Colimit of topological groups (again)

This means that $j\epsilon_0 > \frac{\pi}{2}$. Hence $-j\epsilon_0 < -\frac{\pi}{2}$. By the density of rationals, this tells you that there exists a sequence $q_1, q_2,\dots,q_n$ of rational numbers in $(-\epsilon_0,\epsilon_0)$ such that $jq_n\rightarrow \frac{\pi}{2}$. Hence $|\cos(jq_n)|\rightarrow 0$. Combining this with $|x_j| < |\cos(jq_n)|$ for all $n$ gives the contradiction.

I would have added a comment, but I fear the answer would overlap the allowed character limit.

Anyway, maybe I'm missing something, but I think I see a clear contradiction. Here we go...

Let $S_j = \{(x_0, x_j)\in\mathbb{Q}\times\mathbb{R}: |x_j| < |\cos(jx_0)|\}$ Let $V_j = (-\epsilon_0,\epsilon_0)\times(-\epsilon_j,\epsilon_j)$. The claim is that for all $j$, we have $V_j\subset S_j$. Fix $j$ and assume this inclusion holds. On the other hand, if $2j\epsilon_0 > \pi$, there is a sequence $q_1,q_2,\dots$ of rationals in $(-\epsilon_0,\epsilon_0)$, such that $jq_n\rightarrow \frac{\pi}{2}$. Let $x_j\in (-\epsilon_j, \epsilon_j)$ not equal to zero. Since the inclusion $V_j\subset S_j$ holds, we have $|x_j| < |\cos(jq_n)|$ for all $n$. Clearly impossible, since $x_j > 0$.

This is a new version of the answer. The comments refer to previous versions. Martin Brandenburg's comment was especially helpful. A comment of Dan Ramras, somewhere else in this thread, drew my attention to Lemma 5.5 page 64 in Milnor and Stasheff's Characteristic Classes. Thank you also to Agusti Roig for his wonderful question.

Let me state the Lemma of Milnor and Stasheff mentioned above:

(1) Let $A_1\subset A_2\subset\cdots$ and $B_1\subset B_2\subset\cdots$ be sequences of locally compact spaces with inductive limits $A$ and $B$ respectively. Then the product topology on $A\times B$ coincides with the inductive limit topology which is associated with the sequence $A_1\times B_1\subset A_2\times B_1\subset\cdots$.

The proof (which can be found here) shows in fact that the following more technical statement also holds:

(2) Let $A_1\subset A_2\subset\cdots$ and $B_1\subset B_2\subset\cdots$ be as above. For each $i$ let $C_i\subset A_i$ and $D_i\subset B_i$ be subspaces. Assume $C_i\subset C_{i+1}$ and $D_i\subset D_{i+1}$ for all $i$, and call $C$ and $D$ the respective inductive limits. Then the product topology on $C\times D$ coincides with the inductive limit topology which is associated with the sequence $C_1\times D_1\subset C_2\times D_2\subset\cdots$.

In particular, if the $C_i$ are topological groups, then so is $C$ (assuming, of course, that the topological group structure on $C_i$ is induced by that of $C_{i+1}$). This seems to indicate that the alleged counterexample of Tatsuuma et al. is not really a counterexample.

I know no example of an inductive limit of topological groups which is not a topological group. (I think that such examples do exist. It would be interesting to know if $(\mathbb R^\infty)^\infty$ is a topological group.)

Let's prove (2).

Let $W$ be a subspace of $C\times D$ which is open in the inductive limit topology. For each $i$ let $W_i$ be an open subset of $A_i\times B_i$ which has the same intersection with $C_i\times D_i$ as $W$. Let $(c,d)$ be in $W\cap(C_i\times D_i)$. There is a compact neighborhood $K_i$ of $c$ in $A_i$, and a compact neighborhood $L_i$ of $d$ in $B_i$, such that $K_i\times L_i\subset W_i$. There is also a compact neighborhood $K_{i+1}$ of $K_i$ in $A_{i+1}$, and a compact neighborhood $L_{i+1}$ of $L_i$ in $B_{i+1}$, such that $K_{i+1}\times L_{i+1}\subset W_{i+1}$. Then $K_{i+1}\cap C_{i+1}$ is a neighborhood of $K_i\cap C_i$ in $C_{i+1}$, and $L_{i+1}\cap D_{i+1}$ is a neighborhood of $L_i\cap D_i$ in $D_{i+1}$. The union $U$ of the $K_i\cap C_i$ is open in $C$, and the union $V$ of the $L_i\cap D_i$ is open in $D$, the spaces $C$ and $D$ being equipped with the inductive limit topology. Moreover we have $(c,d)\in U\times V\subset W$.