I'm currently stuck on an exercise where I need to show that if $(M,d)$ and $(N,\rho)$ are metric spaces, then $d_2((a,x),(b,y)) := \sqrt{d(a,b)^2 + \rho(x,y)^2}$ defines a metric on $M\times N$. I've already shown that the basic criteria of a metric are met, but I still need to show that the triangle ineqaulity holds.
I've tried using the triangle inequality on $d$ and $\rho$ and estimating the square root with $\sqrt{a^2+b^2}\leq a+b$, but regardless of which order I've used them in, I seem to overestimate my target. I thought maybe I somehow need to use Cauchy-Schwarz, but I don't know how.
Let $(a,b,c) \in M$ and $(x,y,z) \in N$. You want to prove that $$\sqrt{d(a,c)^2 + \rho(x,z)^2} \leq \sqrt{d(a,b)^2 + \rho(x,z)^2} + \sqrt{d(b,c)^2 + \rho(y,z)^2}$$
You have, by triangle inequality for $d$ and $\rho$ : $$d(a,c)^2 + \rho(x,z)^2 \leq d(a,b)^2 + d(b,c)^2 + 2 d(a,b)d(b,c) + \rho(x,y)^2 + \rho(y,z)^2 + 2 \rho(x,y)\rho(y,z) \quad (1)$$
But on the other hand, you know that $$(\rho(x,z)d(b,c) - \rho(y,z)d(a,b))^2 \geq 0$$ so $$\rho(x,z)^2 d(b,c)^2 + \rho(y,z)^2d(a,b)^2 \geq 2 \rho(x,z)d(b,c)\rho(y,z)d(a,b)$$ Adding $d(a,b)^2d(b,c)^2 + \rho(x,y)^2 \rho(y,z)^2$ to this relation, you get $$d(a,b)^2d(b,c)^2 + \rho(x,y)^2 \rho(y,z)^2 +\rho(x,z)^2 d(b,c)^2 + \rho(y,z)^2d(a,b)^2 \geq d(a,b)^2d(b,c)^2 + \rho(x,y)^2 \rho(y,z)^2 + 2 \rho(x,z)d(b,c)\rho(y,z)d(a,b)$$ i.e. $$(d(a,b)^2 + \rho(x,z)^2)(d(b,c)^2 + \rho(y,z)^2) \geq (d(a,b)d(c,d)+\rho(x,y)\rho(y,z))^2$$ so $$2 \sqrt{(d(a,b)^2 + \rho(x,z)^2)(d(b,c)^2 + \rho(y,z)^2)} \geq 2(d(a,b)d(c,d)+\rho(x,y)\rho(y,z)) $$ Injecting this in the equation $(1)$, you get $$d(a,c)^2 + \rho(x,z)^2 \leq d(a,b)^2 + d(b,c)^2 + \rho(x,y)^2 + \rho(y,z)^2 + 2\sqrt{(d(a,b)^2 + \rho(x,z)^2)(d(b,c)^2 + \rho(y,z)^2)}$$ which is equivalent to $$d(a,c)^2 + \rho(x,z)^2 \leq \left(\sqrt{d(a,b)^2+\rho(x,z)^2}+\sqrt{d(b,c)^2 + \rho(y,z)^2}\right)^2$$ i.e. $$\sqrt{d(a,c)^2 + \rho(x,z)^2} \leq \sqrt{d(a,b)^2 + \rho(x,z)^2} + \sqrt{d(b,c)^2 + \rho(y,z)^2}$$