Invariant measures

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If φ is a map then a measure μ is invariant under φ if μ(φ − 1A) = μ(A) for all A. In the context of Hamiltonian flows, an invariant measure on phase space is invariant under the Hamiltonian flow map. This measure is a probability measure if it is positive and has total measure of size 1.

Examples of invariant measures

  • Gibbs measure
  • Every invariant torus supports at least one invariant measure.
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