I can prove it for $2$ events however for $m$ arbitrary events I can't so I was wondering if there is a proof of some sort for the following?
Independence of $m$ events: Similarly, $m$ events $A_1, A_2, \cdots, A_m$ are called independent if $$\mathbb P\left(A_1\cap A_2\cap\cdots\cap A_m\right) = \mathbb P\left(A_1\right)\cdot\mathbb P\left(A_2\right)\cdot\cdots\cdot\mathbb P\left(A_m\right)$$
The formulation “are called” indicates a definition. That’s just the definition of independence of events, so there’s nothing to prove.