[step:Verify the Möbius recursion for the product formula]
Define the set of comparable pairs in $P\times Q$ by
\begin{align*}
\mathcal C_{P\times Q}=\{(u,v)\in (P\times Q)\times(P\times Q):u\le_{P\times Q}v\}.
\end{align*}
Define a function $M:\mathcal C_{P\times Q}\to \mathbb Z$ by
\begin{align*}
M\bigl((a_1,a_2),(b_1,b_2)\bigr)=\mu_P(a_1,b_1)\mu_Q(a_2,b_2)
\end{align*}
whenever $a_1\le_P b_1$ and $a_2\le_Q b_2$. We show that $M$ satisfies the defining recursion of the Möbius function of $P\times Q$.
First, for every $(a_1,a_2)\in P\times Q$,
\begin{align*}
M\bigl((a_1,a_2),(a_1,a_2)\bigr)
=
\mu_P(a_1,a_1)\mu_Q(a_2,a_2)
=
1\cdot 1
=
1.
\end{align*}
Now suppose
\begin{align*}
(x_1,x_2)<_{P\times Q}(y_1,y_2).
\end{align*}
Then at least one of $x_1<_P y_1$ or $x_2<_Q y_2$ holds. Using the interval identity from the previous step and finiteness of the intervals, we obtain
\begin{align*}
\sum_{(x_1,x_2)\le_{P\times Q} (z_1,z_2)\le_{P\times Q} (y_1,y_2)} M\bigl((x_1,x_2),(z_1,z_2)\bigr)=\sum_{z_1\in [x_1,y_1]_P}\sum_{z_2\in [x_2,y_2]_Q}\mu_P(x_1,z_1)\mu_Q(x_2,z_2).
\end{align*}
Because the sums are finite, the double sum factors:
\begin{align*}
\sum_{z_1\in [x_1,y_1]_P}\sum_{z_2\in [x_2,y_2]_Q}\mu_P(x_1,z_1)\mu_Q(x_2,z_2)=\left(\sum_{z_1\in [x_1,y_1]_P}\mu_P(x_1,z_1)\right)\left(\sum_{z_2\in [x_2,y_2]_Q}\mu_Q(x_2,z_2)\right).
\end{align*}
The defining recursion for $\mu_P$ gives $\sum_{z_1\in [x_1,y_1]_P}\mu_P(x_1,z_1)=1$ when $x_1=y_1$, and gives
\begin{align*}
\sum_{z_1\in [x_1,y_1]_P}\mu_P(x_1,z_1)
=
0
\end{align*}
when $x_1<_P y_1$. The analogous identity holds in $Q$. Since at least one coordinate inequality is strict, one of the two factors is $0$. Therefore
\begin{align*}
\sum_{(x_1,x_2)\le_{P\times Q} (z_1,z_2)\le_{P\times Q} (y_1,y_2)}
M\bigl((x_1,x_2),(z_1,z_2)\bigr)
=
0.
\end{align*}
Thus $M$ satisfies the Möbius recursion on $P\times Q$. Since $P\times Q$ is finite, the hypotheses of [citetheorem:8101] apply to the finite poset $P\times Q$, and the converse uniqueness statement in that theorem says that these recursive equations determine the Möbius function uniquely. Therefore
\begin{align*}
M=\mu_{P\times Q}.
\end{align*}
Evaluating at $((x_1,x_2),(y_1,y_2))$ gives
\begin{align*}
\mu_{P\times Q}\bigl((x_1,x_2),(y_1,y_2)\bigr)
=
\mu_P(x_1,y_1)\mu_Q(x_2,y_2).
\end{align*}
[/step]