Solution

ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2011/e/2/b/solution

The product topology on has as a basis of a topology the rectangles with open in and open in ; arbitrary unions of such rectangles are its open sets.
For distinct points , at least one coordinate differs. If , disjoint open neighbourhoods in the Hausdorff space give disjoint open neighbourhoods of the two points. If the second coordinates differ instead, use . Thus a product of two Hausdorff spaces is Hausdorff.

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