[proofplan]
We first verify that the maximum formula defines a metric on the product: each metric axiom follows from the corresponding coordinatewise metric axiom and the fact that the index set $\{1,\dots,n\}$ is finite and nonempty. To prove completeness, we take an arbitrary $d$-[Cauchy sequence](/page/Cauchy%20Sequence) in $X$ and show that each coordinate sequence is Cauchy in its complete coordinate space. The coordinate limits assemble into a point of the product, and finiteness of the number of coordinates lets us pass from coordinatewise convergence to convergence in the maximum metric.
[/proofplan]
[step:Verify that the maximum formula defines a metric on the product]
Let $I := \{1,\dots,n\}$. Since $n \geq 1$, the set $I$ is finite and nonempty, so the maximum in the definition of $d$ is taken over a finite nonempty set of [real numbers](/page/Real%20Numbers).
For all $x=(x_1,\dots,x_n) \in X$ and $y=(y_1,\dots,y_n) \in X$, each number $d_i(x_i,y_i)$ is nonnegative because $d_i$ is a metric. Hence
\begin{align*}
d(x,y)=\max_{i \in I} d_i(x_i,y_i) \geq 0.
\end{align*}
If $x=y$, then $x_i=y_i$ for every $i \in I$, so $d_i(x_i,y_i)=0$ for every $i \in I$, and therefore $d(x,y)=0$. Conversely, suppose $d(x,y)=0$. For every $i \in I$,
\begin{align*}
0 \leq d_i(x_i,y_i) \leq \max_{j \in I} d_j(x_j,y_j)=0.
\end{align*}
Thus $d_i(x_i,y_i)=0$ for every $i \in I$. Since each $d_i$ is a metric, this implies $x_i=y_i$ for every $i \in I$, and hence $x=y$.
For symmetry, let $x=(x_1,\dots,x_n) \in X$ and $y=(y_1,\dots,y_n) \in X$. Since each $d_i$ is symmetric,
\begin{align*}
d(x,y)=\max_{i \in I} d_i(x_i,y_i)=\max_{i \in I} d_i(y_i,x_i)=d(y,x).
\end{align*}
For the triangle inequality, let $x=(x_1,\dots,x_n)$, $y=(y_1,\dots,y_n)$, and $z=(z_1,\dots,z_n)$ be elements of $X$. For each $i \in I$, the triangle inequality for $d_i$ gives
\begin{align*}
d_i(x_i,z_i) \leq d_i(x_i,y_i)+d_i(y_i,z_i).
\end{align*}
By the definition of $d$, we also have
\begin{align*}
d_i(x_i,y_i) \leq d(x,y)
\end{align*}
and
\begin{align*}
d_i(y_i,z_i) \leq d(y,z).
\end{align*}
Therefore, for every $i \in I$,
\begin{align*}
d_i(x_i,z_i) \leq d(x,y)+d(y,z).
\end{align*}
Taking the maximum over $i \in I$ gives
\begin{align*}
d(x,z)=\max_{i \in I} d_i(x_i,z_i) \leq d(x,y)+d(y,z).
\end{align*}
Thus $d$ is a metric on $X$.
[/step]
[step:Pass from a Cauchy sequence in the product to Cauchy sequences in every coordinate]
Let $(x_k)_{k \in \mathbb{N}}$ be a Cauchy sequence in the [metric space](/page/Metric%20Space) $(X,d)$. For each $k \in \mathbb{N}$, write
\begin{align*}
x_k=(x_{k,1},\dots,x_{k,n}),
\end{align*}
where $x_{k,i} \in X_i$ for each $i \in I$.
Fix $i \in I$. We claim that $(x_{k,i})_{k \in \mathbb{N}}$ is Cauchy in $(X_i,d_i)$. Let $\varepsilon>0$. Since $(x_k)_{k \in \mathbb{N}}$ is Cauchy in $(X,d)$, there exists $N_i \in \mathbb{N}$ such that for all $k,m \in \mathbb{N}$ with $k \geq N_i$ and $m \geq N_i$,
\begin{align*}
d(x_k,x_m)<\varepsilon.
\end{align*}
For such $k$ and $m$, the coordinate distance is bounded by the maximum:
\begin{align*}
d_i(x_{k,i},x_{m,i}) \leq \max_{j \in I} d_j(x_{k,j},x_{m,j})=d(x_k,x_m)<\varepsilon.
\end{align*}
Thus $(x_{k,i})_{k \in \mathbb{N}}$ is Cauchy in $(X_i,d_i)$.
[guided]
The product metric controls every coordinate because it is defined as the largest coordinate distance. We make that control precise.
Let $i \in I$ be fixed. To prove that $(x_{k,i})_{k \in \mathbb{N}}$ is Cauchy in $(X_i,d_i)$, take an arbitrary $\varepsilon>0$. Since $(x_k)_{k \in \mathbb{N}}$ is Cauchy in $(X,d)$, there exists $N_i \in \mathbb{N}$ such that whenever $k,m \geq N_i$,
\begin{align*}
d(x_k,x_m)<\varepsilon.
\end{align*}
Writing $x_k=(x_{k,1},\dots,x_{k,n})$ and $x_m=(x_{m,1},\dots,x_{m,n})$, the definition of $d$ gives
\begin{align*}
d(x_k,x_m)=\max_{j \in I} d_j(x_{k,j},x_{m,j}).
\end{align*}
A maximum is at least each one of the numbers over which it is taken. Therefore the fixed coordinate distance satisfies
\begin{align*}
d_i(x_{k,i},x_{m,i}) \leq \max_{j \in I} d_j(x_{k,j},x_{m,j})=d(x_k,x_m)<\varepsilon.
\end{align*}
This is exactly the Cauchy condition for the sequence $(x_{k,i})_{k \in \mathbb{N}}$ in the metric space $(X_i,d_i)$. Since $i$ was arbitrary, every coordinate sequence is Cauchy in its own coordinate metric.
[/guided]
[/step]
[step:Use coordinate completeness to construct the candidate limit in the product]
For each $i \in I$, the sequence $(x_{k,i})_{k \in \mathbb{N}}$ is Cauchy in $(X_i,d_i)$ by the preceding step. Since $(X_i,d_i)$ is complete, there exists an element $x_i \in X_i$ such that
\begin{align*}
\lim_{k \to \infty} d_i(x_{k,i},x_i)=0.
\end{align*}
Define
\begin{align*}
x:=(x_1,\dots,x_n) \in X.
\end{align*}
This point is the only possible product limit of the sequence $(x_k)_{k \in \mathbb{N}}$ under coordinatewise convergence.
[/step]
[step:Use finiteness of the product to prove convergence in the maximum metric]
Let $\varepsilon>0$. For each $i \in I$, the convergence $d_i(x_{k,i},x_i) \to 0$ gives an integer $M_i \in \mathbb{N}$ such that for all $k \in \mathbb{N}$ with $k \geq M_i$,
\begin{align*}
d_i(x_{k,i},x_i)<\varepsilon.
\end{align*}
Because $I$ is finite and nonempty, the integer
\begin{align*}
M:=\max_{i \in I} M_i
\end{align*}
is well-defined. If $k \geq M$, then $k \geq M_i$ for every $i \in I$, and hence
\begin{align*}
d_i(x_{k,i},x_i)<\varepsilon
\end{align*}
for every $i \in I$. Taking the maximum over $i \in I$ yields
\begin{align*}
d(x_k,x)=\max_{i \in I} d_i(x_{k,i},x_i)<\varepsilon.
\end{align*}
Therefore $x_k \to x$ in the metric space $(X,d)$.
Since every Cauchy sequence in $(X,d)$ converges to an element of $X$, the metric space $(X,d)$ is complete.
[/step]