Invariant measure

guillefix 4th November 2016 at 2:43pm

a Measure that is preserved by some Function

We say that the function f:XXf: X \rightarrow X preserves a measure μ\mu on (XB)(X\mathcal{B}), if μ(f1B)=μ(B)\mu(f^{-1} B) = \mu(B), for all BBB \in \mathcal{B}. The function is then said to be μ\mu-preserving, or μ\mu is said to be ff-invariant.

https://en.wikipedia.org/wiki/Invariant_measure