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4. Partial Orders

Partial orders are a special class of relations that play an important role in probability theory.

Basic Theory

Definitions

A partial order on a set S is a relation on S that is reflexive, anti-symmetric, and transitive. The pair (S,) is called a partially ordered set. So for all x, y, zS:

  1. xx, the reflexive property
  2. If xy and yx then x=y, the antisymmetric property
  3. If xy and yz then xz, the transitive property

As the name and notation suggest, a partial order is a type of ordering of the elements of S. Partial orders occur naturally in many areas of mathematics, including probability. A partial order on a set naturally gives rise to several other relations on the set.

Suppose that is a partial order on a set S. The relations , , , , and are defined as follows:

  1. xy if and only if yx.
  2. xy if and only if xy and xy.
  3. xy if and only if yx.
  4. xy if and only if xy or yx.
  5. xy if and only if neither xy nor yx.

Note that is the inverse of , and is the inverse of . Note also that xy if and only if either xy or x=y, so the relation completely determines the relation . The relation is sometimes called a strict or strong partial order to distingush it from the ordinary (weak) partial order . Finally, note that xy means that x and y are related in the partial order, while xy means that x and y are unrelated in the partial order. Thus, the relations and are complements of each other, as sets of ordered pairs. A total or linear order is a partial order in which there are no unrelated elements.

A partial order on S is a total order or linear order if for every x, yS, either xy or yx.

Suppose that 1 and 2 are partial orders on a set S. Then 1 is an sub-order of 2, or equivalently 2 is an extension of 1 if and only if x1y implies x2y for x, yS.

Thus if 1 is a suborder of 2, then as sets of ordered pairs, 1 is a subset of 2. We need one more relation that arises naturally from a partial order.

Suppose that is a partial order on a set S. For x, yS, y is said to cover x if xy but no element zS satisfies xzy.

If S is finite, the covering relation completely determines the partial order, by virtue of the transitive property.

Suppose that is a partial order on a finite set S. The covering graph or Hasse graph of (S,) is the directed graph with vertex set S and directed edge set E, where (x,y)E if and only if y covers x.

Thus, xy if and only if there is a directed path in the graph from x to y. Hasse graphs are named for the German mathematician Helmut Hasse. The graphs are often drawn with the edges directed upward. In this way, the directions can be inferred without having to actually draw arrows.

Basic Examples

Of course, the ordinary order is a total order on the set of real numbers R. The subset partial order is one of the most important in probability theory:

Suppose that S is a set. The subset relation is a partial order on P(S), the power set of S.

Details:

We proved this result in the section on sets. To review, recall that for A, BP(S), AB means that xA implies xB. Also A=B means that xA if and only if xB. Thus

  1. AA
  2. AB and BA if and only if A=B
  3. AB and BC imply AC

Here is a partial order that arises naturally from arithmetic.

Let denote the division relation on the set of positive integers N+. That is, mn if and only if there exists kN+ such that n=km. Then

  1. is a partial order on N+.
  2. is a sub-order of the ordinary order .
Details:
  1. Clearly nn for nN+, since n=1n, so is reflexive. Suppose mn and nm, where m, nN+. Then there exist j, kN+ such that n=km and m=jn. Substituting gives n=jkn, and hence j=k=1. Thus m=n so is antisymmetric. Finally, suppose mn and np, where m, n, pN+. Then there exists j, kN+ such that n=jm and p=kn. Substituting gives p=jkm, so mp. Thus is transitive.
  2. If m, nN+ and mn, then there exists kN+ such that n=km. Since k1, mn.

The set of functions from a set into a partial ordered set can itself be partially ordered in a natural way.

Suppose that S is a set and that (T,T) is a partially ordered set, and let S denote the set of functions f:ST. The relation on S defined by fg if and only f(x)Tg(x) for all xS is a partial order on S.

Details:

Suppose that f,g,hS.

  1. f(x)Tf(x) for all xS, so ff.
  2. If fg and gf then f(x)Tg(x) and g(x)Tf(x) for all xS. Hence f(x)=g(x) for all xS so f=g.
  3. If fg and gh then f(x)Tg(x) and g(x)Th(x) for all xS. Hence f(x)Th(x) for all xS so fh.

Note that we don't need a partial order on the domain S.

Basic Properties

The proofs of the following basic properties are straightforward. Be sure to try them yourself before reading the ones in the text.

The inverse of a partial order is also a partial order.

Details:

Clearly the reflexive, antisymmetric and transitive properties hold for .

If is a partial order on S and A is a subset of S, then the restriction of to A is a partial order on A.

Details:

The reflexive, antisymmetric, and transitive properties given above hold for all x, y, zS and hence hold for all x, y, zA.

The following theorem characterizes relations that correspond to strict order.

Let S be a set. A relation is a partial order on S if and only if is transitive and irreflexive.

Details:

Suppose that is a partial order on S. Recall that is defined by xy if and only if xy and xy. If xy and yz then xy and yz, and so xz. On the other hand, if x=z then xy and yx so x=y, a contradiction. Hence xz and so xz. Therefore is transitive. If xy then xy by definition, so is irreflexive.

Conversely, suppose that is a transitive and irreflexive relation on S. Recall that is defined by xy if and only if xy or x=y. By definition then, is reflexive: xx for every xS. Next, suppose that xy and yx. If xy and yx then xx by the transitive property of . But this is a contradiction by the irreflexive property, so we must have x=y. Thus is antisymmetric. Suppose xy and yz. There are four cases:

  1. If xy and yz then xz by the transitive property of .
  2. If x=y and yz then xz by substitution.
  3. If xy and y=z then xz by substitution.
  4. If x=y and y=z then x=z by the transitive property of =.

In all cases we have xz so is transitive. Hence is a partial order on S.

Monotone Sets and Functions

Partial orders form a natural setting for increasing and decreasing sets and functions. Here are the definitions:

Suppose that is a partial order on a set S and that AS. In the following definitions, x,y are arbitrary elements of S.

  1. A is increasing if xA and xy imply yA.
  2. A is decreasing if yA and xy imply xA.

Suppose that S is a set with partial order S, T is a set with partial order T, and that f:ST. In the following definitions, x,y are arbitrary elements of S.

  1. f is increasing if and only if xSy implies f(x)Tf(y).
  2. f is decreasing if and only if xSy implies f(x)Tf(y).
  3. f is strictly increasing if and only if xSy implies f(x)Tf(y).
  4. f is strictly decreasing if and only if xSy implies f(x)Tf(y).

Recall the definition of the indicator function 1A associated with a subset A of a universal set S: For xS, 1A(x)=1 if xA and 1A(x)=0 if xA.

Suppose that is a partial order on a set S and that AS. Then

  1. A is increasing if and only if 1A is increasing.
  2. A is decreasing if and only if 1A is decreasing.
Details:
  1. A is increasing if and only if xA and xy implies yA if and only if 1A(x)=1 and xy implies 1A(y)=1 if and only if 1A is increasing.
  2. A is decreasing if and only if yA and xy implies xA if and only if 1A(y)=1 and xy implies 1A(x)=1 if and only if 1A is decreasing.

Isomorphism

Two partially ordered sets (S,S) and (T,T) are isomorphic if there exists a one-to-one function f from S onto T such that xSy if and only if f(x)Tf(y), for all x, yS. The function f is an isomorphism.

Suppose that the partially ordered sets (S,S) and (T,T) are isomorphic, and that f:ST is an isomorphism. Then f and f1 are strictly increasing.

Details:

We need to show that for x, yS, xSy if and only if f(x)Tf(y). If xSy then by definition, f(x)Tf(y). But if f(x)=f(y) then x=y since f is one-to-one. This is a contradiction, so f(x)Tf(y). Similarly, if f(x)Tf(y) then by definition, xSy. But if x=y then f(x)=f(y), a contradiction. Hence xSy.

In a sense, the subset partial order is universal—every partially ordered set is isomorphic to (S,) for some collection of sets S.

Suppose that is a partial order on a set S. Then there exists SP(S) such that (S,) is isomorphic to (S,).

Details:

For each xS, let Ax={uS:ux}, and then let S={Ax:xS}, so that SP(S). We will show that the function xAx from S onto S is one-to-one, and satisfies xyAxAy First, suppose that x, yS and Ax=Ay. Then xAx so xAy and hence xy. Similarly, yAy so yAx and hence yx. Thus x=y, so the mapping is one-to-one. Next, suppose that xy. If uAx then ux so uy by the transitive property, and hence uAy. Thus AxAy. Conversely, suppose AxAy. As before, xAx, so xAy and hence xy.

Extremal Elements

Various types of extremal elements play important roles in partially ordered sets. Here are the definitions:

Suppose that is a partial order on a set S and that AS.

  1. An element aA is the minimum element of A if and only if ax for every xA.
  2. An element aA is a minimal element of A if and only if no xA satisfies xa.
  3. An element bA is the maximum element of A if and only if bx for every xA.
  4. An element bA is a maximal element of A if and only if no xA satisfies xb.

In general, a set can have several maximal and minimal elements (or none). On the other hand,

The minimum and maximum elements of A, if they exist, are unique. They are denoted min(A) and max(A), respectively.

Details:

Suppose that a, b are minimum elements of A. Since a, bA we have ab and ba, so a=b by the antisymmetric property. The proof for the maximum element is analogous.

Minimal, maximal, minimum, and maximum elements of a set must belong to that set. The following definitions relate to upper and lower bounds of a set, which do not have to belong to the set.

Suppose again that is a partial order on a set S and that AS. Then

  1. An element uS is a lower bound for A if and only if ux for every xA.
  2. An element vS is an upper bound for A if and only if vx for every xA.
  3. The greatest lower bound or infimum of A, if it exists, is the maximum of the set of lower bounds of A.
  4. The least upper bound or supremum of A, if it exists, is the minimum of the set of upper bounds of A.

By [20], the greatest lower bound of A is unique, if it exists. It is denoted glb(A) or inf(A). Similarly, the least upper bound of A is unique, if it exists, and is denoted lub(A) or sup(A). Note that every element of S is a lower bound and an upper bound for , since the conditions in the definition hold vacuously.

The symbols and are also used for infimum and supremum, respectively, so A=inf(A) and A=sup(A) if they exist. In particular, for x, yS, operator notation is more commonly used, so xy=inf{x,y} and xy=sup{x,y}. Partially ordered sets for which these elements always exist are important, and have a special name.

Suppose that is a partial order on a set S. Then (S,) is a lattice if xy and xy exist for every x, yS.

For the subset partial order, the inf and sup operators correspond to intersection and union, respectively:

Let S be a set and consider the subset partial order on P(S), the power set of S. Let A be a nonempty subset of P(S), that is, a nonempty collection of subsets of S. Then

  1. inf(A)=A
  2. sup(A)=A
Details:
  1. First, AA for every AA and hence A is a lower bound of A. If B is a lower bound of A then BA for every AA and hence BA. Therefore A is the greatest lower bound.
  2. First, AA for every AA and hence A is an upper bound of A. If B is an upper bound of A then AB for every AA and hence AB. Therefore A is the least upper bound.

In particular, AB=AB and AB=AB, so (P(S),) is a lattice.

Consider the division partial order on the set of positive integers N+ and let A be a nonempty subset of N+.

  1. inf(A) is the greatest common divisor of A, usually denoted gcd(A) in this context.
  2. If A is infinite then sup(A) does not exist. If A is finite then sup(A) is the least common multiple of A, usually denoted lcm(A) in this context.

Suppose that S is a set and that f:SS. An element zS is said to be a fixed point of f if f(z)=z.

The following result explores a basic fixed point theorem for a partially ordered set. The theorem is important in the study of cardinality.

Suppose that is a partial order on a set S with the property that sup(A) exists for every AS. If f:SS is increasing, then f has a fixed point.

Details:

Let A={xS:xf(x)} and let z=sup(A). If xA then xz so xf(x)f(z). Hence f(z) is an upper bound of A so zf(z). But then f(z)f(f(z)) so f(z)A. Hence f(z)z. Therefore f(z)=z.

Note that the hypotheses of the theorem require that sup()=min(S) exists. The set A={xS:xf(x)} is nonempty since min(S)A.

If is a total order on a set S with the property that every nonempty subset of S has a minimum element, then S is said to be well ordered by . One of the most important examples is N+, which is well ordered by the ordinary order . On the other hand, the well ordering principle, which is equivalent to the axiom of choice, states that every nonempty set can be well ordered.

Orders on Product Sets

Suppose that S and T are sets with partial orders S and T respectively. Define the relation on S×T by (x,y)(z,w) if and only if xSz and yTw.

  1. The relation is a partial order on S×T, called, appropriately enough, the product order.
  2. Suppose that (S,S)=(T,T). If S has at least 2 elements, then is not a total order on S2.
Details:
  1. If (x,y)S×T then xSx and yTy and therefore (x,y)(x,y). Hence is reflexive. Suppose that (u,v), (x,y)S×T and that (u,v)(x,y) and (x,y)(u,v). Then uSx and xSu, and vTy and yTv. Hence u=x and v=y, so (u,v)=(x,y). Hence is antisymmetric. Finally, suppose that (u,v), (x,y), (z,w)S×T, and that (u,v)(x,y) and (x,y)(z,w). Then uSx and xSz, and vTy and yTw. Hence uSz and vSw, and therefore (u,v)(z,w). Hence is transitive.
  2. Suppose that (S,S)=(T,T), and that x, yS are distinct. If (x,y)(y,x) then xSy and ySx and hence x=y, a contradiction. Similarly (y,x)(x,y) leads to the same contradiction x=y. Hence (x,y) and (y,x) are unrelated in the partial order .
The product order on R2. The region shaded blue is the set of points (x,y). The region shaded red is the set of points (x,y). The region shaded white is the set of points that are not comparable with (x,y).
Product Order

Product order extends in a straightforward way to the Cartesian product of a finite or an infinite sequence of partially ordered spaces. For example, suppose that Si is a set with partial order i for each i{1,2,,n}, where nN+. The product order on the product set S1×S2××Sn is defined as follows: for x=(x1,x2,,xn) and y=(y1,y2,,yn) in the product set, xy if and only if xiiyi for each i{1,2,,n}. We can generalize this further to arbitrary product sets. Suppose that Si is a set for each i in a nonempty (both otherwise arbitrary) index set I. Recall that iISi={x:x is a function from I into iISi such that x(i)Si for each iI} To make the notation look more like a simple Cartesian product, we will write xi instead of x(i) for the value of a function x in the product set at iI.

Suppose that Si is a set with partial order i for each i in a nonempty index set I. Define the relation on iISi by xy if and only if xiiyi for each iI. Then is a partial order on the product set, known again as the product order.

Details:

In spite of the abstraction, the proof is perfectly straightforward. Suppose that x,y,ziISi.

  1. xiixi for every iI, and hence xx. Thus is reflexive.
  2. Suppose that xy and yx. Then xiiyi and yiixi for each iI. Hence xi=yi for each iI and so x=y. Thus is antisymmetric
  3. Suppose that xy and yz. Then xiiyi and yiizi for each iI. Hence xiizi for each iI, so xz. Thus is transitive.

Note again that no assumptions are made on the index set I, other than it be nonempty. In particular, no order is necessary on I. The next result gives a very different type of order on a product space.

Suppose again that S and T are sets with partial orders S and T respectively. Define the relation on S×T by (x,y)(z,w) if and only if either xSz, or x=z and yTw.

  1. The relation is a partial order on S×T, called the lexicographic order or dictionary order.
  2. If S and T are total orders on S and T, respectively, then is a total order on S×T.
Details:
  1. If (x,y)S×T, then x=x and yTy. Hence (x,y)(x,y) and so is reflexive. Suppose that (u,v), (x,y)S×T, and that (u,v)(x,y) and (x,y)(u,v). There are four cases, but only one can actually happen.
    • If uSx and xSu then uSu. This is a contradiction since S is irreflexive, and so this case cannot happen.
    • If uSx, x=u, and yTv, then uSu. This case also cannot happen.
    • If u=x, vTy, and xSu, then uSu. This case also cannot happen
    • if u=x, vTy, x=u, and yTv, then u=x and v=y, so (u,v)=(x,y).
    Hence is antisymmetric. Finally, suppose that (u,v), (x,y), (z,w)S×T and that (u,v)(x,y) and (x,y)(z,w). Again there are four cases:
    • If uSx and xSz then uSz, and hence (u,v)(z,w).
    • If uSx, x=z, and yTw then uSz and hence (u,v)(z,w).
    • If u=x, vTy, and xSz then uSz and hence (u,v)(z,w).
    • If u=x, vTy, x=z, and yTw, then u=z and vTw, and hence (u,v)(z,w).
    Therefore is transitive.
  2. Suppose that S and T are total orders. Let (u,v), (x,y)S×T. Then either uSx or xSu and either vTy or yTv. Again there are four cases
    • If uSx then (u,v)(x,y)
    • If xSu then (x,y)(u,v)
    • If u=x and vTy then (u,v)(x,y)
    • If u=x and yTv then (x,y)(u,v)
    Hence is a total order.
The lexicographic order on R2. The region shaded blue is the set of points (x,y). The region shaded red is the set of points (x,y).
Lexicographic Order

As with the product order, the lexicographic order can be generalized to a collection of partially ordered spaces. However, we need the index set to be totally ordered.

Suppose that Si is a set with partial order i for each i in a nonempty index set I. Suppose also that is a total order on I. Define the relation on the product set iISi as follows: xy if and only if there exists jI such that xi=yi if i<j and xjjyj. Then

  1. is a partial order on S, known again as the lexicographic order.
  2. If i is a total order for each iI, and I is well ordered by , then is a total order on S.
Details:
  1. By [12], we need to show that is irreflexive and transitive. First, no xiISi satisfies xx since xi=xi for all iI. Hence is irreflexive. Next, suppose that x, y, ziISi and that xy and yz. Then there exists jI such that xi=yi if i<j and xjjyj. Similarly, there exists kI such that yi=zi if i<k and ykkzk. Again, since I is totally ordered, either j<k or k<j or j=k. If j<k, then xi=yi=zi if i<j and xjjyj=zj. If k<j, then xi=yi=zi if i<k and xk=ykkzk. If j=k, then xi=yi=zi if i<j and xjjyjjzj. In all cases, xz so is transitive.
  2. Suppose now that i is a total order on Si for each iI and that I is well ordered by . Let x, yiISi with xy. Let J={iI:xiyi}. Then J by assumption, and hence has a minimum element j. If i<j then iJ and hence xi=yi. On the other hand, xjyj since jJ and therefore, since j is totally ordered, we must have either xjjyj or yjjxj. In the first case, xy and in the second case yx. Hence is totally ordered.

The term lexicographic comes from the way that we order words alphabetically: We look at the first letter; if these are different, we know how to order the words. If the first letters are the same, we look at the second letter; if these are different, we know how to order the words. We continue in this way until we find letters that are different, and we can order the words. In fact, the lexicographic order is sometimes referred to as the first difference order. Note also that if Si is a set and i a total order on Si for iI, then by the well ordering principle, there exists a well ordering of I, and hence there exists a lexicographic total order on the product space iISi. As a mathematical structure, the lexicographic order is not as obscure as you might think.

(R,) is isomorphic to the lexicographic product of (Z,) with ([0,1),), where is the ordinary order for real numbers.

Details:

Every xR can be uniquely expressed in the form x=n+t where n=xZ is the integer part and t=xn[0,1) is the remainder. Thus x(n,t) is a one-to-one function from R onto Z×[0,1). For example, 5.3 maps to (5,0.3), while 6.7 maps to (7,0.3). Suppose that x=m+s, y=n+tR, where of course m,nZ are the integer parts of x and y, respectively, and s,t[0,1) are the corresponding remainders. Then x<y if and only if m<n or m=n and s<t. Again, to illustrate with real real numbers, we can tell that 5.3<7.8 just by comparing the integer parts: 5<7. We can ignore the remainders. On the other hand, to see that 6.4<6.7 we need to compare the remainders: 0.4<0.7 since the integer parts are the same.

Limits of Sequences of Real Numbers

Suppose that (a1,a2,) is a sequence of real numbers.

The sequence inf{an,an+1} is increasing in nN+.

Since the sequence of infimums in the last result is increasing, the limit exists in R{}, and is called the limit inferior of the original sequence: lim infnan=limninf{an,an+1,}

The sequence sup{an,an+1,} is decreasing in nN+.

Since the the sequence of supremums in the last result is decreasing, the limit exists in R{}, and is called the limit superior of the original sequence: lim supnan=limnsup{an,an+1,} Note that lim infnanlim supnan and equality holds if and only if limnan exists (and is the common value).

Vector Spaces of Functions

Suppose that S is a nonempty set, and recall that the set V of functions f:SR is a vector space, under the usual pointwise definition of addition and scalar multiplication. As noted in [9], V is also a partial ordered set, under the pointwise partial order: fg if and only if f(x)g(x) for all xS. Consistent with the definitions in [21], fV is bounded if there exists C(0,) such that |f(x)|C for all xS. Now let U denote the set of bounded functions f:SR, and for fU define f=sup{|f(x)|:xS}

U is a vector subspace of V and is a norm on U.

Details:

To show that U is a subspace, we just have to note that it is closed under addition and scalar multiplication. That is, if f,g:SR are bounded, and if cR, then f+g and cf are bounded. Next we show that satisfies the axioms of a norm. Again, let f,gU and cR

  1. Clearly f0 and f=0 if and only if f(x)=0 for all xS if and only if f=0, the zero function on S.
  2. cf=sup{|cf(x)|:xS}=|c|sup{|f(x)|:xS}=|c|f
  3. By the usual triangle inequality on R, |f(x)+g(x)||f(x)|+|g(x)| for xS. Hence sup{|f(x)+g(x)|:xS}sup{|f(x)|+|g(x)|:xS}sup{|f(x)|:xS}+sup{|g(x)|:xS} That is, f+gf+g.

Recall that part (a) is the positive property, part (b) is the scaling property, and part (c) is the triangle inequality.

Appropriately enough, is called the supremum norm on U. Vector spaces of bounded, real-valued functions, with the supremum norm are especially important in probability and random processes. We will return to this discussion again in the sections on metric spaces and measure spaces.

Computational Exercises

Let S={2,3,4,6,12}.

  1. Sketch the covering graph corresponding to the ordinary order on S.
  2. Sketch the covering graph corresponding to the division partial order on S.
Details:
  1. The covering graph of (S,)
    Covering graph
  2. The covering graph of (S,|)
    Covering graph

Consider the ordinary order on the set of real numbers R, and let A=[a,b) where a<b. Find each of the following that exist:

  1. The set of minimal elements of A
  2. The set of maximal elements of A
  3. min(A)
  4. max(A)
  5. The set of lower bounds of A
  6. The set of upper bounds of A
  7. inf(A)
  8. sup(A)
Details:
  1. {a}
  2. a
  3. Does not exist
  4. (,a]
  5. [b,)
  6. a
  7. b

Again consider the division partial order on the set of positive integers N+ and let A={2,3,4,6,12}. Find each of the following that exist:

  1. The set of minimal elements of A
  2. The set of maximal elements of A
  3. min(A)
  4. max(A)
  5. The set of lower bounds of A
  6. The set of upper bounds of A
  7. inf(A)
  8. sup(A).
Details:
  1. {2,3}
  2. {12}
  3. Does not exist
  4. 12
  5. {1}
  6. {12,24,36,}
  7. 1
  8. 12

Let S={a,b,c}.

  1. Give P(S) in list form.
  2. Describe the covering graph of (P(S),)
Details:
  1. P(S)={,{a},{b},{c},{a,b},{a,c},{b,c},S}
  2. For AP(S) and xSA, there is a directed edge from A to A{x}

Note that the covering graph of looks the same as the graph of , except for the labels on the vertices. This symmetry is because of the complement relationship.

Let S={a,b,c,d}.

  1. Give P(S) in list form.
  2. Describe the covering graph of (P(S),)
Details:
  1. P(S)={,{a},{b},{c},{d},{a,b},{a,c},{a,d},{b,c},{b,d},{c,d},{a,b,c},{a,b,d},{a,c,d},{b,c,d},S}
  2. For AP(S) and xSA, there is a directed edge from A to A{x}

Note again that the covering graph of looks the same as the graph of , except for the labels on the vertices. This symmetry is because the complement relationship.

Suppose that A and B are subsets of a universal set S. Let A denote the collection of the 16 subsets of S that can be constructed from A and B using the set operations. Show that (A,) is isomorphic to the partially ordered set in the previous exercise. Use the Venn diagram app to help.

Details:

Let a=AB, b=ABc, c=AcB, d=AcBc. Our basic assumption is that A and B are in general position, so that a,b,c,d are distinct and nonempty. Note also that {a,b,c,d} partitions S. Now, map each subset S of {a,b,c,d} to S. This function is an isomorphism from S to A. That is, for S and T subsets of {a,b,c,d}, ST if and only if ST.