Let X and Y be topological spaces, let A be a compact subset of X, and let B be a
compact subset of Y . Let O be a subset of X × Y that is open for the product topology.
Prove that if A × B ⊆ O then there exist an open subset U of X and an open subset V of
Y such that A ⊆ U and B ⊆ V and U × V ⊆ O. (Hint: consider first the case in which A
contains only one point.)