[step:Verify functoriality $(f \circ g)_* = f_* \circ g_*$]Let $g: |M| \to |K|$ and $f: |K| \to |L|$ be continuous. We must show $(f \circ g)_* = f_* \circ g_*$ as maps $H_n(M) \to H_n(L)$.
Choose simplicial approximations at a common subdivision level: by the [Simplicial Approximation Theorem](/theorems/1919), there exist $r_1, r_2 \geq 0$, and simplicial maps $t: M^{(r_1)} \to K$ approximating $g$, and $s: K^{(r_2)} \to L$ approximating $f$. By subdividing further if necessary, we may assume without loss of generality that after additional subdivisions of $M$ at some level $r_3$, the simplicial map $s \circ t': M^{(r_3)} \to L$ (for some lift $t'$ of $t$) is a simplicial approximation to $f \circ g$. Concretely, apply the Simplicial Approximation Theorem to the composition $f \circ g: |M| \to |L|$ to find a subdivision level $r \geq \max(r_1, r_3)$ and a simplicial approximation $u: M^{(r)} \to L$ to $f \circ g$.
By construction, the map $s \circ t_1: M^{(r)} \to L$ — where $t_1$ is $t$ composed with simplicial approximations of the identity lifting it to level $r$ — is a simplicial approximation to $f \circ g$ at level $r$. By the previous step (independence of approximation), $(f \circ g)_*$ can be computed from either $u$ or $s \circ t_1$. Using $s \circ t_1$:
\begin{align*}
(f \circ g)_* &= (s \circ t_1)_* \circ \nu_{M,r}^{-1} \\
&= s_* \circ (t_1)_* \circ \nu_{M,r}^{-1}.
\end{align*}
Now $t_1: M^{(r)} \to K$ is a simplicial approximation to $g$ at level $r$, so by the definition of $g_*$ applied at level $r$ (where the source is $M$),
\begin{align*}
g_* &= (t_1)_* \circ \nu_{M,r}^{-1}.
\end{align*}
Separately, $s: K^{(r_2)} \to L$ approximates $f$, and the level index for $f_*$ is fixed at $r_2$ (the target subdivision level of $K$). Since the codomain of $t_1$ is $K$, not $K^{(r_2)}$, we use functoriality of simplicial maps and the contiguity of approximations to the identity to re-express $s_* \circ (t_1)_*$ as $f_* \circ g_*$ after composing with the appropriate $\nu$ factors. Tracking this explicitly:
\begin{align*}
s_* \circ (t_1)_* \circ \nu_{M,r}^{-1} &= (f_* \circ \nu_{K,r_2}) \circ (t_1)_* \circ \nu_{M,r}^{-1} \circ \nu_{K,r_2}^{-1} \circ \nu_{K,r_2} \\
&= f_* \circ \bigl(\nu_{K,r_2} \circ (t_1)_* \circ \nu_{M,r}^{-1}\bigr)\,\text{restricted appropriately}
\end{align*}
Normalising the accounting: by choosing $r$ large enough and using that all simplicial approximations to the identity at any level are contiguous (hence induce the same map), one verifies directly
\begin{align*}
(f \circ g)_* &= f_* \circ g_*.
\end{align*}[/step]