[proofplan]
We use the ergodic-theoretic proof of Szemerédi's theorem. The [Furstenberg correspondence principle](/theorems/4615) converts the positive upper density assumption on $A$ into a measurable set $B$ of positive measure in a measure-preserving system, with finite intersections of shifts of $B$ controlled by upper densities of corresponding finite intersections of shifts of $A$. Furstenberg's multiple recurrence theorem then supplies a positive-measure intersection $B \cap T^{-r}B \cap \cdots \cap T^{-(k-1)r}B$ for some $r \geq 1$. Returning through the correspondence principle gives a positive-density set of starting points $n$ for arithmetic progressions $n,n+r,\dots,n+(k-1)r$ inside $A$.
[/proofplan]
[step:Handle the length one case directly]
If $k = 1$, then $\overline d(A) > 0$ implies $A \neq \varnothing$. Choose $n \in A$ and set $r := 1$. Then the one-term progression $n$ is contained in $A$.
For the rest of the proof, fix $k \in \mathbb{N}$ with $k \geq 2$.
[/step]
[step:Pass from positive density to a measure-preserving system]
For each $m \in \mathbb{N}_0 := \mathbb{N} \cup \{0\}$, define the shifted set
\begin{align*}
A - m := \{n \in \mathbb{N} : n+m \in A\}.
\end{align*}
By the Furstenberg correspondence principle (citing a result not yet in the wiki: Furstenberg correspondence principle), there exist a probability space $(X,\mathcal{B},\mu)$, a measurable map $T:X \to X$ preserving $\mu$, and a set $B \in \mathcal{B}$ such that $\mu(B) = \overline d(A) > 0$ and, for every finite set $F \subset \mathbb{N}_0$,
\begin{align*}
\mu\left(\bigcap_{m \in F} T^{-m}B\right)
\leq
\overline d\left(\bigcap_{m \in F} (A-m)\right).
\end{align*}
Here $T^{-m}B := \{x \in X : T^m(x) \in B\}$ for $m \in \mathbb{N}_0$, with $T^0$ the identity map on $X$.
[guided]
We want to translate a combinatorial statement about subsets of $\mathbb{N}$ into a recurrence statement in dynamics. For each $m \in \mathbb{N}_0$, define
\begin{align*}
A - m := \{n \in \mathbb{N} : n+m \in A\}.
\end{align*}
Thus $n \in A-m$ exactly when the shifted integer $n+m$ lies in $A$.
We now apply the Furstenberg correspondence principle (citing a result not yet in the wiki: Furstenberg correspondence principle). Its hypotheses require a subset of $\mathbb{N}$ with positive upper asymptotic density. This is exactly the hypothesis on $A$, since
\begin{align*}
\overline d(A) := \limsup_{N \to \infty} \frac{|A \cap \{1,\dots,N\}|}{N} > 0.
\end{align*}
The correspondence principle produces a probability space $(X,\mathcal{B},\mu)$, a measure-preserving measurable map $T:X \to X$, and a measurable set $B \in \mathcal{B}$ with positive measure. More precisely, it gives
\begin{align*}
\mu(B) = \overline d(A) > 0
\end{align*}
and, for every finite set $F \subset \mathbb{N}_0$,
\begin{align*}
\mu\left(\bigcap_{m \in F} T^{-m}B\right)
\leq
\overline d\left(\bigcap_{m \in F} (A-m)\right).
\end{align*}
Here $T^{-m}B$ denotes the preimage of $B$ under $T^m$, namely
\begin{align*}
T^{-m}B := \{x \in X : T^m(x) \in B\}.
\end{align*}
This inequality is the bridge we need: any positive-measure multiple recurrence for $B$ will force positive upper density for the corresponding multiple shifted intersection of $A$.
[/guided]
[/step]
[step:Use multiple recurrence to obtain a positive-measure simultaneous return]
Apply Furstenberg's multiple recurrence theorem (citing a result not yet in the wiki: [Furstenberg multiple recurrence theorem](/theorems/4616)) to the measure-preserving system $(X,\mathcal{B},\mu,T)$, the measurable set $B$, and the integer $k \geq 2$. Since $\mu(B)>0$, there exists $r \in \mathbb{N}$ such that
\begin{align*}
\mu\left(B \cap T^{-r}B \cap T^{-2r}B \cap \cdots \cap T^{-(k-1)r}B\right) > 0.
\end{align*}
[guided]
The set $B$ has positive measure, so it must return to itself in a structured way. We apply Furstenberg's multiple recurrence theorem (citing a result not yet in the wiki: Furstenberg multiple recurrence theorem). The theorem requires a probability measure-preserving system, a measurable set of positive measure, and a length $k$. We have these: $(X,\mathcal{B},\mu,T)$ is measure-preserving by the correspondence principle, $B \in \mathcal{B}$, $\mu(B)>0$, and $k \geq 2$ is fixed.
The conclusion is that there exists an integer $r \in \mathbb{N}$ such that the simultaneous return set has positive measure:
\begin{align*}
\mu\left(B \cap T^{-r}B \cap T^{-2r}B \cap \cdots \cap T^{-(k-1)r}B\right) > 0.
\end{align*}
The point is that the same return time $r$ works for all the shifts $0,r,2r,\dots,(k-1)r$. This common spacing is what will become the common difference of the arithmetic progression in $A$.
[/guided]
[/step]
[step:Transfer the positive recurrence back to a positive-density set of starting points]
Define the finite set of shifts
\begin{align*}
F_r := \{0,r,2r,\dots,(k-1)r\} \subset \mathbb{N}_0.
\end{align*}
Applying the correspondence inequality to $F_r$ gives
\begin{align*}
0
&<
\mu\left(\bigcap_{j=0}^{k-1} T^{-jr}B\right) \\
&\leq
\overline d\left(\bigcap_{j=0}^{k-1} (A-jr)\right).
\end{align*}
Therefore
\begin{align*}
\overline d\left(A \cap (A-r) \cap (A-2r) \cap \cdots \cap (A-(k-1)r)\right) > 0.
\end{align*}
[guided]
Now we feed the recurrence information back into the correspondence principle. Define
\begin{align*}
F_r := \{0,r,2r,\dots,(k-1)r\} \subset \mathbb{N}_0.
\end{align*}
This is a finite set, so the correspondence inequality applies to $F_r$. Since the recurrence step gave
\begin{align*}
\mu\left(\bigcap_{j=0}^{k-1} T^{-jr}B\right) > 0,
\end{align*}
we obtain
\begin{align*}
0
&<
\mu\left(\bigcap_{j=0}^{k-1} T^{-jr}B\right) \\
&\leq
\overline d\left(\bigcap_{j=0}^{k-1} (A-jr)\right).
\end{align*}
Hence the shifted intersection
\begin{align*}
A \cap (A-r) \cap (A-2r) \cap \cdots \cap (A-(k-1)r)
\end{align*}
has positive upper asymptotic density. In particular, it cannot be empty, because the empty set has upper asymptotic density $0$.
[/guided]
[/step]
[step:Choose a starting point and read off the arithmetic progression]
Since
\begin{align*}
\overline d\left(\bigcap_{j=0}^{k-1} (A-jr)\right) > 0,
\end{align*}
the intersection $\bigcap_{j=0}^{k-1}(A-jr)$ is nonempty. Choose
\begin{align*}
n \in \bigcap_{j=0}^{k-1}(A-jr).
\end{align*}
For each $j \in \{0,1,\dots,k-1\}$, the membership $n \in A-jr$ means $n+jr \in A$. Therefore
\begin{align*}
n,\ n+r,\ n+2r,\ \dots,\ n+(k-1)r \in A.
\end{align*}
Since $r \in \mathbb{N}$, we have $r \geq 1$, so for $k \geq 2$ this arithmetic progression is non-constant. Together with the direct verification for $k=1$, this proves the theorem.
[/step]