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Pushforward Measure


A pushforward measure is the measure f_*mu on a measurable space (Y,B) induced by a measure mu on a measurable space (X,A) and a measurable function f:(X,A)->(Y,B). It is defined by

 (f_*mu)(E)=mu(f^(-1)(E))

for every E in B, where f^(-1)(E) is the pre-image of E (Tao 2009).

It satisfies (f_*mu)(Y)=mu(X), so the pushforward of a probability measure is a probability measure. For a measurable function T:X->X, T_*mu=mu iff mu is an invariant measure for T, or equivalently T is a measure-preserving transformation (Walkden 2018, p. 27).


See also

Invariant Measure, Measurable Function, Measurable Space, Measure, Measure-Preserving Transformation, Pre-Image, Probability Measure

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References

Tao, T. "245B, Notes 0: A Quick Review of Measure and Integration Theory." What's New. Jan. 1, 2009. https://terrytao.wordpress.com/2009/01/01/245b-notes-0-a-quick-review-of-measure-and-integration-theory/.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.

Cite this as:

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

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