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The concept of internal sets is a tool in formulating the transfer principle, which concerns the logical relation between the properties of the real numbers R, and the properties of a larger field denoted *R called the hyperreal numbers. The field *R includes, in particular, infinitesimal ("infinitely small") numbers, providing a rigorous mathematical justification for their use. Roughly speaking, the idea is to express analysis over R in a suitable language of mathematical logic, and then point out that this language applies equally well to *R. This turns out to be possible because at the set-theoretic level, the propositions in such a language are interpreted to apply only to internal sets rather than to all sets (note that the term "language" is used in a loose sense in the above).
Edward Nelson's internal set theory is an axiomatic approach to non-standard analysis (see also Palmgren at constructive non-standard analysis). Conventional infinitary accounts of non-standard analysis also use the concept of internal sets.
 Internal sets in the ultrapower construction
Relative to the ultrapower construction of the hyperreal numbers as equivalence classes of sequences , an internal subset [An] of *R is one defined by a sequence of real sets , where a hyperreal is said to belong to the set if and only if the set of indices n such that , is a member of the ultrafilter used in the construction of *R.
More generally, an internal entity is a member of the natural extension of a real entity. Thus, every element of *R is internal; a subset of *R is internal if and only if it is a member of the natural extension of the power set of R; etc.
 Internal subsets of the reals
Every internal subset of is necessarily finite, (see Theorem 3.9.1 Goldblatt, 1998). In other words, every internal infinite subset of the hyperreals necessarily contains non-standard elements.
 See also
- Goldblatt, Robert. Lectures on the hyperreals. An introduction to nonstandard analysis. Graduate Texts in Mathematics, 188. Springer-Verlag, New York, 1998.
- Abraham Robinson (1996), Non-standard analysis, Princeton landmarks in mathematics and physics, Princeton University Press, ISBN 978-0-691-04490-3