Statement

If AA is a nonsingular integer matrix and f∈C∞(Tn)f\in C^\infty(\mathbb T^n), then

⟨f∘pA⟩=⟨f⟩.\langle f\circ p_A\rangle=\langle f\rangle.

Both use probability normalization; no factor of ∣det⁡A∣|\det A| occurs.

Fourier proof

A character e2πim⋅xe^{2\pi i m\cdot x} pulls back to e2πi(ATm)⋅xe^{2\pi i(A^Tm)\cdot x}. Because ATA^T is injective, its average vanishes for every m≠0m\ne0, while the constant character is unchanged. The smooth Fourier series converges uniformly, so its integral is the sum of its termwise integrals. This proves the formula and, in particular, preservation of the zero-mean condition.