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Measure-Preserving Transformation


A measure-preserving transformation of a measure space (X,F,mu) is a measurable function T:X->X such that

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

for every measurable set A in F, where T^(-1)A is its pre-image. Equivalently, mu is an invariant measure for T, or the pushforward measure T_*mu equals mu (Walkden 2018, p. 27). The map T need not be surjective. In the narrower convention for an endomorphism of a probability space, T is additionally required to be surjective.


See also

Endomorphism, Ergodic Theory, Invariant Measure, Measure Space, Pushforward Measure

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References

Walkden, C. Ergodic Theory. Lecture notes for MATH41112/61112, p. 27, Jan. 4, 2018. https://personalpages.manchester.ac.uk/staff/Charles.Walkden/ergodic-theory/ergodic_theory.pdf.

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Measure-Preserving Transformation

Cite this as:

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

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