In mathematics, particularly in set theory, if                     κ                 is a regular uncountable cardinal then                     club                (        κ        )                , the filter of all sets containing a club subset of                     κ                , is a                     κ                -complete filter closed under diagonal intersection called the club filter.
To see that this is a filter, note that                     κ        ∈        club                (        κ        )                 since it is thus both closed and unbounded (see club set). If                     x        ∈        club                (        κ        )                 then any subset of                     κ                 containing                     x                 is also in                     club                (        κ        )                , since                     x                , and therefore anything containing it, contains a club set.
It is a                     κ                -complete filter because the intersection of fewer than                     κ                 club sets is a club set. To see this, suppose                     ⟨                  C                      i                                    ⟩                      i            <            α                                   is a sequence of club sets where                     α        <        κ                . Obviously                     C        =        ⋂                  C                      i                                   is closed, since any sequence which appears in                     C                 appears in every                               C                      i                                  , and therefore its limit is also in every                               C                      i                                  . To show that it is unbounded, take some                     β        <        κ                . Let                     ⟨                  β                      1            ,            i                          ⟩                 be an increasing sequence with                               β                      1            ,            1                          >        β                 and                               β                      1            ,            i                          ∈                  C                      i                                   for every                     i        <        α                . Such a sequence can be constructed, since every                               C                      i                                   is unbounded. Since                     α        <        κ                 and                     κ                 is regular, the limit of this sequence is less than                     κ                . We call it                               β                      2                                  , and define a new sequence                     ⟨                  β                      2            ,            i                          ⟩                 similar to the previous sequence. We can repeat this process, getting a sequence of sequences                     ⟨                  β                      j            ,            i                          ⟩                 where each element of a sequence is greater than every member of the previous sequences. Then for each                     i        <        α                ,                     ⟨                  β                      j            ,            i                          ⟩                 is an increasing sequence contained in                               C                      i                                  , and all these sequences have the same limit (the limit of                     ⟨                  β                      j            ,            i                          ⟩                ). This limit is then contained in every                               C                      i                                  , and therefore                     C                , and is greater than                     β                .
To see that                     club                (        κ        )                 is closed under diagonal intersection, let                     ⟨                  C                      i                          ⟩                ,                     i        <        κ                 be a sequence of club sets, and let                     C        =                  Δ                      i            <            κ                                    C                      i                                  . To show                     C                 is closed, suppose                     S        ⊆        α        <        κ                 and                     ⋃        S        =        α                . Then for each                     γ        ∈        S                ,                     γ        ∈                  C                      β                                   for all                     β        <        γ                . Since each                               C                      β                                   is closed,                     α        ∈                  C                      β                                   for all                     β        <        α                , so                     α        ∈        C                . To show                     C                 is unbounded, let                     α        <        κ                , and define a sequence                               ξ                      i                                  ,                     i        <        ω                 as follows:                               ξ                      0                          =        α                , and                               ξ                      i            +            1                                   is the minimal element of                               ⋂                      γ            <                          ξ                              i                                                              C                      γ                                   such that                               ξ                      i            +            1                          >                  ξ                      i                                  . Such an element exists since by the above, the intersection of                               ξ                      i                                   club sets is club. Then                     ξ        =                  ⋃                      i            <            ω                                    ξ                      i                          >        α                 and                     ξ        ∈        C                , since it is in each                               C                      i                                   with                     i        <        ξ                .