Past exam of the probability, statistics and options I course of the University of Oxford / 2011 / E / 2 / b / Solution

The product topology on $X\times Y$ has as a basis of a topology the rectangles $U\times V$ with $U$ open in $X$ and $V$ open in $Y$; arbitrary unions of such rectangles are its open sets.

For distinct points $(x_1,y_1),(x_2,y_2)$, at least one coordinate differs. If $x_1\ne x_2$, disjoint open neighbourhoods $U_1,U_2$ in the Hausdorff space $X$ give disjoint open neighbourhoods $U_1\times Y,U_2\times Y$ of the two points. If the second coordinates differ instead, use $X\times V_1,X\times V_2$. Thus a product of two Hausdorff spaces is Hausdorff.