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What is meant when somebody says that a problem can be expressed as a $\Pi_1$-sentence? I know that for the arithmetical hierarchy, a $\Pi^0_1$-sentence is a sentence of the form $\forall n_1\forall n_2\dots\forall n_k \psi$ where $\psi$ is a formula in the language of Peano arithmetic with only bounded quantifiers. And for the analytical hierarchy, a $\Pi_1^1$-sentence is a sentence of the form $\forall X_1\forall X_2\dots\forall X_k \psi$ where $\psi$ is a formula in the language of second-order arithmetic with no set quantifiers.

I found the following definition for this notation in section "5 Proving Independence" of an article on the possibility of undecidability:

Let’s define a $\Pi_1$-sentence to be any sentence of the form, “For all $x$, $P (x)$,” where $P$ is function that can be proven to be recursive in Peano Arithmetic, PA.

People talking about $\Pi_1$- and $\Pi_2$-sentences sometimes refer to Shoenfield's absoluteness theorem, which seems to talk about $\Pi^1_2$-sentences, i.e. refers to the analytical hierarchy. Can I deduce from this that people talking about $\Pi_1$-sentences use $\Pi_1$ as a shorthand for $\Pi^1_1$ (because $x^1=x$...)? But the quoted definition looks much more like the condition from the arithmetical hierarchy to me, even so I'm not sure whether it is really equivalent to it.

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Since Peano arithmetic is a first-order theory, all quantifiers are first-order, so it's a $\Pi_1^0$ sentence. The article probably contains examples supporting this interpretation.

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What is meant when somebody says that a problem can be expressed as a $Π_1$-sentence?

It's a $\Pi^0_1$ sentence, just like Yuval Filmus said. Instead of proving that the cited definition is indeed equivalent to the condition of a $\Pi^0_1$ sentence (which should be possible), let me provide further evidence of actual usage:

In each of the cited cases, some people talk about $\Pi_1$ sentences and some people talk about $\Pi^0_1$ sentences, and both sides agree that they are talking about the same thing.

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