Filter on Product Space Converges iff Projections Converge

Theorem
Let $(X_i)_{i \in I}$ be a family of non-empty topological spaces where $I$ is an arbitrary index set.

Denote with $\displaystyle X := \prod_{i \in I} X_i$ the corresponding product space.

Denote by $\operatorname{pr}_i : X \to X_i$ the projection from $X$ onto $X_i$.

Then $\mathcal F$ converges iff for all $i \in I$ the image filter $\operatorname{pr}_i \left({\mathcal F}\right)$ converges.

One Way
Suppose that $\mathcal F$ converges.

Then there is a point $x \in X$ such that $\mathcal F$ converges to $x$.

By Filter on Product Space Converges to Point iff Projections Converge to Projections of Point, for each $i \in I$, $\operatorname{pr}_i \left({\mathcal F}\right)$ converges to $x_i$.

Thus, for each $i \in I$, $\operatorname{pr}_i \left({\mathcal F}\right)$ converges.

The Other Way
Suppose that for each $i \in I$, $\operatorname{pr}_i \left({\mathcal F}\right)$ converges.

For each $i \in I$, let $S_i$ be the set of points to which $\operatorname{pr}_i \left({\mathcal F}\right)$ converges.

By our supposition, $S_i$ is non-empty for each $i \in I$.

By the axiom of choice, there is a point $x \in X$ such that for each $i \in I$, $\operatorname{pr}_i\left({x}\right) \in S_i$.

By Filter on Product Space Converges to Point iff Projections Converge to Projections of Point, $\mathcal F$ converges to $x$.

Also See

 * Filter on Product of Hausdorff Spaces Converges iff Projections Converge, a more restricted result that does not require the axiom of choice.