# measure-preserving

## 1 Definition

Let $(X_{1},\mathfrak{B}_{1},\mu_{1})$ and $(X_{2},\mathfrak{B}_{2},\mu_{2})$ be measure spaces  , and $T:X_{1}\to X_{2}$ be a measurable transformation  . The transformation $T$ is said to be measure-preserving if for all $A\in\mathfrak{B}_{2}$ we have that

 $\mu_{1}(T^{-1}(A))=\mu_{2}(A),$

where $T^{-1}(A)$ is, as usual, the set of points $x\in X_{1}$ such that $T(x)\in A$.

• Measure-preserving transformations between the same measure space are sometimes called of the measure space.

Remarks:

• The fact that a map $T:X_{1}\longrightarrow X_{2}$ is measure-preserving depends heavily on the sigma-algebras $\mathfrak{B}_{i}$ and measures $\mu_{i}$ involved. If other measures or sigma-algebras are also in consideration, one should make clear to which measure space is $T:X_{1}\longrightarrow X_{2}$ measure-preserving.

## 2 Properties

• The composition of measure-preserving maps is again measure-preserving. Of course, we are supposing that the domains and codomains of the maps are such that the composition is possible.

• Let $(X_{1},\mathfrak{B}_{1},\mu_{1})$ and $(X_{2},\mathfrak{B}_{2},\mu_{2})$ be measure spaces and $(X_{1},\overline{\mathfrak{B}_{1}},\overline{\mu_{1}})$ and $(X_{2},\overline{\mathfrak{B}_{2}},\overline{\mu_{2}})$ their completions. If $T:(X_{1},\mathfrak{B}_{1},\mu_{1})\longrightarrow(X_{2},\mathfrak{B}_{2},\mu_{% 2})$ is measure-preserving, then so is $T:(X_{1},\overline{\mathfrak{B}_{1}},\overline{\mu_{1}})\longrightarrow(X_{2},% \overline{\mathfrak{B}_{2}},\overline{\mu_{2}})$.

• Let $(X_{1},\mathfrak{B}_{1},\mu_{1})$ and $(X_{2},\mathfrak{B}_{2},\mu_{2})$ be measure spaces and $T_{1}:X_{1}\longrightarrow X_{1}$, $T_{2}:X_{2}\longrightarrow X_{2}$ be measure-preserving maps. Then, the product map $T_{1}\times T_{2}:X_{1}\times X_{2}\longrightarrow X_{1}\times X_{2}$, defined by

 $\displaystyle T_{1}\times T_{2}\;(x_{1},x_{2}):=(T_{1}(x_{1}),T_{2}(x_{2}))$

is a measure-preserving transformation of $(T_{1}\times T_{2},\mathfrak{B}_{1}\times\mathfrak{B}_{1},\mu_{1}\times\mu_{2})$.

## 3 Examples

• The identity map of a measure space $(X,\mathfrak{B},\mu)$ is always measure-preserving.

 Title measure-preserving Canonical name Measurepreserving Date of creation 2013-03-22 12:19:41 Last modified on 2013-03-22 12:19:41 Owner asteroid (17536) Last modified by asteroid (17536) Numerical id 17 Author asteroid (17536) Entry type Definition Classification msc 28D05 Classification msc 37A05 Synonym measure preserving Synonym measure-preserving transformation Synonym measure-preserving map Related topic ErgodicTransformation Defines invertible measure-preserving transformation Defines endomorphism of a measure space