[proofplan]
Shift the function by the threshold and set $g = f - \alpha$, so that the positive maximal set of $g$ is exactly the superlevel set $\{x : M^+ f(x) > \alpha\}$. The Maximal Ergodic Lemma applied to $g$ gives a nonnegative integral of $g$ over this set. Expanding $g$ and bounding the remaining integral by the $L^1$ norm of $f$ gives the weak-type estimate.
[/proofplan]
[step:Shift the function and identify the superlevel set]
Let $g: X \to \mathbb{R}$ be the measurable function defined by
\begin{align*}
g(x) = f(x) - \alpha .
\end{align*}
Since $f \in L^1(X,\mu)$ and $\mu(X) < \infty$, the constant function $x \mapsto \alpha$ belongs to $L^1(X,\mu)$, hence $g \in L^1(X,\mu)$.
For each integer $n \geq 1$, the one-sided ergodic average satisfies
\begin{align*}
\frac{1}{n}\sum_{k=0}^{n-1} g(T^k x)
&=
\frac{1}{n}\sum_{k=0}^{n-1} \bigl(f(T^k x)-\alpha\bigr) \\
&=
\frac{1}{n}\sum_{k=0}^{n-1} f(T^k x)-\alpha .
\end{align*}
Taking the supremum over all $n \geq 1$ gives
\begin{align*}
M^+g(x)=M^+f(x)-\alpha .
\end{align*}
Therefore
\begin{align*}
\{x \in X : M^+g(x)>0\}
=
\{x \in X : M^+f(x)>\alpha\}.
\end{align*}
Define this measurable set by
\begin{align*}
E_\alpha := \{x \in X : M^+f(x)>\alpha\}.
\end{align*}
[/step]
[step:Apply the Maximal Ergodic Lemma to the shifted function]
The function $g$ is integrable, and the finite measure-preserving hypotheses on $(X,\mathcal B,\mu,T)$ are exactly the hypotheses required by the [Maximal Ergodic Lemma](/theorems/3432). Applying that lemma to $g$ and using the identity from the previous step,
\begin{align*}
\int_{E_\alpha} g \, d\mu(x)
=
\int_{\{x \in X : M^+g(x)>0\}} g \, d\mu(x)
\geq 0 .
\end{align*}
Substituting $g=f-\alpha$ gives
\begin{align*}
0
\leq
\int_{E_\alpha} (f-\alpha) \, d\mu(x)
=
\int_{E_\alpha} f \, d\mu(x)-\alpha\,\mu(E_\alpha).
\end{align*}
Hence
\begin{align*}
\alpha\,\mu(E_\alpha)
\leq
\int_{E_\alpha} f \, d\mu(x).
\end{align*}
[/step]
[step:Bound the localized integral by the $L^1$ norm]
Taking absolute values inside the integral over $E_\alpha$ gives
\begin{align*}
\int_{E_\alpha} f \, d\mu(x)
\leq
\int_{E_\alpha} |f| \, d\mu(x).
\end{align*}
Since $E_\alpha \subseteq X$, monotonicity of the integral for the nonnegative function $|f|$ gives
\begin{align*}
\int_{E_\alpha} |f| \, d\mu(x)
\leq
\int_X |f| \, d\mu(x)
=
\|f\|_{L^1}.
\end{align*}
Combining the inequalities,
\begin{align*}
\alpha\,\mu(E_\alpha)
\leq
\|f\|_{L^1}.
\end{align*}
Because $\alpha>0$, division by $\alpha$ yields
\begin{align*}
\mu\!\left(\left\{x \in X : M^+f(x)>\alpha\right\}\right)
=
\mu(E_\alpha)
\leq
\frac{1}{\alpha}\|f\|_{L^1}.
\end{align*}
This is the desired weak-type $(1,1)$ maximal inequality.
[/step]