**Proof.**
Proof of (1). Let $\mathcal{F}$ be a sheaf on $Y_{\acute{e}tale}$. Let $g : X' \to X$ be an object of $(\textit{Spaces}/X)_{\acute{e}tale}$. Consider the fibre product

\[ \xymatrix{ Y' \ar[r]_{f'} \ar[d]_{g'} & X' \ar[d]^ g \\ Y \ar[r]^ f & X } \]

Then we have

\[ (f_{big, *}\pi _ Y^{-1}\mathcal{F})(X') = (\pi _ Y^{-1}\mathcal{F})(Y') = ((g'_{small})^{-1}\mathcal{F})(Y') = (f'_{small, *}(g'_{small})^{-1}\mathcal{F})(X') \]

the second equality by Lemma 82.5.1. On the other hand

\[ (\pi _ X^{-1}f_{small, *}\mathcal{F})(X') = (g_{small}^{-1}f_{small, *}\mathcal{F})(X') \]

again by Lemma 82.5.1. Hence by proper base change for sheaves of sets (Lemma 82.4.4) we conclude the two sets are canonically isomorphic. The isomorphism is compatible with restriction mappings and defines an isomorphism $\pi _ X^{-1}f_{small, *}\mathcal{F} = f_{big, *}\pi _ Y^{-1}\mathcal{F}$. Thus an isomorphism of functors $\pi _ X^{-1} \circ f_{small, *} = f_{big, *} \circ \pi _ Y^{-1}$.

Proof of (2). There is a canonical base change map $\pi _ X^{-1}Rf_{small, *}K \to Rf_{big, *}\pi _ Y^{-1}K$ for any $K$ in $D(Y_{\acute{e}tale})$, see Cohomology on Sites, Remark 21.19.3. To prove it is an isomorphism, it suffices to prove the pull back of the base change map by $i_ g : \mathop{\mathit{Sh}}\nolimits (X'_{\acute{e}tale}) \to \mathop{\mathit{Sh}}\nolimits ((\mathit{Sch}/X)_{\acute{e}tale})$ is an isomorphism for any object $g : X' \to X$ of $(\mathit{Sch}/X)_{\acute{e}tale}$. Let $T', g', f'$ be as in the previous paragraph. The pullback of the base change map is

\begin{align*} g_{small}^{-1}Rf_{small, *}K & = i_ g^{-1}\pi _ X^{-1}Rf_{small, *}K \\ & \to i_ g^{-1}Rf_{big, *}\pi _ Y^{-1}K \\ & = Rf'_{small, *}(i_{g'}^{-1}\pi _ Y^{-1}K) \\ & = Rf'_{small, *}((g'_{small})^{-1}K) \end{align*}

where we have used $\pi _ X \circ i_ g = g_{small}$, $\pi _ Y \circ i_{g'} = g'_{small}$, and Lemma 82.5.3. This map is an isomorphism by the proper base change theorem (Lemma 82.4.7) provided $K$ is bounded below and the cohomology sheaves of $K$ are torsion.

Proof of (3). If $f$ is finite, then the functors $f_{small, *}$ and $f_{big, *}$ are exact. This follows from Cohomology of Spaces, Lemma 67.4.1 for $f_{small}$. Since any base change $f'$ of $f$ is finite too, we conclude from Lemma 82.5.3 part (3) that $f_{big, *}$ is exact too (as the higher derived functors are zero). Thus this case follows from part (1).
$\square$

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