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Bjørn Kjos-Hanssen
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Non-uniqueness in Krylov-Bogoliubov theorem

So apparently the Krylov-Bogoliubov theorem says that every continuous function $f:X\to X$ on a compact metrizable space $X$ has an invariant probability measure $\mu$.

Of course, if $X$ is just a single point then there's only one such $\mu$. But if $X$ is say the Cantor space $\{0,1\}^{\mathbb N}$, or the unit interval $[0,1]$,

must there be uncountably many such $\mu$? Must there be an uncountable family of mutually singular $\mu$'s?

Bjørn Kjos-Hanssen
  • 24.8k
  • 3
  • 58
  • 114