Past exam of the metric spaces and complex analysis course of the University of Oxford / 2014 / 2 / a / iii / Solution

Let $(x_n,y_n)$ be a Cauchy sequence in the product. Since each coordinate distance is bounded by $\delta$, both $(x_n)$ and $(y_n)$ are Cauchy in their respective factors. By completeness they have limits $x\in M$, $y\in N$. Part (ii) then gives convergence of the pairs to $(x,y)$.

Thus the product of two complete metric spaces is complete under the maximum product metric. This checks every Cauchy sequence, rather than assuming beforehand that it has a coordinate limit.