$x=(x_i)_{i\in I}$ olsun.
$$x\in\left( \prod_{i\in I}A_i \right)\cap \left(\prod_{i\in I} B_{i} \right)$$
$$\Leftrightarrow$$
$$x\in\left( \prod_{i\in I}A_i \right)\wedge x\in\left(\prod_{i\in I} B_{i} \right)$$
$$\Leftrightarrow$$
$$(\forall i\in I)(x_i\in A_i)\wedge (\forall i\in I)(x_i\in B_{i})$$
$$\Leftrightarrow$$
$$(\forall i\in I)(x_i\in A_i \wedge x_i\in B_{i})$$
$$\Leftrightarrow$$
$$(\forall i\in I)(x_i\in A_i\cap B_{i})$$
$$\Leftrightarrow$$
$$x\in\left( \prod_{i\in I}A_i\cap B_i \right).$$