Lemma 4.21.7. If S : \mathcal{I} \to \textit{Sets} is a cofiltered diagram of sets and all the S_ i are finite nonempty, then \mathop{\mathrm{lim}}\nolimits _ i S_ i is nonempty. In other words, the limit of a directed inverse system of finite nonempty sets is nonempty.
Proof. The two statements are equivalent by Lemma 4.21.5. Let I be a directed set and let (S_ i)_{i \in I} be an inverse system of finite nonempty sets over I. Let us say that a subsystem T is a family T = (T_ i)_{i \in I} of nonempty subsets T_ i \subset S_ i such that T_{i'} is mapped into T_ i by the transition map S_{i'} \to S_ i for all i' \geq i. Denote \mathcal{T} the set of subsystems. We order \mathcal{T} by inclusion. Suppose T_\alpha , \alpha \in A is a totally ordered family of elements of \mathcal{T}. Say T_\alpha = (T_{\alpha , i})_{i \in I}. Then we can find a lower bound T = (T_ i)_{i \in I} by setting T_ i = \bigcap _{\alpha \in A} T_{\alpha , i} which is manifestly a finite nonempty subset of S_ i as all the T_{\alpha , i} are nonempty and as the T_\alpha form a totally ordered family. Thus we may apply Zorn's lemma to see that \mathcal{T} has minimal elements.
Let's analyze what a minimal element T \in \mathcal{T} looks like. First observe that the maps T_{i'} \to T_ i are all surjective. Namely, as I is a directed set and T_ i is finite, the intersection T'_ i = \bigcap _{i' \geq i} \mathop{\mathrm{Im}}(T_{i'} \to T_ i) is nonempty. Thus T' = (T'_ i) is a subsystem contained in T and by minimality T' = T. Finally, we claim that T_ i is a singleton for each i. Namely, if x \in T_ i, then we can define T'_{i'} = (T_{i'} \to T_ i)^{-1}(\{ x\} ) for i' \geq i and T'_ j = T_ j if j \not\geq i. This is another subsystem as we've seen above that the transition maps of the subsystem T are surjective. By minimality we see that T = T' which indeed implies that T_ i is a singleton. This holds for every i \in I, hence we see that T_ i = \{ x_ i\} for some x_ i \in S_ i with x_{i'} \mapsto x_ i under the map S_{i'} \to S_ i for every i' \geq i. In other words, (x_ i) \in \mathop{\mathrm{lim}}\nolimits S_ i and the lemma is proved. \square
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