When talking about a single random variable, knowing only its distribution, the construction of a probability space is quite easy. Namely, let $(X,\mathscr A)$ be a measurable space and let $\mathsf Q$ be some probability measure over this space which we refer to as a distribution of some random variable. The usual definition states that there is **some** probability space $(\Omega,\mathscr F,\mathsf P)$, the random variable is
$$
\xi:(\Omega,\mathscr F)\to(X,\mathscr A)
$$
i.e. it is a measurable map, and its distribution is a pushforward measure:
$$
\mathsf Q:=\xi_*(\mathsf P)
$$
i.e. $\mathsf Q(A) = \mathsf P(\xi^{-1}(A))$ for any $A\in \mathscr A$.

Clearly, given $(X,\mathscr A,\mathsf Q)$ for a single random variable there is no reason to come up with a new sample space and we can take $(\Omega,\mathscr F,\mathsf P) = (X,\mathscr A,\mathsf Q)$ and $\xi:=\mathrm{id}_X$.

Let us stick to this latter case. It may happen, that there is a map $$ \eta:(X,\mathscr A)\to(X,\mathscr A) $$ such that $\eta\neq \rm id_X$ but still it holds that $\mathsf Q = \eta_*(\mathsf Q)$. I wonder if the existence of this other maps is studied somewhere.

The brief statement of the problem is thus the following: given a probability space $(X,\mathscr A,\mathsf Q)$ if the identity map $\rm id_X$ is the unique solution of the equation $$ \mathsf Q = \xi_*(\mathsf Q) \tag{1} $$ where the variable $\xi$ is any measurable map from $(X,\mathscr A)$ to itself. As far as I am not mistaken, the space of solutions of $(1)$ is a monoid as it is closed under the composition of maps.

Also, if $\xi$ is a bijection which solves $(1)$ then $\xi^{-1}$ solves it as well: $$ \xi^{-1}_*(\mathsf Q)(A) = \mathsf Q(\xi(A)) = \mathsf Q(\xi^{-1}(\xi(A))) = \mathsf Q(A). $$

Hence, bijective solutions of $(1)$ form a group - which may seem to be thought of a group of "symmetries" of $\mathsf Q$. For example, the standard normal distribution over reals $\mathsf Q = \mathscr N(0,1)$ admits at least two representations $\xi(\omega) = \omega$ and $\xi(\omega) = -\omega$. As well as any Haar measure over a group admits representation via $\xi(\omega) = \alpha \omega$ where $\alpha$ is any element of the group.

I've asked this question on MSE, but I have not received any answers.

**Edited:** To clarify (as requested), my question is exactly as follows: are such groups of symmetries of measures studied somewhere in the literature - may be, providing some interesting results for measures exhibiting such symmetries. I have studied the Lie groups of ODE/PDE symmetries, and I wonder if there is anything similar known for measures.

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