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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 endomorphisms include the map x|->2x mod 1 on the unit interval with Lebesgue measure, certain automorphisms of the torus, and "Bernoulli shifts" (and more generally "Markov shifts").

Given a map T and a sigma-algebra, there may be many ergodic measures. If there is only one ergodic measure, then T is called uniquely ergodic. An example of a uniquely ergodic transformation is the map x|->x+a mod 1 on the unit interval when a is irrational. Here, the unique ergodic measure is Lebesgue measure.


See also

Ergodic Transformation, Invariant Measure

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Cite this as:

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

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