushforward function on a given input structure, 𝑓∗ (𝔵). In other words if there might be any
ambiguity then we have to be careful to use “pushforward” as an adjective, explicitly modifying
“function” or “structure”, and not an ambiguous noun.
Similarly the subset map 𝑓 ∗ ∶ 2𝑌 → 2𝑋 that we constructed above pulls output subsets back
against the action of the function 𝑓. More generally any relation between output structures
and input structures induced by 𝑓 ∶ 𝑋 → 𝑌 that pulls output structures back into compatible
input structures,

𝑓∗ ∶ 𝔜 → 𝔛
𝔶 ↦𝔵,

is denoted a pullback function against 𝑓. When the underlying function 𝑓 is unambiguous

then we also sometimes refer to 𝑓 ∗ as a pullback function.
The existence of pushforward and pullback functions depends on how the defining function
𝑓 ∶ 𝑋 → 𝑌 interacts with the relevant structure. In general the nicer the function 𝑓 the more
structure transforming functions it induces.

3.2.1.1 Relating Orderings

Consider, for example, orderings. When 𝑓 is an injective function every input element 𝑥
corresponds to one and only one output element, 𝑦 = 𝑓(𝑥). Consequently any comparison
between output elements can be translated to the corresponding input elements. If the output
space 𝑌 is equipped with an ordering < then we can define a compatible ordering on 𝑋 as

𝑥1 𝑓 ∗< 𝑥2

if and only if
𝑓(𝑥1 ) < 𝑓(𝑥2 ).

41
In other words every injective function allows us to pullback orderings on the output set <𝑌
to orderings on the input set <𝑋 = 𝑓 ∗<𝑌 .
If 𝑓 is not also surjective, and hence bijective, then we cannot pushforward orderings on the
input space to orderings on the output space. The problem is that if any pair of output
elements are associated with multiple input elements,

𝑦1 = 𝑓(𝑥1 ) = 𝑓(𝑥′1 )
𝑦2 = 𝑓(𝑥2 ) = 𝑓(𝑥′2 ),

then we can have conflicting input orderings,

𝑥1 < 𝑥2
𝑥′2 < 𝑥′1 ,

that cannot be combined into a consistent output ordering.

3.2.1.2 Relating Algebras

Algebraic structure is a bit more difficult to translate. Consider, for example, a binary alge-
braic operation that takes two elements from a set and returns a single element. In order to
pushforward an operation on the input space ⋅ we would need to map output elements to input
elements, apply the operation, and then map the result back to the output space,

𝑦1 (𝑓∗ ⋅) 𝑦2 ≡ 𝑓 (𝑓 −1 (𝑦1 ) ⋅ 𝑓 −1 (𝑦2 )) .

If 𝑓 is not bijective, however, then the inverses will be ill-defined.

Similarly in order to pullback an operation on the output space ⋅ we would need to map input
elements to output elements, apply the operation, and then map the result back to the input
space,
𝑥1 (𝑓 ∗ ⋅) 𝑥2 ≡ 𝑓 −1 (𝑓(𝑥1 ) ⋅ 𝑓(𝑦2 )) .
An injective function is sufficient for the first two steps to be well-defined, but we still need 𝑓
to be bijective in order for the last step to also be well-defined.
In other words we can pushforward and pullback binary algebraic operations only when 𝑓 is a
bijection.

3.2.1.3 Relating Metrics

Metrics are a bit more forgiving. Applying 𝑓 ∶ 𝑋 → 𝑌 to two input elements defines two
output elements that we can plug into a metric defined over the output set,

(𝑓 ∗ 𝑑)(𝑥1 , 𝑥2 ) ≡ 𝑑(𝑓(𝑥1 ), 𝑓(𝑥2 )).

42
This composition, however, does not always define a proper metric over the input set! In
particular if 𝑓 is not injective then 𝑑(𝑓(𝑥1 ), 𝑓(𝑥2 )) can vanish even if 𝑥1 ≠ 𝑥2 . Fortunately if
𝑓 is injective then (𝑓 ∗ 𝑑)(𝑥1 , 𝑥2 ) will satisfy all of the properties of a metric on the input set in
which case we denote it the pullback metric.

3.2.1.4 Relating Topologies

Finally let’s consider how we might translate topologies across a function. Using the map
from input subsets to output subsets that we constructed above we can map the collection of
subsets that define a topology on the input set,

𝔱 = {x1 , … , x𝑖 , …},

into a collection of subsets in the output set,

{𝑓 ∗ (x1 ), … , 𝑓 ∗ (x𝑖 ), …}.

This output collection, however, will not always satisfy the properties of a topology. For
example if 𝑓 it not surjective then the output collection will not contain the full set as needed.
Even if 𝑓 is surjective the pushforward sets are not guaranteed to be closed under intersections
and hence will not, in general, define a topology.
Fortunately pullbacks sets are a bit more well-behaved. Pulling back the subsets that define
a topology on the output set,
𝔱 = {y1 , … , y𝑖 , …},
gives a collection of subsets on the input set,

{𝑓∗ (y1 ), … , 𝑓∗ (y𝑖 ), …}.

When 𝑓 is surjective then this collection will include both 𝑓 ∗ (∅) = ∅ and 𝑓 ∗ (𝑌 ) = 𝑋. Moreover
these pullback subsets are always closed under arbitrary unions and finite intersections so long
as the input subsets are. In other words if 𝑓 is surjective then

𝑓 ∗ 𝔱 ≡ {𝑓∗ (y1 ), … , 𝑓∗ (y𝑖 ), …}

defines a pullback topology on 𝑋.

3.2.2 Bijective Pushforwards and Pullbacks Relations

The asymmetry between the availability of pushforward and pullback actions for different
structures can be frustrating in practice, especially when an application supplies structure on
the wrong set. Fortunately this asymmetry washes away when we consider bijective functions
and their inverses.

43
Consider for example some structure that only pulls back against a function,

𝑓 ∗ ∶ 𝔜 → 𝔛.

If 𝑓 is bijective then we can pullback that structure against the inverse function,

(𝑓 −1 )∗ ∶ 𝔛 → 𝔜,

which implicitly pushes forward structure defined on 𝑋 to structure defined on 𝑌 .

Similarly if we have some structure that only pushes forward along a function,

𝑓∗ ∶ 𝔛 → 𝔜,

then we can use the pushforward along the inverse function

(𝑓 −1 )∗ ∶ 𝔜 → 𝔛,

to pullback structure defined on 𝑌 to structure defined on 𝑋.

Importantly these induces transformations are also inverses,

𝑓 ∗ ∘ (𝑓 −1 )∗ = Id𝔛
(𝑓 −1 )∗ ∘ 𝑓 ∗ = Id𝔜
(𝑓 −1 )∗ ∘ 𝑓∗ = Id𝔛
𝑓∗ ∘ (𝑓 −1 )∗ = Id𝔜 .

In other words bijective functions allow us to move back and forth between the input space
and the output space without losing information about the individual element or any structure
endowed to those elements.

3.2.3 Structure-Preserving Relations

Pushforward and pullback functions allow us to lift a transformation between sets into a
transformation between spaces. For structure that can be pushed forward along the function
𝑓 ∶ 𝑋 → 𝑌 any input space (𝑋, 𝔵) automatically defines a compatible output space (𝑌 , 𝑓∗ (𝔵)).
Similarly for structure that can be pulled back against 𝑓 any output space (𝑌 , 𝔶) automatically
defines a compatible input space (𝑋, 𝑓 ∗ (𝔶)).
Many applications, however, don’t just define only an input space (𝑋, 𝔵) or only an output
space (𝑌 , 𝔶) but rather both input and output spaces. In this case pushforward structure may
not be compatible with the structure that has already been endowed on the output space,

𝑓∗ (𝔵) ≠ 𝔶,

44
and pullback structure may not be compatible with the structure that has already been en-
dowed on the input space,
𝑓 ∗ (𝔶) ≠ 𝔵.
The exceptional functions that yield compatible pushforward and/or pullback structure are
known as structure-preserving transformations. Structure-preserving bijections in par-
ticular are also known as isomorphisms.

3.2.3.1 Ordering-Preserving Relations

For example consider an ordered input space (𝑋, <𝑋 ) and an ordered output space (𝑌 , <𝑌 ).
For any function 𝑓 ∶ 𝑋 → 𝑌 the pullback ordering 𝑓 ∗<𝑌 is defined by

𝑥1 𝑓 ∗<𝑌 𝑥2

if and only if
𝑓(𝑥1 ) <𝑌 𝑓(𝑥2 ).
There’s no guarantee, however, that this will be consistent with the pre-specified ordering <𝑋 .
Instead we will have 𝑓∗ <𝑌 =<𝑋 only for the exceptional functions satisfying

𝑓(𝑥1 ) <𝑌 𝑓(𝑥2 )

if and only if
𝑥1 <𝑋 𝑥2 .
These functions are known as monotonically increasing functions. Functions that respect
given input and output partial orderings are known as monotonically non-decreasing func-
tions.
To demonstrate consider the functions

𝑓1 ∶ ℝ → ℝ
𝑥 ↦ 𝑥⋅𝑥⋅𝑥

and

𝑓2 ∶ ℝ → ℝ
𝑥 ↦ −𝑥⋅𝑥⋅𝑥

that map between two distinct real lines with distinct orderings. When 𝑥1 <𝑋 𝑥2 we have
𝑓1 (𝑥1 ) <𝑌 𝑓1 (𝑥2 ) but 𝑓2 (𝑥2 ) <𝑌 𝑓2 (𝑥1 ) making the former monotonically increasing but the
latter not (Figure 26).

45
 y y

x x

(a) (b)

Figure 26: Monotonically increasing functions preserve orderings so that larger inputs always
imply larger outputs. The function (a) 𝑓1 ∶ 𝑥 ↦ 𝑥3 is monotonic but the function
(b) 𝑓1 ∶ 𝑥 ↦ −𝑥3 is not.

3.2.3.2 Algebra-Preserving Relations

A function that preserves algebraic structure is known as a homomorphism. Given two
algebraic spaces equipped with binary algebraic operations, (𝑋, ⋅𝑋 ) and (𝑌 , ⋅𝑌 ), a function
𝑓 ∶ 𝑋 → 𝑌 is homomorphic if and only if

𝑓(𝑥1 ⋅𝑋 𝑥2 ) = 𝑓(𝑥1 ) ⋅𝑌 𝑓(𝑥2 ).

Consider for example the cubic function that maps a real line into another real line,

𝑓 ∶ℝ→ℝ
𝑥 ↦ 𝑥 ⋅ 𝑥 ⋅ 𝑥.

Because
(𝑥1 + 𝑥2 )3 ≠ 𝑥31 + 𝑥32
, where the + on the left-hand side denotes addition on the input space and the + on the right-
hand side denotes addition on the output space, 𝑓 is not a homomorphism for the addition
operation. On the other hand because

(𝑥1 ⋅ 𝑥2 )3 = 𝑥31 ⋅ 𝑥32 ,

where again the ⋅ on the left-hand side and on the right-hand side actually denote two distinct
multiplication operations, the function 𝑓 is a homomorphism for the multiplication opera-
tion.

46
3.2.3.3 Metric-Preserving Relations
Injective transformations that preserve metric structure, and hence distances between input
and output elements
𝑑𝑋 (𝑥1 , 𝑥2 ) = 𝑑𝑌 (𝑓(𝑥1 ), 𝑓(𝑥2 )),
are known as isometries. Non-isometric functions appear to warp distances relative to metric
defined on the output space, and hence any grid that we might use to visualize the input
space.
For example the linear function

𝑓1 ∶ ℝ → ℝ
1
𝑥 ↦ 𝑥−
4
is an isometry for the natural metric over the real line,

𝑑𝑌 (𝑓(𝑥1 ), 𝑓(𝑥2 )) = √(𝑓(𝑥1 ) − 𝑓(𝑥2 )) ⋅ (𝑓(𝑥1 ) − 𝑓(𝑥2 ))

1 1 1 1
= √((𝑥1 − ) − (𝑥2 − )) ⋅ ((𝑥1 − ) − (𝑥2 − ))
4 4 4 4
= √(𝑥1 − 𝑥2 ) ⋅ (𝑥1 − 𝑥2 )
= 𝑑𝑋 (𝑥1 , 𝑥2 ).

Isometries map each rigid real line, or equivalently each parameterization of a flexible real line,
into themselves.
One consequence of this isometry is that any grid of equally distant input elements will map
into a grid of equally distant output elements (Figure 27a). Because of this visualizing grids on
the input and output spaces allow us to quickly determine whether or not a function between
metric spaces is isometric.
On the other hand the bijective cubic function

𝑓2 ∶ ℝ → ℝ
𝑥 ↦ 𝑥⋅𝑥⋅𝑥

is not an isometry. Instead the pushforward of the input metric defines different distances
than the output metric, resulting in a warped grids (Figure 27b).

3.2.3.4 Topology-Preserving Relations

Bijections that respect any topological structure endowed to the input and output sets are
denoted homeomorphisms which, unfortunately, we have to avoid confusing with algebra-
preserving homomorphisms. Etymologically “homomorphism” is derived from the Greek for

47
 y y

x x

(a) (b)

Figure 27: Isometries preserve the metric structure of the input and output spaces, ensuring
that equally spaced input elements map into equally spaced output elements. When
the input and output space are real lines (a) linear functions define isometries and
where as (b) nonlinear functions warp the input metric relative to the output metric.

“same shape” while “homeomorphism” is derived from the Greek for “similar shape” which
have almost equivalent meanings. Contemporary mathematics, however, has adopted a con-
vention where the two terms are used exclusively to refer to algebraic and topological structure,
respectively.
More formally a bijective function is a homeomorphism if every subset in the input topology
pushes forward to a subset in the output topology and vice versa. In other words neighborhoods
are preserved and input elements near each other are mapped into output elements that are also
near each other, preserving notions of continuity of the space. Because of this homeomorphisms
are also known as invertible continuous functions.
In Section 1.2.4.3 we saw that lines and circles can be constructed from a common set equipped
with different topologies. We can construct bijections between the underlying set elements but
any homeomorphism will preserve the shape induced by the initial topology, mapping lines
into lines or circles into circles. Only non-homeomorphic bijections are capable of transforming
the defining topologies, and hence a line into a circle or vice versa (Figure 28).

3.2.4 Reparameterizations

The ambiguity in how we can interpret the integers and the real line as spaces that we en-
countered in Section 2 also implies an ambiguity in how we interpret transformations between

48
Figure 28: A line and a circle can be build from a common set but require distinct topologies
to give them their characteristic shapes. Because homeomorphisms cannot modify
these topologies they can map only lines into lines and circles into circles but not
lines into circles. Any bijection from the elements that comprise a line and the
elements that comprise a circle cannot be homeomorphic.

them.
Consider for example if we take the rigid real line perspective where there is not a single
real line but rather a collection of distinct real lines, each with their own defining ordering,
algebra, and metric. In general a homeomorphism will transform one of these rigid real lines
into another, and only the exceptional monotonically-increasing, homomorphic, and isometric
homeomorphisms will map one of these rigid real lines into itself.
Conversely we can take flexible real line perspective where we treat the real line as a flexible
space defined by a fixed set and topology, with the different orderings, algebras, and metrics
defining different configurations of the space. From this perspective homeomorphisms maintain
the defining structure but generally transform the auxiliary structures. In other words a
homeomorphism will in general map one configuration into another, reconfiguring the flexible
real line. Because configurations are also known as parameterizations the homeomorphic
transformations are also known as reparameterizations. The exceptional monotonically-
increasing, homomorphic, and isometric homeomorphisms map a parameterization into itself,
preserving the initial configuration.
While this interpretational ambiguity is often taken for granted it does manifest in a variety of
different applications. For example in physics we can interpret transformations of a physical
system as active or passive. An active transformation is interpreted as changing the physical
system while a passive transformation is interpreted as changing how we represent a fixed
physical system, paralleling the rigid and flexible real line perspectives. Both interpretations
yield equivalent results, but one can be more natural than the other in some contexts.

49
For example consider using a real-valued variable to quantify some property of some physical
system. In this case transforming from one real line to another can be interpreted in one of two
ways. An active transformation corresponds to stretching the physical system while keeping
our rulers fixed while a passive transformation can be interpreted as keeping the physical
system fixed while changing the units of the ruler (Figure 29).

(a) (b) (c)

Figure 29: When we use a real number to quantify some aspect of a system (a) we can interpret
the real line as a ruler. Transformations of the ambient space can then be inter-
preted in one of two equivalent ways. (b) An active transformation is interpreted
as warping of the system while the ruler remains fixed. (c) The equivalent passive
transformation is interpreted as warping the ruler while the physical system remains
fixed. Active transformations are well align with the rigid real line perspective while
passive transformations well align with the flexible real line perspective.

At the same time we find can find similar ambiguities in language. We might interpret text
written in a particular language as fundamental in which case translations from one language
to another map one text to another. That said we might also interpret these texts as repre-
sentations of some universal statement in which case translations don’t change the statement
but do change its representation.
Similarly we might have the freedom to interpret computer programs written in different
programming languages as either distinct programs or different implementations of some fixed
program with universal inputs and outputs. In the former interpretation transpilers map from
one program to another but in the latter they map from one implementation to another.
Again these interpretations are equivalent, and we are free to adopt the one that is most useful
in any given application. In this book I will tend to default to the flexible real line perspective,
although I will do my best to address both perspectives whenever they are relevant.

4 Conclusion

Spaces are one of those ubiquitous mathematical concepts that are often taken for granted.
While this can be adequate for more heuristic mathematical modeling tasks it does leave us
open to some existential crises if we look a little bit too closely and start asking, for example,
what exactly a reparameterization is.

50
In this chapter we’ve surveyed the formal construction of spaces, from an underlying set to
the many structures that endow that set with useful properties, and their transformations.
Along the way we took a careful look at familiar concepts like variables while also digging
into some more complicated concepts like topology with an emphasis on appreciating how
they can be useful beyond just theoretical mathematics. This understanding will provide a
strong foundation on which we introduce probability theory in its full generality, and hence
full power.
There are a wealth of resources for those interested in exploring these topics more deeply,
although finding the right resource is often a challenge. Many of the more accessible resources
are prone to oversimplification which can make it difficult to iterate to more technical resources.
At the same time the more technical resources often jump directly into detail with little to no
context for why the details might be relevant.
Personally I have found John Lee’s introductory writing to be a reasonable middle ground,
especially the appendices and first few chapters of Lee (2011) as well as the appendices to Lee
(2013). Similarly I find that Curtis (1993) provides an accessible introduction to the more
technical aspects of linear algebra. An additional benefit of these resources is that they can
help acclimate one to the writing style particular to theoretical mathematics which can make
other resources a bit more accessible.
At the same time the articles on Wikipedia are continuously improving. I find these articles
to be a particularly useful reference for delving into technical details on precise topics.

Acknowledgements

I thank Simon Duane, Jerzy Baranowski, Ron Garcia, Stone Chen, Alexander Noll, and Pietro
Monticone for helpful comments and discussion.
A very special thanks to everyone supporting me on Patreon: Adam Fleischhacker, Adri-
ano Yoshino, Alan Chang, Alessandro Varacca, Alexander Bartik, Alexander Noll, Alexander
Petrov, Alexander Rosteck, Anders Valind, Andrea Serafino, Andrew Mascioli, Andrew Rouil-
lard, Andrew Vigotsky, Angie_Hyunji Moon, Ara Winter, Austin Rochford, Austin Rochford,
Avraham Adler, Ben Matthews, Ben Swallow, Benjamin Glemain, Bradley Kolb, Brynjolfur
Gauti Jónsson, Cameron Smith, Canaan Breiss, Cat Shark, Charles Naylor, Chase Dwelle,
Chris Zawora, Christopher Mehrvarzi, Chuck Carlson, Colin Carroll, Colin McAuliffe, Cruz,
Damien Mannion, Damon Bayer, dan mackinlay, Dan Muck, Dan W Joyce, Dan Waxman, Dan
Weitzenfeld, Daniel Edward Marthaler, Daniel Rowe, Darshan Pandit, Darthmaluus , David
Burdelski, David Galley, David Humeau, David Wurtz, dilsher singh dhillon, Doug Rivers,
Dr. Jobo, Dr. Omri Har Shemesh, Ed Cashin, Ed Henry, Edgar Merkle, edith darin, Eric
LaMotte, Erik Banek, Ero Carrera, Eugene O’Friel, Felipe González, Fergus Chadwick, Finn
Lindgren, Florian Wellmann, Francesco Corona, Geoff Rollins, Greg Sutcliffe, Guido Biele,
Hamed Bastan-Hagh, Haonan Zhu, Hector Munoz, Henri Wallen, hs, Hugo Botha, Håkan

51
Johansson, Ian Costley, Ian Koller, idontgetoutmuch, Ignacio Vera, Ilaria Prosdocimi, Isaac
Vock, J, J Michael Burgess, Jair Andrade, James Hodgson, James McInerney, James Wade,
Janek Berger, Jason Martin, Jason Pekos, Jason Wong, Jeff Burnett, Jeff Dotson, Jeff Helzner,
Jeffrey Erlich, Jesse Wolfhagen, Jessica Graves, Joe Wagner, John Flournoy, Jonathan H.
Morgan, Jonathon Vallejo, Joran Jongerling, Joseph Despres, Josh Weinstock, Joshua Dun-
can, Joshua Griffith, Josué Mendoza, JU, Justin Bois, Karim Naguib, Karim Osman, Ke-
jia Shi, Kevin Foley, Kristian Gårdhus Wichmann, Kádár András, lizzie , LOU ODETTE,
Marc Dotson, Marcel Lüthi, Marek Kwiatkowski, Mark Donoghoe, Mark Worrall, Markus
P., Martin Modrák, Matt Moores, Matthew, Matthew Kay, Matthieu LEROY, Maurits van
der Meer, Merlin Noel Heidemanns, Michael DeWitt, Michael Dillon, Michael Lerner, Mick
Cooney, Márton Vaitkus, N Sanders, Name, Nathaniel Burbank, Nic Fishman, Nicholas Clark,
Nicholas Cowie, Nick S, Nicolas Frisby, Octavio Medina, Ole Rogeberg, Oliver Crook, Olivier
Ma, Pablo León Villagrá, Patrick Kelley, Patrick Boehnke, Pau Pereira Batlle, Peter Smits,
Pieter van den Berg , ptr, Putra Manggala, Ramiro Barrantes Reynolds, Ravin Kumar, Raúl
Peralta Lozada, Riccardo Fusaroli, Richard Nerland, RLW, Robert Frost, Robert Goldman,
Robert kohn, Robert Mitchell V, Robin Taylor, Ross McCullough, Ryan Grossman, Rémi , S
Hong, Scott Block, Scott Brown, Sean Pinkney, Sean Wilson, Seth Axen, shira, Simon Duane,
Simon Lilburn, Srivatsa Srinath, sssz, Stan_user, Stefan, Stephanie Fitzgerald, Stephen Lien-
hard, Steve Bertolani, Stone Chen, Susan Holmes, Svilup, Sören Berg, Tao Ye, Tate Tunstall,
Tatsuo Okubo, Teresa Ortiz, Thomas Lees, Thomas Vladeck, Tiago Cabaço, Tim Radtke, To-
bychev , Tom McEwen, Tony Wuersch, Utku Turk, Virginia Fisher, Vitaly Druker, Vladimir
Markov, Wil Yegelwel, Will Farr, Will Tudor-Evans, woejozney, Xianda Sun, yolhaj , yureq ,
Zach A, Zad Rafi, and Zhengchen Cai.

References
Curtis, Charles W. 1993. Linear Algebra. Fourth. Undergraduate Texts in Mathematics.
Springer-Verlag, New York.
Lee, John M. 2011. Introduction to Topological Manifolds. Springer.
———. 2013. Introduction to Smooth Manifolds. Springer.

License

A repository containing all of the files used to generate this chapter is available on GitHub.
The text and figures in this chapter are copyrighted by Michael Betancourt and licensed under
the CC BY-NC 4.0 license:
https://creativecommons.org/licenses/by-nc/4.0/

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