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Jun 21, 2012 at 1:38 comment added Steve Huntsman You'll want to look at Yaglom's and Robert Adler's books if you haven't already.
Jun 20, 2012 at 17:36 comment added Tom LaGatta By the Riesz representation theorem, measures are exactly functionals on $X$, by the correspondance $\mu(f) = \int_M f(q) \, \mu(dq)$. Going down this route, one sees ergodic measures as the extreme points of an appropriate simplex, probably the Poulsen simplex as in Vaughn Climenhaga's question below. When we toss stationarity and especially isotropy into the mix, I really don't have a good intuition on what this space looks like. mathoverflow.net/questions/83981/…
Jun 20, 2012 at 17:14 history asked Tom LaGatta CC BY-SA 3.0