Product of Directed Sets is Directed Set

Theorem
Let $\struct {\Lambda_1, \preceq_1}$ and $\struct {\Lambda_2, \preceq_2}$ be directed sets.

Define a relation $\sqsubseteq$ on $\Lambda_1 \times \Lambda_2$ by:


 * $\tuple {\lambda_1, \lambda_2} \sqsubseteq \tuple {\mu_1, \mu_2}$

for $\tuple {\lambda_1, \lambda_2}, \tuple {\mu_1, \mu_2} \in \Lambda_1 \times \Lambda_2$ :


 * $\lambda_1 \preceq_1 \mu_1$ and $\lambda_2 \preceq_2 \mu_2$

Then $\struct {\Lambda_1 \times \Lambda_2, \sqsubseteq}$ is a directed set.

Proof
We first show that $\sqsubseteq$ is a preordering on $\Lambda_1 \times \Lambda_2$.

Let $\tuple {\lambda, \mu} \in \Lambda_1 \times \Lambda_2$.

We have $\lambda \preceq_1 \lambda$ and $\mu \preceq_2 \mu$ since $\Lambda_1$ and $\Lambda_2$ are preorderings.

So we have $\tuple {\lambda, \mu} \sqsubseteq \tuple {\lambda, \mu}$, and so $\preceq$ is reflexive.

Now suppose that $\tuple {\lambda_1, \mu_1}, \tuple {\lambda_2, \mu_2}, \tuple {\lambda_3, \mu_3} \in \Lambda_1 \times \Lambda_2$ are such that:


 * $\tuple {\lambda_1, \mu_1} \sqsubseteq \tuple {\lambda_2, \mu_2}$

and:


 * $\tuple {\lambda_2, \mu_2} \sqsubseteq \tuple {\lambda_3, \mu_3}$

Then we have:


 * $\lambda_1 \preceq_1 \lambda_2$ and $\lambda_2 \preceq_1 \lambda_3$

and:


 * $\mu_1 \preceq_2 \mu_2$ and $\mu_2 \preceq_2 \mu_3$

Since $\preceq_1$ is transitive, we have:


 * $\lambda_1 \preceq_1 \lambda_3$

Since $\preceq_2$ is transitive, we have:


 * $\mu_1 \preceq_2 \mu_3$

So we have:


 * $\tuple {\lambda_1, \mu_1} \sqsubseteq \tuple {\lambda_3, \mu_3}$

So $\sqsubseteq$ is transitive.

We now show that $\sqsubseteq$ is directed.

Let $\tuple {\lambda_1, \mu_1}, \tuple {\lambda_2, \mu_2} \in \Lambda_1 \times \Lambda_2$.

Then since $\preceq_1$ is directed, there exists $\lambda \in \Lambda_1$ such that:


 * $\lambda_1 \preceq_1 \lambda$ and $\lambda_2 \preceq_2 \lambda$.

Since $\preceq_2$ is directed, there exists $\mu \in \Lambda_2$ such that:


 * $\mu_1 \preceq_2 \mu$ and $\mu_2 \preceq_2 \mu$.

So we have:


 * $\tuple {\lambda_1, \mu_1} \sqsubseteq \tuple {\lambda, \mu}$

and:


 * $\tuple {\lambda_2, \mu_2} \sqsubseteq \tuple {\lambda, \mu}$

So $\tuple {\Lambda_1 \times \Lambda_2, \sqsubseteq}$ is a directed set.