As I'm sure many of you do, I read the XKCD webcomic regularly. The most recent one involves a joke about the Axiom of Choice, which I didn't get.
I went to Wikipedia to see what the Axiom of Choice is, but as often happens with things like this, the Wikipedia entry is not in plain, simple, understandable language. Can someone give me a nice simple explanation of what this axiom is, and perhaps explain the XKCD joke as well?
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It might be a good idea to say something about the connection between the axiom of choice and the Banach-Tarski paradox. The reason the Banach-Tarski paradox is counterintuitive is that we expect that if you split up a sphere into finitely many pieces, the total "mass" of all the pieces is still the same - so you shouldn't be able to put those pieces together again into something of twice the total "mass." The reason this reasoning doesn't apply is that the pieces in question don't have mass at all! This is not the same as saying that they have zero mass. It's something much more terrifying: the notion of "mass" (which to a mathematician generally means something precise called measure) can't be defined for these pieces (in a way that still preserves all the reasonable properties we want of our notion of mass).
What does this have to do with the axiom of choice? Well, it turns out that the axiom of choice is one way we can construct these bizarre pieces (non-measurable sets). Without the axiom of choice, it's not possible to prove that such pieces exist. With the axiom of choice, we can construct things like the Vitali set and like the pieces that occur in the Banach-Tarski paradox because AC greatly increases our ability to write down weird sets.
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The annotation to http://www.irregularwebcomic.net/2339.html has an explanation of the Banach-Tarski paradox in easy to read language. It does ignore some of the technical details, but it covers most of the idea of the construction nicely.
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"[i]f you have a collection of sets then there is a way to select one element from each set." What does "a way" mean? That there is an algorithm that can select such an element? Obviously, there is a non-algorithmic way to do so -- just go to each set and pick out an element from it. That cannot be what AOC means. But if we mean by "function," just a laundry list that associates one thing with another, that is what it comes to.
The joke is really about the Banach-Tarski theorem, which says that you can cut up a sphere into a finite number of pieces which when reassembled give you two spheres of the same size as the original sphere. This theorem is extremely counterintuitive since we seem to be doubling volume without adding any material or stretching the material that we have.
The theorem makes use of the Axiom of Choice (AC), which says that if you have a collection of sets then there is a way to select one element from each set. It has been proved that AC cannot be derived from the rest of set theory but must be introduced as an additional axiom. Since AC can be used to derive counterintuitive results such as the Banach-Tarski theorem, some mathematicians are very careful to specify when their arguments depend on AC.
Here is a formal statement of AC. Suppose we have a set $W$ and a rule associating a nonempty set $S_w$ to each $w \in W$. Then AC says that there is a function $$f:W \to \bigcup_{w \in W} S_w$$ such that for all $w \in W$ $$f(w) \in S_w$$