I’m trying to prove this result and I would really appreciate if you could give some feedback in my proof.
Result: Let $A,A_1,...,A_k$ be sets, for some positive integer $k$, let $f: A \rightarrow A_1 \times ... \times A_k$ be a function and let $U_i \subseteq A_i$ for each $i \in \{1,...,k\}$. Then $$f^*(U_1 \times ... \times U_k) = \bigcap_{i=1}^k f^*_i(U_i).$$
I will be using the map $\pi_i:A_1 \times ... \times A_k \rightarrow A_i$ defined by $\pi_i((x_1,...,x_k))=x_i$ for all $(x_1,...,x_k) \in A_1 \times ... \times A_k$ (the projection map). In addition, I will make use of the functions $f_i: A \rightarrow A_i$ defined by $f_i = \pi_i \circ f$ for all $i \in \{1,...,k\}$ (the component functions of $f$).
Proof: In order to show that $f^*(U_1 \times ... \times U_k) = \bigcap_{i=1}^k f^*_i(U_i)$, we have to show that each of the sets is a subset of the other.
Let $a \in f^*(U_1 \times ... \times U_k)$. We have that $f(a) \in U_1 \times ... \times U_k$. Then $f(a)=(u_1,...u_k)$ with $u_i \in U_i$ for each $i \in \{1,...,k\}$. By the definition of component functions, we see that $u_i = (\pi_i \circ f)(a)=f_i(a)$ for all $i \in \{1,...,k\}$. Hence $f_i(a) \in U_i$ for all $i \in \{1,...,k\}$. By definition, we have that $a \in f^*_i(U_i)$ for all $i \in \{1,...,k\}$, so $a \in \bigcap_{i=1}^k f^*_i(U_i)$. Therefore $f^*(U_1 \times ... \times U_k) \subseteq \bigcap_{i=1}^k f^*_i(U_i)$.
Now, let $b \in \bigcap_{i=1}^k f^*_i(U_i)$. We have that $b \in f^*_i(U_i)$ for all $i \in \{1,...,k\}$. By definition, $f_i(b) \in U_i$ for all $i \in \{1,...,k\}$. This implies that $(f_1(b),...,f_k(b)) \in U_1 \times ... \times U_k$, so $f(b) \in U_1 \times ... \times U_k$. By definition, we conclude that $b \in f^*(U_1 \times ... \times U_k)$. Therefore $\bigcap_{i=1}^k f^*_i(U_i) \subseteq f^*(U_1 \times ... \times U_k)$.
With this, we conclude that $f^*(U_1 \times ... \times U_k) = \bigcap_{i=1}^k f^*_i(U_i)$.
$\square$
Thank you very much!
A more simplified proof: \begin{align} f^*(U_1 \times \cdots \times U_k) &= \{a \in A : f(a) \in U_1 \times \cdots \times U_k\} \\ &= \{a \in A : (f_1(a),\dots,f_k(a)) \in U_1 \times \cdots \times U_k\} \\ &= \{a \in A : f_i(a) \in U_i \textrm{ for all } i \in \{1,\dots,k\}\} \\ &= \{a \in A : a \in f^*(U_i) \textrm{ for all } i \in \{1,\dots,k\}\} \\ &= \bigcap_{i=1}^k f^*(U_i). \end{align}