TOPICS
Search

Invariant Measure


An invariant measure for a measurable function T:X->X on a measurable space (X,F) is a measure mu satisfying

 mu(T^(-1)A)=mu(A),

where T^(-1)A is the pre-image of any A in F. Equivalently, the pushforward T_*mu equals mu. An invariant probability measure makes T measure preserving on the corresponding probability space. For example, a rotation T(x)=x+a  (mod1) of R/Z preserves normalized Lebesgue measure. An invariant probability measure is an ergodic measure when every invariant measurable set has measure 0 or 1 (Walters 1982).


See also

Endomorphism, Ergodic Measure, Ergodic Theory, Koopman Operator, Mixing Transformation, Probability Measure

Explore with Wolfram|Alpha

References

Walters, P. An Introduction to Ergodic Theory. New York: Springer-Verlag, 1982.

Cite this as:

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

Subject classifications