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Ergodic Measure


An ergodic measure for a measurable function T on a measurable space is an invariant measure m that is a probability measure such that every measurable set A invariant modulo a set of measure zero has m(A)=0 or 1. Examples of ergodic transformations include the map x|->2x modulo 1 on [0,1) with Lebesgue measure, certain automorphisms of the torus, Bernoulli schemes, and finite-state irreducible Markov shifts with their stationary probability measures (Walkden 2018, pp. 43-44, 59-60).

A map T on a measurable space is called uniquely ergodic if it has exactly one invariant probability measure. An example is the map x|->x+a modulo 1 on [0,1) when a is irrational. Here the unique invariant probability measure is Lebesgue measure (Walkden 2018, pp. 78-80).


See also

Ergodic Transformation, Invariant Measure

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References

Walkden, C. Ergodic Theory. Lecture notes, Jan. 4, 2018. https://personalpages.manchester.ac.uk/staff/Charles.Walkden/ergodic-theory/ergodic_theory.pdf.

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Ergodic Measure

Cite this as:

Weisstein, Eric W. "Ergodic Measure." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/ErgodicMeasure.html

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