I read that a direct product of a finite number of nilpotent groups is nilpotent. Here the definition of a nilpotent group is one that has a central series. A comment in my book following this claim says
If $G_{ij}$ is the $i^{th}$ term of a central series of the $j^{th}$ factor $H_j$, with $G_{ij}=G$ if the series has already terminated at $G$, then $\prod_j G_{ij}$ will be the $i^{th}$ term of a central series for $\prod_j H_j$.
My guess is that the central series for $\prod_j H_j$ is something like $$ 1\unlhd \prod_j G_{1j}\unlhd\prod_j G_{2j}\unlhd\cdots\unlhd\prod_j G_{rj}=\prod_j H_j $$ and additionally $$ \prod_j G_{i+1,j}/\prod_j G_{ij}\subseteq Z(\prod_j H_j/\prod_j G_{ij}). $$ I'm struggling to understand why the containment above is true. I think I need to show $$ \begin{align*} \prod_j g_{i+1,j}\prod_j G_{ij}\cdot\prod_j h_j\prod_j G_{ij} &= \prod_j g_{i+1,j}\prod_j h_j\prod_j G_{ij} \\ &= \prod_j h_j\prod_j g_{i+1,j}\prod_j G_{ij} \\ &= \prod_j h_j\prod_j G_{ij}\cdot\prod_j g_{i+1,j}\prod_j G_{ij} \end{align*} $$ but I just don't see why the second equality would be true. I'm sure there's a nice simple explanation, and I'd be glad to see it. Thanks.
Let $G=H\times K$. Note that $[(h_1, k_1), (h_2, k_2)] = ([h_1, h_2],[k_1, k_2])$, and so
$$[H\times K, H\times K]=[H, H] \times [K, K]=H_1\times K_1.$$
Similarly,
$$[H\times K,H_1\times K_1]= [H, H_1] \times [K, K_1]=H_2 \times K_2,$$
etc.
Assuming $H$ and $K$ are nilpotent, there exists and $i$ such that $G_i=H_i\times K_i=\langle 1\rangle$, and so $G$ is nilpotent.
The class of a nilpotent group $Q$ is defined to be the unique number $c$ such that $Q_c$ is trivial but $Q_{c-1}$ is non-trivial. Then, for $G=H\times K$ where $H$ is of class $c$ and $K$ is of class $d$, then the above working shows that $G$ is of class at most $\max(c, d)$.
Thus, the direct product of two nilpotent groups is nilpotent, and a simple inductive argument completes the proof.
This result is a specific case of a well-known result, called Fitting's Theorem, and the working to prove both of them is rather similar. Fitting's Theorem says the following,
Theorem:(Fitting's Theorem) Let $M$ and $N$ be normal nilpotent subgroups of a group $G$. If $c$ and $d$ are the nilpotent classes of $M$ and $N$, then $L=MN$ is nilpotent of class at most $c+d$.
In our case, these conditions all hold, we just have the additional conditions that $G=MN(=L)$ and that $M\cap N=1$, which makes our life easier. To prove Fitting's Theorem, start by proving that for $U, V, W\lhd G$ we have $[UV, W]=[U, W][V, W]$ and $[U, VW]=[U, V][U, W]$. The nilpotency of $L$ follows quickly. I will leave you to prove the class is $c+d$ on your own.