I'm a novice at category theory but I think the following referring to the direct product of vector spaces would generalize to the categorical product, if correct - on which is I would appreciate feedback: errors, or correctness and references.
The proofs I can find on the associativity of the direct product seem to focus on $(A \times B) \times C = A \times (B \times C)$. This clearly extends to any finite combination. Since the direct product is defined for a (possibly uncountable) collection of spaces $\{V_\alpha\}$ I want to try my hand at a more general proof.
I rely on the definition by the universal mapping property and the established result that two direct products on the same set of spaces are isomorphic ....
- A direct product $\Pi_{\alpha \in A} V_\alpha$ of a (possibly uncountable) set of vector spaces $\{V_\alpha\}_{\alpha \in A}$ over $F$ consists of a vector space $V$ and a system of linear surjective maps (canonical projections) $p_\alpha : V → V_\alpha$ with the following universal mapping property: whenever $U$ is a vector space and $\{L_\alpha\}_{\alpha \in A}$ is a system of linear maps $L_\alpha : U \to V_\alpha$, then there exists a unique linear map $L : U \to V$ such that $L_\alpha = p_\alpha L$ for all $\alpha$.
- the direct product is unique up to isomorphism. I.e. if $\{V, p _{\alpha \in A}\}$ and $\{V`, p` _{\alpha \in A}\}$ are two direct products for $\{V_\alpha\}_{\alpha \in A}$ then there exists a unique isomorphism $φ: V` → V$ with $p`_\alpha = p_\alpha φ$ for all $\alpha$.
With the items defined as above, take $B, C$ as disjoint subsets of $A$ with $A = B \cup C$
I want to show that $\Pi_{\alpha \in A} V_\alpha \cong \Pi (\Pi_{\beta \in B}, V_\beta, \Pi_{\gamma \in C}, V_\gamma)$.
This would then include the case $(A \times B) \times C = A \times B \times C = A \times (B \times C)$
Consider the direct product and the corresponding maps in two parts $\{V_\beta\}, \{V_\gamma\}, \{L_\beta\}, \{L_\gamma\},\{p_\beta\},\{p_\gamma\}$ as in the top part of the diagram.
Then form the direct products $\{V_B, p _{b \in B}\}$, $\{V_C, p _{c \in C}\}$ with their corresponding maps $L_B: U \to V_B$ and $L_C: U \to V_C$. The unique maps $L_B, L_C$ exist by the universal property.
Lastly form the direct product of $V_B, V_C$, as $\{V`, \{p`_B, p`_C\}\}$ and $L`$ exists by the universal property.
Then the maps can be composed
$L_\beta = p_\beta L = p_b L_B$ and $L_B = p`_B L`$ so that $L_\beta = p_b p`_B L`$
$p_b, p`_B $ are surjections and then so is their composition.
The same applies to the "C" side of the diagram.
Then take $\{p`_\alpha\} = \{p_b p`_B\} \cup \{p_c p`_C\}$ so that $\{V`, \{p`_\alpha\}\}$ is a direct product for $\{V_\alpha\}$.
By uniqueness it is isomorphic to $\{V, \{p_\alpha\}\}$.
I.e. $\Pi_{\alpha \in A} V_\alpha \cong \Pi (\Pi_{\beta \in B} V_\beta, \Pi_{\gamma \in C} V_\gamma)$.
