The Extended Real Number System
What is the supremum of the set of all natural numbers? Think of it as a subset of . By the Completeness Axiom, every nonempty subset of bounded above has a least upper bound in . But is not bounded above. So no real number serves as its supremum. The definition of supremum simply does not apply. We are forced to say " does not exist in ." This is a mild but persistent inconvenience. Theorems about suprema, limits, and Bounds of a Set constantly need an exception clause. This exception handles the unbounded case. It clutters otherwise clean statements. The extended real number system repairs this. It adjoins two new symbols, and , to . It also adds an order and a partial arithmetic. These make the symbols behave the way limits and suprema already suggest they should. The result is denoted or . It is not a field. There is no consistent way to make or meaningful. But it is a complete, totally ordered set. In it, every subset has a supremum and an infimum, with no exceptions. This single fact is the entire payoff. Statements like "every monotone sequence converges in " become unconditionally true. So does " exists for every ." The idea matters for an important reason. It is the quiet infrastructure behind measure theory. It also underlies the study of and , improper integrals, and extended real-valued functions. These functions are used throughout analysis. Upper and lower Lebesgue integrals are literally elements of . Once is built rigorously, one benefit follows. One never again has to write "if the set is bounded above" as a caveat. This caveat previously qualified theorems about suprema. This article gives the precise construction of . It states and proves the theorem that makes it worthwhile. That theorem is completeness of order without exception. The article also carefully documents which arithmetic operations extend. It notes which operations are deliberately left undefined. Treating as an ordinary number is the most common source of error.
- , with for every .
- Every subset of has a supremum and an infimum in — no exceptions, unlike in .
- Arithmetic extends partially: , for , but and are left undefined.
- is not a field and not a metric space under the usual metric, only an ordered set (though it is metrizable via a bounded homeomorphism to ).
- The convention and is forced by consistency, not arbitrary.
- Key idea: adjoining two ideal endpoints turns "bounded-above subsets have suprema" into "all subsets have suprema," at the cost of losing full arithmetic.
Where this lives today
In measure theory, the Lebesgue outer measure and the integral of a nonnegative measurable function both take values in ; the monotone convergence theorem and Fatou's lemma are stated cleanly only because is an admissible value, avoiding endless case splits on finiteness. In probability theory, extended real-valued random variables (e.g. hitting times of a Markov chain, which may be if the target is never reached) are modeled directly as measurable functions into , so that "the event never happens" is a single well-defined value rather than an undefined expression. In real analysis proper, and for an arbitrary real sequence are defined as
and this definition is unconditional — it needs no boundedness hypothesis on — precisely because both the inner and outer are guaranteed to exist in by the completeness theorem proved above. In optimization and convex analysis, extended-real-valued functions (allowing to encode constraints, as in the indicator function of a convex set) are the standard language of convex analysis (Rockafellar's framework), where infima of such functions are always well-defined thanks to the same completeness property. In computer science and numerical computing, IEEE 754 floating-point arithmetic implements a finite-precision shadow of , with explicit `+Infinity`, `-Infinity`, and `NaN` (Not-a-Number) values; `NaN` is the machine's realization of exactly the "undefined" operations and identified above, and its propagation rules mirror the mathematical restriction that these operations carry no consistent value.
Ask the tutor: How does the order topology on relate to the usual topology on The Real Line, and why does that make compact?
Let be the real numbers with its usual order . Introduce two distinct objects and , neither of which is a real number, and define
Extend the order on to a total order on by declaring, for every ,
and retaining the usual order among elements of . Write for " or equal," as usual.
Arithmetic (partial extension). For define:
- , and ;
- , ;
- for : , ; for : , ;
- by convention in measure theory only (this convention is not used in the order/limit theory below and is flagged explicitly whenever invoked);
- , ;
- , .
The expressions
are left undefined. Division by of a real number gives ; division by remains undefined; is undefined.
Bounds. For , an element is an upper bound of if for all , and is the least upper bound of in (an element with an upper bound and for every upper bound ); lower bound and are defined dually. By convention,
Intuition
Think of the completed real line as a closed interval that has been given two extra endpoints, one at each "end at infinity." Every real number sits strictly between and , and the order is total: any two elements of are comparable. The picture to keep in mind is drawn as a compactified line segment , with , , , via an order-preserving bijection such as extended by . This map is not arithmetic-preserving — it is purely a device for visualizing the order and the topology. The reason completeness becomes exception-free is simple set-theoretic bookkeeping. In , an unbounded-above set has no supremum because there is no candidate real number large enough. In , the element is by definition larger than every real number, so it is automatically an upper bound for any subset of , and it becomes the least one exactly when no real number works. The empty set is the boundary case in the other direction: vacuously, every element of is an upper bound of (there is nothing to violate the bound), so the least upper bound is the smallest element of the whole space, namely . This is why is forced, not a matter of taste.
The central theorem
Let with the order defined above. Then: 1. is totally ordered by : for all , exactly one of , , holds. 2. (Unconditional completeness.) Every subset , including and unbounded , has a supremum and an infimum in . 3. For nonempty and bounded above in , the supremum of in coincides with the supremum of in furnished by the Completeness Axiom. If is nonempty and not bounded above in , then in .
Technique. We reduce everything to the Completeness Axiom for by a case analysis on whether a given subset of contains or is bounded, and we verify the supremum property directly from its definition (least upper bound) in each case. No circularity arises because we never assume completeness of to prove itself; we only use completeness of , which is a hypothesis available by prerequisite.
Part 1: Total order. First we check the extended relation is well defined and total. For , trichotomy holds by the order axioms of . For compared to : by definition always, since , and is declared false; exactly one of the three trichotomy relations holds. The symmetric argument handles versus . Finally is declared and is the only relation among the two symbols since they are distinct and no other relation was declared. Transitivity: it suffices to check all cases where at least one of is , since transitivity among real triples is inherited from .
- If and with or ... more simply, we check the two nontrivial patterns directly. Suppose and . If , , then in either case by definition. Suppose and ; if or anything with , then by definition of the order at (every element other than itself is ). These exhaust the cases where an endpoint is involved, so is transitive on .
Hence is a total (linear) order.
Part 2: Every subset has a supremum (the argument for infimum is symmetric, replacing /upper bound by /lower bound throughout, and is omitted after the remark following the proof). Let be an arbitrary subset. We produce by cases. Case (a): . Every element satisfies the defining condition " for all " vacuously, since there is no to check. So every element of is an upper bound of . The least such element is the minimum of , which is (since for every , directly from the order definition: for all , and trivially). Hence , matching the stated convention. Case (b): . Then is the only possible upper bound, because any fails . And is an upper bound of , since is the maximum of (by definition, or for every ). So . Case (c): , , and is not bounded above in (i.e., , , and has no upper bound in ). We claim . Since is the maximum of , it is an upper bound of . Suppose , , were also an upper bound of ; then . If , then since , pick ; then forces (as is the minimum), contradicting . If , then is a real upper bound of the real subset (every element of is since bounds all of ), contradicting the assumption that has no real upper bound. In both subcases we reach a contradiction, so no is an upper bound of . Hence is the least upper bound: . Case (d): , , and is bounded above in (including the subcase ). Sub-case (d1): , so . Then is an upper bound of (trivially, ), and it is the least upper bound since is the minimum of , hence certainly the least among upper bounds. So . Sub-case (d2): is a nonempty subset of bounded above in . By the Completeness Axiom, exists in : is a real upper bound of , and for every real upper bound of . We claim . First, is an upper bound of in : every element of is either in (so by choice of ) or equals (so automatically, as is the minimum of and since ). Since by hypothesis, these are the only two possibilities, so bounds above. Second, is least among upper bounds of in . Let be any upper bound of . Since , is in particular an upper bound of . If , then trivially . If , then since is nonempty (say ), forces , contradicting ; so this case cannot occur. If , then is a real upper bound of , so by the least-upper-bound property of in . In every possible case, . Hence is the least upper bound of in : . Cases (a)–(d) exhaust all subsets (partitioned by whether , , or not, and in the last case by boundedness of ), and in each case we exhibited satisfying the definition of least upper bound. This proves every subset of has a supremum in . The infimum statement follows by the identical argument applied to lower bounds (or via the order-reversing bijection on , which sends and reverses , converting the supremum argument into the infimum argument); we omit the repetition.
Part 3. This is precisely what was shown in Case (c) (unbounded case, giving ) and Case (d2) (bounded case, giving where here since ), applied to itself viewed as a subset of .
∎Worked examples
Example 1 (a genuinely unbounded, non-monotone set). Let
So . Compute and in . Solution. The even-index terms for even give , which is unbounded above in (for any real , choosing an even gives an element of exceeding , by the Archimedean property of ). So is not bounded above in ; by Theorem Part 3 (unbounded case), in . For the infimum: the odd-index terms give , unbounded below in by the same Archimedean argument (for any real , an odd with gives ). So has no lower bound in , and by the infimum-analogue of Part 3, . Note the reciprocal terms play no role in either computation — they are bounded () and hence irrelevant to whether is unbounded overall; the unboundedness is driven entirely by the part. This illustrates that and in genuinely depend on global behavior, not on any single "typical" element.
Example 2 (a family of nested sets and the role of ). For , define
Determine for each , and determine if it exists in (using the ordinary -definition adapted to , or just by inspection of eventual behavior). Solution. Fix . The condition " and " requires , hence whenever (since for ), which contradicts . So no real satisfies both conditions simultaneously, for any : for every . By the convention established in the definition and justified in Case (a) of the theorem's proof,
Consequently the sequence is the constant sequence , which trivially "converges" to in (in the sense that it is eventually, indeed always, equal to ). This example is a useful sanity check: it shows the empty-set convention is not a pathological edge case invented for aesthetics, but arises naturally from ordinary-looking algebraic conditions, and the theorem handles it uniformly with no special pleading.
Suppose, contrary to the definition above, we tried to force a value for in order to make a field extending 's arithmetic — say by declaring , matching the naive idea "infinity minus itself is zero." We show this breaks associativity of addition, so cannot be a group (hence not a field) under any such extension. Take three elements , , . Compute two ways:
We get but , so associativity fails: . Since associativity of is required for to be a group, and being a field requires to be an abelian group, no assignment of a value to (or to , by an analogous computation using distributivity, e.g. versus ) can make a field extending the arithmetic of . This is exactly why the definition above stops short of defining and : the order-completeness theorem (suprema always exist) survives without full arithmetic, but full arithmetic is genuinely impossible to add consistently.
Scope, edge cases & common traps
| Situation | What holds in | What fails / must be checked |
|---|---|---|
| of a nonempty, bounded-above | equals ordinary | none — fully consistent extension |
| of unbounded-above | does not exist in alone | |
| (forced by the definition of least upper bound) | easy to misremember as "undefined" | |
| , ( real, ) | always defined, matches limit intuition | sign of matters for multiplication |
| , | undefined in the order/limit framework | some measure-theoretic texts set by fiat, only for integration theory — do not import this into limit computations |
| as an algebraic structure | totally ordered set, complete lattice | not a field, not a vector space, not even a group under |
| Limits of sequences with terms | can be defined meaningfully using 's order | still need separate careful definitions of convergence "to "; not automatic from field structure since there is none |
The mathematician behind it
The extended real numbers, in the form used throughout modern analysis, do not trace to a single named theorem but crystallized as completeness itself was being made rigorous in the late nineteenth century, particularly through the work of Richard Dedekind and Georg Cantor on the construction of , and through the subsequent generation (Carathéodory, Lebesgue, Hausdorff) who needed as a genuine value — not a mere symbol of divergence — for measures and integrals to behave uniformly.
Origins · 1 minConstantin Carathéodory and how this was discovered
Carathéodory's 1914 construction of outer measure assigns to every subset of a value in , treating as a bona fide element of the value space on exactly the same footing as any finite number — precisely the extended real line's order-completeness at work, since every set has some outer measure, finite or not, with no exceptional case to handle separately.
Is a metric space under the usual absolute-value distance?
Not under the ordinary metric , since is not defined for real (subtraction involving from a finite number is fine, e.g. , but then "" is not a real number, so does not map into as a genuine metric requires). However, can be metrized: the map for , extended by , is an order-preserving bijection onto , and pulling back the usual metric on via gives a genuine metric on compatible with its order topology. This is how one rigorously discusses convergence "to " topologically.
Why do we need both and , rather than a single point at infinity?
Because is an ordered completion, not merely a topological one. The one-point compactification of (used in some contexts, analogous to the Riemann sphere for ) adds a single point that both "ends" wrap around to, but this destroys the linear order: you cannot consistently say whether is greater or less than every real number. Since the entire purpose here is to make and total operations respecting the order, we need one ideal point at each end — a top element for suprema of unbounded-above sets, and a bottom element for infima of unbounded-below sets (and for ).
Does the theorem's proof use the Completeness Axiom in a circular way?
No. The proof only invokes completeness of (the hypothesis that nonempty, bounded-above subsets of have a real least upper bound) as an already-established prerequisite. It never assumes the conclusion — completeness of — while proving that conclusion. Each case in the proof (empty set, set containing , unbounded set, bounded nonempty real set) is handled either by direct verification from the definition of least upper bound, or by reduction to the real Completeness Axiom applied to a genuinely bounded real subset. This is a standard non-circular "case-exhaustion" argument.
Can I use freely once I've seen it in a measure theory course?
Only within the specific convention of that context (typically, defining the Lebesgue integral of a nonnegative function that is zero on a set of infinite measure) and it must be stated explicitly as a convention, not derived from the arithmetic of described here. Outside of measure theory — for instance in ordinary limit computations, or in the algebra used in the counterexample above — treating as a defined quantity leads to contradictions (as shown via distributivity), so it should never be used silently. Always name the convention explicitly when it is in force.
How does interact with and of sequences?
It is what makes those definitions total. For any real sequence , whether or not is bounded, the quantities and 's analogous are well-defined elements of by the completeness theorem, and is a non-increasing sequence in , so is again guaranteed to exist in . Without the extended reals, one would need separate definitions and case splits depending on boundedness of ; with them, and are always defined, and converges in the extended sense iff the two agree.
Is the empty-set convention just a notational trick, or does it have real content?
It has real content: it is forced by applying the actual definition of supremum (least upper bound) to the empty set, as shown in the proof's Case (a) — every element of vacuously satisfies "is an upper bound of ," and the least element overall is . It is not an arbitrary convenience; changing it would break the theorem that every subset has a supremum equal to the least element among its upper bounds. It also matches intuition from lattice theory: in a complete lattice, of the empty set is always the bottom element, and of the empty set is the top element.
Does adjoining change any true theorem about ordinary real numbers?
No — Part 3 of the theorem guarantees the extension is conservative: for nonempty and bounded above, computed in agrees exactly with computed in via the ordinary Completeness Axiom. So every classical theorem phrased only about bounded, nonempty subsets of remains word-for-word true; only adds new statements (about unbounded and empty sets) rather than altering old ones.