A pushforward measure is the measure on a measurable space
induced by a measure
on a measurable
space
and a measurable function
. It is defined by
for every , where
is the pre-image of
(Tao 2009).
It satisfies , so the pushforward of a probability
measure is a probability measure. For
a measurable function
,
iff
is an invariant measure
for
, or equivalently
is a measure-preserving
transformation (Walkden 2018, p. 27).