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We first prove the following lemma: if $$ a \equiv b \pmod{p $$ $$ a \equiv b \pmod{q $$ $$ \gcd(p,q)= $$ then $$ a \equiv b \pmod{pq $$
We know that for some $k \in \mathbb{Z}$ , $a-b = kp$ ; likewise, for some $j \in \mathbb{Z}$ , $a-b = jq$ , so $kp = jq$ . Therefore $kp - jq = 0$ .
It is a well-known theorem that, given $a,b,c,x_0,y_0 \in \mathbb{Z}$ such that $x_0a + y_0b = c$ and $d = \gcd(a,b)$ , any solutions to the diophantine equation $ax + by = c$ are given by $$x=x_0 + \frac{b}{d}n$$ $$y=y_0 + \frac{a}{d}n$$ where $n \in \mathbb{Z}$ .
We apply this theorem to the diophantine equation $kp - jq = 0$ . Clearly one solution of this diophantine equation is $k = 0, j = 0$ . Since $\gcd(q,p)=1$ , all solutions of this equation are given by $k=nq$ and $j=np$ for any $n \in \mathbb{Z}$ . So we have $a - b = npq$ ; therefore $pq$ divides $a - b$ , so $a \equiv b \pmod{pq}$ , thus completing the lemma.
Now, to prove the Chinese remainder theorem, we first show that $y_i$ must exist for any natural $i$ where $1 \leq i \leq n$ . If $$y_i\frac{P}{p_i} \equiv 1 \pmod{p_i}$$ then by definition there exists some $k \in \mathbb{Z}$ such that $$y_i\frac{P}{p_i} -1 = k p_i$$ which in turn implies that $$y_i\frac{P}{p_i} - k p_i = 1$$ This is a diophantine equation with $y_i$ and $k$ being the unknown integers. It is a well-known theorem that a diophantine
equation of the form $$ax + by = c$$ has solutions for $x$ and $y$ if and only if $\gcd(a,b)$ divides $c$ . Since $\frac{P}{p_i}$ is the product of each $p_j$ ($j \in \mathbb{N}$ , $1 \leq j \leq n$ ) except $p_i$ , and every $p_j$ is relatively prime to $p_i$ , $\frac{P}{p_i}$ and $p_i$ are relatively prime. Therefore, by definition, $\gcd(\frac{P}{p_i},p_i) = 1$ ; since $1$
divides $1$ , there are integers $k$ and $y_i$ that satisfy the above equation.
Consider some $j \in \mathbb{N}$ , $1 \leq j \leq n$ . For any $i \in \mathbb{N}$ , $1 \leq i \leq n$ , either $i\neq j$ or $i=j$ . If $i\neq j$ , then $$a_i y_i \frac{P}{p_i} = \left ( a_i y_i \frac{P}{p_i p_j} \right ) p_j$$ so $p_j$ divides $a_i y_i \frac{P}{p_i}$ , and we know $$a_i y_i \frac{P}{p_i} \equiv 0 \pmod{p_j}$$
Now consider the case that $i=j$ . $y_j$ was selected so that $$y_j\frac{P}{p_j} \equiv 1 \pmod{p_j}$$ so we know $$a_j y_j\frac{P}{p_j} \equiv a_i \pmod{p_j}$$
So we have a set of $n$ congruences $\bmod\ p_j$ ; summing them shows that $$\sum_{i=1}^n a_i y_i \frac{P}{p_i} \equiv a_i \pmod{p_j}$$ Therefore $x_0$ satisfies all the congruences.
Suppose we have some $$x \equiv x_0 \pmod{P}$$ This implies that for some $k \in \mathbb{Z}$ , $$x - x_0 = kP$$ So, for any $p_i$ , we know that $$x - x_0 = \left ( k\frac{P}{p_i} \right ) p_i$$ so $x \equiv x_0 \pmod{p_i}$ . Since congruence is transitive, $x$ must in turn satisfy all the original congruences.
Likewise, suppose we have some $x$ that satisfies all the original congruences. Then, for any $p_i$ , we know that $$x \equiv a_i \pmod{p_i}$$ and since $$x_0 \equiv a_i \pmod{p_i}$$ the transitive and symmetric properties of congruence imply that $$x \equiv x_0 \pmod{p_i}$$ for all $p_i$ . So, by our lemma, we know that $$x \equiv x_0 \pmod{p_1 p_2 \dots p_n}$$ or $$x \equiv x_0 \pmod{P}$$
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