I have a stupid question about a topology on $C_c(X)$. Here $X$ is locally compact Hausdorff. Can assume $\sigma$-compact if it helps.
Definition (topology on $C_c(X)$): For each compact $K \subset X$, $C_K(X)$ is the set of functions in $C_c(X)$ with support in $K$. $C_K(X)$ is given a Banach space structure with the sup norm. Call this topology $\tau_K$.
Let $\beta$ be the set of $V \subset C_c(X)$ which are convex, balanced, and which have $V\cap C_K(X) \in \tau_K$ for each compact $K$.
Define $\tau$ to be the collection of sets in $C_c(X)$ given by $\bigcup (\phi_i + W_i)$ where $W_i \in \beta$. This gives a topology on $C_c(X)$ making it a locally convex topological vector space with $\beta$ as a local basis. Moreover, the topology $\tau_K$ coincides with the subspace topology $\tau|_{C_K(X)}$.
For all the above facts see Rudin's functional analysis $\S 6.3$ onwards.
Question: Take the product topology $\tau \times \tau$ on $C_c(X) \times C_c(X)$. Say $V\subset C_c(X)\times C_c(X)$ is convex and balanced. Suppose for every pair of compact sets $K, F \subset X$, we have that $V \cap C_K(X)\times C_F(X) \in \tau_K \times \tau_F$. Is $V$ open in the product topology $\tau\times \tau$?
I came across this question while studying pseudomeasures and induced representations from Folland's Harmonic analysis.
Attempt: Say $(\phi_1, \phi_2) \in V$. It suffices to find $W_1, W_2 \in \beta$ such that $(\phi_1,\phi_2) + W_1\times W_2 \subset V$...Pretty lost at this point.
Also posted here.