(1) Would this be a valid definition of a joint function $f$ of two functions $g$ and $h$? $$g: \mathbb{X} \rightarrow \mathbb{R};\,\,\, h: \mathbb{Y} \rightarrow \mathbb{R}$$ $$f: \mathbb{X} , \mathbb{Y} \rightarrow \mathbb{R};\,\,\,f(x,y) = g(x) \cdot h(y) $$
This is how, e.g., some define (implement) multivariate probability mass functions.
- This thing done to two binomial distributions
- It must be possible to describe bivariate normal distribution as this "product" of two normal distributions
(2) Whatever the proper name of this operation on two functions, question: would it be a correct definition of the bivariate normal distribution to be such $f$ of two normal distribution functions $g$ and $h$?
(3) The main question. Can any continuous function of two variables $f$ be described as such "product" of two continuous functions $g$ and $h$? What special properties would those that cannot carry?
Clearly, not any two-variable map can be written as a product of two one-variable maps.
For example, the map $f(x,y) = x^2 + y^2$ defined on $\mathbb R^2$, vanishes only at $(0,0)$. If $f(x,y) = g(x)h(y)$, then either $g(0)=$ or $h(0)=0$. In the first case you'll have $f(0,y)=0$ for any $y \in \mathbb R$. Which isn't the case. Similar argument if $h(0)=0$. This proves that $f$ can't be written as the product $g(x)h(y)$.
More generally, a map $(x,y) \mapsto g(x)h(y)$ vanishes on lines. This is not the case for general two-variable maps.