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Use the convention that level $k$ counts the $k$ nonzero shifts, hence an arithmetic progression of length $k+1$. The SZ property at level $k$ means that every measurable set $A$ of positive measure satisfiesThis is the averaged multiple-recurrence property, stronger than merely finding one positive intersection. Shifting the indexing convention from $k+1$ terms to $k$ terms does not change the all-levels assertion. We work with probability measure-preserving systems.

Here is the Furstenberg correspondence principle construction proving the Szemerédi theorem. Let $D\subseteq \mathbb{N}$ have positive upper density $\delta ={\mathrm{limsup}}_N|D\cap \{1,\dots ,N\}|/N$. Put $z\in \{0,1{\}}^{\mathbb{Z}}$ equal to the indicator of $D$ on the positive coordinates and zero elsewhere, and let $S$ be the left shift. The binary full shift $\Omega =\{0,1{\}}^{\mathbb{Z}}$ is a compact metric space in the product topology, and $S$ is a homeomorphism. Choose $N_i\to \infty$ attaining the upper density and define the empirical measuresWe use the standard weak compactness fact that every sequence of Borel probability measures on a compact metric space has a weakly convergent subsequence, where weak convergence means convergence of integrals of continuous functions. Pass to a subsequence with limit $\mu$. For every continuous $F$, telescoping givesPassing to the limit proves $S_{\ast }\mu =\mu$. The cylinder set $A=\{w:w(0)=1\}$ is clopen, so its indicator is continuous andIf every measure-preserving system has the SZ property at level $k$, there is some $n\ge 1$ for which $\mu (C_n)>0$, where $C_n={\bigcap }_{j=0}^k{S}^{-jn}A$. This is also a clopen cylinder set, so ${\mu }_i(C_n)\to \mu (C_n)>0$. For some sufficiently large $i$, at least one term of the empirical average is positive: $S^{m}z\in C_n$ for some $1\le m\le N_i$. Unwinding the coordinates givesTherefore $D$ contains an arithmetic progression of length $k+1$ with positive common difference. Having the SZ property at every level gives the infinite-density form of the Szemerédi theorem.

The finite uniform form follows from the same argument. If, for fixed $\delta >0$ and $k$, arbitrarily large $N_i$ admitted sets $D_i\subseteq \{1,\dots ,N_i\}$ with $|D_i|\ge \delta N_i$ and no such arithmetic progression, replace $z$ above by the indicator $z_i$ of $D_i$, extended by zero outside that interval. Their empirical measures still have an invariant weak limit with $\mu (A)\ge \delta$. For every fixed positive $n$, however, ${\mu }_i(C_n)=0$, since a point contributing to that cylinder would be an actual progression in $D_i$. Thus $\mu (C_n)=0$ for all positive $n$, contradicting the SZ property. Consequently a sufficiently large $N$ depending only on $\delta ,k$ forces the required progression.

A compact measure-preserving system is one for which every observable $f\in L^2(\mu )$ has relatively compact forward orbit $\{U^{n}f:n\ge 0\}$ under the Koopman operator $Uf=f\circ T$. Equivalently, each of these orbits is totally bounded in the global $L^2$ norm; compactness refers to observables, not just to the underlying topological space. For an invertible system it is usual to use all integer times. One may also define compactness by density of almost periodic observables: the two definitions coincide because $\Vert U^n(f-g){\Vert }_2=\Vert f-g{\Vert }_2$, so a finite net for an approximating observable is a finite net, with slightly larger radius, for $f$.

To prove the SZ property, fix $A$ with $a=\mu (A)>0$, put $f=1_A$, and chooseCompactness gives a finite $\epsilon$-net for its orbit with centers $U^{r_1}f,\dots ,U^{r_s}f$, where $r_i\ge 0$. Let $M={\max }_i{r}_i$. For every integer $n\ge M+1$, some center satisfies $\Vert U^{n}f-U^{r_i}f{\Vert }_2<\epsilon$. Since $U$ is an isometry, cancellation givesThus the return set $R=\{r\ge 1:\Vert U^{r}f-f{\Vert }_2<\epsilon \}$ meets every interval $\{n-M,\dots ,n\}$ for $n\ge M+1$. In particular, $R$ is a syndetic set with lower density at least $1/(M+1)$. This proves the needed syndetic near returns of an almost periodic observable without any assumption of ergodicity.

For $r\in R$, telescoping and the isometry property giveAs $f$ is an indicator, $\Vert U^{jr}f-f{\Vert }_2^2=\mu (A△T^{-jr}A)$. The union bound therefore givesAll other multiple-intersection measures are nonnegative. Averaging over the bounded-gap set $R$ yieldsThus every compact measure-preserving system has the SZ property at every level, including nonergodic systems and, under the forward-orbit definition, noninvertible transformations.

For an invertible probability measure-preserving system, an almost periodic observable is an $f\in L^2(\mu )$ whose Koopman operator orbit is totally bounded:Equivalently, for every $\epsilon >0$ it has a finite $\epsilon$-net in $L^2$. For a noninvertible system use the forward orbit $n\ge 0$.

A factor map $\phi :X\to Y$ satisfies ${\phi }_{\ast }\mu =\nu$ and $\phi T=S\phi$ almost everywhere. Disintegrate $\mu ={\int }_Y{\mu }_{y}d\nu (y)$ over this map and writefor the conditional L2 norm. A relatively almost periodic observable is an $f\in L^2(\mu )$ such that, for every $\epsilon >0$, there are finitely many $g_1,\dots ,g_r\in L^2(\mu )$ withThe center may depend on both $n$ and $y$; the finite list itself does not. Since $\mathbb{Z}$ is countable, the exceptional null sets can be combined. A compact extension of a measure-preserving system is a factor map for which these relatively almost periodic observables are dense in $L^2(\mu )$. This density definition should not be replaced by a claim that every $L^2$ observable already satisfies the uniform fiberwise finite-net condition.

For a proper factor map example, let $Y=\{-1,1{\}}^{\mathbb{Z}}$ carry independent fair coordinates and the two-sided Bernoulli shift $S$, with $(Sy{)}_j=y_{j+1}$. Setusing the product of the Bernoulli measure and the equal two-point measure. These are invertible measure-preserving systems, and the projection preserves measure and intertwines the transformations, so it is a two-to-one factor map.

Take $f(y,i)=y_0$. Then $U_T^{n}f(y,i)=y_n$. Distinct coordinates are independent and have mean zero and variance one, henceIts orbit has no finite sufficiently small net. Thus the Bernoulli coordinate observable is not almost periodic in global $L^2$. In contrast, the conditional measure over $y$ is the equal measure on $(y,0),(y,1)$, and $U_T^{n}f$ is constant on that fiber with value $y_n\in \{-1,1\}$. The two centers $g_1=1,g_2=-1$ give zero error on every fiber for every $n$. Therefore $f$ is a relatively almost periodic observable for this map.

The example is also a finite-fiber compact extension. For a bounded observable on $X$, each orbit value on a fiber is a pair in a fixed bounded subset of ${\mathbb{C}}^2$, which has a finite net. Its centers can be chosen as functions constant in $y$, with prescribed values on the two labels. Bounded observables are dense in $L^2$, so the extension is compact. The Bernoulli shift is mixing: cylinder events involving disjoint coordinate sets are independent for all sufficiently large shifts, and approximation by cylinder events extends this to arbitrary events. Thus $S$ and $S^2$ are ergodic. If an invariant function on $X$ is written $a(y)+(-1{)}^{i}b(y)$, invariance gives $a\circ S=a$ and $b\circ S=-b$. The first function is constant; the second is $S^2$-invariant and hence constant, and then its sign equation forces zero. This proves that the example's source is also ergodic.

For the positive-subset assertion, interpret the printed $X^{\prime }$ as $X$, or as an invariant full-measure domain of the factor map; the prime is otherwise undefined and does not change the measure-theoretic argument.

First establish conditional norm covariance under a factor map. Invariance of the measures and uniqueness in the disintegration theorem for a probability measure giveon common full-measure sets. For the first equality, $y\mapsto T_{\ast }{\mu }_{S^{-1}y}$ is another disintegration over the same fibers: it is supported on ${\phi }^{-1}\{y\}$ and integrates to $\mu$. Uniqueness identifies it with ${\mu }_y$, and iteration gives the norm formula.

Two elementary facts explain localization of relative almost periodicity to base sets. If $f$ is a relatively almost periodic observable and $C\subseteq Y$ is measurable, then $f{1}_C\circ \phi$ is also relatively almost periodic. Indeed, on a fiber,When that indicator is one, use a center for $U_T^{n}f$; when it is zero, use the additional center $0$. Secondly, relative almost periodicity is closed under convergence in the uniform conditional L2 normIf this norm of $f-f_j$ tends to zero, covariance bounds the corresponding error between every pair of orbit values by the same number. A finite $\epsilon /2$-net for one sufficiently close $f_j$ is consequently an $\epsilon$-net for $f$.

Now take $f=1_A$. The compact extension supplies relatively almost periodic observables $f_j$ withPut $e_j(y)=\Vert f_j-f{\Vert }_y$. The Tonelli theorem givesHence $e_j(y)\to 0$ for $\nu$-almost every $y$. Since ${\int }_Y{\mu }_y(A)d\nu =\mu (A)>0$, choose $\eta >0$ for whichhas positive measure. The Egorov theorem gives a measurable $C\subseteq E$ of positive measure on which $e_j\to 0$ uniformly. DefineThenFor $h_j=f_j{1}_C\circ \phi$, the localization fact makes every $h_j$ relatively almost periodic, whileThe conditional-norm closure fact therefore proves $1_B$ is a relatively almost periodic observable, with $B\subseteq A$ and positive measure. This is the positive-measure almost periodic indicator in a compact extension. No ergodic component or uncountable intersection of exceptional sets is needed in this construction; it in fact works under the same disintegration and compactness hypotheses without using the assumed ergodicity.

For every positive $\epsilon$, require finitely many global $L^2$ centers $g_j$ such that the displayed inequality holds for every integer $n$ on almost every fiber of the factor map. A center can depend on the fiber and time; its finite list is fixed. This is weaker than almost periodic observable in global norm. For noninvertible systems use nonnegative times.