The seminorms in have inverse images of intervals that constrain one coordinate at a time. Finite intersections of these sets are exactly the standard basic neighbourhoods for the product topology, so is the product of locally convex spaces. If , thenbelong to and and . Conversely every such pair defines a continuous functional, so .
For the open convex sets , considerThis set is open and convex, and because the have empty intersection. Separate from by a continuous linear functional on the product. By the dual description just proved, it has the formfor , and is nonzero with one strict sign on . DefineIf some vector belonged to every , choose with the same image. Then every , making , a contradiction. Hence , proving finite-dimensional separation of open convex sets.
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