Invariant measures. Let ((X, mathscr{A}, mu)) be a finite measure space where (mathscr{A}=sigma(mathscr{G})) for some (cap)-stable generator
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Invariant measures. Let \((X, \mathscr{A}, \mu)\) be a finite measure space where \(\mathscr{A}=\sigma(\mathscr{G})\) for some \(\cap\)-stable generator \(\mathscr{G}\). Assume that \(\theta: X ightarrow X\) is a map such that \(\theta^{-1}(A) \in \mathscr{A}\) for all \(A \in \mathscr{A}\). Prove that
\[\mu(G)=\mu\left(\theta^{-1}(G)ight) \quad \forall G \in \mathscr{G} \Longrightarrow \mu(A)=\mu\left(\theta^{-1}(A)ight) \quad \forall A \in \mathscr{A}\]
(A measure \(\mu\) with this property is called invariant w.r.t. the map \(\theta\).)
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