Definition
Invariant probability measure
A probability measure unchanged by pushforward under a specified measurable map.
For a measurable self-map , a probability measure is invariant if , equivalently for every measurable . Specifying an invariant measure turns a measurable map into a probability-preserving system.
Topological systems
For a continuous map of a nonempty compact metric space, the Krylov–Bogolyubov theorem guarantees existence. Uniqueness is the additional property of unique ergodicity.