[guided]Fix a bi-infinite symbolic sequence $s=(s_n)_{n \in \mathbb{Z}} \in \Sigma_2$. The goal is to construct the unique point whose orbit visits the strip $H_{s_n}$ at time $n$. Since we cannot impose infinitely many strip conditions at once directly, we first impose only finitely many of them.
For each integer $N \geq 0$, let
\begin{align*}
w_N = (s_{-N},\dots,s_N) \in \{0,1\}^{\{-N,\dots,N\}}.
\end{align*}
Define
\begin{align*}
C_N(w_N) := \{x \in R : F^k(x) \in H_{s_k} \text{ for every } k \in \{-N,\dots,N\}\}.
\end{align*}
This set consists of all points whose orbit follows the prescribed symbols from time $-N$ through time $N$.
We now use the cylinder conclusions included explicitly in the theorem statement. They say that every finite word is admissible, the corresponding cylinder is nonempty and compact, the cylinders for a fixed bi-infinite sequence are nested, and their diameters tend to zero. These are the exact structural inputs needed to turn symbolic data into a unique orbit point.
The theorem gives two facts for the sets $C_N(w_N)$. First, each $C_N(w_N)$ is a nonempty compact subset of $R$. Second, the sequence is nested and shrinking:
\begin{align*}
C_{N+1}(w_{N+1}) \subset C_N(w_N)
\end{align*}
and
\begin{align*}
\lim_{N \to \infty} \operatorname{diam}(C_N(w_N)) = 0.
\end{align*}
The nesting holds because imposing the symbols from time $-(N+1)$ through time $N+1$ includes, in particular, imposing the symbols from time $-N$ through time $N$.
Since $R$ is compact and the sets $C_N(w_N)$ are nonempty nested compact subsets of $R$, the finite intersection property for compact spaces gives
\begin{align*}
\bigcap_{N=0}^{\infty} C_N(w_N) \neq \varnothing.
\end{align*}
The shrinking diameter conclusion gives uniqueness. Indeed, if $x$ and $y$ both belonged to the intersection, then for every $N$ both points would lie in $C_N(w_N)$, so
\begin{align*}
|x-y| \leq \operatorname{diam}(C_N(w_N)).
\end{align*}
Taking $N \to \infty$ gives $|x-y|=0$, hence $x=y$.
Denote the unique point in the intersection by $x_s$. For any fixed $k \in \mathbb{Z}$, choose $N \geq |k|$. Since $x_s \in C_N(w_N)$, the definition of $C_N(w_N)$ gives $F^k(x_s) \in H_{s_k} \subset R$. This is true for every $k \in \mathbb{Z}$, so
\begin{align*}
x_s \in \bigcap_{k \in \mathbb{Z}} F^{-k}(R) = \Lambda.
\end{align*}
By construction, the itinerary of $x_s$ is exactly $s$, so $\pi(x_s)=s$.[/guided]