Let (X,dX) and (Y,dY) be metric spaces
. On the product
X×Y, define the metric
d∞((x,y),(x′,y′))=max{dX(x,x′),dY(y,y′)}.
(Any equivalent product metric, such as d1=dX+dY, yields the same notion of convergence
.)
Proposition (coordinatewise convergence): A sequence ((xn,yn)) in X×Y converges to (x,y) (with respect to d∞) if and only if
xn→x in Xandyn→y in Y.
Likewise, ((xn,yn)) is Cauchy
in X×Y iff (xn) is Cauchy in X and (yn) is Cauchy in Y.
This proposition justifies treating product convergence as “simultaneous convergence of components.”
Proof sketch:
By definition,
d∞((xn,yn),(x,y))→0⟺max{dX(xn,x),dY(yn,y)}→0,
which holds iff both dX(xn,x)→0 and dY(yn,y)→0. The Cauchy statement is identical with (x,y) replaced by (xm,ym).