Language models (LMs) have been widely used to generate text on the Internet. The generated text is often collected into the training corpus of the next generations of LMs. Previous work has experimentally found that LMs collapse when trained on recursively generated text. This paper contributes to existing knowledge from two aspects. We present a theoretical proof of LM collapse. Our proof reveals the cause of LM collapse and proves that all auto-regressive LMs will definitely collapse. We present a new finding: the performance of LMs gradually declines when trained on recursively generated text until they perform no better than a randomly initialized LM. The trained LMs produce large amounts of repetitive text and perform poorly across a wide range of natural language tasks. The above proof and new findings deepen our understanding of LM collapse and offer valuable insights that may inspire new training techniques to mitigate this threat.