A cocone under a diagram with vertex is a natural family , so for every . A colimit of is an initial such cocone: for every cocone , there is a unique with for all .
Let be a final functor and let be a cocone under . For each , choose an object of the nonempty comma category and defineA morphism in the comma category gives , and the cocone identity shows that the two resulting maps are equal. Because is a connected category, a zigzag proves independence of the chosen object. The same construction applied after a morphism proves naturality, so is a cocone. Any extension must have this value because it must satisfy the cocone identity along , proving uniqueness. This is cocone extension along a final functor.
If is a colimit of , its universal cocone extends uniquely to . Restriction and extension give mutually inverse correspondences between cocones from and from , so the extended cocone is a colimit of . Therefore the existence of all colimits of shape implies the required colimits of shape .
Now suppose is a sifted category. For , the product functor is a left adjoint, so it preserves colimits. Applying this once in each variable givesThe diagonal is final, so the right side isThus preserves binary products in a category. Since is connected, the colimit of the constant singleton diagram is a singleton, so it also preserves the terminal object. It therefore preserves finite products.
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