Let [tex]A_1, A_2, A_3, \ldots[/tex] be a sequence of countably infinite sets. Prove that their Cartesian product [tex]\prod_{n=1}^{\infty} A_n[/tex], i.e. the set of all sequences [tex](a_1, a_2, a_3, \ldots)[/tex] with [tex]a_n \in A_n[/tex] for every [tex]n[/tex], is uncountable.
Solution:
Denote the product by [tex]P[/tex]. Each [tex]A_n[/tex] is countably infinite, so we can enumerate its elements without repetitions:
[tex]A_n = \{a_{n,1}, a_{n,2}, a_{n,3}, \ldots\}, \qquad a_{n,1} \ne a_{n,2}[/tex]
Assume that [tex]P[/tex] is countable. It is non-empty (it contains [tex](a_{1,1}, a_{2,1}, a_{3,1}, \ldots)[/tex]), so its elements can be listed in a sequence (repetitions allowed)
[tex]x^{(1)}, x^{(2)}, x^{(3)}, \ldots, \qquad x^{(k)} = \left(x^{(k)}_1, x^{(k)}_2, x^{(k)}_3, \ldots\right)[/tex]
We use Cantor's diagonal argument: for every [tex]n[/tex] put [tex]y_n = a_{n,2}[/tex] if [tex]x^{(n)}_n = a_{n,1}[/tex], and [tex]y_n = a_{n,1}[/tex] if [tex]x^{(n)}_n \ne a_{n,1}[/tex]. Let [tex]y = (y_1, y_2, y_3, \ldots)[/tex]. Then [tex]y_n \in A_n[/tex] for every [tex]n[/tex], so [tex]y \in P[/tex].
On the other hand, [tex]y_n \ne x^{(n)}_n[/tex] for every [tex]n[/tex], i.e. [tex]y[/tex] differs from [tex]x^{(n)}[/tex] in the [tex]n[/tex]-th coordinate. Hence [tex]y \ne x^{(n)}[/tex] for all [tex]n[/tex], so [tex]y[/tex] is missing from the list, a contradiction. Therefore [tex]P[/tex] is uncountable.