The product of polynomials in $R[X_i]_{i\in I}$ where $I$ is not necessarily finite is associative ($R$ commutative ring), but I can't find any detailed proof of this fact. Either it is left in exercice, either it is "obvious".
The question is quite the same (I guess...) as what Bourbaki assets to be obvious in Algebra A.III.27 §10 associativiy of bilinear product in total algebra...
So, either it is really obvious, but I lack some words of explanation ;), either some manipulations of sums and indices are required to be sure that it is obvious...
Anyone can give me details, or reference to a book or notes where it is well done, please ?
To be more precise, I want to prove that the product in $A^{(\mathbb{N}^{(I)})}$, that is $((a_\alpha)_{\alpha\in \mathbb{N}^{(I)}}, (b_\beta)_{\beta\in \mathbb{N}^{(I)}})\mapsto \left( \sum_{\alpha + \beta = \gamma} a_\alpha b_\beta\right)_{\gamma\in \mathbb{N}^{(I)}}$ is associative, and directly, not by any isomorphism for instance.
I assume you're using the definition that $R[X_i]_{i\in I}=\bigcup_{F}R[X_i]_{i\in F}$ where the union is taken over all finite subsets $F \subset I$.
Let $f_1,f_2,f_3\in R[X_i]_{i\in I}$. Then there are finite subsets $F_1,F_2,F_3$ of $I$ such that each $f_i\in R[X_i]_{i\in F_i}$. But then if we set $F=F_1\cup F_2 \cup F_3$, then $F$ is a finite subset of $I$, and the product $(f_1f_2)f_3$ in the whole ring $R[X_i]_{i\in I}$ is simply defined to be the product of the polynomials in the polynomial ring $R[X_i]_{i\in F}$ in finitely many variables. I'm sure you already know that this product is associative.