An ergodic measure for a measurable function on a measurable
space is an invariant measure
that is a probability measure
such that every measurable set
invariant modulo a set of measure
zero has
or 1. Examples of ergodic transformations
include the map
modulo 1 on
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 on a measurable space
is called uniquely ergodic if it has exactly one invariant probability
measure. An example is the map
modulo 1 on
when
is irrational. Here the
unique invariant probability measure is Lebesgue measure (Walkden 2018, pp. 78-80).