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By definition, we have $\Delta_n=\Pi_n\cap \Sigma_n$ . In addition, $\Sigma_n\cup\Pi_n\subseteq \Delta_{n+1}$ .
This is proved by vacuous quantification. If $R$ is equivalent to $\phi(\vec{n})$ then $R$ is equivalent to $\forall x\phi(\vec{n})$ and $\exists x\phi(\vec{n})$ , where $x$ is some variable that does not occur free in $\phi$ .
More significant is the proof that all containments are proper. First, let $n\geq 1$ and $U$ be universal for $2$ -ary $\Sigma_n$ relations. Then $D(x)\leftrightarrow U(x,x)$ is obviously $\Sigma_n$ . But suppose $D\in \Delta_n$ . Then $D\in Pi_n$ , so $\neg D\in\Sigma_n$ . Since $U$ is universal, ther is some $e$ such that $\neg D(x)\leftrightarrow U(e,x)$ , and therefore
$\neg D(e)\leftrightarrow U(e,e)\leftrightarrow \neg U(e,e)$ . This is clearly a contradiction, so $D\in\Sigma_n\setminus\Delta_n$ and $\neg D\in\Pi_n\setminus\Delta_n$ .
In addition the recursive join of $D$ and $\neg D$ , defined by $$D\oplus\neg D(x)\leftrightarrow (\exists y<x[x=2\cdot y]\wedge D(x)) \vee (\neg\exists y<x[x=2\cdot y]\wedge \neg D(x))$$
Clearly both $D$ and $\neg D$ can be recovered from $D\oplus\neg D$ , so it is contained in neither $\Sigma_n$ nor $\Pi_n$ . However the definition above has only unbounded quantifiers except for those in $D$ and $\neg D$ , so $D\oplus\neg D(x)\in \Delta_{n+1}\setminus\Sigma_n\cup\Pi_n$
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