An invariant measure for a measurable function on a measurable
space
is a measure
satisfying
where
is the pre-image of any
. Equivalently, the pushforward
equals
. An invariant probability
measure makes
measure preserving on the corresponding probability
space. For example, a rotation
of
preserves normalized Lebesgue
measure. An invariant probability measure
is an ergodic measure when every invariant measurable set has measure
0 or 1 (Walters 1982).