let A and B be categories, and let's define category product as:
$A \times B \;\;$ where:
$(1)$ the objects are pairs $(a, b)$ such that $a \in A$ and $b \in B$.
$(2)$ the arrow work like $(f,g) : (A, B) \rightarrow (C, D)$ where:
- $f \in A, \;\;f:A \rightarrow C$
- $g \in B, \;\;f:B \rightarrow D$
$(3)$ the identity is defined as $\;1_{(A,B)} = (1_{A}, 1_{B})$
$(4)$ the composition is defined as $(f, g)\circ (f',g')$ = $(f\circ f',\;g\circ g')$
I think I should prove it like this:
1 - Prove that the identity is identity for composition operation
2 - Prove that the composition is associative.
[1] let $(f,g) = fg $
$fg = fg \circ 1_{(A,B)}$
so
$fg( (a,b) ) = fg \times 1_{(A,B)}(a,b)$
$fg( (a,b) ) = fg ((a,b))$
my questions are:
- do I have to prove what I said I should?
- is the identity proof correct?
- how can I prove associativity over composition?
Associativity is a statement about three morphisms, so it doesn't look like you've checked that here. The statements are true and the definition is standard; see https://ncatlab.org/nlab/show/product+category