I'm trying to understand Leinster's proof of the density theorem. Here's the terminology and the statement.
Below is his proof. Here are some things that I don't understand:
- This must be silly, but why is the "top" arrow in the triangle diagram labeled as $\alpha_{A',(Xf)(x)}$? It should be labeled $\alpha_{A',x'}$, but for some reason $x'$ is replaced by $(Xf)(x)$? This must have to do with the definition above (under which a map $(A,x)\to (A',x')$ are maps $f:A'\to A$ with $(Xf)(x)=x'$) but I still don't understand why we should apply this definition here. This triangle comes from the definition of cocone, and the definition of cocone doesn't entitle us to apply Definition 6.2.16.
- I don't see why $\alpha_{A,x}\circ H_f$ corresponds to $(Yf)(y_{A,x})$. I can only see that $\alpha_{A,x}\circ H_f$ is mapped to $(\alpha_{A,x}\circ H_f)_A(1_A)=(\alpha_{A,x})_A(f)$ (and also $y_{A,x}=(\alpha_{A,x})_A(1_A)$). But that's as far as I could go.
- Leinster says that writing $y_{A,x}$ as $\overline \alpha_A(x)$, we get a family of maps $\overline \alpha_A:X(A)\to Y(A)$. I don't quite understand this. Each $y_{A,x}$ (and so $\overline \alpha_A(x)$) is an element of $Y(A)$, isn't it? How can it be regarded as an arrow $X(A)\to Y(A)$?
- How exactly does the very last line follow? I understand that we have two isomorphisms:
$$[\textbf E(X),[\textbf A^{op},\textbf {Set}]](H_\bullet\circ P,\Delta Y)\simeq [\textbf A^{op},\textbf {Set}](X,Y)\\ [\textbf E(X),[\textbf A^{op},\textbf {Set}]](H_\bullet\circ P,\Delta Y)\simeq [\textbf A^{op},\textbf {Set}](\text{colim}(H_\bullet \circ P),Y) $$ But why do they imply $X\simeq \text{colim}(H_\bullet \circ P)$?


I'll write the entire proof a little differently than Leinster, along the way addressing my original questions.
First, as Leinster says, note that $H_\bullet \circ P$ is really a diagram.
From the discussion in the comments (and this question), to prove that $X=\text{colim} (H_\bullet\circ P)$, it suffices to prove that there's a bijection
$$[\textbf E(X),[\textbf A^{op},\textbf {Set}]](H_\bullet\circ P,\Delta Y)\simeq [\textbf A^{op},\textbf {Set}](X,Y)$$ which is natural in $Y$.
Let's construct this bijection. A natural transformation from any $G$ to $\Delta Y$ is a cone on $G$ with vertex $\Delta Y$. So an element of the LHS is a family $$(\alpha_{A,x}:H_A=H_\bullet(A)=H_\bullet(P(A,x)))\to Y)_{A\in\mathscr A, x\in X(A)}$$ such that whenever $F:(A,x)\to (A',x')$ is an arrow in $\mathbf E(X)$, the following diagram commutes:
By the definition of morphisms in $\mathbf E(X)$, $F:(A,x)\to (A',x')$ is an arrow $f^{op}:A\to A'$ in $\mathscr A^{op}$ such that $X(f^{op})(x)=x'$. So the above triangle can be written as
Now, by the Yoneda lemma, there is a bijection
$$[\mathscr A^{op},\textbf {Set}](H_A,Y)\simeq Y(A)\\\alpha_{A,x}\mapsto \widehat{\alpha_{A,x}}=y_{A,x}$$ which is natural in $A$ and $X$. (Here, $y_{A,x}$ is defined to be $\widehat{\alpha_{A,x}}$.) Let's use the naturality in $A$. It says that for all arrows $f:A'\to A$ in $\mathscr A$, the following square commutes:
That is, under the Yoneda bijection $$[\mathscr A^{op},\textbf {Set}](H_{A'},Y)\simeq Y(A')$$ we have $$\alpha_{A,x}\circ H_f\mapsto Y(f^{op})(y_{A,x})$$ Therefore, the condition that the above triangle commutes (i.e., $\alpha_{A,x}\circ H_f=\alpha_{A',X(f^{op})(x)}$) translates to the condition $Y(f^{op})(y_{A,x})=y_{A',X(f^{op})(x)}$ after taking the images of both sides under the Yoneda bijection $\theta\mapsto \widehat \theta$.
Now we can define the map
$$\clubsuit: [\textbf E(X),[\textbf A^{op},\textbf {Set}]](H_\bullet\circ P,\Delta Y)\to[\textbf A^{op},\textbf {Set}](X,Y)\\ (\alpha_{A,x}:H_A\to Y)_{A\in\mathscr A, x\in X(A)}\mapsto \overline\alpha$$ where the component of $\overline \alpha $ at $A$ is defined by $\overline \alpha_A: X(A)\to Y(A), x\mapsto \overline \alpha_A(x)=\widehat {\alpha_{A,x}} \text{ }(=y_{A,x})$. We need to prove that $\overline \alpha$ is a natural transformation. This amounts to saying that if $f:A'\to A$ is an arrow in $\mathscr A$, the diagram below commutes:
This diagram indeed commutes, as the equal sign on the diagram indiates (the equal sign was justified above when we wrote the condition that the triangle commutes in a different way, taking the images of both sides under the Yoneda bijection).
Now let's define the map
$$\spadesuit: [\textbf A^{op},\textbf {Set}](X,Y) \to [\textbf E(X),[\textbf A^{op},\textbf {Set}]](H_\bullet\circ P,\Delta Y) $$ Given $\eta$ from the LHS, we need to define a family of arrows $(\eta_{A,x}:H_A\to Y)_{A\in\mathscr A, x\in X(A)}$. But the collection of all $\eta_{A,x}$ is bijective to $Y(A)$ (by Yoneda), so it suffices to define a family $(\widehat{\eta_{A,x}})_{A\in\mathscr A, x\in X(A)}$. Let's define $\widehat{\eta_{A,x}}=\eta_A(x)$.
It can be checked that $\clubsuit$ and $\spadesuit$ are inverses of each other, and so we have a bijection
$$[\textbf E(X),[\textbf A^{op},\textbf {Set}]](H_\bullet\circ P,\Delta Y)\simeq [\textbf A^{op},\textbf {Set}](X,Y)$$
As noted at the beginning, this implies the result.