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
measure
equals
. An invariant probability
measure makes
a measure-preserving transformation
of the corresponding probability space. For
example, a rotation
of
preserves normalized Lebesgue
measure. An invariant probability measure
is an ergodic measure when every measurable
set
satisfying
has measure 0 or 1 (Walters 1982; Walkden 2018, pp. 27,
29, and 43-44).