In Jean Gallier "Aspects of harmonic Analysis and representation theory." on page 21:
In this section we study the space of functions $f : E → F$, where $E$ and $F$ are arbitrary topological spaces. We denote the set of all functions from $E$ to $F$ by $F^E$.
Our first goal is to make $F^E$ into a topological space in its own right. Surprisingly, one of the easiest ways to describe a topology on $F^E$ is to follow Tychonoff and observe that $$F^E\cong \prod_{x\in E}F_x, F_x=F.$$ Since $F^E$ is isomorphic to an $E$-indexed product space, we may give it a product topology as follows:...
Question 1: What does $F_x$ mean here? Does it mean projection? So $F_x : F×E\rightarrow F$. Does it correct?
Question 2: Also I don't understand what does he mean by $F^E\cong \prod_{x\in E}F_x, F_x=F.$ All $F_x$'s are projections onto $F$ space. How their product can be the $F^E$ space? Or even what is the meaning of such product? What do I not understand?
Question 3: I know what "isomorphic" means. But I don't understand what does he want to say by "Since $F^E$ is isomorphic to an $E$-indexed product space" preciesly. From Munkres, Topology, Chapter 15, "The Product Topology" I know something about this topology. But it does not help me here.
Please give me some clarifications.
Using the standard construction of Cartesian products, we even have $$F^E = \prod_{x\in E}F_x$$
Here $(F_x)_{x \in E}$ is the indexed collection of sets where all $F_x=F$. See for example here.
Given any indexed collection $(X_\alpha)_{\alpha \in J}$ of sets, one defines $$\prod_{\alpha \in J}X_\alpha = \{ \phi : J \to \bigcup_{\alpha \in J} X_\alpha \mid \phi(\alpha) \in X_\alpha \text{ for all } \alpha \in J \} .$$ See Munkres p. 113.
In our case we have $\bigcup_{x \in E} F_x = F$ and the condition $\phi(x) \in F_x = F$ is satisfied for all $\phi : E \to F$. Therefore $\prod_{x\in E}F_x$ is simply the set of function $F^E$.
Anyway, it does not matter whether $$F^E = \prod_{x\in E}F_x \tag{1}$$ or only $$F^E \cong \prod_{x\in E}F_x \tag{2}$$ where $\cong$ means that there exist a canonical bijection $b : F^E \to \prod_{x\in E}F_x$. The set $\prod_{x\in E}F_x$ can be given the product topology and thereby also $F^E$ gets a topology. This is trivial in case $(1)$. In case $(2)$ we use $b$ to induce a topology on $F^E$: Simply take all sets $b^{-1}(U)$, where $U$ is open in the product topology.
Let us finally try to understand the meaning of "canonical bijection" in $(2)$. There may be other constructions of Cartesian products, for example $\prod_{i \in \{1,\ldots,n\}} X_i = X_1 \times X_2 \times \ldots \times X_n = \{(x_1,x_2,\ldots,x_n) \mid x_i \in X_i \}$. Here $n$-tuples may be introduced as here and here. Working with alternative constructions prevents us from saying that $F^E = \prod_{x\in E}F_x$. However, all possible constructions are designed to give the following universal property in this abstract definition:
It is now an easy exercise to show that if $(P',(p'_\alpha)_{\alpha \in J})$ is another Cartesian product of $\mathscr X$, then there exists a unique bijection $b : P \to P'$ such that $p_\alpha = p'_\alpha \circ b$ for all $\alpha \in J$.
Our above standard construction yields a Cartesian product in this sense. Simply define $p_\alpha(\phi) = \phi(\alpha)$. Now you should see what "canonical bijection" in $(2)$ means.