[step:Use the maximum inequality to prove the $p=\infty$ triangle inequality]
Let $(x_1,y_1),(x_2,y_2),(x_3,y_3)\in X\times Y$. Define
\begin{align*}
a=d_X(x_1,x_2)
\end{align*}
\begin{align*}
b=d_Y(y_1,y_2)
\end{align*}
\begin{align*}
c=d_X(x_2,x_3)
\end{align*}
\begin{align*}
d=d_Y(y_2,y_3).
\end{align*}
The coordinate triangle inequalities give
\begin{align*}
d_X(x_1,x_3)\le a+c
\end{align*}
and
\begin{align*}
d_Y(y_1,y_3)\le b+d.
\end{align*}
Therefore
\begin{align*}
d_\infty((x_1,y_1),(x_3,y_3))\le \max\{a+c,b+d\}.
\end{align*}
Since $a\le \max\{a,b\}$, $b\le \max\{a,b\}$, $c\le \max\{c,d\}$, and $d\le \max\{c,d\}$, we have
\begin{align*}
a+c\le \max\{a,b\}+\max\{c,d\}
\end{align*}
and
\begin{align*}
b+d\le \max\{a,b\}+\max\{c,d\}.
\end{align*}
Taking the maximum of the two left-hand sides gives
\begin{align*}
\max\{a+c,b+d\}\le \max\{a,b\}+\max\{c,d\}.
\end{align*}
Substituting the definitions of $a,b,c,d$ yields
\begin{align*}
d_\infty((x_1,y_1),(x_3,y_3))\le d_\infty((x_1,y_1),(x_2,y_2))+d_\infty((x_2,y_2),(x_3,y_3)).
\end{align*}
Thus $d_\infty$ satisfies the triangle inequality.
[/step]