Assume first that for every . For the measure-preserving transformation property gives
Thus the sets , , are pairwise disjoint and all have measure , impossible in a probability space. Hence
The Poincare recurrence theorem states that almost every returns to infinitely often. Let
The sets are pairwise disjoint: if belonged to the th and th inverse images with , then would return to after steps. Invariance and finiteness therefore give . A point of with only finitely many returns belongs, after its last return, to some . The countable union of these null sets is null, proving the theorem.
Now let have . Put and let be the bilateral shift. Choose intervals with and . A weak-star limit of
exists on the compact shift space. Boundary terms show that the limit is -invariant. For the cylinder ,
The stated polynomial recurrence theorem supplies with . Hence that cylinder intersection meets the orbit closure of ; because it is open, some shift lies in it. Therefore . Orient these two integers according to the sign of to obtain
This is the Furstenberg correspondence principle.